//+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 Violet #property indicator_color2 DeepSkyBlue #property indicator_color3 DeepSkyBlue #property indicator_color4 Violet #property indicator_color5 MediumVioletRed #property indicator_width5 2 #property indicator_style2 STYLE_DOT #property indicator_style3 STYLE_DOT #property indicator_level1 0 #property indicator_levelcolor Violet // // // // // enum enFltType { flt_ftlm, // Ftlm filter flt_stlm, // Stlm filter flt_rbci, // Rbci filter flt_pcci // pcci filter }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; extern enFltType FilterType = 2; extern ENUM_APPLIED_PRICE Price = PRICE_CLOSE; extern int LengthForBands = 52; extern bool Interpolate = true; // // // // // double chanUu[]; double chanUd[]; double chanDd[]; double chanDu[]; double values[]; double prices[]; double work[]; double filter[]; double filtea[]; int filterSize; int filteaSize; string indicatorFileName; bool returnBars; //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // int init() { IndicatorDigits(5); IndicatorBuffers(7); SetIndexBuffer(0, chanUu); SetIndexBuffer(1, chanUd); SetIndexBuffer(2, chanDu); SetIndexBuffer(3, chanDd); SetIndexBuffer(4, values); SetIndexBuffer(5, prices); SetIndexBuffer(6, work); // // // // // FilterType = MathMax(MathMin(FilterType,3),0); string name=""; switch(FilterType) { case 0: fillFatl(filter,filterSize); fillRftl(filtea,filteaSize); name = "ftlm"; break; case 1: fillSatl(filter,filterSize); fillRstl(filtea,filteaSize); name = "stlm"; break; case 2: fillFatl(filter,filterSize); fillSatl(filtea,filteaSize); name = "rbci"; break; case 3: fillFatl(filter,filterSize); name = "pcci"; break; } SetIndexLabel(0,name); SetIndexDrawBegin(0, filterSize+30); // // // // // indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); // // // // // IndicatorShortName(timeFrameToString(TimeFrame)+" "+name); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); int i,k,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { values[0] = limit+1; return(0); } // // // // // if (TimeFrame == Period()) { for(i=limit; i>=0; i--) { prices[i] = iMA(NULL,0,1,0,MODE_SMA,Price,i); values[i] = 0; for(k=0; k=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); values[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FilterType,Price,LengthForBands,4,y); if (FilterType==2) { chanUu[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FilterType,Price,LengthForBands,0,y); chanUd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FilterType,Price,LengthForBands,1,y); chanDu[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FilterType,Price,LengthForBands,2,y); chanDd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FilterType,Price,LengthForBands,3,y); } // // // // // if (y==iBarShift(NULL,TimeFrame,Time[i-1]) || !Interpolate) continue; // // // // // datetime time = iTime(NULL,TimeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(int j = 1; j < n; j++) { values[i+j] = values[i] + (values[i+n]-values[i])*j/n; if (FilterType==2) { chanUu[i+j] = chanUu[i] + (chanUu[i+n]-chanUu[i])*j/n; chanUd[i+j] = chanUd[i] + (chanUd[i+n]-chanUd[i])*j/n; chanDu[i+j] = chanDu[i] + (chanDu[i+n]-chanDu[i])*j/n; chanDd[i+j] = chanDd[i] + (chanDd[i+n]-chanDd[i])*j/n; } } } // // // // // return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // void fillFatl(double& array[], int& size) { size = 39; ArrayResize(array,size); array[ 