//------------------------------------------------------------------ #property copyright "© mladen, 2017, @ mladenfx@gmail.com" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 3 #property indicator_label1 "AdxVma trend filling" #property indicator_type1 DRAW_FILLING #property indicator_color1 C'160,231,160',C'231,160,160' #property indicator_label2 "AdxVma trend histogram" #property indicator_type2 DRAW_COLOR_HISTOGRAM #property indicator_color2 clrGray,clrLimeGreen,clrGreen,clrRed,clrMaroon #property indicator_width2 2 #property indicator_label3 "AdxVma trend" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrGray,clrLimeGreen,clrRed #property indicator_width3 2 // // // // // 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 }; enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma, // Linear weighted MA ma_adxvma // AdxVma }; input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input double AdxVmaPeriod = 10; // AdxVma period input enPrices AdxVmaPrice = pr_close; // Price input enMaTypes SmoothMethod = ma_adxvma; // Smoothing method input int SmoothPeriod = 5; // Smoothing period (<=1 for no smoothing) input bool AlertsOn = false; // Turn alerts on? input bool AlertsOnCurrent = true; // Alert on current bar? input bool AlertsMessage = true; // Display messageas on alerts? input bool AlertsSound = false; // Play sound on alerts? input bool AlertsEmail = false; // Send email on alerts? input bool AlertsNotify = false; // Send push notification on alerts? input bool Interpolate = true; // Interpolate in multi time frame mode? // // // // // double val[],valc[],valfu[],valfd[],histo[],histoc[],count[]; int _mtfHandle = INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame; #define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,AdxVmaPeriod,AdxVmaPrice,SmoothMethod,SmoothPeriod,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void OnInit() { SetIndexBuffer(0,valfu ,INDICATOR_DATA); SetIndexBuffer(1,valfd ,INDICATOR_DATA); SetIndexBuffer(2,histo ,INDICATOR_DATA); SetIndexBuffer(3,histoc,INDICATOR_COLOR_INDEX); SetIndexBuffer(4,val ,INDICATOR_DATA); SetIndexBuffer(5,valc ,INDICATOR_COLOR_INDEX); SetIndexBuffer(6,count ,INDICATOR_CALCULATIONS); for (int k=0; k<2; k++) PlotIndexSetInteger(k,PLOT_SHOW_DATA,false); timeFrame = MathMax(_Period,TimeFrame); if (timeFrame != _Period) _mtfHandle = _mtfCall; IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+" AdxVma trend ("+string(AdxVmaPeriod)+","+string(SmoothPeriod)+")"); } void OnDeinit(const int reason) { Comment(""); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnCalculate(const int rates_total, const int prev_calculated, const datetime& time[], const double& open[], const double& high[], const double& low[], const double& close[], const long& tick_volume[], const long& volume[], const int& spread[]) { if (Bars(_Symbol,_Period) 0 && time[i-n] >= currTime[0]; n++) continue; for(k=1; (i-k)>=0 && k0) ? iCustomMa(SmoothMethod,trendup,SmoothPeriod,i,rates_total,0) : iCustomMa(SmoothMethod,trenddn,SmoothPeriod,i,rates_total,0); valc[i] = (trendup>0) ? 1 : (trenddn>0) ? 2 : (i>0) ? valc[i-1] : 0; valfu[i] = (trendup>0) ? val[i] : 0; valfd[i] = (trendup>0) ? 0 : val[i]; histo[i] = val[i]; histoc[i] = (i>0) ? (valc[i]==1) ? (val[i]>val[i-1]) ? 