//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 5 #property indicator_color1 clrLimeGreen #property indicator_color2 clrOrange #property indicator_color3 clrLimeGreen #property indicator_color4 clrOrange #property indicator_color5 clrOrange #property strict // // // // // enum enDisplay { en_lin, // Display line en_his, // Display colored bars en_all, // Display colored lines and bars }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern int OmaLength = 25; // One more average period extern double OmaSpeed = 3.0; // One more average "speed" extern bool OmaAdaptive = true; // One more average should be adaptive? extern double Sensitivity = 0.5; // Sensivity Factor extern double StepSize = 50; // Step Size period extern int Shift = 0; // Shift extern bool HighLow = false; // High/Low Mode Switch (more sensitive) extern double Filter = 0; // Filter to use for filtering (<=0 - no filtering) extern double FilterPeriod = 0; // Filter period to use ( when <= 0, same as oma period) extern enDisplay DisplayType = en_lin; // Display type extern int LinesWidth = 3; // Lines width (when lines are included in display) extern int BarsWidth = 1; // Bars width (when bars are included in display) extern bool alertsOn = false; // Turn alerts on? extern bool alertsOnCurrent = true; // Alerts oon current bar? extern bool alertsMessage = true; // Show alerts message? extern bool alertsSound = false; // Play alerts sound? extern bool alertsEmail = false; // Send alerts email? extern bool alertsNotification = false; // Send alerts notification? extern bool Interpolate = true; // Interpolate in mtf mode double histou[]; double histod[]; double LineBuffer[]; double DnBuffera[]; double DnBufferb[]; double smin[]; double smax[]; double trend[],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,0,OmaLength,OmaSpeed,OmaAdaptive,Sensitivity,StepSize,0,HighLow,Filter,FilterPeriod,DisplayType,LinesWidth,BarsWidth,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,alertsNotification,_buff,_ind) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(9); indicatorFileName = WindowExpertName(); TimeFrame = MathMax(TimeFrame,_Period); int lstyle = DRAW_LINE; if (DisplayType==en_his) lstyle = DRAW_NONE; int hstyle = DRAW_HISTOGRAM; if (DisplayType==en_lin) hstyle = DRAW_NONE; SetIndexBuffer(0,histou); SetIndexStyle(0,hstyle,EMPTY,BarsWidth); SetIndexShift(0,TimeFrame/_Period*Shift); SetIndexBuffer(1,histod); SetIndexStyle(1,hstyle,EMPTY,BarsWidth); SetIndexShift(1,TimeFrame/_Period*Shift); SetIndexBuffer(2,LineBuffer); SetIndexStyle(2,lstyle,EMPTY,LinesWidth); SetIndexShift(2,TimeFrame/_Period*Shift); SetIndexBuffer(3,DnBuffera); SetIndexStyle(3,lstyle,EMPTY,LinesWidth); SetIndexShift(3,TimeFrame/_Period*Shift); SetIndexBuffer(4,DnBufferb); SetIndexStyle(4,lstyle,EMPTY,LinesWidth); SetIndexShift(4,TimeFrame/_Period*Shift); SetIndexBuffer(5,smin); SetIndexBuffer(6,smax); SetIndexBuffer(7,trend); SetIndexBuffer(8,count); IndicatorShortName("StepMA("+(string)OmaLength+","+(string)Sensitivity+","+(string)StepSize+")"); OmaLength = MathMax(OmaLength, 1); OmaSpeed = MathMax(OmaSpeed ,-1.5); 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); count[0] = limit; if (TimeFrame != _Period) { limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(8,0)*TimeFrame/_Period)); if (trend[limit]==-1) CleanPoint(limit,DnBuffera,DnBufferb); for (int i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); LineBuffer[i] = _mtfCall(2,y); DnBuffera[i] = EMPTY_VALUE; DnBufferb[i] = EMPTY_VALUE; histou[i] = EMPTY_VALUE; histod[i] = EMPTY_VALUE; trend[i] = _mtfCall(7,y); // // // // // 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--) { if (trend[i]==-1) PlotPoint(i,DnBuffera,DnBufferb,LineBuffer); if (trend[i]==-1) { histou[i] = Low[i]; histod[i] = High[i]; } if (trend[i]== 1) { histod[i] = Low[i]; histou[i] = High[i]; } } return(0); } // // // // // if (trend[limit]==-1) CleanPoint(limit,DnBuffera,DnBufferb); for(int i=limit; i>=0; i--) { double thigh; double tlow; int fperiod = OmaLength; if (FilterPeriod>0) fperiod=(int)FilterPeriod; if (HighLow) { thigh=iAverage(iFilter(High[i] ,Filter,fperiod,i,0),OmaLength,OmaSpeed,OmaAdaptive,i,0); tlow =iAverage(iFilter(Low[i] ,Filter,fperiod,i,0),OmaLength,OmaSpeed,OmaAdaptive,i,7);} else { thigh=iAverage(iFilter(Close[i],Filter,fperiod,i,0),OmaLength,OmaSpeed,OmaAdaptive,i,0); tlow =iAverage(iFilter(Close[i],Filter,fperiod,i,1),OmaLength,OmaSpeed,OmaAdaptive,i,7);} LineBuffer[i] = iStepMa(Sensitivity,iATR(NULL,0,(int)StepSize,i),1.0,thigh,tlow,Close[i],i); DnBuffera[i] = EMPTY_VALUE; DnBufferb[i] = EMPTY_VALUE; histou[i] = EMPTY_VALUE; histod[i] = EMPTY_VALUE; if (trend[i]==-1) PlotPoint(i,DnBuffera,DnBufferb,LineBuffer); if (trend[i]==-1) { histou[i] = Low[i]; histod[i] = High[i]; } if (trend[i]== 1) { histod[i] = Low[i]; histou[i] = High[i]; } } // // // // // if (alertsOn) { int whichBar = (alertsOnCurrent) ? 