//+------------------------------------------------------------------+ //| hilbert transform adaptive EMA | //+------------------------------------------------------------------+ #property copyright "www.forex-station.com" #property link "www.forex-station.com" #property indicator_separate_window #property indicator_buffers 11 #property indicator_color9 clrDeepSkyBlue #property indicator_color10 clrDimGray #property indicator_color11 clrSandyBrown #property indicator_style9 STYLE_DOT #property indicator_style10 STYLE_DOT #property indicator_style11 STYLE_DOT #property indicator_level1 0 // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; extern string ForSymbol = ""; extern ENUM_APPLIED_PRICE price = PRICE_MEDIAN; extern double filter = 1; extern double cyclesFast = 0.5; extern double cyclesSlow = 1.0; extern bool inverted = false; extern int MinMaxPeriod = 50; extern double LevelUp = 90; extern double LevelDn = 10; input color ColorNu = clrLightSteelBlue; // Neutral color input color ColorUp = clrLime; // Bullish color input color ColorDn = clrRed; // Bearish color input int LinesWidth = 2; // Lines width input int HistoWidth = 2; // Histogram width extern bool Interpolate = true; double histu[],histd[],histm[],val[],valUa[],valUb[],valDa[],valDb[],levUp[],levMi[],levDn[],emaFast[],emaSlow[],valc[]; string indicatorFileName; bool returnBars; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int OnInit() { IndicatorBuffers(14); SetIndexBuffer(0, histu,INDICATOR_DATA); SetIndexStyle(0, DRAW_HISTOGRAM,EMPTY,HistoWidth,ColorUp); SetIndexBuffer(1, histd,INDICATOR_DATA); SetIndexStyle(1, DRAW_HISTOGRAM,EMPTY,HistoWidth,ColorDn); SetIndexBuffer(2, histm,INDICATOR_DATA); SetIndexStyle(2, DRAW_HISTOGRAM,EMPTY,HistoWidth); SetIndexBuffer(3, val, INDICATOR_DATA); SetIndexStyle(3, DRAW_LINE,EMPTY,LinesWidth,ColorNu); SetIndexBuffer(4, valUa,INDICATOR_DATA); SetIndexStyle(4, DRAW_LINE,EMPTY,LinesWidth,ColorUp); SetIndexBuffer(5, valUb,INDICATOR_DATA); SetIndexStyle(5, DRAW_LINE,EMPTY,LinesWidth,ColorUp); SetIndexBuffer(6, valDa,INDICATOR_DATA); SetIndexStyle(6, DRAW_LINE,EMPTY,LinesWidth,ColorDn); SetIndexBuffer(7, valDb,INDICATOR_DATA); SetIndexStyle(7, DRAW_LINE,EMPTY,LinesWidth,ColorDn); SetIndexBuffer(8, levUp,INDICATOR_DATA); SetIndexStyle(8, DRAW_LINE); SetIndexBuffer(9, levMi,INDICATOR_DATA); SetIndexStyle(9, DRAW_LINE); SetIndexBuffer(10,levDn,INDICATOR_DATA); SetIndexStyle(10,DRAW_LINE); SetIndexBuffer(11,emaFast); SetIndexBuffer(12,emaSlow); SetIndexBuffer(13,valc); indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); if (ForSymbol=="") ForSymbol = Symbol(); IndicatorShortName(timeFrameToString(TimeFrame)+" "+ForSymbol+" Phase accumilation MACD"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason){ } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { SetIndexStyle(2,EMPTY,EMPTY,HistoWidth,(color)ChartGetInteger(0,CHART_COLOR_BACKGROUND)); int i,limit,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { histu[0] = limit+1; return(0); } // // // // // if (ForSymbol == _Symbol && TimeFrame == _Period) { if (valc[limit]== 1) { iCleanPoint(limit,Bars,valUa,valUb); histu[limit] = EMPTY_VALUE; histm[limit] = EMPTY_VALUE; } if (valc[limit]==-1) { iCleanPoint(limit,Bars,valDa,valDb); histd[limit] = EMPTY_VALUE; histm[limit] = EMPTY_VALUE; } for(i=limit; i>=0; i--) { double prc = iMA(NULL,0,1,0,MODE_SMA,price,i); if (i==Bars-1) { emaFast[i] = prc; emaSlow[i] = prc; continue; } // // // // // double alphaFast = 2.0/(1.0+iHilbertPhase(prc,filter,cyclesFast,i,0)); double alphaSlow = 2.0/(1.0+iHilbertPhase(prc,filter,cyclesSlow,i,1)); emaFast[i] = emaFast[i+1]+alphaFast*(prc-emaFast[i+1]); emaSlow[i] = emaSlow[i+1]+alphaSlow*(prc-emaSlow[i+1]); val[i] = (inverted) ? emaSlow[i]-emaFast[i] : emaFast[i]-emaSlow[i]; double min = val[ArrayMinimum(val,MinMaxPeriod,i)]; double max = val[ArrayMaximum(val,MinMaxPeriod,i)]; double rng = max-min; levUp[i] = min+rng*LevelUp/100.0; levMi[i] = min+rng*0.5; levDn[i] = min+rng*LevelDn/100.0; valUa[i] = valUb[i] = valDa[i] = valDb[i] = EMPTY_VALUE; histu[i] = histd[i] = histm[i] = EMPTY_VALUE; valc[i] = (ilevUp[i]) ? 1 : (val[i]levDn[i]) ? 0 : valc[i+1] : 0; if (valc[i] == 1) { iPlotPoint(i,Bars,valUa,valUb,val); histu[i] = val[i]; histm[i] = levUp[i]; } if (valc[i] == -1) { iPlotPoint(i,Bars,valDa,valDb,val); histd[i] = val[i]; histm[i] = levDn[i]; } } return (0); } // // // limit = fmax(limit,fmin(Bars-1,iCustom(ForSymbol,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/_Period)); if (valc[limit]== 1) { iCleanPoint(limit,Bars,valUa,valUb); histu[limit] = EMPTY_VALUE; histm[limit] = EMPTY_VALUE; } if (valc[limit]==-1) { iCleanPoint(limit,Bars,valDa,valDb); histd[limit] = EMPTY_VALUE; histm[limit] = EMPTY_VALUE; } for (i=limit; i>=0; i--) { int y = iBarShift(ForSymbol,TimeFrame,Time[i]); val[i] = iCustom(ForSymbol,TimeFrame,indicatorFileName,PERIOD_CURRENT,"",price,filter,cyclesFast,cyclesSlow,inverted,MinMaxPeriod,LevelUp,LevelDn,ColorNu,ColorUp,ColorDn,LinesWidth,HistoWidth,3,y); valUa[i] = valUb[i] = valDa[i] = valDb[i] = EMPTY_VALUE; histu[i] = histd[i] = histm[i] = EMPTY_VALUE; levUp[i] = iCustom(ForSymbol,TimeFrame,indicatorFileName,PERIOD_CURRENT,"",price,filter,cyclesFast,cyclesSlow,inverted,MinMaxPeriod,LevelUp,LevelDn,ColorNu,ColorUp,ColorDn,LinesWidth,HistoWidth,8,y); levMi[i] = iCustom(ForSymbol,TimeFrame,indicatorFileName,PERIOD_CURRENT,"",price,filter,cyclesFast,cyclesSlow,inverted,MinMaxPeriod,LevelUp,LevelDn,ColorNu,ColorUp,ColorDn,LinesWidth,HistoWidth,9,y); levDn[i] = iCustom(ForSymbol,TimeFrame,indicatorFileName,PERIOD_CURRENT,"",price,filter,cyclesFast,cyclesSlow,inverted,MinMaxPeriod,LevelUp,LevelDn,ColorNu,ColorUp,ColorDn,LinesWidth,HistoWidth,10,y); valc[i] = iCustom(ForSymbol,TimeFrame,indicatorFileName,PERIOD_CURRENT,"",price,filter,cyclesFast,cyclesSlow,inverted,MinMaxPeriod,LevelUp,LevelDn,ColorNu,ColorUp,ColorDn,LinesWidth,HistoWidth,13,y); // // // if (!Interpolate || y==iBarShift(NULL,TimeFrame,Time[i-1])) continue; // // // datetime time = iTime(NULL,TimeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(int