//------------------------------------------------------------------ // // divisor modification idea by SwingMan // #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 clrDeepSkyBlue #property indicator_color2 clrSandyBrown #property indicator_color3 clrSandyBrown #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern int HMAPeriod = 27; // Hull period extern ENUM_APPLIED_PRICE HMAPrice = PRICE_CLOSE; // Price to use extern double HMADivisor = 1.5; // Hull divisor (2 for original Hull average) extern bool AlertsOn = false; // Turn alerts on? extern bool AlertsOnCurrent = true; // Alerts on current (still opened) bar? extern bool AlertsMessage = true; // Alerts should display message? extern bool AlertsSound = false; // Alerts should play alert sound? extern bool AlertsEmail = false; // Alerts should send email? extern int Shift = 0; // Hull shift extern bool Interpolate = true; // Interpolate in multi time frame mode // // // // // double hma[]; double hmaDa[]; double hmaDb[]; double trend[]; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(4); SetIndexBuffer(0,hma); SetIndexBuffer(1,hmaDa); SetIndexBuffer(2,hmaDb); SetIndexBuffer(3,trend); // // // // // indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); for (int i=0; i<7; i++) SetIndexShift(i,Shift*TimeFrame/Period()); IndicatorShortName(timeFrameToString(TimeFrame)+" Hull variation ("+(string)HMAPeriod+")"); return(0); } int deinit() { return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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); if (returnBars) { hma[0] = MathMin(limit+1,Bars-1); return(0); } // // // // // if (TimeFrame == _Period) { if (trend[limit]==-1) CleanPoint(limit,hmaDa,hmaDb); for(int i=limit; i>=0; i--) { hma[i] = iHull(iMA(NULL,0,1,0,MODE_SMA,HMAPrice,i),HMAPeriod,HMADivisor,i,0); hmaDa[i] = EMPTY_VALUE; hmaDb[i] = EMPTY_VALUE; if (i<(Bars-1)) { trend[i] = trend[i+1]; if (hma[i]>hma[i+1]) trend[i] = 1; if (hma[i]=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); hma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,HMAPeriod,HMAPrice,HMADivisor,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,0,0,y); trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,HMAPeriod,HMAPrice,HMADivisor,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,0,3,y); hmaDa[i] = EMPTY_VALUE; hmaDb[i] = EMPTY_VALUE; if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; // // // // // int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(k = 1; k=0;i--) if (trend[i]==-1) PlotPoint(i,hmaDa,hmaDb,hma); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workHull[][4]; double iHull(double price, double period, double divisor, int r, int instanceNo=0) { if (ArrayRange(workHull,0)!= Bars) ArrayResize(workHull,Bars); r=Bars-r-1; // // // // // int HmaPeriod = (int)MathMax(period,2); int HalfPeriod = (int)MathFloor(HmaPeriod/divisor); int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod)); double thma,hmw,weight; instanceNo *= 2; workHull[r][instanceNo] = price; // // // // // hmw = HalfPeriod; thma = hmw*price; for(int k=1; k=0; k++) { weight = HalfPeriod-k; hmw += weight; thma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] = 2.0*thma/hmw; hmw = HmaPeriod; thma = hmw*price; for(int k=1; k=0; k++) { weight = HmaPeriod-k; hmw += weight; thma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] -= thma/hmw; // // // // // hmw = HullPeriod; thma = hmw*workHull[r][instanceNo+1]; for(int k=1; k=0; k++) { weight = HullPeriod-k; hmw += weight; thma += weight*workHull[r-k][1+instanceNo]; } return(thma/hmw); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void manageAlerts() { if (AlertsOn) { int whichBar = 1; if (AlertsOnCurrent) whichBar = 0; if (trend[whichBar]!= trend[whichBar+1]) { static datetime time1 = 0; static string mess1 = ""; if (trend[whichBar] == 1) doAlert(time1,mess1," hull variation trend changed to up"); if (trend[whichBar] == -1) doAlert(time1,mess1," hull variation trend changed to down"); } } } // // // // // void doAlert(datetime& previousTime, string& previousAlert, string doWhat) { string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = timeFrameToString(Period())+" "+Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+doWhat; if (AlertsMessage) Alert(message); if (AlertsEmail) SendMail(Symbol()+" Hull variation",message); if (AlertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if (i>=Bars-3) return; if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>=Bars-2) return; if (first[i+1] == EMPTY_VALUE) if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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(""); }