#property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 clrLimeGreen #property indicator_color2 clrRed #property indicator_color3 clrRed #property indicator_color4 clrSlateGray #property indicator_color5 clrSlateGray #property indicator_color6 clrSlateGray #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_style4 STYLE_DASH #property indicator_style5 STYLE_DASHDOTDOT #property indicator_style6 STYLE_DASH #property indicator_level1 0 #property indicator_levelcolor clrDarkOrchid // // // // // extern string TimeFrame = "Current time frame"; extern int T3Period = 8; extern double T3Hot = 0.7; extern bool T3Original = false; extern int VolatilityBandPeriod = 34; extern int VolatilityBandMAMode = MODE_LWMA; extern double VolatilityBandMultiplier = 1.6185; extern bool MultiColor = true; extern bool alertsOn = false; extern bool alertsOnCurrent = false; extern bool alertsMessage = false; extern bool alertsSound = false; extern bool alertsEmail = false; extern string __ = "arrows settings"; extern bool ShowArrows = true; extern string arrowsIdentifier = "T3RBCI arrow"; extern color arrowsUpColor = clrDarkGreen; extern color arrowsDnColor = clrCrimson; extern int UpArrowCode = 241; extern int DownArrowCode = 242; // // // // // double T3RBCI[], T3RBCIUa[], T3RBCIUb[], bandUp[], bandMiddle[], bandDown[], trend[]; // // // // // string indicatorFileName; bool calculateValue, returnBars; int timeFrame; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int OnInit() { for (int i=0; i 0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { T3RBCI[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame == Period()) { if (MultiColor && !calculateValue && trend[limit]==-1) CleanPoint(limit,T3RBCIUa,T3RBCIUb); // // // // // for(i=limit; i>=0; i--) { double value1 = 0.1238169269451*Close[i] +0.1221983501658*Close[i+1] +0.1190011430108*Close[i+2] +0.1143001746257*Close[i+3] +0.1082083357775*Close[i+4] +0.1008691117824*Close[i+5] +0.0924544579826*Close[i+6] +0.0831591882460*Close[i+7] +0.0731968216651*Close[i+8] +0.0627911325011*Close[i+9] +0.0521720176304*Close[i+10] +0.0415674676220*Close[i+11] +0.03120052346999*Close[i+12] +0.02127741353836*Close[i+13] +0.01198981966718*Close[i+14] +0.00350383519239*Close[i+15] -0.00404130034650*Close[i+16] -0.01053553119457*Close[i+17] -0.01590136845728*Close[i+18] -0.02009560547438*Close[i+19] -0.02310598643001*Close[i+20] -0.02495565070371*Close[i+21] -0.02569543732024*Close[i+22] -0.02540610735631*Close[i+23] -0.02418933707968*Close[i+24] -0.02217041377021*Close[i+25] -0.01948743120540*Close[i+26] -0.01629007442301*Close[i+27] -0.01273209112891*Close[i+28] -0.00897092800794*Close[i+29] -0.00515330395028*Close[i+30] -0.001424610881936*Close[i+31] +0.002089714906396*Close[i+32] +0.00527492988233*Close[i+33] +0.00803981322228*Close[i+34] +0.01031021336959*Close[i+35] +0.01203833709278*Close[i+36] +0.01319390261994*Close[i+37] +0.01377360958119*Close[i+38] +0.01379122900470*Close[i+39] +0.01328501259881*Close[i+40] +0.01230273314848*Close[i+41] +0.01091362242228*Close[i+42] +0.00919300646953*Close[i+43] +0.00722551890827*Close[i+44] +0.00509973699629*Close[i+45] +0.002906438043441*Close[i+46] +0.000729911949400*Close[i+47] -0.001346036589003*Close[i+48] -0.00325210803091*Close[i+49] -0.00492308867006*Close[i+50] -0.00631171934917*Close[i+51] -0.00737835671608*Close[i+52] -0.00810443966122*Close[i+53] -0.00847884560573*Close[i+54] -0.00850814309603*Close[i+55] -0.00820791786681*Close[i+56] -0.00761322935395*Close[i+57] -0.00675617201370*Close[i+58] -0.00569105890365*Close[i+59] -0.00446463210704*Close[i+60] -0.003136445450683*Close[i+61] -0.001759234808441*Close[i+62] -0.000391899232101*Close[i+63] +0.000916713292996*Close[i+64] +0.002115501258662*Close[i+65] +0.00316846373575*Close[i+66] +0.00404050173851*Close[i+67] +0.00471194761689*Close[i+68] +0.00516189438300*Close[i+69] +0.00539023783301*Close[i+70] +0.00540028907392*Close[i+71] +0.00520072700713*Close[i+72] +0.00481262249830*Close[i+73] +0.00426189211234*Close[i+74] +0.00357578092340*Close[i+75] +0.002792791011630*Close[i+76] +0.001945190969686*Close[i+77] +0.001074072336198*Close[i+78] +0.0002102221385