k = 1; k < n; k++) { val[i+k] = val[i] + (val[i+n] - val[i]) *k/n; levUp[i+k] = levUp[i] + (levUp[i+n] - levUp[i])*k/n; levMi[i+k] = levMi[i] + (levMi[i+n] - levMi[i])*k/n; levDn[i+k] = levDn[i] + (levDn[i+n] - levDn[i])*k/n; } } for (i=limit; i >= 0; i--) { if (valc[i] == 1) { iPlotPoint(i,Bars,valUa,valUb,val); histu[i] = val[i]; histm[i] = levUp[i]; } if (valc[i] == -1) { iPlotPoint(i,Bars,valDa,valDb,val); histd[i] = val[i]; histm[i] = levDn[i]; } } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double workHil[][18]; #define _price 0 #define _smooth 1 #define _detrender 2 #define _period 3 #define _instPeriod 4 #define _phase 5 #define _deltaPhase 6 #define _Q1 7 #define _I1 8 #define Pi 3.14159265358979323846264338327950288 // // // // // double iHilbertPhase(double tprice, double tfilter, double cyclesToReach, int i, int s=0) { if (ArrayRange(workHil,0)!=Bars) ArrayResize(workHil,Bars); int r = Bars-i-1; s = s*9; // // // // // workHil[r][s+_price] = tprice; workHil[r][s+_smooth] = (4.0*workHil[r][s+_price]+3.0*workHil[r-1][s+_price]+2.0*workHil[r-2][s+_price]+workHil[r-3][s+_price])/10.0; workHil[r][s+_detrender] = calcComp(r,_smooth,s); workHil[r][s+_Q1] = 0.15*calcComp(r,_detrender,s) +0.85*workHil[r-1][s+_Q1]; workHil[r][s+_I1] = 0.15*workHil[r-3][s+_detrender]+0.85*workHil[r-1][s+_I1]; workHil[r][s+_phase] = workHil[r-1][s+_phase]; workHil[r][s+_instPeriod] = workHil[r-1][s+_instPeriod]; // // // // // if (MathAbs(workHil[r][s+_I1])>0) workHil[r][s+_phase] = 180.0/Pi*MathArctan(MathAbs(workHil[r][s+_Q1]/workHil[r][s+_I1])); if (workHil[r][s+_I1]<0 && workHil[r][s+_Q1]>0) workHil[r][s+_phase] = 180-workHil[r][s+_phase]; if (workHil[r][s+_I1]<0 && workHil[r][s+_Q1]<0) workHil[r][s+_phase] = 180+workHil[r][s+_phase]; if (workHil[r][s+_I1]>0 && workHil[r][s+_Q1]<0) workHil[r][s+_phase] = 360-workHil[r][s+_phase]; // // // // // workHil[r][s+_deltaPhase] = workHil[r-1][s+_phase]-workHil[r][s+_phase]; if (workHil[r-1][s+_phase]<90 && workHil[r][s+_phase]>270) workHil[r][s+_deltaPhase] = 360+workHil[r-1][s+_phase]-workHil[r][s+_phase]; workHil[r][s+_deltaPhase] = MathMax(MathMin(workHil[r][s+_deltaPhase],60),7); // // // // // double alpha = 2.0/(1.0+MathMax(tfilter,1)); double phaseSum = 0; for (int k=0; phaseSum0; k++) phaseSum += workHil[r-k][s+_deltaPhase]; if (k>0) workHil[r][s+_instPeriod]= k; workHil[r][s+_period] = workHil[r-1][s+_period]+alpha*(workHil[r][s+_instPeriod]-workHil[r-1][s+_period]); return (workHil[r][s+_period]); } // // // // // double calcComp(int r, int from, int s) { return((0.0962*workHil[r ][s+from] + 0.5769*workHil[r-2][s+from] - 0.5769*workHil[r-4][s+from] - 0.0962*workHil[r-6][s+from]) * (0.075*workHil[r-1][s+_period] + 0.54)); } // // // void iCleanPoint(int i,int bars,double& first[],double& second[]) { if (i>=bars-3) return; 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 iPlotPoint(int i,int bars,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","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(""); }