//+----------------------------------------------------------+ //| Ehlers' fisher transform | //| mladen | //+----------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 8 // #property indicator_label1 "EFT Strong up" // #property indicator_type1 DRAW_HISTOGRAM // #property indicator_color1 clrLimeGreen // #property indicator_width1 2 // #property indicator_label2 "EFT Weak up" // #property indicator_type2 DRAW_HISTOGRAM // #property indicator_color2 clrLimeGreen // #property indicator_label3 "EFT Strong down" // #property indicator_type3 DRAW_HISTOGRAM // #property indicator_color3 clrPaleVioletRed // #property indicator_width3 2 // #property indicator_label4 "EFT weak down" // #property indicator_type4 DRAW_HISTOGRAM // #property indicator_color4 clrPaleVioletRed // #property indicator_label5 "Ehlers fisher transform" // #property indicator_type5 DRAW_LINE // #property indicator_color5 clrDarkGray // #property indicator_width5 2 #property indicator_color6 DeepSkyBlue #property indicator_color7 LimeGreen #property indicator_color8 Red #property indicator_width6 2 #property indicator_style7 STYLE_DOT #property indicator_style8 STYLE_DOT // #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_cu; // Time frame input int period = 20; 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 }; input enPrices Price = pr_median; // Price to use extern double PriceSmooth = 0.3; // Price smoothing extern double IndexSmooth = 0.3; // Index smoothing //+-----------------------------------------------------------------------------------------------------------+ input int SvePeriod = 18; // Sve Period input double BBDeviations = 1.6; // BB Deviations input int DeviationsPeriod = 63; // Deviations Period //+-----------------------------------------------------------------------------------------------------------+ input ENUM_LINE_STYLE LevelsStyle = STYLE_DOT; // Levels Style input color LevelsColor = clrDimGray; // Levels Color //+-----------------------------------------------------------------------------------------------------------+ input bool alertsOn = false; // Alerts? input bool alertsOnCurrent = false; // Alerts open bar? input bool alertsMessage = true; // Alerts message? input bool alertsSound = true; // Alerts sound? input bool alertsNotify = false; // Alerts notification? input bool alertsEmail = false; // Alerts email? input bool arrowsVisible = false; // Arrows visible true/false? input bool arrowsOnNewest = false; // Arrows drawn on newest bar of higher time frame bar true/false? input string arrowsIdentifier = "eft Arrows2"; // Unique ID for arrows input double arrowsUpperGap = 0.5; // Upper arrow gap input double arrowsLowerGap = 0.5; // Lower arrow gap input color arrowsUpColor = clrBlue; // Up arrow color input color arrowsDnColor = clrCrimson; // Down arrow color input int arrowsUpCode = 116; // Up arrow code input int arrowsDnCode = 116; // Down arrow code input int arrowsUpSize = 2; // Up arrow size input int arrowsDnSize = 2; // Down arrow size input bool vLinesVisible = false; // Show vertical lines input bool linesOnNewest = false; // Vertical lines drawn on newest bar of higher time frame bar? input string vLinesID = "eft Lines2"; // Lines ID input color vLinesUpColor = clrBlue; // Lines up color input color vLinesDnColor = clrRed; // Lines down color input ENUM_LINE_STYLE vLinesStyle = STYLE_DOT; // Lines style input int vLinesWidth = 0; // Vertical lines width input bool ShowZones_MC = true; // Display the background zones on the main chart input bool ShowZones_SW1 = false; // Display the background zones in the first separated window input bool ShowZones_SW2 = false; // Display the background zones in the second separated window input bool ShowZones_SW3 = false; // Display the background zones in the third separated window input color ZoneColorUp = clrIndigo; // Uptrend Zone color input color ZoneColorDn = clrBlack; // Downtrend Zone color input string UniqueZoneID = "eftzones2"; // Unique ID for the zones input bool Interpolate = true; // Interpolate in multi time frame mode on/off? double huu[],hud[],hdd[],hdu[],val[],valc[],prc[],trend[],count[]; double bbValue[]; double bbUpper[]; double bbLower[]; double svePerB[]; int WhatSW1 = 1,WhatSW2 = 2,WhatSW3 = 3; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Price,PriceSmooth,IndexSmooth,SvePeriod,BBDeviations,DeviationsPeriod,LevelsStyle,LevelsColor,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,arrowsVisible,arrowsOnNewest,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,arrowsUpSize,arrowsDnSize,vLinesVisible,linesOnNewest,vLinesID,vLinesUpColor,vLinesDnColor,vLinesStyle,vLinesWidth,ShowZones_MC,ShowZones_SW1,ShowZones_SW2,ShowZones_SW3,ZoneColorUp,ZoneColorDn,UniqueZoneID,_buff,_ind) //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int