//+------------------------------------------------------------------+ //| Jim Sloman's natural market mirror | //| ocn nmm.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 DimGray #property indicator_color2 DeepSkyBlue #property indicator_style1 STYLE_DOT #property indicator_width2 2 // // // // // extern int NMMPeriod = 40; extern int NMMPrice = PRICE_CLOSE; extern int TEMAPeriod = 10; extern double Smooth = 5; extern double SmoothPhase = 0; extern bool SmoothDouble = false; // // // // // double nmm[]; double zeroLine[]; double tBuffer[][4]; double alpha; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { SetIndexBuffer(0,zeroLine); SetIndexLabel(0,NULL); SetIndexBuffer(1,nmm); // // // // // string PriceType; switch(NMMPrice) { case PRICE_CLOSE: PriceType = "Close"; break; // 0 case PRICE_OPEN: PriceType = "Open"; break; // 1 case PRICE_HIGH: PriceType = "High"; break; // 2 case PRICE_LOW: PriceType = "Low"; break; // 3 case PRICE_MEDIAN: PriceType = "Median"; break; // 4 case PRICE_TYPICAL: PriceType = "Typical"; break; // 5 case PRICE_WEIGHTED: PriceType = "Weighted"; break; // 6 } // // // // // TEMAPeriod = MathMax(TEMAPeriod,1); NMMPeriod = MathMax(NMMPeriod ,1); alpha = 2.0 /(1.0 + TEMAPeriod); IndicatorShortName ("nmm ("+NMMPeriod+","+PriceType+","+TEMAPeriod+")"); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // #define iPrc 3 // // // // // int start() { int counted_bars=IndicatorCounted(); int i,k,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = Bars-counted_bars; if (ArrayRange(tBuffer,0) != Bars) ArrayResize(tBuffer,Bars); // // // // // for(i=limit, r=Bars-i-1; i >= 0; i--,r++) { double rawPrice = iMA(NULL,0,1,0,MODE_SMA,NMMPrice,i); double currPrice = iTema(rawPrice,i); if (currPrice > 0) tBuffer[r][iPrc] = MathLog(currPrice); else tBuffer[r][iPrc] = 0.00; // // // // // nmm[i] = iDSmooth(iNmmFunction(1,i),Smooth,SmoothPhase,SmoothDouble,i); zeroLine[i] = 0.00; } // // // // // return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // natural market mirror // // // double iNmmFunction(int startPeriod, int tPos) { int endPeriod = startPeriod*NMMPeriod; int pos = Bars-tPos-1; double sum = 0.00; double currPrice = tBuffer[pos][iPrc]; for (int i= startPeriod; i <= endPeriod; i += startPeriod) sum += (currPrice-tBuffer[pos-i][iPrc])/MathSqrt(i); return((sum/NMMPeriod)*1000.00); } // // // // // double iTema(double price,int pos,int sbuf=0) { int i = Bars-pos-1; int ia = sbuf+0; int ib = sbuf+1; int ic = sbuf+2; if (i < 1) { tBuffer[i][ia] = price; tBuffer[i][ib] = price; tBuffer[i][ic] = price; } else { tBuffer[i][ia] = tBuffer[i-1][ia]+alpha*(price -tBuffer[i-1][ia]); tBuffer[i][ib] = tBuffer[i-1][ib]+alpha*(tBuffer[i][ia]-tBuffer[i-1][ib]); tBuffer[i][ic] = tBuffer[i-1][ic]+alpha*(tBuffer[i][ib]-tBuffer[i-1][ic]); } return(3*tBuffer[i][ia] - 3*tBuffer[i][ib] + tBuffer[i][ic]); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double wrk[][20]; #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) { for(int 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]); if (wrk[r][avolty+s] > 0) double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0; 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]); }