011*Close[i+79] -0.000610258489301*Close[i+80] -0.001362909162372*Close[i+81] -0.002016921408291*Close[i+82] -0.002553050522480*Close[i+83] -0.002955099512448*Close[i+84] -0.00322723217731*Close[i+85] -0.00334694099100*Close[i+86] -0.00333535479504*Close[i+87] -0.00319005665285*Close[i+88] -0.002930348894442*Close[i+89] -0.002568261433140*Close[i+90] -0.002127236248681*Close[i+91] -0.001623259096604*Close[i+92] -0.001082462836013*Close[i+93] -0.000522606151926*Close[i+94] +0.00002812805821277*Close[i+95] +0.000550592842051*Close[i+96] +0.001019101013467*Close[i+97] +0.001432459831088*Close[i+98] +0.001802313902175*Close[i+99] +0.002066320467808*Close[i+100] +0.002267449265120*Close[i+101] +0.002390634801585*Close[i+102] +0.002440016443207*Close[i+103] +0.002428710369870*Close[i+104] +0.002363019645587*Close[i+105] +0.002261631402824*Close[i+106] +0.002135750325722*Close[i+107] +0.002007788917687*Close[i+108] +0.001891663701696*Close[i+109] +0.001811330494697*Close[i+110] +0.001782108479675*Close[i+111] +0.001828472108508*Close[i+112] -0.00923028648226*Close[i+113]; // // // // // double value2 = 0.0982862174*Close[i+0] +0.0975682269*Close[i+1] +0.0961401078*Close[i+2] +0.0940230544*Close[i+3] +0.0912437090*Close[i+4] +0.0878391006*Close[i+5] +0.0838544303*Close[i+6] +0.0793406350*Close[i+7] +0.0743569346*Close[i+8] +0.0689666682*Close[i+9] +0.0632381578*Close[i+10] +0.0572428925*Close[i+11] +0.0510534242*Close[i+12] +0.0447468229*Close[i+13] +0.0383959950*Close[i+14] +0.0320735368*Close[i+15] +0.0258537721*Close[i+16] +0.0198005183*Close[i+17] +0.0139807863*Close[i+18] +0.0084512448*Close[i+19] +0.0032639979*Close[i+20] -0.0015350359*Close[i+21] -0.0059060082*Close[i+22] -0.0098190256*Close[i+23] -0.0132507215*Close[i+24] -0.0161875265*Close[i+25] -0.0186164872*Close[i+26] -0.0205446727*Close[i+27] -0.0219739146*Close[i+28] -0.0229204861*Close[i+29] -0.0234080863*Close[i+30] -0.0234566315*Close[i+31] -0.0231017777*Close[i+32] -0.0223796900*Close[i+33] -0.0213300463*Close[i+34] -0.0199924534*Close[i+35] -0.0184126992*Close[i+36] -0.0166377699*Close[i+37] -0.0147139428*Close[i+38] -0.0126796776*Close[i+39] -0.0105938331*Close[i+40] -0.0084736770*Close[i+41] -0.0063841850*Close[i+42] -0.0043466731*Close[i+43] -0.0023956944*Close[i+44] -0.0005535180*Close[i+45] +0.0011421469*Close[i+46] +0.0026845693*Close[i+47] +0.0040471369*Close[i+48] +0.0052380201*Close[i+49] +0.0062194591*Close[i+50] +0.0070340085*Close[i+51] +0.0076266453*Close[i+52] +0.0080376628*Close[i+53] +0.0083037666*Close[i+54] +0.0083694798*Close[i+55] +0.0082901022*Close[i+56] +0.0080741359*Close[i+57] +0.0077543820*Close[i+58] +0.0073260526*Close[i+59] +0.0068163569*Close[i+60] +0.0062325477*Close[i+61] +0.0056078229*Close[i+62] +0.0049516078*Close[i+63] +0.0161380976*Close[i+64]; T3RBCI[i] = iT3(value1 - value2,T3Period,T3Hot,T3Original,i); } // // // // // for(i=limit; i>=0; i--) { double deviation = iStdDevOnArray(T3RBCI,0,VolatilityBandPeriod,0,VolatilityBandMAMode,i); double average = iMAOnArray(T3RBCI,0,VolatilityBandPeriod,0,VolatilityBandMAMode,i); bandUp[i] = average+VolatilityBandMultiplier*deviation; bandDown[i] = average-VolatilityBandMultiplier*deviation; bandMiddle[i] = average; T3RBCIUa[i] = EMPTY_VALUE; T3RBCIUb[i] = EMPTY_VALUE; trend[i] = trend[i+1]; // // // // // if (T3RBCI[i] > T3RBCI[i+1]) trend[i]= 1; if (T3RBCI[i] < T3RBCI[i+1]) trend[i]= -1; if (!calculateValue) manageArrow(i); // // // // // if (MultiColor && !calculateValue && trend[i]==-1) PlotPoint(i,T3RBCIUa,T3RBCIUb,T3RBCI); } manageAlerts(); return (0); } // // // // // limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period())); if (MultiColor && trend[limit]==-1) CleanPoint(limit,T3RBCIUa,T3RBCIUb); for (i=limit;i>=0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); T3RBCI[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,VolatilityBandPeriod,VolatilityBandMAMode,VolatilityBandMultiplier,0,y); T3RBCIUa[i] = EMPTY_VALUE; T3RBCIUb[i] = EMPTY_VALUE; bandUp[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,VolatilityBandPeriod,VolatilityBandMAMode,VolatilityBandMultiplier,3,y); bandMiddle[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,VolatilityBandPeriod,VolatilityBandMAMode,VolatilityBandMultiplier,4,y); bandDown[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,VolatilityBandPeriod,VolatilityBandMAMode,VolatilityBandMultiplier,5,y); trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",T3Period,T3Hot,T3Original,VolatilityBandPeriod,VolatilityBandMAMode,VolatilityBandMultiplier,6,y); manageArrow(i); } if (MultiColor) for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,T3RBCIUa,T3RBCIUb,T3RBCI); manageAlerts(); return(0); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double workT3[][6]; double workT3Coeffs[][6]; #define _period 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 forInstance=0) { if (ArrayRange(workT3,0) !=Bars) ArrayResize(workT3,Bars); if (ArrayRange(workT3Coeffs,0) < (forInstance+1)) ArrayResize(workT3Coeffs,forInstance+1); if (workT3Coeffs[forInstance][_period] != period) { workT3Coeffs[forInstance][_period] = period; double a = hot; workT3Coeffs[forInstance][_c1] = -a*a*a; workT3Coeffs[forInstance][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[forInstance][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[forInstance][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[forInstance][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[forInstance][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int buffer = forInstance*6; int r = Bars-i-1; if (r == 0) { workT3[r][0+buffer] = price; workT3[r][1+buffer] = price; workT3[r][2+buffer] = price; workT3[r][3+buffer] = price; workT3[r][4+buffer] = price; workT3[r][5+buffer] = price; } else { workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[forInstance][_alpha]*(price -workT3[r-1][0+buffer]); workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]); workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]); workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]); workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]); workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]); } // // // // // return(workT3Coeffs[forInstance][_c1]*workT3[r][5+buffer] + workT3Coeffs[forInstance][_c2]*workT3[r][4+buffer] + workT3Coeffs[forInstance][_c3]*workT3[r][3+buffer] + workT3Coeffs[forInstance][_c4]*workT3[r][2+buffer]); } // // // // // void manageAlerts() { if (!calculateValue && alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar)); if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(whichBar,"up"); if (trend[whichBar] == -1) doAlert(whichBar,"down"); } } } // // // // // 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()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," T3RBCI changed direction to ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," T3RBCI "),message); if (alertsSound) PlaySound("alert2.wav"); } } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; // // // // // int stringToTimeFrame(string tfs) { tfs = stringUpperCase(tfs); for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period())); return(Period()); } string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } // // // // // string stringUpperCase(string str) { string s = str; for (int length=StringLen(str)-1; length>=0; length--) { int tchar = StringGetChar(s, length); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, length, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, length, tchar + 224); } return(s); } // // // // // void manageArrow(int i) { if (ShowArrows) { deleteArrow(Time[i]); if (trend[i]!=trend[i+1]) { if (trend[i] == 1) drawArrow(i,arrowsUpColor,UpArrowCode,false); if (trend[i] ==-1) drawArrow(i,arrowsDnColor,DownArrowCode,true); } } } // // // // // void drawArrow(int i,color theColor,int theCode,bool up) { string name = arrowsIdentifier+":"+Time[i]; double gap = iATR(NULL,0,20,i); // // // // // ObjectCreate(name,OBJ_ARROW,0,Time[i],0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i]+gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] -gap); } // // // // // void deleteArrows() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } } void deleteArrow(datetime time) { string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor); } // // // // //