//+------------------------------------------------------------------+ //| adxvma.mq4 | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "www.forex-station.com" //---- #property indicator_chart_window #property indicator_buffers 5 //---- #property indicator_color1 DimGray #property indicator_color2 Lime #property indicator_color3 Lime #property indicator_color4 Red #property indicator_color5 Red //---- #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 //---- #property strict //---- extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use extern double AdxVmaPeriod = 10; // Adxvma period extern ENUM_APPLIED_PRICE AdxVmaPrice = PRICE_MEDIAN; // Price to use extern bool TrendMode = true; // Trend mode? extern bool Interpolate = true; // Interpolate in multi time frame mode? //---- double adxvma[]; double adxvmua[]; double adxvmub[]; double adxvmda[]; double adxvmdb[]; double trend[]; //---- string indicatorFileName; bool returnBars; // //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(6); SetIndexBuffer(0,adxvma); SetIndexBuffer(1,adxvmua); SetIndexBuffer(2,adxvmub); SetIndexBuffer(3,adxvmda); SetIndexBuffer(4,adxvmdb); SetIndexBuffer(5,trend); // // // // // AdxVmaPeriod = MathMax(AdxVmaPeriod,1); indicatorFileName = WindowExpertName(); returnBars = TimeFrame==-99; TimeFrame = MathMax(TimeFrame,_Period); // // // // // IndicatorShortName(timeFrameToString(TimeFrame)+" AdxVma ("+DoubleToStr(AdxVmaPeriod,2)+")"); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double work[][6]; #define prc 0 #define pdm 1 #define mdm 2 #define pdi 3 #define mdi 4 #define out 5 // // // // // int start() { int counted_bars = IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit=MathMin(Bars-counted_bars,Bars-1); if (returnBars) { adxvma[0] = limit+1; return(0); } // // // // // if (TimeFrame == _Period) { if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars); if (trend[limit]== 1) CleanPoint(limit,adxvmua,adxvmub); if (trend[limit]==-1) CleanPoint(limit,adxvmda,adxvmdb); // // // // // for(int i = limit, r=Bars-i-1; i >= 0; i--,r++) { work[r][prc] = NormalizeDouble(iMA(NULL,0,1,0,MODE_SMA,AdxVmaPrice,i),4); // // // // // if (r<1) continue; double diff = work[r][prc]-work[r-1][prc]; // double tpdm = work[r-1][pdm]; // double tmdm = work[r-1][mdm]; double tpdm = 0; double tmdm = 0; if (diff>0) tpdm = diff; else tmdm = -diff; work[r][pdm] = ((AdxVmaPeriod-1.0)*work[r-1][pdm]+tpdm)/AdxVmaPeriod; work[r][mdm] = ((AdxVmaPeriod-1.0)*work[r-1][mdm]+tmdm)/AdxVmaPeriod; // // // // // double trueRange = work[r][pdm]+work[r][mdm]; double tpdi = 0; double tmdi = 0; if (trueRange>0) { tpdi = work[r][pdm]/trueRange; tmdi = work[r][mdm]/trueRange; } work[r][pdi] = ((AdxVmaPeriod-1.0)*work[r-1][pdi]+tpdi)/AdxVmaPeriod; work[r][mdi] = ((AdxVmaPeriod-1.0)*work[r-1][mdi]+tmdi)/AdxVmaPeriod; // // // // // double tout = 0; if ((work[r][pdi]+work[r][mdi])>0) tout = MathAbs(work[r][pdi]-work[r][mdi])/(work[r][pdi]+work[r][mdi]); work[r][out] = ((AdxVmaPeriod-1.0)*work[r-1][out]+tout)/AdxVmaPeriod; // // // // // double thi = MathMax(work[r][out],work[r-1][out]); double tlo = MathMin(work[r][out],work[r-1][out]); for (int j = 2; j=0; j++) { thi = MathMax(work[r-j][out],thi); tlo = MathMin(work[r-j][out],tlo); } double vi = 0; if ((thi-tlo)>0) vi = (work[r][out]-tlo)/(thi-tlo); // // // // // adxvma[i] = ((AdxVmaPeriod-vi)*adxvma[i+1]+vi*work[r][prc])/AdxVmaPeriod; adxvmua[i] = EMPTY_VALUE; adxvmub[i] = EMPTY_VALUE; adxvmda[i] = EMPTY_VALUE; adxvmdb[i] = EMPTY_VALUE; if (TrendMode) trend[i] = trend[i+1]; else trend[i] = 0; if (adxvma[i]>adxvma[i+1]) trend[i] = 1; if (adxvma[i]=0;i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); adxvma[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AdxVmaPeriod,AdxVmaPrice,TrendMode,0,y); trend[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AdxVmaPeriod,AdxVmaPrice,TrendMode,5,y); adxvmua[i] = EMPTY_VALUE; adxvmub[i] = EMPTY_VALUE; adxvmda[i] = EMPTY_VALUE; adxvmdb[i] = EMPTY_VALUE; // // // // // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; // // // // // int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; i+n= time; n++) continue; for(k = 1; i+n=0;i--) { if (trend[i]== 1) PlotPoint(i,adxvmua,adxvmub,adxvma); if (trend[i]==-1) PlotPoint(i,adxvmda,adxvmdb,adxvma); } return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,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 PlotPoint(int i,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(""); }