//------------------------------------------------------------------ #property copyright "www.forex-station.com" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 2 #property indicator_minimum 0 #property indicator_maximum 1 #property strict // // // // // enum enTimeFrames { tf_cu = PERIOD_CURRENT, // Current time frame tf_m1 = PERIOD_M1, // 1 minute tf_m5 = PERIOD_M5, // 5 minutes tf_m15 = PERIOD_M15, // 15 minutes tf_m30 = PERIOD_M30, // 30 minutes tf_h1 = PERIOD_H1, // 1 hour tf_h4 = PERIOD_H4, // 4 hours tf_d1 = PERIOD_D1, // Daily tf_w1 = PERIOD_W1, // Weekly tf_mn1 = PERIOD_MN1, // Monthly tf_n1 = -1, // First higher time frame tf_n2 = -2, // Second higher time frame tf_n3 = -3 // Third higher time frame }; extern enTimeFrames TimeFrame = tf_n1; // Timeframe to use extern int PdfMaLength = 10; // Pdfma Length extern double Sensitivity = 5; // Sensitivity Factor extern double StepSize = 20; // Constant Step Size extern double Variance = 1; // Pdfma variance extern double Mean = 0.0; // Pdfma mean extern bool HighLow = false; // High/Low Mode Switch (more sensitive) extern int HistoWidth = 3; // Histogram bars width extern color UpHistoColor = clrLimeGreen; // Up histogram color extern color DnHistoColor = clrRed; // Down histogram color extern bool alertsOn = true; // Turn alerts on? extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar? extern bool alertsMessage = true; // Alerts should display a message? extern bool alertsSound = false; // Alerts should play a sound? extern bool alertsNotify = false; // Alerts should send notification? extern bool alertsEmail = false; // Alerts should send an email? extern string soundFile = "alert2.wav"; // Alerts sound file extern bool arrowsVisible = true; // Show arrows? extern bool arrowsOnFirst = false; // Show arrows on first mtf bar or the next? extern string arrowsIdentifier = "spdf arrows1"; // Arrows id extern double arrowsUpperGap = 0.5; // Arrows upper Gap extern double arrowsLowerGap = 0.5; // Arrows lower gap extern color arrowsUpColor = clrLimeGreen; // Up arrow color extern color arrowsDnColor = clrRed; // Down arrows color extern int arrowsUpCode = 241; // Up arrow code extern int arrowsDnCode = 242; // Down arrow code extern bool arrowsUpSize = 2; // Up arrow size extern bool arrowsDnSize = 2; // Down arrow size extern int Shift = 0; // Shift // // // // // double UpH[],DnH[],count[],LineBuffer[],smin[],smax[],trend[], _coeffs[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,tf_cu,PdfMaLength,Sensitivity,StepSize,Variance,Mean,HighLow,0,UpHistoColor,DnHistoColor,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,arrowsVisible,arrowsOnFirst,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,arrowsUpSize,arrowsDnSize,0,_buff,_ind) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define maxx 3.5 int init() { IndicatorBuffers(7); SetIndexBuffer(0,UpH); SetIndexStyle(0, DRAW_HISTOGRAM,EMPTY,HistoWidth,UpHistoColor); SetIndexBuffer(1,DnH); SetIndexStyle(1, DRAW_HISTOGRAM,EMPTY,HistoWidth,DnHistoColor); SetIndexBuffer(2,LineBuffer); SetIndexBuffer(3,smin); SetIndexBuffer(4,smax); SetIndexBuffer(5,trend); SetIndexBuffer(6,count); IndicatorShortName(timeFrameToString(TimeFrame)+" StepMA("+(string)PdfMaLength+","+(string)Sensitivity+","+(string)StepSize+")"); PdfMaLength = fmax(PdfMaLength,2); ArrayResize(_coeffs,PdfMaLength); double step = maxx/(PdfMaLength-1); for(int i=0; i=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int start() { int i,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(Bars-counted_bars,Bars-1); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(6,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); UpH[i] = _mtfCall(0,y); DnH[i] = _mtfCall(1,y); } return(0); } // // // // // for(i=limit; i>=0; i--) { double thigh; double tlow; if (HighLow) { thigh=iPdfma(Low[i ] ,PdfMaLength,_coeffs,i,0); tlow =iPdfma(High[i] ,PdfMaLength,_coeffs,i,1); } else { thigh=iPdfma(Close[i],PdfMaLength,_coeffs,i,0); tlow =iPdfma(Close[i],PdfMaLength,_coeffs,i,1); } LineBuffer[i] = iStepMa(Sensitivity,StepSize,Point,thigh,tlow,Close[i],i); if (trend[i] == 1) UpH[i] = 1; if (trend[i] ==-1) DnH[i] = 1; // // // // // if (arrowsVisible) { string lookFor = arrowsIdentifier+":"+(string)Time[i]; ObjectDelete(lookFor); if (i<(Bars-1) && trend[i] != trend[i+1]) { if (trend[i] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,arrowsUpSize,false); if (trend[i] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode,arrowsDnSize, true); } } } manageAlerts(); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workStep[][3]; #define _smin 0 #define _smax 1 #define _trend 2 double iStepMa(double sensitivity, double stepSize, double stepMulti, double phigh, double plow, double pprice, int r) { if (ArrayRange(workStep,0)!=Bars) ArrayResize(workStep,Bars); if (sensitivity == 0) sensitivity = 0.0001; r = Bars-r-1; if (stepSize == 0) stepSize = 0.0001; double result = 0; double size = sensitivity*stepSize; // // // // // if (r==0) { workStep[r][_smax] = phigh+2.0*size*stepMulti; workStep[r][_smin] = plow -2.0*size*stepMulti; workStep[r][_trend] = 1; return(pprice); } // // // // // workStep[r][_smax] = phigh+2.0*size*stepMulti; workStep[r][_smin] = plow -2.0*size*stepMulti; workStep[r][_trend] = workStep[r-1][_trend]; if (pprice>workStep[r-1][_smax]) workStep[r][_trend] = 1; if (pprice workStep[r-1][_smax]) workStep[r][_smax]=workStep[r-1][_smax]; result = workStep[r][_smax]-size*stepMulti; } trend[Bars-r-1] = workStep[r][_trend]; return(result); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // normal probability density function // // #define Pi 3.141592653589793238462643 double pdf(double x, double variance=1.0, double mean=0) { return((1.0/MathSqrt(2*Pi*MathPow(variance,2))*MathExp(-MathPow(x-mean,2)/(2*MathPow(variance,2))))); } double workPdfma[][2]; double iPdfma(double price, double period, double& coeffs[], int r, int instanceNo=0) { if (ArraySize(workPdfma)!= Bars) ArrayResize(workPdfma,Bars); r = Bars-r-1; // // // // // workPdfma[r][instanceNo] = price; double sumw = coeffs[0]; double sum = coeffs[0]*price; for(int k=1; k=0; k++) { double weight = coeffs[k]; sumw += weight; sum += weight*workPdfma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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(""); } int timeFrameValue(int _tf) { int add = (_tf>=0) ? 0 : MathAbs(_tf); if (add != 0) _tf = _Period; int size = ArraySize(iTfTable); int i =0; for (;i