0 : 1; if (trend[whichBar] != trend[whichBar+1]) if (trend[whichBar] == 1) doAlert("up"); else doAlert("down"); } return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // #define filterInstances 2 double workFil[][filterInstances*3]; #define _fchange 0 #define _fachang 1 #define _fprice 2 double iFilter(double tprice, double filter, int period, int i, int instanceNo=0) { if (filter<=0) return(tprice); if (ArrayRange(workFil,0)!= Bars) ArrayResize(workFil,Bars); i = Bars-i-1; instanceNo*=3; // // // // // workFil[i][instanceNo+_fprice] = tprice; if (i<1) return(tprice); workFil[i][instanceNo+_fchange] = MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]); workFil[i][instanceNo+_fachang] = workFil[i][instanceNo+_fchange]; for (int k=1; k=0; k++) workFil[i][instanceNo+_fachang] += workFil[i-k][instanceNo+_fchange]; workFil[i][instanceNo+_fachang] /= period; double stddev = 0; for (int k=0; k=0; k++) stddev += MathPow(workFil[i-k][instanceNo+_fchange]-workFil[i-k][instanceNo+_fachang],2); stddev = MathSqrt(stddev/(double)period); double filtev = filter * stddev; if( MathAbs(workFil[i][instanceNo+_fprice]-workFil[i-1][instanceNo+_fprice]) < filtev ) workFil[i][instanceNo+_fprice]=workFil[i-1][instanceNo+_fprice]; return(workFil[i][instanceNo+_fprice]); } // // // // // double stored[][14]; #define E1 0 #define E2 1 #define E3 2 #define E4 3 #define E5 4 #define E6 5 #define res 6 // // // // // double iAverage(double price, double averagePeriod, double tconst, bool adaptive, int i, int ashift=0) { if (ArrayRange(stored,0) != Bars) ArrayResize(stored,Bars); if (averagePeriod <=1) return(price); int r = Bars-i-1; double e1= (r>0) ? stored[r-1][E1+ashift] : price; double e2= (r>0) ? stored[r-1][E2+ashift] : price; double e3= (r>0) ? stored[r-1][E3+ashift] : price; double e4= (r>0) ? stored[r-1][E4+ashift] : price; double e5= (r>0) ? stored[r-1][E5+ashift] : price; double e6= (r>0) ? stored[r-1][E6+ashift] : price; // // // // // if (adaptive && (averagePeriod > 1)) { double minPeriod = averagePeriod/2.0; double maxPeriod = minPeriod*5.0; int endPeriod = (int)MathCeil(maxPeriod); double tsignal = (r>=endPeriod) ? MathAbs((price-stored[r-endPeriod][res+ashift])): 0; double noise = 0.00000000001; for(int k=1; k=0; k++) noise=noise+MathAbs(price-stored[r-k][res+ashift]); averagePeriod = ((tsignal/noise)*(maxPeriod-minPeriod))+minPeriod; } // // // // // double alpha = (2.0+tconst)/(1.0+tconst+averagePeriod); e1 = e1 + alpha*(price-e1); e2 = e2 + alpha*(e1-e2); double v1 = 1.5 * e1 - 0.5 * e2; e3 = e3 + alpha*(v1 -e3); e4 = e4 + alpha*(e3-e4); double v2 = 1.5 * e3 - 0.5 * e4; e5 = e5 + alpha*(v2 -e5); e6 = e6 + alpha*(e5-e6); double v3 = 1.5 * e5 - 0.5 * e6; // // // // // stored[r][E1+ashift] = e1; stored[r][E2+ashift] = e2; stored[r][E3+ashift] = e3; stored[r][E4+ashift] = e4; stored[r][E5+ashift] = e5; stored[r][E6+ashift] = e6; stored[r][res+ashift] = price; return(v3); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workStep[][3]; #define _smin 0 #define _smax 1 #define _trend 2 double iStepMa(double sensitivity, double stepSize, double stepMulti, double phigh, double plow, double pprice, int r) { if (ArrayRange(workStep,0)!=Bars) ArrayResize(workStep,Bars); if (sensitivity == 0) sensitivity = 0.0001; r = Bars-r-1; if (stepSize == 0) stepSize = 0.0001; double result=pprice; double size = sensitivity*stepSize; // // // // // if (r==0) { workStep[r][_smax] = phigh+2.0*size*stepMulti; workStep[r][_smin] = plow -2.0*size*stepMulti; workStep[r][_trend] = 0; return(pprice); } // // // // // workStep[r][_smax] = phigh+2.0*size*stepMulti; workStep[r][_smin] = plow -2.0*size*stepMulti; workStep[r][_trend] = workStep[r-1][_trend]; if (pprice>workStep[r-1][_smax]) workStep[r][_trend] = 1; if (pprice workStep[r-1][_smax]) workStep[r][_smax]=workStep[r-1][_smax]; result = workStep[r][_smax]-size*stepMulti; } trend[Bars-r-1] = workStep[r][_trend]; return(result); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void doAlert(string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = timeFrameToString(_Period)+_Symbol+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" Step Oma "+doWhat; if (alertsMessage) Alert(message); if (alertsNotification) SendNotification(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," Step Oma "),message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if (i>Bars-2) 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-3) 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(""); }