//+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #property copyright "www,forex-tsd.com" #property link "www,forex-tsd.com" #property indicator_chart_window #property indicator_buffers 4 #property indicator_color1 DeepSkyBlue #property indicator_color2 PaleVioletRed #property indicator_color3 DeepSkyBlue #property indicator_color4 PaleVioletRed #property indicator_width3 3 #property indicator_width4 3 // // // // // extern double Length = 14; extern double Phase = 0; extern bool SmoothDouble = true; extern int UpperPrice = PRICE_CLOSE; extern int LowerPrice = PRICE_CLOSE; extern double Deviation = 0.2; extern string _ = "alerts settings"; extern bool alertsOn = true; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsEmail = false; extern string soundfile = "alert2.wav"; // // // // // double UpLine[]; double DnLine[]; double UpArrow[]; double DnArrow[]; double smax[]; double smin[]; double trend[]; // // // // // int init() { IndicatorBuffers(7); SetIndexBuffer(0,UpLine); SetIndexBuffer(1,DnLine); SetIndexBuffer(2,UpArrow); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,159); SetIndexBuffer(3,DnArrow); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,159); SetIndexBuffer(4,smax); SetIndexBuffer(5,smin); SetIndexBuffer(6,trend); IndicatorShortName(" jurik trend envelopes("+Length+")"); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); int i,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); // // // for(i=limit; i>=0; i--) { smax[i] = (1+Deviation/100)*iDSmooth(iMA(NULL,0,1,0,MODE_SMA,UpperPrice,i),Length,Phase,SmoothDouble,i, 0); smin[i] = (1-Deviation/100)*iDSmooth(iMA(NULL,0,1,0,MODE_SMA,LowerPrice,i),Length,Phase,SmoothDouble,i,20); UpLine[i] = EMPTY_VALUE; DnLine[i] = EMPTY_VALUE; UpArrow[i] = EMPTY_VALUE; DnArrow[i] = EMPTY_VALUE; trend[i] = trend[i+1]; // // // // // if (Close[i]>smax[i+1]) trend[i]= 1; if (Close[i]0 && smin[i]smax[i+1]) smax[i]=smax[i+1]; if (trend[i] == 1) { UpLine[i] = smin[i]; if (trend[i+1]!= 1) UpArrow[i] = UpLine[i]; } if (trend[i] ==-1) { DnLine[i] = smax[i]; if (trend[i+1]!=-1) DnArrow[i] = DnLine[i]; } } manageAlerts(); return(0); } void manageAlerts() { if (alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,0,whichBar)); if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(whichBar,"buy"); if (trend[whichBar] ==-1) doAlert(whichBar,"sell"); } } } // // // // // 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 = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," jurik trend envelopes ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," jurik trend envelopes "),message); if (alertsSound) PlaySound(soundfile); } } 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]); }