OnInit() { if (PriceSmooth>=1.0) { PriceSmooth=0.9999; Alert("EFT: PriceSmothing factor has to be < 1!"); } if (PriceSmooth<0) { PriceSmooth=0; Alert("EFT: PriceSmothing factor mustn''t be negative!"); } if (IndexSmooth>=1.0) { IndexSmooth=0.9999; Alert("EFT: PriceSmothing factor has to be smaller 1!"); } if (IndexSmooth<0) { IndexSmooth=0; Alert("EFT: PriceSmothing factor mustn''t be negative!"); } IndicatorBuffers(13); SetIndexBuffer(0, huu,INDICATOR_DATA); SetIndexLabel(0,"EFT Strong up"); SetIndexBuffer(1, hud,INDICATOR_DATA); SetIndexLabel(1,"EFT Weak up"); SetIndexBuffer(2, hdd,INDICATOR_DATA); SetIndexLabel(2,"EFT Strong down"); SetIndexBuffer(3, hdu,INDICATOR_DATA); SetIndexLabel(3,"EFT weak down"); SetIndexBuffer(4, val,INDICATOR_DATA); SetIndexLabel(4,"EFT"); SetIndexBuffer(5, bbValue); SetIndexLabel(5,"bbValue"); SetIndexBuffer(6, bbUpper); SetIndexLabel(6,"bbUpper"); SetIndexBuffer(7, bbLower); SetIndexLabel(7,"bbLower"); SetIndexBuffer(8, svePerB); SetIndexLabel(8,"svePerB"); SetIndexBuffer(9, prc); SetIndexBuffer(10, valc); SetIndexBuffer(11, trend); SetIndexBuffer(12, count); //--- set levels IndicatorSetInteger(INDICATOR_LEVELS,3); IndicatorSetInteger(INDICATOR_LEVELCOLOR,LevelsColor); IndicatorSetInteger(INDICATOR_LEVELSTYLE,LevelsStyle); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,0); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50); IndicatorSetDouble(INDICATOR_LEVELVALUE,2,100); indicatorFileName = WindowExpertName(); TimeFrame = (enTimeFrames)timeFrameValue(TimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+" Ehlers\' Fisher transform SVE_BB ("+(string)period+","+DoubleToStr(BBDeviations,1)+")"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { ObjectsDeleteAll(0,vLinesID+":"); ObjectsDeleteAll(0,arrowsIdentifier+":"); string lookFor = UniqueZoneID+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } GlobalVariableDel(ChartID()+":"+UniqueZoneID); } //+----------------------------------------------------------+ //| | //+----------------------------------------------------------+ 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 r,limit=fmin(rates_total-prev_calculated+1,rates_total-1); count[0] = limit; datetime tDummy = GlobalVariableGet(ChartID()+":"+UniqueZoneID); if (tDummy==0) tDummy = time[0]; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(rates_total-1,_mtfCall(12,0)*TimeFrame/_Period)); for (int i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,time[i]); huu[i] = _mtfCall(0,y); hud[i] = _mtfCall(1,y); hdd[i] = _mtfCall(2,y); hdu[i] = _mtfCall(3,y); val[i] = _mtfCall(4,y); bbValue[i] = _mtfCall(5,y); bbUpper[i] = _mtfCall(6,y); bbLower[i] = _mtfCall(7,y); svePerB[i] = _mtfCall(8,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++) { prc[i] = getPrice(Price,open,close,high,low,i,rates_total); double max = prc[ArrayMaximum(prc,period,i)]; double min = prc[ArrayMinimum(prc,period,i)]; wrk[r].tem = (r>0) ? (max!=min) ? PriceSmooth*((prc[i]-min)/(max-min)-0.5)+PriceSmooth*wrk[r-1].tem : 0.00 : 0.00; wrk[r].tem = (wrk[r].tem>0.999) ? 0.999 : (wrk[r].tem<-0.999) ? -0.999 : wrk[r].tem; val[i] = (r>0) ? IndexSmooth*log((1.0+wrk[r].tem)/(1.0-wrk[r].tem))+IndexSmooth*val[i+1] : 0; valc[i] = (r>0) ? (val[i]>0) ? (val[i]>val[i+1]) ? 0 : 1 : (val[i]0) ? (val[i]>0) ? 1 :(val[i]<0) ? -1 : trend[i+1] : 0; // SVE Bollinger Bands of EFT double sdev = iDeviation(val,SvePeriod,i); if (sdev != 0) svePerB[i] = 25.0*(val[i]+2.0*sdev-iMAOnArray(val,0,SvePeriod,0,MODE_LWMA,i))/sdev; else svePerB[i] = 0; sdev = iDeviation(svePerB,DeviationsPeriod,i); bbValue[i] = svePerB[i]; bbUpper[i] = 50.0 + sdev*BBDeviations; bbLower[i] = 50.0 - sdev*BBDeviations; trend[i] = trend[i+1]; if(bbValue[i] > 50) trend[i]= 1; if(bbValue[i] < 50) trend[i]=-1; //--- // // // if (arrowsVisible) { string lookFor = arrowsIdentifier+":"+(string)time[i]; if (ObjectFind(0,lookFor)==0) ObjectDelete(0,lookFor); if (i<(rates_total-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 (vLinesVisible) { string tlookFor = vLinesID+":"+(string)time[i]; if (ObjectFind(0,tlookFor)==0) ObjectDelete(0,tlookFor); if (i=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]))*fabs((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(""); } int timeFrameValue(int _tf) { int add = (_tf>=0) ? 0 : fabs(_tf); if (add != 0) _tf = _Period; int size = ArraySize(iTfTable); int i =0; for (;i