//+------------------------------------------------------------------+ //| Jim Sloman's ndx | //| ocn ndx.mq4 | //| mladen | //| tools changed from tema smooth to jurik smooth and added nxc ma | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 DeepSkyBlue #property indicator_color2 Ivory #property indicator_width1 2 #property indicator_style2 STYLE_DASH #property indicator_levelcolor DarkSlateGray // // // // // extern int NdxPeriod = 40; extern int NdxSmoothLength = 20; extern double NdxSmoothPhase = 0; extern bool NdxSmoothDouble = false; extern int NdxPrice = PRICE_CLOSE; extern int NstPeriod = 20; extern int NstSmoothLength = 10; extern double NstSmoothPhase = 0; extern bool NstSmoothDouble = false; extern int NxcMaPeriod = 7; extern int NxcMaMode = MODE_LWMA; extern int LinearRegressionLength = 150; extern double LinearRegressionChannelWidth = 2.0; extern string IndicatorUniqueID = "Nxc slope divergence"; extern color ChartLineColor = MediumOrchid; extern int ChartLineMiddleStyle = STYLE_DOT; extern int ChartLineStyle = STYLE_DASH; extern color NxcLineColor = MediumOrchid; extern int NxcLineMiddleStyle = STYLE_DOT; extern int NxcLineStyle = STYLE_DASH; extern int levelOb = 50; extern int levelOs = -50; // // // // // double nxc[]; double nxcma[]; double tBuffer[][7]; string shortName; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { SetIndexBuffer(0,nxc); SetIndexBuffer(1,nxcma); SetLevelValue(0,0); SetLevelValue(1,levelOb); SetLevelValue(2,levelOs); NdxSmoothLength = MathMax(NdxSmoothLength,1); NdxPeriod = MathMax(NdxPeriod,1); NstSmoothLength = MathMax(NstSmoothLength,1); NstPeriod = MathMax(NstPeriod,1); shortName = IndicatorUniqueID+" - nxc (ndx: "+NdxPeriod+","+NdxSmoothLength+") (nst: "+NstPeriod+","+NstSmoothLength+")"; IndicatorShortName(shortName); return(0); } // // // // // int deinit() { for (int i=ObjectsTotal(); i>=0; i--) { string name = ObjectName(i); if (StringFind(name,IndicatorUniqueID)==0) ObjectDelete(name); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // #define iPrc 6 int start() { int counted_bars=IndicatorCounted(); int i,k,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-NdxPeriod-1); limit = MathMin(limit ,Bars-NstPeriod-1); // // // // // if (ArrayRange(tBuffer,0) != Bars) ArrayResize(tBuffer,Bars); for(i=limit, r=Bars-i-1; i >= 0; i--,r++) { double currPrice = getPrice(NdxPrice,i); if (currPrice > 0) tBuffer[r][iPrc] = MathLog(currPrice); else tBuffer[r][iPrc] = 0.00; // // // // // double sumMom = 0; double sumDen = 0; double sumDif = 0; for (k=1; k < NdxPeriod; k++) { sumDif += MathAbs(tBuffer[r-k+1][iPrc]-tBuffer[r-k][iPrc]); if (sumDif !=0) double stoch = (tBuffer[r][iPrc]-tBuffer[r-k][iPrc])/sumDif; else stoch = 0; double coeff = 1.0/MathSqrt(k); sumMom += coeff*stoch; sumDen += coeff; } double ndxTemp = iDSmooth(100.0*(sumMom/sumDen),NdxSmoothLength,NdxSmoothPhase,NdxSmoothDouble,i,0); if (ndxTemp > 90) ndxTemp = 90+( ndxTemp-90)*0.5; if (ndxTemp <-90) ndxTemp = -90-(-ndxTemp-90)*0.5; // // // // // double max = High[i]; double min = Low[i]; double sumSto = 0; for (k=0, sumDen=0; k < NstPeriod; k++) { if (max < High[i+k]) max = High[i+k]; if (min > Low[i+k]) min = Low[i+k]; if (max!