//+------------------------------------------------------------------+ //| ColorWave-Channel.mq4 | //| Copyright © 2014, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ // //------------------------------------------------------------------ #property copyright "Copyright © 2014 ColorWave" #property link "http://www.metaquotes.net" //------------------------------------------------------------------ // #property indicator_chart_window #property indicator_buffers 7 /* Colors of the buffers -------------------------------------- */ #property indicator_color1 MidnightBlue #property indicator_color2 Maroon #property indicator_color3 Maroon #property indicator_color4 Maroon #property indicator_color5 DarkGreen #property indicator_color6 DarkGreen #property indicator_color7 DarkGreen /* User parameters ------------------------------------------- */ extern int NumBars = 120; extern int RegressionDegree = 3; extern double Dev1 = 0.7236; extern double Dev2 = 1.1708; extern double Dev3 = 1.618; /* Sound parameters ------------------------------------------ */ extern string SoundStopSell ="stopsell.wav"; extern string SoundStopBuy="stopbuy.wav"; extern bool ActiveSignal=true; extern bool ActiveAlert=true; extern bool SendMailPossible = false; int prevtime; /* Buffers --------------------------------------------------- */ double centerline[]; double upper_gray[]; double upper_red_1[]; double upper_red_2[]; double lower_gray[]; double lower_green_1[]; double lower_green_2[]; /* Initialization -------------------------------------------- */ int init() { SetIndexStyle(0, DRAW_LINE); SetIndexStyle(1, DRAW_LINE); SetIndexStyle(2, DRAW_LINE); SetIndexStyle(3, DRAW_LINE); SetIndexStyle(4, DRAW_LINE); SetIndexStyle(5, DRAW_LINE); SetIndexStyle(6, DRAW_LINE); SetIndexBuffer(0, centerline); SetIndexBuffer(1, upper_gray); SetIndexBuffer(2, upper_red_1); SetIndexBuffer(3, upper_red_2); SetIndexBuffer(4, lower_gray); SetIndexBuffer(5, lower_green_1); SetIndexBuffer(6, lower_green_2); return (0); } /* Entry point ---------------------------------------------- */ int start() { int i, j, k; int n; double sum; double std_dev; double a[20][20]; double sx[20]; double b[20]; double x[20]; n = RegressionDegree + 1; sx[1] = NumBars + 1; // ---- sx ------------------------------------------------ for (j = 1; j <= n * 2 - 2; j++) { sum = 0; for (i = 0; i <= NumBars; i++) { sum += MathPow(i, j); } sx[j + 1] = sum; } // ---- vector b ------------------------------------------- for (j = 1; j <= n; j++) { sum = 0; for (i = 0; i <= NumBars; i++) { if (j == 1) { sum += (High[i] + Low[i]) / 2.0; } else { sum += (High[i] + Low[i]) / 2.0 * MathPow(i, j - 1); } } b[j] = sum; } // ---- matrix a ------------------------------------------ for (i = 1; i <= n; i++) { for (j = 1; j <= n; j++) { k = i + j - 1; a[i][j] = sx[k]; } } // ---- Gauss --------------------------------------------- GaussElimination(a, b, n, x); // ---- SQ --------------------------------------------- for (i = 0; i <= NumBars; i++) { sum = 0; for (k = 1; k <= RegressionDegree; k++) { sum += (x[k+1]) * MathPow(i, k); } centerline[i] = x[1] + sum; } std_dev = iStdDev(NULL, 0, NumBars, 0, MODE_SMA, PRICE_HIGH, 0); for (i = 0; i <= NumBars; i++) { upper_red_2[i] = centerline[i] + std_dev * Dev3; upper_red_1[i] = centerline[i] + std_dev * Dev2; upper_gray[i] = centerline[i] + std_dev * Dev1; lower_green_2[i] = centerline[i] - std_dev * Dev3; lower_green_1[i] = centerline[i] - std_dev* Dev2; lower_gray[i] = centerline[i] - std_dev * Dev1; } Comment("COG: " + (Close[0] - centerline[0]) / std_dev); // Drawing settings SetIndexDrawBegin(0, Bars - NumBars - 1); SetIndexDrawBegin(1, Bars - NumBars - 1); SetIndexDrawBegin(2, Bars - NumBars - 1); SetIndexDrawBegin(3, Bars - NumBars - 1); SetIndexDrawBegin(4, Bars - NumBars - 1); SetIndexDrawBegin(5, Bars - NumBars - 1); SetIndexDrawBegin(6, Bars - NumBars - 1); double min=MathMin(High[1],Low[0]); double max=MathMax(Low[1],High[0]); string message = StringConcatenate(Symbol() + " ЗАКРЫВАЕМ ( SELL ) !!!"); string message2 = StringConcatenate(Symbol() + " ЗАКРЫВАЕМ ( BUY ) !!!"); //---- if (Time[0] == prevtime) return(0); if ( ActiveSignal && min <= lower_gray[0]) { if (ActiveAlert) Alert (message); // Предупреждение на экран if(SoundStopSell!="" ) PlaySound( SoundStopSell ); // Звуковой сигнал if (SendMailPossible) SendMail(Symbol(),message); prevtime = Time[0]; } if (ActiveSignal && max >= upper_gray[0]) { if (ActiveAlert) Alert (message2); // Предупреждение на экран if(SoundStopBuy!="" ) PlaySound( SoundStopBuy ); // Звуковой сигнал if (SendMailPossible) SendMail(Symbol(),message2); prevtime = Time[0]; } return (0); } /* Housekeeping --------------------------------------------- */ int deinit() { Comment(""); return (0); } /** * This function solves a system of max_linear equations using * the Gauss elimination method. * * a: square matrix of size (n+1)x(n+1) containing the coefficients of * the equations. max_line/column 0 of the matrix are not considered so * that the matrix effective size is nxn. * b: vector of size n containing the results of each equation composing * the system. * n: size of the n x n matrix containing the coefficients. * x (OUT): vector of size n receiving the solutions of the system. * * return: the fonction returns the value 1 if an error occurent. The value * o is returned if no error occured. */ int GaussElimination(double & a[][], double & b[], int n, double & x[]) { int err = 0; int i, j, k; // Matrix indices double max_value; int max_line; double quotient; double temp; double sum; /* First, transfort matrix a in its row echelon form */ for(k = 1; k <= n-1; k++) { max_line = 0; max_value = 0; /* looking for the maximum coefficient in each column */ for(i = k; i <= n; i++) { if (MathAbs(a[i,k]) > max_value) { max_value = MathAbs(a[i,k]); max_line = i; } } if (max_line == 0) { // Error err = 1; return(err); } if (max_line != k) { for(j = 1; j <= n; j++) { /* max_lines k and max_line of the matrix are swaped */ temp = a[k,j]; a[k,j] = a[max_line,j]; a[max_line,j] = temp; } /* elements k and max_line of the vector are swaped */ temp = b[k]; b[k] = b[max_line]; b[max_line] = temp; } for(i = k+1; i <= n; i++) { quotient = a[i,k] / a[k,k]; for(j=1; j <= n; j++) { if (j==k) { a[i,j] = 0; } else { a[i,j] = a[i,j] - quotient * a[k,j]; } } b[i] = b[i] - quotient * b[k]; } } /* Computes the solutions of the system of linar equations from the row echelon matrix b */ x[n] = b[n] / a[n,n]; for(i = n - 1; i >= 1; i--) { sum = 0; for(j = 1; j <= n - i ; j++) { sum += a[i,i+j] * x[i+j]; x[i] = (1/a[i,i]) * (b[i] - sum); } } return(err); }