//+------------------------------------------------------------------+ //| jurik addsignal | //| original idea by| //| igorad | //+------------------------------------------------------------------+ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 Aqua #property indicator_color2 Red // // // // // extern string x = "Jurik Settings"; extern int JurikPrice = 8; extern int Length = 100; extern int Phase = 0; extern bool Double = false; extern string xx = "Jurik STC Settings"; extern int STCPeriod = 10; extern int STCPrice = 8; extern int FastMAPeriod = 23; extern int FastMAPhase = 0; extern int SlowMAPeriod = 50; extern int SlowMAPhase = 0; extern int FilterMode = 3; extern string N_RSXPeriod = "JRSX Settings"; extern int RsxLength = 14; extern int Price = 8; extern int SmoothLength = 2; extern int SmoothPhase = 0; extern bool SmoothDouble = false; extern string note7 = "Arrow Type"; extern string note8 = "0=Thick, 1=Thin, 2=Hollow, 3=Round"; extern string note9 = "4=Fractal, 5=Diagonal Thin"; extern string note10 = "6=Diagonal Thick, 7=Diagonal Hollow"; extern string note11 = "8=Thumb, 9=Finger"; extern int ArrowType = 1; extern int arrowsize = 1; extern string note = "turn on Alert = true; turn off = false"; extern bool alertsOn = true; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = true; extern bool alertsEmail = false; extern string soundfile = "alert2.wav"; // // // // // double CrossUp[]; double CrossDn[]; double trend[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int init() { switch(ArrowType) { case 0 : int arrowUp = 119; int arrowDn = 119; break; case 1 : arrowUp = 233; arrowDn = 234; break; case 2 : arrowUp = 225; arrowDn = 226; break; case 3 : arrowUp = 241; arrowDn = 242; break; case 4 : arrowUp = 221; arrowDn = 222; break; case 5 : arrowUp = 217; arrowDn = 218; break; case 6 : arrowUp = 228; arrowDn = 230; break; case 7 : arrowUp = 236; arrowDn = 238; break; case 8 : arrowUp = 246; arrowDn = 248; break; case 9 : arrowUp = 67; arrowDn = 68; break; case 10 : arrowUp = 71; arrowDn = 72; break; } IndicatorBuffers(3); SetIndexBuffer(0,CrossUp); SetIndexStyle(0,DRAW_ARROW,0,arrowsize); SetIndexArrow(0,arrowUp); SetIndexBuffer(1,CrossDn); SetIndexStyle(1,DRAW_ARROW,0,arrowsize); SetIndexArrow(1,arrowDn); SetIndexBuffer(2,trend); return(0); } // // // // // int deinit() { return(0); } //+------------------------------------------------------------------+ //| //+------------------------------------------------------------------+ // // int start() { int counted_bars=IndicatorCounted(); int limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=MathMin(Bars-counted_bars,Bars-1); // // // // // for(int i=limit; i>=0; i--) { double RSI0 = iCustom(Symbol(),0,"rsx on jurik smooth",RsxLength,Price,SmoothLength,SmoothPhase,SmoothDouble,0,i); double haMA1 = iDSmooth(getPrice(JurikPrice,i),Length,Phase,Double,i, 0); double haMA2 = iDSmooth(getPrice(JurikPrice,i),Length,Phase,Double,i+1,20); double MACD = iCustom(Symbol(),0,"jurik STC nrp",STCPeriod,STCPrice,FastMAPeriod,FastMAPhase,SlowMAPeriod,SlowMAPhase,FilterMode,0,i); double SigMACD = iCustom(Symbol(),0,"jurik STC nrp",STCPeriod,STCPrice,FastMAPeriod,FastMAPhase,SlowMAPeriod,SlowMAPhase,FilterMode,0,i+1); trend[i] = trend[i+1]; if (RSI0 > 50 && haMA1 > haMA2 && MACD > SigMACD) trend[i]= 1; if (RSI0 < 50 && haMA1 < haMA2 && MACD < SigMACD) trend[i]=-1; CrossUp[i] = EMPTY_VALUE; CrossDn[i] = EMPTY_VALUE; if (trend[i] !=trend[i+1]) if (trend[i] == 1) CrossUp[i] = Low[i] - iATR(NULL,0,20,i)/2.0; else CrossDn[i] = High[i] + iATR(NULL,0,20,i)/2.0; } // // // // // if (alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; // // // // // if (trend[whichBar] != trend[whichBar+1]) if (trend[whichBar] == 1) doAlert("buy"); else doAlert("sell"); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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 = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," jurik addsignal ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," jurik addsignal "),message); if (alertsSound) PlaySound(soundfile); } } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // // double getPrice(int type, int i) { switch (type) { case 7: return((Open[i]+Close[i])/2.0); case 8: return((Open[i]+High[i]+Low[i]+Close[i])/4.0); default : return(iMA(NULL,0,1,0,MODE_SMA,type,i)); } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // 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) { for(int k=0; 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]); if (wrk[r][avolty+s] > 0) double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 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]); }