//+------------------------------------------------------------------+ //| Kase DevStop.mq4 | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_chart_window #property indicator_buffers 4 #property indicator_color1 clrRed #property indicator_color2 clrRed #property indicator_color3 clrRed #property indicator_color4 clrDeepSkyBlue #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_DOT #property indicator_style3 STYLE_DOT #property indicator_width4 2 #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern int DSPeriod = 30; // Dev stop period extern int DSSlowAverage = 21; // Dev stop slow average extern int DSFastAverage = 10; // Dev stop fast average extern double DSStdDev1 = 0.0; // Dev stop deviation 1 extern double DSStdDev2 = 1.0; // Dev stop deviation 2 extern double DSStdDev3 = 2.2; // Dev stop deviation 3 extern double DSStdDev4 = 3.6; // Dev stop deviation 4 extern int DSPrice1 = PRICE_CLOSE; // First Dev stop price extern int DSPrice2 = PRICE_HIGH; // Second Dev stop price extern int DSPrice3 = PRICE_LOW; // Third Dev stop price input bool Interpolate = true; // Interpolate in mtf mode? double devStop1[],devStop2[],devStop3[],devStop4[],wrk[][6],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,DSPeriod,DSSlowAverage,DSFastAverage,DSStdDev1,DSStdDev2,DSStdDev3,DSStdDev4,DSPrice1,DSPrice2,DSPrice3,_buff,_ind) //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int OnInit() { IndicatorBuffers(5); SetIndexBuffer(0,devStop1); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(1,devStop2); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(2,devStop3); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(3,devStop4); SetIndexStyle(3,DRAW_LINE); SetIndexBuffer(4,count); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+" Kase DevStop"); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // #define _price 0 #define _price1 1 #define _price2 2 #define _price3 3 #define _range 4 #define _trend 5 // // // // // //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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,r,limit=fmin(rates_total-prev_calculated+1,rates_total-1); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(rates_total-1,_mtfCall(4,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,time[i]); devStop1[i] = _mtfCall(0,y); devStop2[i] = _mtfCall(1,y); devStop3[i] = _mtfCall(2,y); devStop4[i] = _mtfCall(3,y); // // // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,time[i-1]))) continue; #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime btime = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= btime; n++) continue; for(k = 1; k=0; i--,r++) { wrk[r][_price1] = iMA(NULL,0,1,0,MODE_SMA,DSPrice1,i); wrk[r][_price2] = iMA(NULL,0,1,0,MODE_SMA,DSPrice2,i); wrk[r][_price3] = iMA(NULL,0,1,0,MODE_SMA,DSPrice3,i); double average1 = iMA(NULL,0,DSFastAverage,0,MODE_SMA,DSPrice1,i); double average2 = iMA(NULL,0,DSSlowAverage,0,MODE_SMA,DSPrice1,i); if (iaverage2) wrk[r][_trend] = 1; if (average10) { wrk[r][_price] = fmax(wrk[r][_price],wrk[r][_price2]); devStop1[i] = wrk[r][_price]-reversal(DSStdDev1,DSPeriod,r); devStop2[i] = wrk[r][_price]-reversal(DSStdDev2,DSPeriod,r); devStop3[i] = wrk[r][_price]-reversal(DSStdDev3,DSPeriod,r); devStop4[i] = wrk[r][_price]-reversal(DSStdDev4,DSPeriod,r); } if (wrk[r][_trend]<0) { wrk[r][_price] = fmin(wrk[r][_price],wrk[r][_price3]); devStop1[i] = wrk[r][_price]+reversal(DSStdDev1,DSPeriod,r); devStop2[i] = wrk[r][_price]+reversal(DSStdDev2,DSPeriod,r); devStop3[i] = wrk[r][_price]+reversal(DSStdDev3,DSPeriod,r); devStop4[i] = wrk[r][_price]+reversal(DSStdDev4,DSPeriod,r); } } } return(rates_total); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double reversal(double stdevMultiplier, int period, int r) { int n; double max = MathMax(MathMax(wrk[r][_price2],wrk[r-1][_price2]),wrk[r-2][_price1]); double min = MathMin(MathMin(wrk[r][_price3],wrk[r-1][_price3]),wrk[r-2][_price1]); wrk[r][_range] = max-min; // // // // // double avg = wrk[r][_range]; for(n=1; n=0; n++) avg += wrk[r-n][_range]; avg /= n; double dev = MathPow(wrk[r][_range]-avg,2); for(n=1; n=0; n++) dev += MathPow(wrk[r-n][_range]-avg,2); dev = MathSqrt(dev/n); // // // // // double result = avg+(stdevMultiplier*dev); if (result > 0) return(result); else return(stdevMultiplier*(wrk[r][_price2]-wrk[r][_price3])); } // // // // // 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(""); }