1 : 2 : (val[i]1) { double diff = (i>0) ? _adxvmaWork[i][instanceNo+_adxvmaWprc]-_adxvmaWork[i-1][instanceNo+_adxvmaWprc] : 0; double tpdm = (diff>0) ? diff : 0; double tmdm = (diff<0) ? -diff : 0; _adxvmaWork[i][instanceNo+_adxvmaWpdm] = (i>0) ? ((period-1.0)*_adxvmaWork[i-1][instanceNo+_adxvmaWpdm]+tpdm)/period : tpdm; _adxvmaWork[i][instanceNo+_adxvmaWmdm] = (i>0) ? ((period-1.0)*_adxvmaWork[i-1][instanceNo+_adxvmaWmdm]+tmdm)/period : tmdm; double trueRange = _adxvmaWork[i][instanceNo+_adxvmaWpdm]+_adxvmaWork[i][instanceNo+_adxvmaWmdm]; double tpdi = (trueRange>0) ? _adxvmaWork[i][instanceNo+_adxvmaWpdm]/trueRange : 0; double tmdi = (trueRange>0) ? _adxvmaWork[i][instanceNo+_adxvmaWmdm]/trueRange : 0; _adxvmaWork[i][instanceNo+_adxvmaWpdi] = (i>0) ? ((period-1.0)*_adxvmaWork[i-1][instanceNo+_adxvmaWpdi]+tpdi)/period : tpdi; _adxvmaWork[i][instanceNo+_adxvmaWmdi] = (i>0) ? ((period-1.0)*_adxvmaWork[i-1][instanceNo+_adxvmaWmdi]+tmdi)/period : tmdi; trendp = _adxvmaWork[i][instanceNo+_adxvmaWpdi]-0.5; trendm = _adxvmaWork[i][instanceNo+_adxvmaWmdi]-0.5; // // // // // double tout = 0; if ((_adxvmaWork[i][instanceNo+_adxvmaWpdi]+_adxvmaWork[i][instanceNo+_adxvmaWmdi])>0) tout = MathAbs(_adxvmaWork[i][instanceNo+_adxvmaWpdi]-_adxvmaWork[i][instanceNo+_adxvmaWmdi])/(_adxvmaWork[i][instanceNo+_adxvmaWpdi]+_adxvmaWork[i][instanceNo+_adxvmaWmdi]); _adxvmaWork[i][instanceNo+_adxvmaWout] = (i>0) ? ((period-1.0)*_adxvmaWork[i-1][instanceNo+_adxvmaWout]+tout)/period : tout; double thi = (i>0) ? MathMax(_adxvmaWork[i][instanceNo+_adxvmaWout],_adxvmaWork[i-1][instanceNo+_adxvmaWout]) : _adxvmaWork[i][instanceNo+_adxvmaWout]; double tlo = (i>0) ? MathMin(_adxvmaWork[i][instanceNo+_adxvmaWout],_adxvmaWork[i-1][instanceNo+_adxvmaWout]) : _adxvmaWork[i][instanceNo+_adxvmaWout]; for (int k = 2; k=0; k++) { thi = MathMax(_adxvmaWork[i-k][instanceNo+_adxvmaWout],thi); tlo = MathMin(_adxvmaWork[i-k][instanceNo+_adxvmaWout],tlo); } double vi = ((thi-tlo)>0) ? (_adxvmaWork[i][instanceNo+_adxvmaWout]-tlo)/(thi-tlo) : 0; _adxvmaWork[i][instanceNo+_adxvmaWval] = (i>0) ? ((period-vi)*_adxvmaWork[i-1][instanceNo+_adxvmaWval]+vi*_adxvmaWork[i][instanceNo+_adxvmaWprc])/period : price; } // // // // // return(_adxvmaWork[i][instanceNo+_adxvmaWval]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 2 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { double dummy; switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); case ma_adxvma : return(iAdxvma(price,length,r,bars,dummy,dummy,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); int k=1; workSma[r][instanceNo+0] = price; double avg = price; for(; k=0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r>1 && period>1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period<1) return(price); double sumw = period; double sum = period*price; for(int k=1; k=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void manageAlerts(const datetime& time[], double& trend[], int bars) { if (!AlertsOn) return; int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = time[whichBar]; if (trend[whichBar] != trend[whichBar-1]) { if (trend[whichBar] == 1) doAlert(time1,"up"); if (trend[whichBar] == 2) doAlert(time1,"down"); } } // // // // // void doAlert(datetime forTime, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != forTime) { previousAlert = doWhat; previousTime = forTime; // // // // // message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" AdxVma trend state changed to "+doWhat; if (AlertsMessage) Alert(message); if (AlertsEmail) SendMail(_Symbol+" AdxVma trend",message); if (AlertsNotify) SendNotification(message); if (AlertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 1 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; 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*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[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]0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); } if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); } } if (warned) { Comment(""); warned=false; } return(true); }