//+------------------------------------------------------------------ //| //+------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 C'50,0,0' #property indicator_color2 C'100,100,100' #property indicator_color3 C'0,0,50' #property indicator_color4 clrDimGray #property indicator_color5 clrDeepSkyBlue #property indicator_color6 clrSandyBrown #property indicator_color7 clrDarkOrange #property indicator_color8 clrLimeGreen #property indicator_width1 3 #property indicator_width3 3 #property indicator_style5 STYLE_DOT #property indicator_style6 STYLE_DOT #property indicator_style7 STYLE_DASH #property indicator_style8 STYLE_DASH #property indicator_levelcolor clrDimGray #property strict // // // // // #import "kernel32.dll" int _lclose (int); int _lopen (char& szSymbol[],int); #import #define HFILE_ERROR -1 // // // // // #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 // // // // // 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_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 }; // // // // // enum enRsiTypes { rsi_rsi, // Regular RSI rsi_wil, // Wilders' RSI rsi_rap, // Rapid RSI rsi_har, // Harris RSI rsi_rsx, // RSX rsi_cut // Cuttlers RSI }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern int RsiPeriod = 14; // Rsi period extern enPrices RsiPrice = pr_close; // Rsi price to use extern int RsiPriceSmoothing = 0; // Rsi price smoothing extern ENUM_MA_METHOD RsiPriceSmoothingMethod = MODE_EMA; // Rsi price smoothing method extern int RsiSmoothingFactor = 5; // Rsi smoothing extern enRsiTypes RsiType = rsi_rsx; // Rsi type extern double WPFast = 2.618; // WP fast coeff extern double WPSlow = 4.236; // WP slow coeff extern int DzLookBackBars = 35; // dynamic zones lookback extern double DzBuyProbability = 0.20; // dynamic upper zone extern double DzSellProbability = 0.20; // dynamic lower zone extern bool alertsOn = true; // Turn alerts on? extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar? extern bool alertsOnZeroCross = false; // Alerts on zero line cross extern bool alertsOnRsiMaCross = true; // Alerts on qqe crossing fast slow trends extern bool alertsOnSlope = true; // Alerts on qqe slope extern bool alertsMessage = true; // Alerts should show pop-up message? extern bool alertsPushNotif = false; // Alerts should send push notification? extern bool alertsSound = false; // Alerts should play a sound? extern bool alertsEmail = false; // Alerts should send email? extern bool arrowsVisible = false; // Arrows visible? extern bool arrowsOnNewest = false; // Arrows drawn on newst bar of higher time frame bar? extern string arrowsIdentifier = "aqqe Arrows1"; // Unique ID for arrows extern double arrowsUpperGap = 1.0; // Upper arrow gap extern double arrowsLowerGap = 1.0; // Lower arrow gap extern bool arrowsOnZeroCross = false; extern color arrowsUpZeroCrossColor = clrAqua; extern color arrowsDnZeroCrossColor = clrYellow; extern int arrowsUpZeroCrossCode = 233; extern int arrowsDnZeroCrossCode = 234; extern int arrowsUpZeroCrossSize = 1; extern int arrowsDnZeroCrossSize = 1; extern bool arrowsOnRsiMaCross = false; extern color arrowsUpRsiMaCrossColor = clrAqua; extern color arrowsDnRsiMaCrossColor = clrYellow; extern int arrowsUpRsiMaCrossCode = 119; extern int arrowsDnRsiMaCrossCode = 119; extern int arrowsUpRsiMaCrossSize = 2; extern int arrowsDnRsiMaCrossSize = 2; extern bool arrowsOnSlope = false; extern color arrowsUpSlopeColor = clrAqua; extern color arrowsDnSlopeColor = clrYellow; extern int arrowsUpSlopeCode = 108; extern int arrowsDnSlopeCode = 108; extern int arrowsUpSlopeSize = 1; extern int arrowsDnSlopeSize = 1; extern bool Interpolate = true; // // // // // double RsiMa[]; double HistoU[]; double HistoM[]; double HistoD[]; double TrendFast[]; double TrendSlow[]; double bli[]; double sli[]; double trend[]; double