0] = +0.4360392246; array[ 1] = +0.3658678660; array[ 2] = +0.2460451052; array[ 3] = +0.1104516027; array[ 4] = -0.0054023158; array[ 5] = -0.0760358291; array[ 6] = -0.0933055008; array[ 7] = -0.0670117473; array[ 8] = -0.0190807171; array[ 9] = +0.0259599784; array[10] = +0.0502040720; array[11] = +0.0477820398; array[12] = +0.0249261523; array[13] = -0.0047695503; array[14] = -0.0272425079; array[15] = -0.0338916063; array[16] = -0.0244149695; array[17] = -0.0055783815; array[18] = +0.0128142457; array[19] = +0.0226517983; array[20] = +0.0208782158; array[21] = +0.0100306129; array[22] = -0.0036762908; array[23] = -0.0136739537; array[24] = -0.0160483888; array[25] = -0.0108602627; array[26] = -0.0016069184; array[27] = +0.0069474613; array[28] = +0.0110571907; array[29] = +0.0095715934; array[30] = +0.0040450130; array[31] = -0.0023819606; array[32] = -0.0067092445; array[33] = -0.0072000560; array[34] = -0.0047729647; array[35] = +0.0005556585; array[36] = +0.0007839957; array[37] = +0.0130102968; array[38] = +0.0040410425; } // // // // // void fillSatl(double& array[], int& size) { size = 65; ArrayResize(array,size); array[ 0] = +0.0982914968; array[ 1] = +0.0975734782; array[ 2] = +0.0961453702; array[ 3] = +0.0940284799; array[ 4] = +0.0912491201; array[ 5] = +0.0878446115; array[ 6] = +0.0838599824; array[ 7] = +0.0793462193; array[ 8] = +0.0743626146; array[ 9] = +0.0689724471; array[10] = +0.0632438243; array[11] = +0.0572485969; array[12] = +0.0510590362; array[13] = +0.0447524857; array[14] = +0.0384014162; array[15] = +0.0320788522; array[16] = +0.0258588591; array[17] = +0.0198052896; array[18] = +0.0139852899; array[19] = +0.0084553106; array[20] = +0.0032675186; array[21] = -0.0015319201; array[22] = -0.0059034430; array[23] = -0.0098170830; array[24] = -0.0132494238; array[25] = -0.0161868549; array[26] = -0.0186163816; array[27] = -0.0205453419; array[28] = -0.0219751066; array[29] = -0.0229225089; array[30] = -0.0234106677; array[31] = -0.0234597715; array[32] = -0.0231055463; array[33] = -0.0223841389; array[34] = -0.0213348833; array[35] = -0.0199977823; array[36] = -0.0184183252; array[37] = -0.0166438570; array[38] = -0.0147201173; array[39] = -0.0126861210; array[40] = -0.0106002368; array[41] = -0.0084800087; array[42] = -0.0063906493; array[43] = -0.0043529032; array[44] = -0.0024016281; array[45] = -0.0005592474; array[46] = +0.0011366688; array[47] = +0.0026794401; array[48] = +0.0040424396; array[49] = +0.0052338017; array[50] = +0.0062156364; array[51] = +0.0070307929; array[52] = +0.0076234960; array[53] = +0.0080354940; array[54] = +0.0083018972; array[55] = +0.0083678562; array[56] = +0.0082888626; array[57] = +0.0080733795; array[58] = +0.0077539545; array[59] = +0.0073259318; array[60] = +0.0068163840; array[61] = +0.0062328194; array[62] = +0.0056082863; array[63] = +0.0049522510; array[64] = +0.0161442562; } // // // // // void fillRftl(double& array[], int& size) { size = 44; ArrayResize(array,size); array[ 0] = -0.0025092021; array[ 1] = +0.0513012200; array[ 2] = +0.1142800445; array[ 3] = +0.1699338663; array[ 4] = +0.2025262073; array[ 5] = +0.2025262073; array[ 6] = +0.1699338663; array[ 7] = +0.1142800445; array[ 8] = +0.0513012200; array[ 