//+------------------------------------------------------------------+ //| AdaptiveCyberCycle.mq5 | //| | //| Adaptive Cyber Cycle | //| | //| Algorithm taken from book | //| "Cybernetics Analysis for Stock and Futures" | //| by John F. Ehlers | //| | //| contact@mqlsoft.com | //| http://www.mqlsoft.com/ | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Coded by Witold Wozniak" //---- author of the indicator #property link "www.mqlsoft.com" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- two buffers are used for calculation and drawing the indicator #property indicator_buffers 2 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Cycle indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a line #property indicator_type1 DRAW_LINE //---- red color is used as the color of the indicator line #property indicator_color1 Red //---- the indicator 1 line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator label #property indicator_label1 "Adaptive Cyber Cycle" //+----------------------------------------------+ //| Trigger indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator signal line #property indicator_color2 Blue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator label #property indicator_label2 "Trigger" //+----------------------------------------------+ //| Horizontal levels display parameters | //+----------------------------------------------+ #property indicator_level1 0.0 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input double Alpha=0.07; // Indicator ratio input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double CycleBuffer[]; double TriggerBuffer[]; //---- declaration of integer variables for the indicators handles int CP_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //---- declaration of dynamic arrays that //---- will be used as ring buffers int Count[]; double Smooth[],Price[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos(int &CoArr[]) // return the current value of the price series by the link { //---- int numb,Max1,Max2; static int count=1; Max2=7; Max1=Max2-1; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=7+6; //---- memory distribution for variables' arrays ArrayResize(Count,7); ArrayResize(Smooth,7); ArrayResize(Price,7); //---- initialization of the variables arrays ArrayInitialize(Count,0); ArrayInitialize(Smooth,0.0); ArrayInitialize(Price,0.0); //---- getting handle of the CyclePeriod indicator CP_Handle=iCustom(NULL,0,"CyclePeriod",Alpha); if(CP_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the CyclePeriod indicator"); return(1); } //---- set CycleBuffer[] dynamic array as an indicator buffer SetIndexBuffer(0,CycleBuffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*min_rates_total); //---- indexing the elements in the buffer as timeseries ArraySetAsSeries(CycleBuffer,true); //---- set TriggerBuffer[] dynamic array as an indicator buffer SetIndexBuffer(1,TriggerBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 2 by min_rates_total+1 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,3*min_rates_total+1); //---- indexing the elements in the buffer as timeseries ArraySetAsSeries(TriggerBuffer,true); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"Adaptive Cyber Cycle(",DoubleToString(Alpha,4),", ",Shift,")"); //---- creating a name for displaying in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //---- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); return(0); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(BarsCalculated(CP_Handle)rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation limit=rates_total-2; // starting index for calculation of all bars else limit=rates_total-prev_calculated; // starting index for calculation of new bars MaxBar=rates_total-min_rates_total-3; //---- indexing elements in arrays as timeseries ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); //---- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { bar0=Count[0]; bar1=Count[1]; bar2=Count[2]; bar3=Count[3]; Price[bar0]=(high[bar]+low[bar])/2.0; Smooth[bar0]=(Price[bar0]+2.0*Price[bar1]+2.0*Price[bar2]+Price[bar3])/6.0; if(bar<=MaxBar) { //--- copy newly appeared data in the array if(CopyBuffer(CP_Handle,0,bar,1,period)<=0) return(0); //---- initialization of variables alpha1=2.0/(period[0]+1.0); K0=MathPow((1.0 - 0.5*alpha1),2); K1=2.0; K2=K1 *(1.0 - alpha1); K3=MathPow((1.0 - alpha1),2); CycleBuffer[bar]=K0*(Smooth[bar0]-K1*Smooth[bar1]+Smooth[bar2])+K2*CycleBuffer[bar+1]-K3*CycleBuffer[bar+2]; } else CycleBuffer[bar]=(Price[bar0]-2.0*Price[bar1]+Price[bar2])/4.0; TriggerBuffer[bar]=CycleBuffer[bar+1]; if(bar>0) Recount_ArrayZeroPos(Count); } //---- return(rates_total); } //+------------------------------------------------------------------+