prices[]; double buffer1[]; double trendz[]; double trends[]; double slope[]; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(14); SetIndexBuffer(0, HistoU); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1, HistoM); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2, HistoD); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3, RsiMa); SetIndexLabel(3,"QQE"); SetIndexBuffer(4, TrendSlow); SetIndexLabel(4,"QQE slow trend"); SetIndexBuffer(5, TrendFast); SetIndexLabel(5,"QQE fast trend"); SetIndexBuffer(6, bli); SetIndexBuffer(7, sli); SetIndexBuffer(8, trend); SetIndexBuffer(9, prices); SetIndexBuffer(10,buffer1); SetIndexBuffer(11,trendz); SetIndexBuffer(12,trends); SetIndexBuffer(13,slope); SetLevelValue(0,0); // // // // // indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); RsiPriceSmoothing = MathMax(RsiPriceSmoothing,1); // // // // // IndicatorShortName(timeFrameToString(TimeFrame)+" Vhf adaptive QQE of "+getRsiName(RsiType)+" ("+(string)RsiPeriod+","+(string)RsiSmoothingFactor+")"); return(0); } int deinit() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double emas[][7]; #define iEma 0 #define iEmm 1 #define iEmf 2 #define iEms 3 #define _prict 4 #define iQqef 5 #define iQqes 6 // // // // // int start() { if (!checkName()) return(0); 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) { HistoU[0] = limit+1; return(0); } // // // // // if (TimeFrame == Period()) { double alpha1 = 2.0/(RsiSmoothingFactor+1.0); if (ArrayRange(emas,0) != Bars) ArrayResize(emas,Bars); for (i=limit; i>=0; i-- ) prices[i] = getPrice(RsiPrice,Open,Close,High,Low,i); for (i=limit, r=Bars-i-1; i>=0; i--,r++) { emas[r][_prict] = iMAOnArray(prices,0,RsiPriceSmoothing,0,RsiPriceSmoothingMethod,i); double noise = 0, vhf = 0; double max = emas[r][_prict]; double min = emas[r][_prict]; for (int k=0; k=0; k++) { noise += MathAbs(emas[r-k][_prict]-emas[r-k-1][_prict]); max = MathMax(emas[r-k][_prict],max); min = MathMin(emas[r-k][_prict],min); } if (noise>0) vhf = (max-min)/noise; double rsiPeriod = -MathLog(vhf)*RsiPeriod; if (r==0) continue; double alpha2 = 1.0/(MathMax(rsiPeriod,1)); buffer1[i] = buffer1[i+1] + alpha1*(iRsi(emas[r][_prict],rsiPeriod,RsiType,i) - buffer1[i+1]); emas[r][iEma] = emas[r-1][iEma] + alpha2*(MathAbs(buffer1[i+1]-buffer1[i]) - emas[r-1][iEma]); emas[r][iEmm] = emas[r-1][iEmm] + alpha2*(emas[r][iEma] - emas[r-1][iEmm]); // // // // // double rsi0 = buffer1[i]; double rsi1 = buffer1[i+1]; double darf = emas[r ][iEmm]*WPFast; double trf = emas[r-1][iQqef]; double dvf = trf; double dars = emas[r ][iEmm]*WPSlow; double trs = emas[r-1][iQqes]; double dvs = trs; if (rsi0 < trf) { trf = rsi0 + darf; if ((rsi1 < dvf) && (trf > dvf)) trf = dvf; } if (rsi0 > trf) { trf = rsi0 - darf; if ((rsi1 > dvf) && (trf < dvf)) trf = dvf; } if (rsi0 < trs) { trs = rsi0 + dars; if ((rsi1 < dvs) && (trs > dvs)) trs = dvs; } if (rsi0 > trs) { trs = rsi0 - dars; if ((rsi1 > dvs) && (trs < dvs)) trs = dvs; } emas[r][iQqef] = trf; emas[r][iQqes] = trs; RsiMa[i] = buffer1[i] -50; TrendFast[i] = trf -50; TrendSlow[i] = trs -50; trend[i] = trend[i+1]; trendz[i] = trends[i+1]; trendz[i] = trends[i+1]; slope[i] = slope[i+1]; if (DzBuyProbability >0) bli[i] = dzBuy(RsiMa,DzBuyProbability, DzLookBackBars,Bars,i); if (DzSellProbability>0) sli[i] = dzSell(RsiMa,DzSellProbability,DzLookBackBars,Bars,i); HistoU[i] = EMPTY_VALUE; HistoM[i] = EMPTY_VALUE; HistoD[i] = EMPTY_VALUE; if (RsiMa[i] < bli[i]) trend[i] = 1; if (RsiMa[i] > sli[i]) trend[i] =-1; if (RsiMa[i] < sli[i] && RsiMa[i] > bli[i]) trend[i] = 0; if (RsiMa[i] > 0) trendz[i] = 1; if (RsiMa[i] < 0) trendz[i] =-1; if (RsiMa[i] > TrendSlow[i] && RsiMa[i] > TrendFast[i]) trends[i] = 1; if (RsiMa[i] < TrendSlow[i] && RsiMa[i] < TrendFast[i]) trends[i] =-1; if (RsiMa[i] > RsiMa[i+1]) slope[i] = 1; if (RsiMa[i] < RsiMa[i+1]) slope[i] =-1; if (trend[i] == 1) HistoU[i] = RsiMa[i]; if (trend[i] ==-1) HistoD[i] = RsiMa[i]; if (trend[i] == 0) HistoM[i] = RsiMa[i]; // // // // // if (arrowsVisible) { string lookFor = arrowsIdentifier+":1a"+(string)Time[i]; ObjectDelete(lookFor); lookFor = arrowsIdentifier+":2a"+(string)Time[i]; ObjectDelete(lookFor); lookFor = arrowsIdentifier+":3a"+(string)Time[i]; ObjectDelete(lookFor); if (arrowsOnZeroCross && trendz[i]!