//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 clrLimeGreen #property indicator_color2 clrOrange #property indicator_color3 clrOrange #property indicator_color4 clrDeepSkyBlue #property indicator_color5 clrDeepSkyBlue #property indicator_color6 clrPaleVioletRed #property indicator_color7 clrPaleVioletRed #property indicator_color8 clrDimGray #property indicator_style5 STYLE_DOT #property indicator_style6 STYLE_DOT #property indicator_style8 STYLE_DASH #property strict // // // // // #import "dynamicZone.dll" double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision); double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision); #import //33 enPrices enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen, // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2, // Heiken ashi trend biased (extreme) price pr_habclose, // Heiken ashi (better formula) close pr_habopen, // Heiken ashi (better formula) open pr_habhigh, // Heiken ashi (better formula) high pr_hablow, // Heiken ashi (better formula) low pr_habmedian, // Heiken ashi (better formula) median pr_habtypical, // Heiken ashi (better formula) typical pr_habweighted,// Heiken ashi (better formula) weighted pr_habaverage, // Heiken ashi (better formula) average pr_habmedianb, // Heiken ashi (better formula) median body pr_habtbiased, // Heiken ashi (better formula) trend biased price pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price }; enum enDoWhat { do_cci, // Make cci using nma as price filter do_nma // Make nma smoothed cci }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT;// Time frame to use extern int pperiod = 14; // Calculating period extern enPrices pprice = pr_close; // Price extern int filter = 40; // Nma period extern int filterTema = 10; // Nma tema period extern enDoWhat doWhat = do_nma; // Make what? extern int DzLookBackBars = 70; // dynamic zone look back extern double DzStartBuyProbability1 = 0.10; // dynamic zone buy extern double DzStartBuyProbability2 = 0.25; // dynamic zone buy extern double DzStartSellProbability1 = 0.10; // dynamic zone sell extern double DzStartSellProbability2 = 0.25; // dynamic zone sell extern bool alertsOn = true; // Turn alerts on extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar extern bool alertsMessage = true; // Alerts should display alert message extern bool alertsNotification = false; // Alerts should send alert notification extern bool alertsSound = false; // Alerts should play alert sound extern bool alertsEmail = false; // Alerts should send alert email? extern bool Interpolate = true; // Interpolate in multi time frame mode? extern int linesWidth = 3; // Lines width double buffer[], bufferda[], bufferdb[], bl1[], bl2[], sl1[], sl2[], zl1[], trend[], work[], pricef[]; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ int OnInit() { IndicatorBuffers(11); SetIndexBuffer(0, buffer, INDICATOR_DATA); SetIndexStyle(0,EMPTY,EMPTY,linesWidth); SetIndexBuffer(1, bufferda,INDICATOR_DATA); SetIndexStyle(1,EMPTY,EMPTY,linesWidth); SetIndexBuffer(2, bufferdb,INDICATOR_DATA); SetIndexStyle(2,EMPTY,EMPTY,linesWidth); SetIndexBuffer(3, bl1, INDICATOR_DATA); SetIndexBuffer(4, bl2, INDICATOR_DATA); SetIndexBuffer(5, sl2, INDICATOR_DATA); SetIndexBuffer(6, sl1, INDICATOR_DATA); SetIndexBuffer(7, zl1, INDICATOR_DATA); SetIndexBuffer(8, trend ,INDICATOR_CALCULATIONS); SetIndexBuffer(9, work ,INDICATOR_CALCULATIONS); SetIndexBuffer(10,pricef ,INDICATOR_CALCULATIONS); indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" dynamic double zone cci nma ("+(string)pperiod+","+(string)filter+")"); return(0); } //------------------------------------------------------------------ int start() { int counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit=MathMin(Bars-counted_bars,Bars-2); if (returnBars) { buffer[0] = MathMin(limit+1,Bars-1); return(0); } if (TimeFrame != Period()) { if (trend[limit]==-1) CleanPoint(limit,bufferda,bufferdb); for(int