Artur
204 lines
17 KiB
Plaintext
204 lines
17 KiB
Plaintext
//------------------------------------------------------------------
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#property copyright "Copyright 2017, mladen"
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#property link "mladenfx@gmail.com"
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#property description "Schaff Trend Cycle"
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#property version "1.00"
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//------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_buffers 6
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#property indicator_plots 1
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#property indicator_label1 "Schaff Trend Cycle value"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrSilver,clrLimeGreen,clrOrange
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#property indicator_width1 2
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//-----------------
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//
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enum enPrices
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{
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pr_close, // Close
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pr_open, // Open
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pr_high, // High
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pr_low, // Low
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pr_median, // Median
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pr_typical, // Typical
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pr_weighted, // Weighted
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pr_average, // Average (high+low+open+close)/4
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pr_medianb, // Average median body (open+close)/2
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pr_tbiased, // Trend biased price
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pr_tbiased2, // Trend biased (extreme) price
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pr_haclose, // Heiken Ashi close
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pr_haopen , // Heiken Ashi open
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pr_hahigh, // Heiken Ashi high
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pr_halow, // Heiken Ashi low
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pr_hamedian, // Heiken Ashi median
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pr_hatypical, // Heiken Ashi typical
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pr_haweighted, // Heiken Ashi weighted
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pr_haaverage, // Heiken Ashi average
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pr_hamedianb, // Heiken Ashi median body
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pr_hatbiased, // Heiken Ashi trend biased price
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pr_hatbiased2 // Heiken Ashi trend biased (extreme) price
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};
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// input parameters
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input int SchaffPeriod = 10; // Schaff period
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input int FastEma = 20; // Fast EMA period
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input int SlowEma = 50; // Slow EMA period
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input double SmoothPeriod = 3; // Smoothing period
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input enPrices Price = pr_close; // Price
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double val[],valc[],macd[],fastk1[],fastd1[],fastk2[];
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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SetIndexBuffer(0,val,INDICATOR_DATA);
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SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,macd,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,fastk1,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,fastk2,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,fastd1,INDICATOR_CALCULATIONS);
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IndicatorSetString(INDICATOR_SHORTNAME,"Schaff Trend Cycle ("+(string)SchaffPeriod+","+(string)FastEma+","+(string)SlowEma+","+(string)SmoothPeriod+")");
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// IndicatorSetString(INDICATOR_SHORTNAME,"Schaff Trend Cycle ("+(string)SchaffPeriod+","+(string)FastEma+","+(string)SlowEma+")");
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(Bars(_Symbol,_Period)<rates_total) return(-1);
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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double alpha=2.0/(1.0+SmoothPeriod);
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//double alpha=0.5;
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int i=(int)MathMax(_prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
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{
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double price=getPrice(Price,customChartIndicator.Open,customChartIndicator.Close,customChartIndicator.High,customChartIndicator.Low,i,rates_total);
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macd[i]=iEma(price,FastEma,i,rates_total,0)-iEma(price,SlowEma,i,rates_total,1);
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int start = MathMax(i-SchaffPeriod+1,0);
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double lowMacd = macd[ArrayMinimum(macd,start,SchaffPeriod)];
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double highMacd = macd[ArrayMaximum(macd,start,SchaffPeriod)]-lowMacd;
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fastk1[i] = (highMacd > 0) ? 100*((macd[i]-lowMacd)/highMacd) : (i>0) ? fastk1[i-1] : 0;
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fastd1[i] = (i>0) ? fastd1[i-1]+alpha*(fastk1[i]-fastd1[i-1]) : fastk1[i];
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double lowStoch = fastd1[ArrayMinimum(fastd1,start,SchaffPeriod)];
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double highStoch = fastd1[ArrayMaximum(fastd1,start,SchaffPeriod)]-lowStoch;
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fastk2[i] = (highStoch > 0) ? 100*((fastd1[i]-lowStoch)/highStoch) : (i>0) ? fastk2[i-1] : 0;
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val[i] = (i>0) ? val[i-1]+alpha*(fastk2[i]-val[i-1]) : fastk2[i];
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valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : 0 : 0;
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}
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return(i);
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}
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//------------------------------------------------------------------
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// custom functions
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//------------------------------------------------------------------
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double workEma[][2];
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double iEma(double price,double period,int r,int _bars,int instanceNo=0)
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{
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if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);
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workEma[r][instanceNo]=price;
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if(r>0 && period>1)
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workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
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return(workEma[r][instanceNo]);
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}
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//
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//----------------------
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//
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#define _pricesInstances 1
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#define _pricesSize 4
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double workHa[][_pricesInstances*_pricesSize];
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double getPrice(int tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars,int instanceNo=0)
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{
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if(tprice>=pr_haclose)
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{
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if(ArrayRange(workHa,0)!=_bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize;
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double haOpen;
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if(i>0)
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haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;
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else haOpen = (open[i]+close[i])/2;
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double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
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double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
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double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
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if(haOpen <haClose) { workHa[i][instanceNo+0] = haLow; workHa[i][instanceNo+1] = haHigh; }
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else { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow; }
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workHa[i][instanceNo+2] = haOpen;
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workHa[i][instanceNo+3] = haClose;
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//
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//--------------------
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//
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switch(tprice)
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{
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case pr_haclose: return(haClose);
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case pr_haopen: return(haOpen);
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case pr_hahigh: return(haHigh);
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case pr_halow: return(haLow);
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case pr_hamedian: return((haHigh+haLow)/2.0);
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case pr_hamedianb: return((haOpen+haClose)/2.0);
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case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
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case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
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case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
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case pr_hatbiased:
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if(haClose>haOpen)
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return((haHigh+haClose)/2.0);
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else return((haLow+haClose)/2.0);
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case pr_hatbiased2:
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if(haClose>haOpen) return(haHigh);
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if(haClose<haOpen) return(haLow);
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return(haClose);
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}
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}
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//
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//--------------------------
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//
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switch(tprice)
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{
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case pr_close: return(close[i]);
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case pr_open: return(open[i]);
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case pr_high: return(high[i]);
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case pr_low: return(low[i]);
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case pr_median: return((high[i]+low[i])/2.0);
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case pr_medianb: return((open[i]+close[i])/2.0);
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case pr_typical: return((high[i]+low[i]+close[i])/3.0);
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case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
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case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
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case pr_tbiased:
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if(close[i]>open[i])
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return((high[i]+close[i])/2.0);
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else return((low[i]+close[i])/2.0);
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case pr_tbiased2:
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if(close[i]>open[i]) return(high[i]);
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if(close[i]<open[i]) return(low[i]);
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return(close[i]);
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}
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return(0);
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}
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//+------------------------------------------------------------------+
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