Added interpolated mtf and arrows.rexey wrote: Mon Jun 13, 2022 9:15 am Hi Mrtools
I have Jurik Stocahstics coded here in forex station
i like it but i will like you to add for me arrow on color change (on chart arrows), interpolation and also make it MTF
i appreciate all you're doing for me
Thanks in advance
Attached code below
Code: Select all
//+------------------------------------------------------------------ //| //+------------------------------------------------------------------ #property copyright "www.forex-station.com" #property link "www.forex-station.com" #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 clrRed #property indicator_color2 clrLimeGreen #property indicator_color3 clrLimeGreen #property indicator_width1 3 #property indicator_width2 3 #property indicator_width3 3 #property indicator_minimum -5 #property indicator_maximum 105 #property strict // // // // // 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 pr_habclose, // Heiken ashi (better formula) close pr_habopen , // Heiken ashi (better formula) open pr_habhigh, // Heiken ashi (better formula) high pr_hablow, // Heiken ashi (better formula) low pr_habmedian, // Heiken ashi (better formula) median pr_habtypical, // Heiken ashi (better formula) typical pr_habweighted,// Heiken ashi (better formula) weighted pr_habaverage, // Heiken ashi (better formula) average pr_habmedianb, // Heiken ashi (better formula) median body pr_habtbiased, // Heiken ashi (better formula) trend biased price pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price }; extern int StochasticPeriod = 55; // Stochastic period extern int JmaLength1 = 10; // First jma smoothing length extern double JmaPhase1 = 0; // First jma smoothing phase extern bool JmaDouble1 = false; // First jma smoothing double smooth extern int JmaLength2 = 10; // Second jma smoothing length extern double JmaPhase2 = 0; // Second jma smoothing phase extern bool JmaDouble2 = false; // Second jma smoothing double smooth extern enPrices PriceForHigh = pr_high; // Price to use for high extern enPrices PriceForLow = pr_low; // Price to use for low extern enPrices PriceForClose = pr_close; // Price to use for close extern double UpLevel = 80.0; // Overbought level extern double DnLevel = 20.0; // Oversold level double stoch[],stoUp[],stoDn[],calcBuffer[],prh[],prl[],trend[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // int init() { IndicatorBuffers(7); SetIndexBuffer(0,stoch); SetIndexBuffer(1,stoUp); SetIndexBuffer(2,stoDn); SetIndexBuffer(3,calcBuffer); SetIndexBuffer(4,prh); SetIndexBuffer(5,prl); SetIndexBuffer(6,trend); SetLevelValue(0,UpLevel); SetLevelValue(1,DnLevel); IndicatorShortName("Double jurik smoothed stochastic ("+(string)StochasticPeriod+","+(string)JmaLength1+","+(string)JmaLength2+")"); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(Bars-counted_bars,Bars-1); // // // // // if (trend[limit]==1) CleanPoint(limit,stoUp,stoDn); double prices[3]; for(int i = limit; i >= 0; i--) { prices[0] = getPrice(PriceForHigh ,Open,Close,High,Low,i,Bars,0); prices[1] = getPrice(PriceForClose,Open,Close,High,Low,i,Bars,1); prices[2] = getPrice(PriceForLow ,Open,Close,High,Low,i,Bars,2); ArraySort(prices); prl[i] = prices[0]; prh[i] = prices[2]; double max = prh[i], min = prl[i]; for(int k=1; k<StochasticPeriod && (i+k)<Bars; k++) { max = fmax(max,prh[i+k]); min = fmin(min,prl[i+k]); } double sto = (max!=min) ? (prices[1]-min)/(max-min)*100.00 : 0; calcBuffer[i] = iDSmooth(sto,JmaLength1,JmaPhase1,JmaDouble1,i,0); // // // // // max = calcBuffer[i]; min = calcBuffer[i]; for(int k=1; k<StochasticPeriod && (i+k)<Bars; k++) { max = fmax(max,calcBuffer[i+k]); min = fmin(min,calcBuffer[i+k]); } sto = (max!=min) ? (calcBuffer[i]-min)/(max-min)*100.00 : 0; stoch[i] = iDSmooth(iDSmooth(sto,JmaLength1,JmaPhase1,JmaDouble1,i,20),JmaLength2,JmaPhase2,JmaDouble2,i,40); stoUp[i] = EMPTY_VALUE; stoDn[i] = EMPTY_VALUE; trend[i] = (i<Bars-1) ? (stoch[i] > stoch[i+1]) ? 