//+------------------------------------------------------------------+ //| Dynamic zone LaGuerre RSI.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 LimeGreen #property indicator_color2 Red #property indicator_color3 DimGray #property indicator_color4 DeepSkyBlue #property indicator_width4 2 #property indicator_style3 STYLE_DOT // // // // // #import "dynamicZone.dll" double dzBuy(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i ); double dzSell(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i ); #import // // // // // extern double Gama = 0.90; extern int Price = PRICE_CLOSE; extern int Smooth = 3; extern int SmoothPhase = 0; extern bool DzShowZeroLine = true; extern int DzLookBackBars = 35; extern double DzStartBuyProbability = 0.25; extern double DzStartSellProbability = 0.25; // // // // // double rsi[]; double bli[]; double sli[]; double zli[]; double L0[]; double L1[]; double L2[]; double L3[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(8); SetIndexBuffer(0, bli); SetIndexBuffer(1, sli); SetIndexBuffer(2, zli); SetIndexBuffer(3, rsi); SetIndexBuffer(4, L0); SetIndexBuffer(5, L1); SetIndexBuffer(6, L2); SetIndexBuffer(7, L3); // // // // // string PriceType; switch(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 } // // // // // IndicatorShortName("DZ Laguerre RSI ("+DoubleToStr(Gama,2)+","+PriceType+","+Smooth+","+SmoothPhase+")"); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); int i,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); // // // // // for(i = limit; i >= 0 ; i--) { rsi[i] = LaGuerre(Gama,i,Price); if (DzStartBuyProbability > 0) bli[i] = dzBuy (rsi, DzStartBuyProbability, DzLookBackBars, Bars, i); if (DzStartSellProbability > 0) sli[i] = dzSell(rsi, DzStartSellProbability, DzLookBackBars, Bars, i); if (DzShowZeroLine) zli[i] = dzSell(rsi, 0.5 , DzLookBackBars, Bars, i); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double LaGuerre(double gamma, int i, int priceType) { double price = iMA(NULL,0,1,0,MODE_SMA,priceType,i); double RSI = 0.00; double CU = 0.00; double CD = 0.00; L0[i] = (1.0 - gamma)*price + gamma*L0[i+1]; L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1]; L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1]; L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1]; // // // // // if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; // // // // // if (CU + CD != 0) RSI = CU / (CU + CD) ; if (Smooth>1) return(MathMin(MathMax(iSmooth(RSI,Smooth,SmoothPhase,i),0),100)); else return(RSI); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double wrk[][10]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iSmooth(double price, double length, double phase, int i, int s=0) { if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); int r = Bars-i-1; if (r==0) { for(int k=0; k<7; k++) wrk[0][k+s]= price; for(; k<10; k++) wrk[0][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]); }