= trendz[i+1]) { if (trendz[i] == 1) drawArrow("1a",i,arrowsUpZeroCrossColor,arrowsUpZeroCrossCode,arrowsUpZeroCrossSize,false); if (trendz[i] ==-1) drawArrow("1a",i,arrowsDnZeroCrossColor,arrowsDnZeroCrossCode,arrowsDnZeroCrossSize,true); } if (arrowsOnRsiMaCross && trends[i]!= trends[i+1]) { if (trends[i] == 1) drawArrow("2a",i,arrowsUpRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsUpRsiMaCrossSize,false); if (trends[i] ==-1) drawArrow("2a",i,arrowsDnRsiMaCrossColor,arrowsDnRsiMaCrossCode,arrowsDnRsiMaCrossSize,true); } if (arrowsOnSlope && slope[i]!= slope[i+1]) { if (slope[i] == 1) drawArrow("3a",i,arrowsUpSlopeColor,arrowsUpSlopeCode,arrowsUpSlopeSize,false); if (slope[i] ==-1) drawArrow("3a",i,arrowsDnSlopeColor,arrowsDnSlopeCode,arrowsDnSlopeSize,true); } } } // // // // // if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; // // // // // static datetime time1 = 0; static string mess1 = ""; if (alertsOnZeroCross && trendz[whichBar] != trendz[whichBar+1]) { if (trendz[whichBar] == 1) doAlert(time1,mess1,whichBar,"Crossing zero line up"); if (trendz[whichBar] == -1) doAlert(time1,mess1,whichBar,"Crossing zero line down"); } static datetime time2 = 0; static string mess2 = ""; if (alertsOnRsiMaCross && trends[whichBar] != trends[whichBar+1]) { if (trends[whichBar] == 1) doAlert(time2,mess2,whichBar,"RsiMa crossing up"); if (trends[whichBar] == -1) doAlert(time2,mess2,whichBar,"RsiMa crossing down"); } static datetime time3 = 0; static string mess3 = ""; if (alertsOnSlope && slope[whichBar] != slope[whichBar+1]) { if (slope[whichBar] == 1) doAlert(time3,mess3,whichBar,"sloping up"); if (slope[whichBar] == -1) doAlert(time3,mess3,whichBar,"sloping down"); } } return(0); } // // // // // limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); for(i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); HistoU[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,0,y); HistoM[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,1,y); HistoD[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,2,y); RsiMa[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,3,y); TrendSlow[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,4,y); TrendFast[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,5,y); bli[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,6,y); sli[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,RsiPriceSmoothing,RsiPriceSmoothingMethod,RsiSmoothingFactor,RsiType,WPFast,WPSlow,DzLookBackBars,DzBuyProbability,DzSellProbability,alertsOn,alertsOnCurrent,alertsOnZeroCross,alertsOnRsiMaCross,alertsOnSlope,alertsMessage,alertsPushNotif,alertsSound,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsOnZeroCross,arrowsUpZeroCrossColor,arrowsDnZeroCrossColor,arrowsUpZeroCrossCode,arrowsDnZeroCrossCode,arrowsUpZeroCrossSize,arrowsDnZeroCrossSize,arrowsOnRsiMaCross,arrowsUpRsiMaCrossColor,arrowsDnRsiMaCrossColor,arrowsUpRsiMaCrossCode,arrowsDnRsiMaCrossCode,arrowsUpRsiMaCrossSize,arrowsDnRsiMaCrossSize,arrowsOnSlope,arrowsUpSlopeColor,arrowsDnSlopeColor,arrowsUpSlopeCode,arrowsDnSlopeCode,arrowsUpSlopeSize,arrowsDnSlopeSize,7,y); // // // // // if (!Interpolate || (i>0 &&y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; // // // // // int n,s; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; i+n= time; n++) continue; for(s = 1; i+n=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // string