//+------------------------------------------------------------------+ //| Jim Sloman's natural market mirror & SD bands | //| ocn nmm & SD hist.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 DimGray #property indicator_color2 LimeGreen #property indicator_color3 Green #property indicator_color4 DeepSkyBlue #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_DOT #property indicator_width4 2 // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; extern int NMM_Period = 40; extern ENUM_APPLIED_PRICE NMM_Price = PRICE_CLOSE; extern int TEMA_Period = 10; extern bool Show_StandardDeviation = true; extern int SD_Period = 30; extern double SD_Up = 2.0; extern double SD_Down = 2.0; extern bool Show_HistoricalExtreme = true; extern int History_LookBack = 15; extern bool Interpolate = true; // // // // // double nmm[]; double zeroLine[]; double sd[]; double hist[]; double tBuffer[][4]; double alpha; string indicatorFileName; bool returnBars; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { SetIndexBuffer(0,zeroLine); SetIndexLabel(0,NULL); SetIndexBuffer(1,hist); SetIndexDrawBegin(1,NMM_Period+SD_Period); SetIndexBuffer(2,sd); SetIndexDrawBegin(2,NMM_Period+SD_Period); SetIndexBuffer(3,nmm); // // // // // string PriceType; switch(NMM_Price) { 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 } // // // // // TEMA_Period = MathMax(TEMA_Period,1); NMM_Period = MathMax(NMM_Period ,1); alpha = 2.0 /(1.0 + TEMA_Period); indicatorFileName = WindowExpertName(); returnBars = (TimeFrame==-99); TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName (timeFrameToString(TimeFrame)+" nmm ("+NMM_Period+","+PriceType+","+TEMA_Period+")"); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // #define iPrc 3 // // // // // int start() { int counted_bars=IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { zeroLine[0] = limit+1; return(0); } if (ArrayRange(tBuffer,0) != Bars) ArrayResize(tBuffer,Bars); // // // // // if (TimeFrame==Period()) { for(i=limit, r=Bars-i-1; i >= 0; i--,r++) { double rawPrice = iMA(NULL,0,1,0,MODE_SMA,NMM_Price,i); double currPrice = iTema(rawPrice,i); if (currPrice > 0) tBuffer[r][iPrc] = MathLog(currPrice); else tBuffer[r][iPrc] = 0.00; // // // // // nmm[i] = iNmmFunction(1,i); zeroLine[i] = 0.00; // // // // // if (Show_StandardDeviation) { sd[i] = 0; double avg = iSma(nmm,SD_Period,i); double deviation = iDeviation(nmm,avg,SD_Period,i); if (nmm[i] > 0) sd[i] = avg+deviation*SD_Up; if (nmm[i] < 0) sd[i] = avg-deviation*SD_Down; } // // // // // if (Show_HistoricalExtreme) { hist[i] = hist[i+1]; if (nmm[i] > 0) hist[i] = MathMax(0,nmm[ArrayMaximum(nmm,History_LookBack,i)]); if (nmm[i] < 0) hist[i] = MathMin(0,nmm[ArrayMinimum(nmm,History_LookBack,i)]); if (nmm[i] == 0) hist[i] = 0; } } // // // // // return(0); } // // // // // limit = MathMax(limit,MathMin(Bars,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); for (i=limit;i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); zeroLine[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,NMM_Period,NMM_Price,TEMA_Period,Show_StandardDeviation,SD_Period,SD_Up,SD_Down,Show_HistoricalExtreme,History_LookBack,0,y); hist[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,NMM_Period,NMM_Price,TEMA_Period,Show_StandardDeviation,SD_Period,SD_Up,SD_Down,Show_HistoricalExtreme,History_LookBack,1,y); sd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,NMM_Period,NMM_Price,TEMA_Period,Show_StandardDeviation,SD_Period,SD_Up,SD_Down,Show_HistoricalExtreme,History_LookBack,2,y); nmm[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,NMM_Period,NMM_Price,TEMA_Period,Show_StandardDeviation,SD_Period,SD_Up,SD_Down,Show_HistoricalExtreme,History_LookBack,3,y); // // // // // if (!Interpolate || y==iBarShift(NULL,TimeFrame,Time[i-1])) continue; // // // // // datetime time = iTime(NULL,TimeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(int s = 1; s < n; s++) { hist[i+s] = hist[i] + (hist[i+n] - hist[i]) * s/n; sd[i+s] = sd[i] + (sd[i+n] - sd[i]) * s/n; nmm[i+s] = nmm[i] + (nmm[i+n] - nmm[i]) * s/n; } } return(0); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // natural market mirror // // // double iNmmFunction(int startPeriod, int tPos) { int endPeriod = startPeriod*NMM_Period; 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/NMM_Period)*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 iDeviation(double& array[],double dMA, int period, int pos) { double dSum = 0; for(int i=0; i