Re: MQL4 Programming Language

2
iZeroLagStoch function

standalone iZeroLagStoch function.
To see some actions, see: 4TF ZeroLag Stoch (arrows alerts).mq4
post1295580178.html#p1295580178

Code: Select all

//-------------------------------------------------------------------
// ZeroLag Stochastic function - self-contained, no iCustom dependency
// mode: 0 = Main line (ZeroLag %K), 1 = Signal line (ZeroLag %D)
//-------------------------------------------------------------------
double iZeroLagStoch(const string symbol, int timeframe, int kperiod, int slowing, int dperiod, int mode, int index)
{
   int n, s;
   double sum, ema;
   
   // Need enough history for the full chain of smoothing
   int depth = kperiod + slowing*2 + dperiod*2 + 5;
   
   // Step 1: Compute raw %K for enough bars
   double rawK[];
   ArrayResize(rawK, depth);
   for (n = 0; n < depth; n++)
   {
      int shift = index + n;
      double hi = iHigh(symbol, timeframe, iHighest(symbol, timeframe, MODE_HIGH, kperiod, shift));
      double lo = iLow (symbol, timeframe, iLowest (symbol, timeframe, MODE_LOW,  kperiod, shift));
      if (hi != lo)
         rawK[n] = 100.0 * (iClose(symbol, timeframe, shift) - lo) / (hi - lo);
      else
         rawK[n] = 0;
   }
   
   // Step 2: SMA of rawK (Slowing) => smoothK
   int smoothLen = depth - slowing + 1;
   double smoothK[];
   ArrayResize(smoothK, smoothLen);
   for (n = 0; n < smoothLen; n++)
   {
      sum = 0;
      for (s = 0; s < slowing; s++)
         sum += rawK[n + s];
      smoothK[n] = sum / slowing;
   }
   
   // Step 3: ZeroLag Main = 2*smoothK - SMA(smoothK, slowing)
   int mainLen = smoothLen - slowing + 1;
   double mainLine[];
   ArrayResize(mainLine, mainLen);
   for (n = 0; n < mainLen; n++)
   {
      sum = 0;
      for (s = 0; s < slowing; s++)
         sum += smoothK[n + s];
      ema = sum / slowing;
      mainLine[n] = smoothK[n] + smoothK[n] - ema;
   }
   
   if (mode == 0)
      return(mainLine[0]);  // Main line at requested index
   
   // Step 4: SMA of mainLine (DPeriod) => smoothD
   int smoothDLen = mainLen - dperiod + 1;
   double smoothD[];
   ArrayResize(smoothD, smoothDLen);
   for (n = 0; n < smoothDLen; n++)
   {
      sum = 0;
      for (s = 0; s < dperiod; s++)
         sum += mainLine[n + s];
      smoothD[n] = sum / dperiod;
   }
   
   // Step 5: ZeroLag Signal = 2*smoothD - SMA(smoothD, dperiod)
   int sigLen = smoothDLen - dperiod + 1;
   if (sigLen < 1) return(0);
   
   sum = 0;
   for (s = 0; s < dperiod; s++)
      sum += smoothD[s];
   ema = sum / dperiod;
   
   return(smoothD[0] + smoothD[0] - ema);  // Signal line at requested index
}
//-------------------------------------------------------------------

Re: MQL4 Programming Language

3
iRCI function

RCI = Rank Correlation Index aka Spearman Rank Correlation

Example: 4TF RCI slope alerts mtf.mq4
post1295402142.html#p1295402142

RCI is very popular in Japan.

Code: Select all

//+-------------------------------------------------------------------
//https://qiita.com/bucchi49/items/a08f240b920fc5f90a87
double iRCI(const string symbol, int timeframe, int period, int index)
{   
    int rank;
    double d = 0;
    double close_arr[];
    ArrayResize(close_arr, period); 

    for (int i = 0; i < period; i++) {
        close_arr[i] = iClose(symbol, timeframe, index + i);
    }

    ArraySort(close_arr, WHOLE_ARRAY, 0, MODE_DESCEND);

    for (int j = 0; j < period; j++) {
        rank = ArrayBsearch(close_arr,
                            iClose(symbol, timeframe, index + j),
                            WHOLE_ARRAY,
                            0,
                            MODE_DESCEND);
        d += MathPow(j - rank, 2);
    }

    return((1 - 6 * d / (period * (period * period - 1))) * 100);
}
//+-------------------------------------------------------------------