//+------------------------------------------------------------------+ //| jurik crosses.mq4 | //| mladen | //| | //| | //| | //| | //+------------------------------------------------------------------+ #property copyright "copyleft mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 Red #property indicator_color2 Maroon #property indicator_color3 LimeGreen #property indicator_color4 Green #property indicator_color5 Gold #property indicator_color6 Green #property indicator_width1 2 #property indicator_width2 1 #property indicator_width3 2 #property indicator_width4 1 #property indicator_width5 2 #property indicator_width6 2 #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern ENUM_APPLIED_PRICE FastJmaPrice = 0; // Fast price extern double FastJmaLength = 20; // Fast jma length extern double FastJmaPhase = 0; // Fast jma phase extern bool FastJmaSmoothDouble = false; // Fast jma should be double? extern ENUM_APPLIED_PRICE SlowJmaPrice = 0; // Slow price extern double SlowJmaLength = 50; // Slow jma length extern double SlowJmaPhase = 0; // Slow jma phase extern bool SlowJmaSmoothDouble = false; // Slow jma should be double? extern int SignalLength = 9; // Signal period extern bool AlertsOn = false; // Turn alerts on? extern bool AlertsOnCurrent = true; // Alerts on current (still opened) bar? extern bool AlertsMessage = true; // Alerts should show pop-up message? extern bool AlertsSound = false; // Alerts should play alert sound? extern bool AlertsPushNotif = false; // Alerts should send push notification? extern bool AlertsEmail = false; // Alerts should send email? extern bool Interpolate = true; // Interpolate in multi time frame mode? // // // // // double jurgCross[],jurrCross[],upBuffer1[],upBuffer2[],dnBuffer1[],dnBuffer2[],jurdiff[],trend[],slope[],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,0,FastJmaPrice,FastJmaLength,FastJmaPhase,FastJmaSmoothDouble,SlowJmaPrice,SlowJmaLength,SlowJmaPhase,SlowJmaSmoothDouble,SignalLength,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsPushNotif,AlertsEmail,_buff,_ind) //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(10); SetIndexBuffer(0,dnBuffer1); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,dnBuffer2); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,upBuffer1); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,upBuffer2); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexBuffer(4,jurrCross); SetIndexLabel(4,"Jurik trix "+ (string)SlowJmaLength); SetIndexBuffer(5,jurgCross); SetIndexLabel(5,"Jurik trix "+ (string)FastJmaLength); SetIndexBuffer(6,jurdiff); SetIndexBuffer(7,trend); SetIndexBuffer(8,slope); SetIndexBuffer(9,count); // // // // // indicatorFileName = WindowExpertName(); TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" Jurik trix ("+(string)FastJmaLength+","+(string)SlowJmaLength+")"); return(0); } int deinit(){ return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double work[][2]; int start() { int counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit=MathMin(Bars-counted_bars,Bars-1); count[0] = limit; if (TimeFrame!=_Period) { limit = (int)MathMax(limit,MathMin(Bars-1,_mtfCall(9,0)*TimeFrame/Period())); for (int i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); jurgCross[i] = _mtfCall(5,y); jurrCross[i] = _mtfCall(4,y); jurdiff[i] = _mtfCall(6,y); trend[i] = _mtfCall(7,y); slope[i] = _mtfCall(8,y); upBuffer1[i] = EMPTY_VALUE; upBuffer2[i] = EMPTY_VALUE; dnBuffer1[i] = EMPTY_VALUE; dnBuffer2[i] = EMPTY_VALUE; if (trend[i]==1) if (slope[i] == 1) upBuffer1[i] = jurdiff[i]; else upBuffer2[i] = jurdiff[i]; else if (slope[i] == 1) dnBuffer2[i] = jurdiff[i]; else dnBuffer1[i] = jurdiff[i]; // // // // // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= time; n++) continue; for(k = 1; k=0; i--,r++) { double Fma = iMA(NULL,0,1,0,MODE_SMA,FastJmaPrice,i); double Sma = iMA(NULL,0,1,0,MODE_SMA,SlowJmaPrice,i); work[r][0] = iDSmooth(Fma,FastJmaLength,FastJmaPhase,FastJmaSmoothDouble,i, 0); work[r][1] = iDSmooth(Sma,SlowJmaLength,SlowJmaPhase,SlowJmaSmoothDouble,i,20); jurgCross[i] = (r>0) ? work[r][0]-work[r-1][0] : 0; jurrCross[i] = (r>0) ? work[r][1]-work[r-1][1] : 0; jurdiff[i] = jurgCross[i]-jurrCross[i]; upBuffer1[i] = EMPTY_VALUE; upBuffer2[i] = EMPTY_VALUE; dnBuffer1[i] = EMPTY_VALUE; dnBuffer2[i] = EMPTY_VALUE; slope[i] = (ijurdiff[i+1]) ? 1 : (jurdiff[i]0) ? 1 : (jurdiff[i]<0) ? -1 : 0; if (trend[i]==1) if (slope[i] == 1) upBuffer1[i] = jurdiff[i]; else upBuffer2[i] = jurdiff[i]; else if (slope[i] == 1) dnBuffer2[i] = jurdiff[i]; else dnBuffer1[i] = jurdiff[i]; } manageAlerts(trend); return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void manageAlerts(double& _trend[]) { if (AlertsOn) { int whichBar = 1; if (AlertsOnCurrent) whichBar = 0; if (_trend[whichBar] != _trend[whichBar+1]) { if (_trend[whichBar] == 1) doAlert(whichBar,"up"); if (_trend[whichBar] == -1) doAlert(whichBar,"down"); } } } // // // // // void doAlert(int forBar, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; // // // // // message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" Jurik TRIX state changed to "+doWhat; if (AlertsMessage) Alert(message); if (AlertsEmail) SendMail(_Symbol+" Jurik TRIX",message); if (AlertsPushNotif) SendNotification(message); if (AlertsSound) PlaySound("alert2.wav"); } } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // 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) { int k=0; for(; 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]); double dVolty = (wrk[r][avolty+s] > 0) ? wrk[r][volty+s]/wrk[r][avolty+s] : 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]); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // 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(""); }