//------------------------------------------------------------------ #property copyright "Copyright 2016, mladen - MetaQuotes Software Corp." #property link "https://www.mql5.com" #property version "1.00" //------------------------------------------------------------------ #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 3 #property indicator_width2 3 #property indicator_minimum 0 #property indicator_maximum 1 #property strict enum enCalcType { st_atr, // Use atr st_std, // Use standard deviation st_ste, // Use standard error st_sam, // Custom standard deviation - with sample correction st_nos // Custom standard deviation - without sample correction }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern int period = 66; // Super trend period extern double multiplier = 2.236; // Super trend multiplier extern int midPricePeriod = 10; // Mid price period (1 for original super trend) extern enCalcType Type = st_atr; // Calculate using? extern bool alertsOn = false; // Turn alerts on? extern bool alertsOnCurrent = false; // Alerts on still opened bar? extern bool alertsMessage = true; // Alerts should display message? extern bool alertsSound = false; // Alerts should play a sound? extern bool alertsNotify = false; // Alerts should send a notification? extern bool alertsEmail = false; // Alerts should send an email? extern string soundFile = "alert2.wav"; // Sound file double UpH[],DnH[],Trend[],Direction[],Up[],Dn[],count[]; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,multiplier,midPricePeriod,Type,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,_buff,_ind) string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { IndicatorBuffers(7); SetIndexBuffer(0,UpH,INDICATOR_DATA); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,DnH,INDICATOR_DATA); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,Up); SetIndexBuffer(3,Dn); SetIndexBuffer(4,Trend); SetIndexBuffer(5,Direction); SetIndexBuffer(6,count); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+" SuperTrend"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { int i=fmin(rates_total-prev_calculated+1,rates_total-1); count[0] = i; if (TimeFrame != _Period) { i = (int)fmax(i,fmin(rates_total-1,_mtfCall(6,0)*TimeFrame/Period())); for (; i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,time[i]); UpH[i] = _mtfCall(0,y); DnH[i] = _mtfCall(1,y); } return(rates_total); } // // // // // for (; i>=0 && !_StopFlag; i--) { double val=0; switch (Type) { case st_atr : val = iATR(NULL,0,period,i); break; case st_std : val = iStdDev(NULL,0,period,0,MODE_SMA,PRICE_CLOSE,i); break; case st_ste : val = iStdError(close[i],period,i); break; default : val = iDeviation(close[i],period,Type==st_sam,i); } double cprice = close[i]; double mprice = (high[ArrayMaximum(high,midPricePeriod,i)]+low[ArrayMinimum(low,midPricePeriod,i)])/2; Up[i] = mprice+multiplier*val; Dn[i] = mprice-multiplier*val; // // // // // Direction[i] = (i Up[i+1]) ? 1 : (cprice < Dn[i+1]) ? -1 : Direction[i+1] : 0; if (Direction[i] == 1) { Dn[i] = fmax(Dn[i],Dn[i+1]); Up[i] = fmax(Up[i],Up[i+1]); Trend[i] = Dn[i]; } if (Direction[i] == -1) { Up[i] = fmin(Up[i],Up[i+1]); Dn[i] = fmin(Dn[i],Dn[i+1]); Trend[i] = Up[i]; } UpH[i] = (Direction[i] == 1) ? 1 : EMPTY_VALUE; DnH[i] = (Direction[i] ==-1) ? 1 : EMPTY_VALUE; } // // // // // if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (Direction[whichBar] != Direction[whichBar+1]) { if (Direction[whichBar] == 1) doAlert(" up"); if (Direction[whichBar] ==-1) doAlert(" down"); } } return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _devInstances 1 double workDev[][_devInstances]; double iDeviation(double value, int length, bool isSample, int i, int instanceNo=0) { if (ArrayRange(workDev,0)!=Bars) ArrayResize(workDev,Bars); i=Bars-i-1; workDev[i][instanceNo] = value; // // // // // double oldMean = value; double newMean = value; double squares = 0; int k; for (k=1; k=0; k++) { newMean = (workDev[i-k][instanceNo]-oldMean)/(k+1)+oldMean; squares += (workDev[i-k][instanceNo]-oldMean)*(workDev[i-k][instanceNo]-newMean); oldMean = newMean; } return(MathSqrt(squares/MathMax(k-isSample,1))); } // // // // // double workErr[][_devInstances]; double iStdError(double value, int length,int i, int instanceNo=0) { if (ArrayRange(workErr,0)!=Bars) ArrayResize(workErr,Bars); i = Bars-i-1; workErr[i][instanceNo] = value; // // // // // double avgY = workErr[i][instanceNo]; int j; for (j=1; j=0; j++) avgY += workErr[i-j][instanceNo]; avgY /= j; double avgX = length * (length-1) * 0.5 / length; double sumDxSqr = 0.00; double sumDySqr = 0.00; double sumDxDy = 0.00; for (int k=0; k=0; k++) { double dx = k-avgX; double dy = workErr[i-k][instanceNo]-avgY; sumDxSqr += (dx*dx); sumDySqr += (dy*dy); sumDxDy += (dx*dy); } double err2 = (sumDySqr-(sumDxDy*sumDxDy)/sumDxSqr)/(length-2); // // // // // if (err2 > 0) return(MathSqrt(err2)); else return(0.00); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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)+" super trend state changed to "+doWhat; if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(_Symbol+" super trend ",message); if (alertsSound) PlaySound(soundFile); } } // // // // // 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(""); }