9] = -0.0025092021; array[10] = -0.0353161991; array[11] = -0.0433374067; array[12] = -0.0311248031; array[13] = -0.0088623799; array[14] = +0.0120575757; array[15] = +0.0233181781; array[16] = +0.0221932220; array[17] = +0.0115773967; array[18] = -0.0022153029; array[19] = -0.0126532694; array[20] = -0.0157415620; array[21] = -0.0113399687; array[22] = -0.0025909790; array[23] = +0.0059518053; array[24] = +0.0105210324; array[25] = +0.0096972603; array[26] = +0.0046588974; array[27] = -0.0017075189; array[28] = -0.0063511121; array[29] = -0.0074539609; array[30] = -0.0050442430; array[31] = -0.0007463619; array[32] = +0.0032268725; array[33] = +0.0051357097; array[34] = +0.0044456975; array[35] = +0.0018787786; array[36] = -0.0011063441; array[37] = -0.0031162284; array[38] = -0.0033441946; array[39] = -0.0022168887; array[40] = +0.0002580855; array[41] = +0.0003641408; array[42] = +0.0060428648; array[43] = +0.0018769344; } // // // // // void fillRstl(double& array[], int& size) { size = 91; ArrayResize(array,size); array[ 0] = -0.0074144779; array[ 1] = -0.0060689714; array[ 2] = -0.0044967689; array[ 3] = -0.0027041045; array[ 4] = -0.0007017044; array[ 5] = +0.0014967048; array[ 6] = +0.0038730015; array[ 7] = +0.0064060389; array[ 8] = +0.0090719218; array[ 9] = +0.0118447926; array[10] = +0.0146938946; array[11] = +0.0175899798; array[12] = +0.0204991221; array[13] = +0.0233878722; array[14] = +0.0262230345; array[15] = +0.0289691814; array[16] = +0.0315932085; array[17] = +0.0340622044; array[18] = +0.0363449720; array[19] = +0.0384125260; array[20] = +0.0402377072; array[21] = +0.0417971611; array[22] = +0.0430702622; array[23] = +0.0440399154; array[24] = +0.0446940681; array[25] = +0.0450229605; array[26] = +0.0450229605; array[27] = +0.0446940681; array[28] = +0.0440399154; array[29] = +0.0430702622; array[30] = +0.0417971611; array[31] = +0.0402377072; array[32] = +0.0384125260; array[33] = +0.0363449720; array[34] = +0.0340622044; array[35] = +0.0315932085; array[36] = +0.0289691814; array[37] = +0.0262230345; array[38] = +0.0233878722; array[39] = +0.0204991221; array[40] = +0.0175899798; array[41] = +0.0146938946; array[42] = +0.0118447926; array[43] = +0.0090719218; array[44] = +0.0064060389; array[45] = +0.0038730015; array[46] = +0.0014967048; array[47] = -0.0007017044; array[48] = -0.0027041045; array[49] = -0.0044967689; array[50] = -0.0060689714; array[51] = -0.0074144779; array[52] = -0.0085273360; array[53] = -0.0094109068; array[54] = -0.0100658184; array[55] = -0.0104997812; array[56] = -0.0107233850; array[57] = -0.0107458773; array[58] = -0.0105836225; array[59] = -0.0102531779; array[60] = -0.0097725606; array[61] = -0.0091600941; array[62] = -0.0084366151; array[63] = -0.0076238102; array[64] = -0.0067426306; array[65] = -0.0058109474; array[66] = -0.0048554967; array[67] = -0.0038843146; array[68] = -0.0029272721; array[69] = -0.0019938713; array[70] = -0.0011000790; array[71] = -0.0002561664; array[72] = +0.0005206574; array[73] = +0.0012273323; array[74] = +0.0018516617; array[75] = +0.0023973716; array[76] = +0.0028471064; array[77] = +0.0032204933; array[78] = +0.0034919843; array[79] = +0.0036807022; array[80] = +0.0038027296; array[81] = +0.0038329425; array[82] = +0.0037967591; array[83] = +0.0036980559; array[84] = +0.0035517415; array[85] = +0.0033556833; array[86] = +0.0031222822; array[87] = +0.0028549772; array[88] = +0.0025689064; array[89] = +0.0022684058; array[90] = +0.0073949653; } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // 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(""); }