1 : (stoch[i] < stoch[i+1]) ? -1 : trend[i+1] : 0; if (trend[i] == 1) PlotPoint(i,stoUp,stoDn,stoch); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // double wrk[][60]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0) { if (isDouble) return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10)); else return (iSmooth(price,length,phase,i,s)); } // // // // // double iSmooth(double price, double length, double phase, int i, int s=0) { if (length <=1) return(price); if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); int r = Bars-i-1; if (r==0) { int k; for(k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); } // // // // // double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0); double pow1 = MathMax(len1-2.0,0.5); double del1 = price - wrk[r-1][bsmax+s]; double del2 = price - wrk[r-1][bsmin+s]; double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100); int forBar = MathMin(r,10); wrk[r][volty+s] = 0; if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div; // // // // // wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]); double dVolty = 0; if (wrk[r][avolty+s] > 0) dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1); if (dVolty < 1) dVolty = 1.0; // // // // // double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1; if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2; // // // // // double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price); wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s]; wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]); wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s]; wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); // // // // // return(wrk[r][4+s]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2) #define _priceInstances 3 #define _priceInstancesSize 4 double workHa[][_priceInstances*_priceInstancesSize]; 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*=_priceInstancesSize; int r = bars-i-1; // // // // // double haOpen = (r>0) ? (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0 : (open[i]+close[i])/2;; double haClose = (open[i]+high[i]+low[i]+close[i]) / 4.0; if (_prHABF(tprice)) if (high[i]!=low[i]) haClose = (open[i]+close[i])/2.0+(((close[i]-open[i])/(high[i]-low[i]))*MathAbs((close[i]-open[i])/2.0)); else haClose = (open[i]+close[i])/2.0; double haHigh = fmax(high[i], fmax(haOpen,haClose)); double haLow = fmin(low[i] , fmin(haOpen,haClose)); // // // // // if(haOpen<haClose) { workHa[r][instanceNo+0] = haLow; workHa[r][instanceNo+1] = haHigh; } else { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow; } workHa[r][instanceNo+2] = haOpen; workHa[r][instanceNo+3] = haClose; // // // // // switch (tprice) { case pr_haclose: case pr_habclose: return(haClose); case pr_haopen: case pr_habopen: return(haOpen); case pr_hahigh: case pr_habhigh: return(haHigh); case pr_halow: case pr_hablow: return(haLow); case pr_hamedian: case pr_habmedian: return((haHigh+haLow)/2.0); case pr_hamedianb: case pr_habmedianb: return((haOpen+haClose)/2.0); case pr_hatypical: case pr_habtypical: return((haHigh+haLow+haClose)/3.0); case pr_haweighted: case pr_habweighted: return((haHigh+haLow+haClose+haClose)/4.0); case pr_haaverage: case pr_habaverage: return((haHigh+haLow+haClose+haOpen)/4.0); case pr_hatbiased: case pr_habtbiased: if (haClose>haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: case pr_habtbiased2: if (haClose>haOpen) return(haHigh); if (haClose<haOpen) return(haLow); return(haClose); } } // // // // // switch (tprice) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[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]<open[i]) return(low[i]); return(close[i]); } return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if (i>=Bars-3) return; if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>=Bars-2) return; if (first[i+1] == EMPTY_VALUE) if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } }
Attachments forums
Re: Stochastic indicators for MT4
mrtools, Mon Jun 13, 2022 12:34 pm