//------------------------------------------------------------------ #property copyright "www.forex-station.com" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 clrLimeGreen #property indicator_color2 clrRed #property indicator_width1 2 #property indicator_width2 2 #property indicator_minimum 0 #property indicator_maximum 1 //#property strict // // // // // enum enStepType { step_hilo, // Step calculation based on high low price step_close // Step calculation based on close price }; enum enTimeFrames { tf_cu = 0, // Current time frame tf_m1 = PERIOD_M1, // 1 minute tf_m5 = PERIOD_M5, // 5 minutes tf_m15 = PERIOD_M15, // 15 minutes tf_m30 = PERIOD_M30, // 30 minutes tf_h1 = PERIOD_H1, // 1 hour tf_h4 = PERIOD_H4, // 4 hours tf_d1 = PERIOD_D1, // Daily tf_w1 = PERIOD_W1, // Weekly tf_mb1 = PERIOD_MN1, // Monthly tf_cus = 12345678 // Custom time frame }; extern enTimeFrames TimeFrame = tf_cu; // Time frame extern int TimeFrameCustom = 0; // Custom time frame to use (if custom time frame used) extern double T3Period = 32; // T3 filter period extern double T3Hot = 1.0; // T3 filter hot extern bool T3Original = false; // T3 original Tim Tillson calculation? extern double Sensitivity = 0.5; // Sensivity Factor extern double StepSize = 50; // Step Size period extern enStepType StepType = step_close; // Step calculation based on: extern bool alertsOn = true; // Turn alerts on? extern bool alertsOnCurrent = true; // Alerts on current (still opened) bar? extern bool alertsMessage = true; // Alerts should display alert message? extern bool alertsSound = true; // Alerts should play alert sound? extern bool alertsPushNotif = false; // Alerts should send alert notification? extern bool alertsEmail = false; // Alerts should send alert email? extern int Shift = 0; // Average shift double Up[],Dn[],LineBuffer[],smin[],smax[],trend[]; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(5); SetIndexBuffer(0,Up); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,Dn); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,smin); SetIndexBuffer(3,smax); SetIndexBuffer(4,trend); indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; if (TimeFrameCustom==0) TimeFrameCustom = MathMax(TimeFrameCustom,_Period); if (TimeFrame!=tf_cus) TimeFrame = MathMax(TimeFrame,_Period); else TimeFrame = (enTimeFrames)TimeFrameCustom; for (int i=0; i<7; i++) SetIndexShift(i,Shift*TimeFrame/Period()); IndicatorShortName(timeFrameToString(TimeFrame)+" StepMA("+(string)T3Period+","+(string)Sensitivity+","+(string)StepSize+")"); return(0); } int deinit() { return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int start() { int i,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) { Up[0] = MathMin(limit+1,Bars-1); return(0); } // // // // // if (TimeFrame == _Period) { for(i=limit; i>=0; i--) { double thi; double tlo; switch (StepType) { case step_hilo: { thi = iT3(High[i],T3Period,T3Hot,T3Original,i,Bars,0); tlo = iT3(Low[i], T3Period,T3Hot,T3Original,i,Bars,1); break; } default: thi = iT3(Close[i],T3Period,T3Hot,T3Original,i,Bars,0); tlo = iT3(Close[i],T3Period,T3Hot,T3Original,i,Bars,1); break; } LineBuffer[i] = iStepMa(Sensitivity,iATR(NULL,0,(int)StepSize,i),1.0,thi,tlo,Close[i],i); } // // // // // if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (trend[whichBar] != trend[whichBar+1]) if (trend[whichBar] == 1) doAlert("up"); else doAlert("down"); } return(0); } // // // // // limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/_Period)); for (i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); Up[i] = iCustom(NULL,TimeFrame,indicatorFileName,tf_cu,0,T3Period,T3Hot,T3Original,Sensitivity,StepSize,StepType,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsPushNotif,alertsEmail,0,0,y); Dn[i] = iCustom(NULL,TimeFrame,indicatorFileName,tf_cu,0,T3Period,T3Hot,T3Original,Sensitivity,StepSize,StepType,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsPushNotif,alertsEmail,0,1,y); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define t3Instances 2 double workT3[][t3Instances*6]; double workT3Coeffs[][6]; #define _tperiod 0 #define _c1 1 #define _c2 2 #define _c3 3 #define _c4 4 #define _alpha 5 // // // // // double iT3(double price, double period, double hot, bool original, int i, int bars, int tinstanceNo=0) { if (ArrayRange(workT3,0) != bars) ArrayResize(workT3,bars); if (ArrayRange(workT3Coeffs,0) < (tinstanceNo+1)) ArrayResize(workT3Coeffs,tinstanceNo+1); if (workT3Coeffs[tinstanceNo][_tperiod] != period) { workT3Coeffs[tinstanceNo][_tperiod] = period; double a = hot; workT3Coeffs[tinstanceNo][_c1] = -a*a*a; workT3Coeffs[tinstanceNo][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[tinstanceNo][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[tinstanceNo][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[tinstanceNo][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[tinstanceNo][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int instanceNo = tinstanceNo*6; int r = bars-i-1; if (r == 0) { workT3[r][0+instanceNo] = price; workT3[r][1+instanceNo] = price; workT3[r][2+instanceNo] = price; workT3[r][3+instanceNo] = price; workT3[r][4+instanceNo] = price; workT3[r][5+instanceNo] = price; } else { workT3[r][0+instanceNo] = workT3[r-1][0+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(price -workT3[r-1][0+instanceNo]); workT3[r][1+instanceNo] = workT3[r-1][1+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][0+instanceNo]-workT3[r-1][1+instanceNo]); workT3[r][2+instanceNo] = workT3[r-1][2+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][1+instanceNo]-workT3[r-1][2+instanceNo]); workT3[r][3+instanceNo] = workT3[r-1][3+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][2+instanceNo]-workT3[r-1][3+instanceNo]); workT3[r][4+instanceNo] = workT3[r-1][4+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][3+instanceNo]-workT3[r-1][4+instanceNo]); workT3[r][5+instanceNo] = workT3[r-1][5+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][4+instanceNo]-workT3[r-1][5+instanceNo]); } // // // // // return(workT3Coeffs[tinstanceNo][_c1]*workT3[r][5+instanceNo] + workT3Coeffs[tinstanceNo][_c2]*workT3[r][4+instanceNo] + workT3Coeffs[tinstanceNo][_c3]*workT3[r][3+instanceNo] + workT3Coeffs[tinstanceNo][_c4]*workT3[r][2+instanceNo]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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 = 0; 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]; Up[Bars-r-1] = (trend[Bars-r-1] == 1) ? 1 : EMPTY_VALUE; Dn[Bars-r-1] = (trend[Bars-r-1] == -1) ? 1 : EMPTY_VALUE; return(result); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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(""); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)+" Step T3 Average ",doWhat); if (alertsMessage) Alert(message); if (alertsPushNotif) SendNotification(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," Step T3 Average "),message); if (alertsSound) PlaySound("alert2.wav"); } }