//+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" // // // // // #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 Red #property indicator_color2 DeepSkyBlue #property indicator_color3 Magenta #property indicator_style3 STYLE_DASH #property indicator_color4 LimeGreen #property indicator_style4 STYLE_DASH #property indicator_width1 2 #property indicator_width2 2 #property indicator_level1 0 #property indicator_level2 100 #property indicator_levelcolor DimGray // // // // // extern string TimeFrame = "Current time frame"; extern int Len = 5; extern int SmoothLength = 50; extern double SmoothPhase = 0; extern bool SmoothDouble = false; extern int WsoSignalPeriod = 10; extern double WsoSignalHot = 0.7; extern bool WsoSignalOriginal = false; extern int WroSignalPeriod = 10; extern double WroSignalHot = 0.7; extern bool WroSignalOriginal = false; extern int buylevel = 0; extern int selllevel = 100; extern bool Interpolate = true; extern string _ = "alerts settings"; extern bool alertsOn = true; extern bool alertsOnCurrent = false; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsEmail = false; // // // // // double wso[]; double wro[]; double wsoMa[]; double wroMa[]; double trend[]; double wrk[][12]; int center; // // // // // string indicatorFileName; int timeFrame; bool returnBars; bool calculateValue; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(5); SetIndexBuffer(0,wso); SetIndexBuffer(1,wro); SetIndexBuffer(2,wsoMa); SetIndexBuffer(3,wroMa); SetIndexBuffer(4,trend); // // // // // if (MathMod(Len,2)==0) Len++; center = (Len-1)/2; // // // // // indicatorFileName = WindowExpertName(); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); timeFrame = stringToTimeFrame(TimeFrame); // // // // // IndicatorShortName(timeFrameToString(timeFrame)+" wso & wro T3ma ("+Len+","+SmoothLength+","+WsoSignalPeriod+","+WroSignalPeriod+")"); return(0); } int deinit(){ return(0);} //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // #define S1 0 #define S2 1 #define S3 2 #define S4 3 #define S5 4 #define S6 5 #define R1 6 #define R2 7 #define R3 8 #define R4 9 #define R5 10 #define R6 11 int start() { int counted_bars=IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (ArrayRange(wrk,0)!=Bars) ArrayResize(wrk,Bars); if (returnBars) { wso[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame==Period()) { // // // // // for(i=limit, r=Bars-i-1; i>=0; i--,r++) { if (r==0) { for (int k=0; k<6; k++) { wrk[r][k] = Low[i]; wrk[r][k+6] = High[i]; } continue; } // // // // // int lowest = iLowest(NULL,0,MODE_LOW,Len,i)-i; int highest = iHighest(NULL,0,MODE_HIGH,Len,i)-i; for (k=0; k<12; k++) wrk[r][k] = wrk[r-1][k]; if (lowest==center) { wrk[r][S1] = Low[i+center]; wrk[r][S2] = wrk[r-1][S1]; wrk[r][S3] = wrk[r-1][S2]; wrk[r][S4] = wrk[r-1][S3]; wrk[r][S5] = wrk[r-1][S4]; wrk[r][S6] = wrk[r-1][S5]; } if (highest==center) { wrk[r][R1] = High[i+center]; wrk[r][R2] = wrk[r-1][R1]; wrk[r][R3] = wrk[r-1][R2]; wrk[r][R4] = wrk[r-1][R3]; wrk[r][R5] = wrk[r-1][R4]; wrk[r][R6] = wrk[r-1][R5]; } // // // // // wso[i] = iDSmooth(100*(1-(MathInt(wrk[r][S1]/Close[i])+ MathInt(wrk[r][S2]/Close[i])+ MathInt(wrk[r][S3]/Close[i])+ MathInt(wrk[r][S4]/Close[i])+ MathInt(wrk[r][S5]/Close[i])+ MathInt(wrk[r][S6]/Close[i]))/6.0),SmoothLength,SmoothPhase,SmoothDouble,i, 0); wro[i] = iDSmooth(100*(1-(MathInt(wrk[r][R1]/Close[i])+ MathInt(wrk[r][R2]/Close[i])+ MathInt(wrk[r][R3]/Close[i])+ MathInt(wrk[r][R4]/Close[i])+ MathInt(wrk[r][R5]/Close[i])+ MathInt(wrk[r][R6]/Close[i]))/6.0),SmoothLength,SmoothPhase,SmoothDouble,i,20); } // // // // // for(i=limit; i >= 0; i--) { wsoMa[i] = iT3(wso[i],WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,i,0); wroMa[i] = iT3(wro[i],WroSignalPeriod,WroSignalHot,WroSignalOriginal,i,1); trend[i] = trend[i+1]; if (wro[i] <= selllevel && wro[i+1] >= selllevel) trend[i] = -1; if (wso[i] >= buylevel && wso[i+1] <= buylevel ) trend[i] = 1; } manageAlerts(); return(0); } // // // // // limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period())); for (i=limit;i>=0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); wso[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Len,SmoothLength,SmoothPhase,SmoothDouble,WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,WroSignalPeriod,WroSignalHot,WroSignalOriginal,buylevel,selllevel,0,y); wro[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Len,SmoothLength,SmoothPhase,SmoothDouble,WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,WroSignalPeriod,WroSignalHot,WroSignalOriginal,buylevel,selllevel,1,y); wsoMa[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Len,SmoothLength,SmoothPhase,SmoothDouble,WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,WroSignalPeriod,WroSignalHot,WroSignalOriginal,buylevel,selllevel,2,y); wroMa[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Len,SmoothLength,SmoothPhase,SmoothDouble,WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,WroSignalPeriod,WroSignalHot,WroSignalOriginal,buylevel,selllevel,3,y); trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Len,SmoothLength,SmoothPhase,SmoothDouble,WsoSignalPeriod,WsoSignalHot,WsoSignalOriginal,WroSignalPeriod,WroSignalHot,WroSignalOriginal,buylevel,selllevel,4,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 j = 1; j < n; j++) { wso[i+j] = wso[i] + (wso[i+n] - wso[i]) * j/n; wro[i+j] = wro[i] + (wro[i+n] - wro[i]) * j/n; wsoMa[i+j] = wsoMa[i] + (wsoMa[i+n] - wsoMa[i]) * j/n; wroMa[i+j] = wroMa[i] + (wroMa[i+n] - wroMa[i]) * j/n; } } manageAlerts(); return(0); } //+------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; // // // // // int stringToTimeFrame(string tfs) { tfs = stringUpperCase(tfs); for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period())); return(Period()); } string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } // // // // // string stringUpperCase(string str) { string s = str; for (int length=StringLen(str)-1; length>=0; length--) { int tchar = StringGetChar(s, length); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, length, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, length, tchar + 224); } return(s); } // // // // // void manageAlerts() { if (!calculateValue && alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar)); if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(whichBar,"buy"); if (trend[whichBar] ==-1) doAlert(whichBar,"sell"); } } } // // // // // void doAlert(int forBar, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; // // // // // message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," - ",timeFrameToString(timeFrame)+" wso & wro ma ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," wso & wro ma "),message); if (alertsSound) PlaySound("alert2.wav"); } } // // // // // double MathInt(double number) { if (number>=1.0) return(1); else return(0); } // // // // // double wrks[][40]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0) { if (isDouble) return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10)); else return (iSmooth(price,length,phase,i,s)); } // // // // // double iSmooth(double price, double length, double phase, int i, int s=0) { if (length <=1) return(price); if (ArrayRange(wrks,0) != Bars) ArrayResize(wrks,Bars); int r = Bars-i-1; if (r==0) { for(int k=0; k<7; k++) wrks[r][k+s]=price; for(; k<10; k++) wrks[r][k+s]=0; return(price); } // // // // // double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0); double pow1 = MathMax(len1-2.0,0.5); double del1 = price - wrks[r-1][bsmax+s]; double del2 = price - wrks[r-1][bsmin+s]; double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100); int forBar = MathMin(r,10); wrks[r][volty+s] = 0; if(MathAbs(del1) > MathAbs(del2)) wrks[r][volty+s] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) wrks[r][volty+s] = MathAbs(del2); wrks[r][vsum+s] = wrks[r-1][vsum+s] + (wrks[r][volty+s]-wrks[r-forBar][volty+s])*div; // // // // // wrks[r][avolty+s] = wrks[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrks[r][vsum+s]-wrks[r-1][avolty+s]); if (wrks[r][avolty+s] > 0) double dVolty = wrks[r][volty+s]/wrks[r][avolty+s]; else dVolty = 0; if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1); if (dVolty < 1) dVolty = 1.0; // // // // // double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); if (del1 > 0) wrks[r][bsmax+s] = price; else wrks[r][bsmax+s] = price - Kv*del1; if (del2 < 0) wrks[r][bsmin+s] = price; else wrks[r][bsmin+s] = price - Kv*del2; // // // // // double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); wrks[r][0+s] = price + alpha*(wrks[r-1][0+s]-price); wrks[r][1+s] = (price - wrks[r][0+s])*(1-beta) + beta*wrks[r-1][1+s]; wrks[r][2+s] = (wrks[r][0+s] + R*wrks[r][1+s]); wrks[r][3+s] = (wrks[r][2+s] - wrks[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrks[r-1][3+s]; wrks[r][4+s] = (wrks[r-1][4+s] + wrks[r][3+s]); // // // // // return(wrks[r][4+s]); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double workT3[][12]; double workT3Coeffs[][6]; #define _period 0 #define _c1 1 #define _c2 2 #define _c3 3 #define _c4 4 #define _alpha 5 // // // // // double iT3(double price, double period, double hot, bool original, int i, int forInstance=0) { if (ArrayRange(workT3,0) !=Bars) ArrayResize(workT3,Bars); if (ArrayRange(workT3Coeffs,0) < (forInstance+1)) ArrayResize(workT3Coeffs,forInstance+1); if (workT3Coeffs[forInstance][_period] != period) { workT3Coeffs[forInstance][_period] = period; double a = hot; workT3Coeffs[forInstance][_c1] = -a*a*a; workT3Coeffs[forInstance][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[forInstance][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[forInstance][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[forInstance][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[forInstance][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int buffer = forInstance*6; int r = Bars-i-1; if (r == 0) { workT3[r][0+buffer] = price; workT3[r][1+buffer] = price; workT3[r][2+buffer] = price; workT3[r][3+buffer] = price; workT3[r][4+buffer] = price; workT3[r][5+buffer] = price; } else { workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[forInstance][_alpha]*(price -workT3[r-1][0+buffer]); workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]); workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]); workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]); workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]); workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[forInstance][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]); } // // // // // return(workT3Coeffs[forInstance][_c1]*workT3[r][5+buffer] + workT3Coeffs[forInstance][_c2]*workT3[r][4+buffer] + workT3Coeffs[forInstance][_c3]*workT3[r][3+buffer] + workT3Coeffs[forInstance][_c4]*workT3[r][2+buffer]); }