rsiMethodNames[] = {"RSI","Wilders' RSI","Rapid RSI","Harris RSI","RSX","Cuttler RSI"}; string getRsiName(int method) { int max = ArraySize(rsiMethodNames)-1; method=MathMax(MathMin(method,max),0); return(rsiMethodNames[method]); } // // // // // double workRsi[][13]; #define _price 0 #define _change 1 #define _changa 2 #define _rsival 1 #define _rsval 1 double iRsi(double price, double period, int rsiMode, int i, int instanceNo=0) { if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars);; int z = instanceNo*13; int r = Bars-i-1; // // // // // workRsi[r][z+_price] = price; switch (rsiMode) { case 0: { double alpha = 1.0/MathMax(period,1); if (r=0; k++) sum += MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]); workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1); workRsi[r][z+_changa] = sum/MathMax(k,1); } else { double change = workRsi[r][z+_price]-workRsi[r-1][z+_price]; workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]); workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]); } if (workRsi[r][z+_changa] != 0) return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1)); else return(50.0); } // // // // // case 1 : { double up = 0; double dn = 0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } if(up + dn == 0) workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/MathMax(period,1))*(50 -workRsi[r-1][z+_rsival]); else workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/MathMax(period,1))*(100*up/(up+dn)-workRsi[r-1][z+_rsival]); return(workRsi[r][z+_rsival]); } // // // // // case 2 : { double up = 0; double dn = 0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } if(up + dn == 0) return(50); else return(100 * up / (up + dn)); } // // // // // case 3 : { double avgUp=0,avgDn=0; double up=0; double dn=0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][instanceNo+_price]- workRsi[r-k-1][instanceNo+_price]; if(diff>0) { avgUp += diff; up++; } else { avgDn -= diff; dn++; } } if (up!=0) avgUp /= up; if (dn!=0) avgDn /= dn; double rs = 1; if (avgDn!=0) rs = avgUp/avgDn; return(100-100/(1.0+rs)); } // // // // // case 4 : { double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r=0; k++) { double diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]; if (diff > 0) sump += diff; if (diff < 0) sumn -= diff; } if (sumn > 0) return(100.0-100.0/(1.0+sump/sumn)); else return(50); } } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (price>=pr_haclose && price<=pr_hatbiased) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); int r = Bars-i-1; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-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); } } // // // // // switch (price) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // void doAlert(datetime& previousTime, string& previousAlert, int forBar, string doWhat) { string message; if (previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," QQE ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol(),"QQE"),message); if (alertsPushNotif) SendNotification(message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(string add, int i,color theColor,int theCode,int theSize, bool up) { string name = arrowsIdentifier+":"+add+(string)Time[i]; double gap = iATR(NULL,0,20,i); // // // // // datetime time = Time[i]; if (arrowsOnNewest) time += _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,time,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_WIDTH,theSize); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } // // // // // //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // bool checkName() { string en = WindowExpertName(); StringToLower(en); if (en!= "qqe (vhf adaptive) dynamic zones histo + arrows + alerts 2") { Alert("contact Forex-Station"); Alert("You are trying to use renamed indicator"); return(false); } return(true); }