//------------------------------------------------------------------ #property copyright "© mladen, 2017" #property link "mladenfx@gmail.com" #property version "1.00" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 5 #property indicator_plots 3 #property indicator_label1 "up level" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLimeGreen #property indicator_style1 STYLE_DOT #property indicator_label2 "down level" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrange #property indicator_style2 STYLE_DOT #property indicator_label3 "value" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrSilver,clrLimeGreen,clrOrange #property indicator_width3 2 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2 // Heiken ashi trend biased (extreme) price }; input int FastEma = 12; // Fast ema period input int SlowEma = 26; // Slow ema period input double SignalPeriod = 9; // Signal period input enPrices Price = pr_close; // Price double val[],valc[],levelUp[],levelDn[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void OnInit() { SetIndexBuffer(0,levelUp,INDICATOR_DATA); SetIndexBuffer(1,levelDn,INDICATOR_DATA); SetIndexBuffer(2,val ,INDICATOR_DATA); SetIndexBuffer(3,valc ,INDICATOR_COLOR_INDEX); for (int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false); IndicatorSetString(INDICATOR_SHORTNAME," (dsl) MACD ("+(string)FastEma+","+(string)SlowEma+","+(string)SignalPeriod+")"); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnCalculate(const int rates_total, const int prev_calculated, const datetime& time[], const double& open[], const double& high[], const double& low[], const double& close[], const long& tick_volume[], const long& volume[], const int& spread[]) { if (Bars(_Symbol,_Period)0) ? (val[i]>0) ? levelUp[i-1]+alpha*(val[i]-levelUp[i-1]) : levelUp[i-1] : 0; levelDn[i] = (i>0) ? (val[i]<0) ? levelDn[i-1]+alpha*(val[i]-levelDn[i-1]) : levelDn[i-1] : 0; valc[i] = (val[i]>levelUp[i]) ? 1 : (val[i]0) ? (val[i]==val[i-1]) ? valc[i-1]: 0 : 0; } return(i); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workEma[][2]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _length 0 #define _len 1 #define _weight 2 double nlmvalues[ ][3]; double nlmprices[ ][1]; double nlmalphas[ ][1]; // // // // // double iNonLagMa(double price, double length, int r, int bars, int instanceNo=0) { if (ArrayRange(nlmprices,0) != bars) ArrayResize(nlmprices,bars); if (ArrayRange(nlmvalues,0) < instanceNo+1) ArrayResize(nlmvalues,instanceNo+1); nlmprices[r][instanceNo]=price; if (length<5 || r<3) return(nlmprices[r][instanceNo]); // // // // // if (nlmvalues[instanceNo][_length] != length) { double Cycle = 4.0; double Coeff = 3.0*M_PI; int Phase = (int)(length-1); nlmvalues[instanceNo][_length] = length; nlmvalues[instanceNo][_len ] = (int)(length*4) + Phase; nlmvalues[instanceNo][_weight] = 0; if (ArrayRange(nlmalphas,0) < (int)nlmvalues[instanceNo][_len]) ArrayResize(nlmalphas,(int)nlmvalues[instanceNo][_len]); for (int k=0; k<(int)nlmvalues[instanceNo][_len]; k++) { double t; if (k<=Phase-1) t = 1.0 * k/(Phase-1); else t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0); double beta = MathCos(M_PI*t); double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1; nlmalphas[k][instanceNo] = g * beta; nlmvalues[instanceNo][_weight] += nlmalphas[k][instanceNo]; } } // // // // // if (nlmvalues[instanceNo][_weight]>0) { double sum = 0; for (int k=0; k < (int)nlmvalues[instanceNo][_len] && (r-k)>=0; k++) sum += nlmalphas[k][instanceNo]*nlmprices[r-k][instanceNo]; return( sum / nlmvalues[instanceNo][_weight]); } else return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 1 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); } if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); } } if (warned) { Comment(""); warned=false; } return(true); }