i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); buffer[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,0,y); bl1[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,3,y); bl2[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,4,y); sl2[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,5,y); sl1[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,6,y); zl1[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,7,y); trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,pperiod,pprice,filter,filterTema,doWhat,DzLookBackBars,DzStartBuyProbability1,DzStartBuyProbability2,DzStartSellProbability1,DzStartSellProbability2,alertsOn,alertsOnCurrent,alertsMessage,alertsNotification,alertsSound,alertsEmail,8,y); bufferda[i] = EMPTY_VALUE; bufferdb[i] = EMPTY_VALUE; if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; // // // // // int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= time; n++) continue; for(k = 1; k=0; i--) if (trend[i] == -1) PlotPoint(i,bufferda,bufferdb,buffer); return(0); } if (trend[limit]==-1) CleanPoint(limit,bufferda,bufferdb); for(int i=limit; i>=0; i--) { if (doWhat==do_cci) pricef[i] = iNma(getPrice(pprice,Open,Close,High,Low,i,Bars),filter,filterTema,i); else pricef[i] = getPrice(pprice,Open,Close,High,Low,i,Bars); double avg = 0; for(int k=0; k 0) bl1[i] = dzBuyP (buffer,DzStartBuyProbability1, DzLookBackBars,Bars,i,0.0001); if (DzStartBuyProbability2 > 0) bl2[i] = dzBuyP (buffer,DzStartBuyProbability2, DzLookBackBars,Bars,i,0.0001); if (DzStartSellProbability1 > 0) sl1[i] = dzSellP(buffer,DzStartSellProbability1,DzLookBackBars,Bars,i,0.0001); if (DzStartSellProbability2 > 0) sl2[i] = dzSellP(buffer,DzStartSellProbability2,DzLookBackBars,Bars,i,0.0001); zl1[i] = dzSellP(buffer,0.5 ,DzLookBackBars,Bars,i,0.0001); bufferda[i] = EMPTY_VALUE; bufferdb[i] = EMPTY_VALUE; trend[i] = trend[i+1]; if (buffer[i]>buffer[i+1]) trend[i] = 1; if (buffer[i]=0; k++) { sumMomen += MathAbs(workNma[i-k][instanceNo+_nmaMom]); momRatio += workNma[i-k][instanceNo+_nmaMom]*(MathSqrt(k+1)-MathSqrt(k)); } if (sumMomen != 0) ratio = MathAbs(momRatio)/sumMomen; workNma[i][instanceNo+_nmaValue] = workNma[i-1][instanceNo+_nmaValue]+ratio*(price-workNma[i-1][instanceNo+_nmaValue]); } return(workNma[i][instanceNo+_nmaValue]); } //------------------------------------------------------------------- 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 (i>=Bars-2) return; 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","M10","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,10,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } //------------------------------------------------------------------ void doAlert(string doIt) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doIt || previousTime != Time[0]) { previousAlert = doIt; previousTime = Time[0]; // // // // // message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," DZ cci + nma ",doIt); if (alertsMessage) Alert(message); if (alertsNotification) SendNotification(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," DZ cci + nma "),message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- #define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2) #define _priceInstances 1 #define _priceInstancesSize 4 double workHa[][_priceInstances*_priceInstancesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); instanceNo*=_priceInstancesSize; int r = bars-i-1; double haOpen = (r>0) ? (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0 : (open[i]+close[i])/2;; double haClose = (open[i]+high[i]+low[i]+close[i]) / 4.0; if (_prHABF(tprice)) if (high[i]!=low[i]) haClose = (open[i]+close[i])/2.0+(((close[i]-open[i])/(high[i]-low[i]))*MathAbs((close[i]-open[i])/2.0)); else haClose = (open[i]+close[i])/2.0; double haHigh = fmax(high[i], fmax(haOpen,haClose)); double haLow = fmin(low[i] , fmin(haOpen,haClose)); if(haOpenhaOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: case pr_habtbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]