//------------------------------------------------------------------ // //------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-station.com" #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 clrSilver #property indicator_color2 clrLimeGreen #property indicator_color3 clrLimeGreen #property indicator_color4 clrPaleVioletRed #property indicator_color5 clrPaleVioletRed #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_minimum -100 #property indicator_maximum 100 #property strict // // // // // 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 }; extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern int RsiPeriod = 14; // Rsi period extern enPrices RsiPrice = pr_haclose; // Rsi price extern int AroonPeriod = 25; // Aroon period extern double Filter = 50; // Aroon filter extern bool alertsOn = true; // Turn alerts on/off? extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar on/off? extern bool alertsMessage = true; // Alerts message on/off? extern bool alertsSound = false; // Alerts sound on/off? extern bool alertsEmail = false; // Alerts email on/off? extern bool alertsNotify = false; // Alerts notification on/off? extern string soundFile = "alert2.wav"; // Sound file extern bool arrowsVisible = false; // Arrows visible on/off? extern bool arrowsOnNewest = true; // Arrows drawn on newest bar of higher time frame bar on/off? extern string arrowsIdentifier = "aroon Arrows1"; // Unique ID for arrows extern double arrowsUpperGap = 0.5; // Upper arrow gap extern double arrowsLowerGap = 0.5; // Lower arrow gap extern color arrowsUpColor = clrLimeGreen; // Up arrow color extern color arrowsDnColor = clrOrange; // Down arrow color extern int arrowsUpCode = 159; // Up arrow code extern int arrowsDnCode = 159; // Down arrow code extern int arrowsUpSize = 2; // Up arrow size extern int arrowsDnSize = 2; // Down arrow size extern bool Interpolate = true; // Interpolate in multi time frame mode on/off? double buffer1[],buffer2[],buffer3[],buffer4[],buffer5[],rsi[],trend[],count[]; string indicatorFileName; #define _mtfCall(_buff,_y) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiPrice,AroonPeriod,Filter,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,alertsNotify,soundFile,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,arrowsUpSize,arrowsDnSize,_buff,_y) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { IndicatorBuffers(8); SetIndexBuffer(0,buffer1); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(1,buffer2); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(2,buffer3); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(3,buffer4); SetIndexStyle(3,DRAW_LINE); SetIndexBuffer(4,buffer5); SetIndexStyle(4,DRAW_LINE); SetIndexBuffer(5,rsi); SetIndexBuffer(6,trend); SetIndexBuffer(7,count); SetLevelValue(0, Filter); SetLevelValue(1,-Filter); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" Aroon oscillator ("+(string)RsiPeriod+","+(string)AroonPeriod+")"); return(INIT_SUCCEEDED); } int deinit() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; 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(7,0)*TimeFrame/_Period)); if (trend[limit] == 1) CleanPoint(limit,buffer2,buffer3); if (trend[limit] ==-1) CleanPoint(limit,buffer4,buffer5); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); buffer1[i] = _mtfCall(0,y); buffer2[i] = EMPTY_VALUE; buffer3[i] = EMPTY_VALUE; buffer4[i] = EMPTY_VALUE; buffer5[i] = EMPTY_VALUE; trend[i] = _mtfCall(6,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 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,buffer2,buffer3,buffer1); if (trend[i] ==-1) PlotPoint(i,buffer4,buffer5,buffer1); } return(0); } // // // // // if (trend[limit] == 1) CleanPoint(limit,buffer2,buffer3); if (trend[limit] ==-1) CleanPoint(limit,buffer4,buffer5); for(i=limit; i>=0; i--) { rsi[i] = iRsi(getPrice(RsiPrice,Open,Close,High,Low,i,Bars),RsiPeriod,i,Bars); double max = rsi[i]; double maxi = 0; double min = rsi[i]; double mini = 0; for (int k=1; k<=AroonPeriod && (i+k)rsi[i+k]) { mini=k; min = rsi[i+k]; } } buffer1[i] = 100.0*(mini-maxi)/AroonPeriod; buffer2[i] = EMPTY_VALUE; buffer3[i] = EMPTY_VALUE; buffer4[i] = EMPTY_VALUE; buffer5[i] = EMPTY_VALUE; trend[i] = (iFilter) ? 1 : (buffer1[i]<-Filter) ? -1 : (buffer1[i]-Filter) ? 0 : trend[i+1] : 0; if (trend[i] == 1) PlotPoint(i,buffer2,buffer3,buffer1); if (trend[i] ==-1) PlotPoint(i,buffer4,buffer5,buffer1); // // // // // 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); } } } if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (trend[whichBar] != trend[whichBar+1]) if (trend[whichBar] == 1) doAlert(" crossing filter up"); else doAlert(" crossing filter down"); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workRsi[][3]; #define _price 0 #define _change 1 #define _changa 2 double iRsi(double price, double period, int i, int bars, int instanceNo=0) { if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars); int z = instanceNo*3; int r = Bars-i-1; // // // // // workRsi[r][z+_price] = price; double alpha = 1.0/period; if (r=0; k++) sum += fabs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]); workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/fmax(k,1); workRsi[r][z+_changa] = sum/fmax(k,1); } else { double change = workRsi[r][z+_price]-workRsi[r-1][z+_price]; workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]); workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(fabs(change) - workRsi[r-1][z+_changa]); } if (workRsi[r][z+_changa] != 0) return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1)); else return(50.0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #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]=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if (i>Bars-2) 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 PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>Bars-3) 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; } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(int i,color theColor,int theCode, int theSize, bool up) { string name = arrowsIdentifier+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i); // // // // // datetime time = Time[i]; if (arrowsOnNewest) time += _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,time,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_WIDTH, theSize); ObjectSet(name,OBJPROP_COLOR, theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } //+------------------------------------------------------------------+ // // // // void doAlert(string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," Aroon oscillator of rsi ",doWhat); if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(_Symbol+" Aroon oscillator of rsi ",message); if (alertsSound) PlaySound(soundFile); } }