=min) stoch = (Close[i]-min)/(max-min); else stoch = 0; coeff = 1.0/MathSqrt(k+1.0); sumSto += coeff*stoch; sumDen += coeff; } double nstTemp = iDSmooth((200.0*sumSto/sumDen)-100.0,NstSmoothLength,NstSmoothPhase,NstSmoothDouble,i,20); if (nstTemp > 85) nstTemp = 85+( nstTemp-85)*0.5; if (nstTemp <-85) nstTemp = -85-(-nstTemp-85)*0.5; // // // // // nxc[i] = ((MathAbs(ndxTemp)*nstTemp)+(MathAbs(nstTemp)*ndxTemp))*0.5; if (nxc[i]>0) nxc[i] = MathSqrt(nxc[i]); else nxc[i] = MathSqrt(MathAbs(nxc[i]))*(-1); fillLrArray(i,0,nxc[i]); fillLrArray(i,1,getPrice(NdxPrice,i)); } for(i = limit; i >= 0 ; i--) nxcma[i] = iMAOnArray(nxc,0,NxcMaPeriod,0,NxcMaMode,i); double nxcError; double nxcSlope; double lrnxc = iLrValue(nxc[0], LinearRegressionLength,nxcSlope,nxcError,0,0); double prcError; double prcSlope; double lrPrc = iLrValue(getPrice(NdxPrice,0),LinearRegressionLength,prcSlope,prcError,0,1); int window = WindowFind(shortName); createLine(window,lrnxc,lrnxc-(LinearRegressionLength-1.0)*nxcSlope,"nxcLine",NxcLineColor ,NxcLineStyle ,NxcLineMiddleStyle ,nxcError*LinearRegressionChannelWidth); createLine(0 ,lrPrc,lrPrc-(LinearRegressionLength-1.0)*prcSlope,"prcLine",ChartLineColor,ChartLineStyle,ChartLineMiddleStyle,prcError*LinearRegressionChannelWidth); return(0); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double getPrice(int type, int i) { switch (type) { case 7: return((Open[i]+Close[i])/2.0); case 8: return((Open[i]+High[i]+Low[i]+Close[i])/4.0); default : return(iMA(NULL,0,1,0,MODE_SMA,type,i)); } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double wrk[][40]; #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]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void createLine(int window, double price1, double price2, string addName, color theColor, int theStyle, int theMiddleStyle, double error) { string name = IndicatorUniqueID+addName; if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_TREND,window,0,0,0,0); ObjectSet(name,OBJPROP_PRICE1,price1); ObjectSet(name,OBJPROP_PRICE2,price2); ObjectSet(name,OBJPROP_TIME1,Time[0]); ObjectSet(name,OBJPROP_TIME2,Time[LinearRegressionLength-1]); ObjectSet(name,OBJPROP_RAY,false); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_STYLE,theMiddleStyle); if (error<=0) return; name = IndicatorUniqueID+addName+"up"; if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_TREND,window,0,0,0,0); ObjectSet(name,OBJPROP_PRICE1,price1+error); ObjectSet(name,OBJPROP_PRICE2,price2+error); ObjectSet(name,OBJPROP_TIME1,Time[0]); ObjectSet(name,OBJPROP_TIME2,Time[LinearRegressionLength-1]); ObjectSet(name,OBJPROP_RAY,false); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_STYLE,theStyle); name = IndicatorUniqueID+addName+"down"; if (ObjectFind(name)==-1) ObjectCreate(name,OBJ_TREND,window,0,0,0,0); ObjectSet(name,OBJPROP_PRICE1,price1-error); ObjectSet(name,OBJPROP_PRICE2,price2-error); ObjectSet(name,OBJPROP_TIME1,Time[0]); ObjectSet(name,OBJPROP_TIME2,Time[LinearRegressionLength-1]); ObjectSet(name,OBJPROP_RAY,false); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_STYLE,theStyle); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workLr[][2]; void fillLrArray(int i, int instanceNo, double value) { if (ArrayRange(workLr,0)!=Bars) ArrayResize(workLr,Bars); i = Bars-i-1; workLr[i][instanceNo] = value; } double iLrValue(double value, int period, double& slope, double& error, int r, int instanceNo=0) { if (ArrayRange(workLr,0)!=Bars) ArrayResize(workLr,Bars); r = Bars-r-1; workLr[r][instanceNo] = value; if (r