//------------------------------------------------------------------ #property copyright "© mladen, 2016, MetaQuotes Software Corp." #property link "www.forex-tsd.com, www.mql5.com" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 8 #property indicator_plots 4 #property indicator_label1 "Corrected average zone" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrGainsboro #property indicator_label2 "Corrected average middle" #property indicator_type2 DRAW_LINE #property indicator_style2 STYLE_DOT #property indicator_color2 clrGray #property indicator_label3 "Corrected average original" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 clrDarkGray,clrLimeGreen,clrDarkOrange #property indicator_label4 "Corrected average " #property indicator_type4 DRAW_COLOR_LINE #property indicator_color4 clrDarkGray,clrLimeGreen,clrDarkOrange #property indicator_width4 3 // // // // // 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 }; enum chgColor { chg_onSlope, // change color on slope change chg_onLevel, // Change color on outer levels cross chg_onMiddle, // Change color on middle level cross chg_onOrig // Change color on average value cross }; enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma // Linear weighted MA }; input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input enMaTypes AvgMethod = ma_ema; // Average method input int AvgPeriod = 14; // Average period input enPrices AvgPrice = pr_close; // Price input int CorrectionPeriod = 0; // "Correction" period (<0 no correction,0 to 1 same as average) input chgColor ColorOn = chg_onOrig; // Color change on : input int FlPeriod = 25; // Period for finding floating levels input double FlUp = 90; // Upper level % input double FlDown = 10; // Lower level % input bool AlertsOn = false; // Turn alerts on? input bool AlertsOnCurrent = true; // Alert on current bar? input bool AlertsMessage = true; // Display messageas on alerts? input bool AlertsSound = false; // Play sound on alerts? input bool AlertsEmail = false; // Send email on alerts? input bool AlertsNotify = false; // Send push notification on alerts? input bool Interpolate = true; // Interpolate when in multi time frame mode? double val[],valc[],mid[],fup[],fdn[],count[],orig[],origc[]; string _maNames[] = {"SMA","EMA","SMMA","LWMA"}; int _mtfHandle = INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame; #define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,AvgMethod,AvgPeriod,AvgPrice,CorrectionPeriod,ColorOn,FlPeriod,FlUp,FlDown,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,fup ,INDICATOR_DATA); SetIndexBuffer(1,fdn ,INDICATOR_DATA); SetIndexBuffer(2,mid ,INDICATOR_DATA); SetIndexBuffer(3,orig ,INDICATOR_DATA); SetIndexBuffer(4,origc,INDICATOR_COLOR_INDEX); SetIndexBuffer(5,val ,INDICATOR_DATA); SetIndexBuffer(6,valc ,INDICATOR_COLOR_INDEX); SetIndexBuffer(7,count,INDICATOR_CALCULATIONS); timeFrame = MathMax(_Period,TimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" \"Corrected\" "+_maNames[AvgMethod]+" ("+(string)AvgPeriod+","+(string)CorrectionPeriod+")"); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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[]) { if (Bars(_Symbol,_Period) 0 && time[i-n] >= currTime[0]; n++) continue; for(k=1; (i-k)>=0 && k0) ? CorrectionPeriod : (CorrectionPeriod<0) ? 0 : AvgPeriod ; int colorOn = (FlPeriod>1 && deviationsPeriod>1) ? ColorOn : (ColorOn!=chg_onOrig) ? ColorOn : chg_onSlope; for (int i=(int)MathMax(prev_calculated-1,0); i0) ? MathPow(val[i-1]-orig[i],2) : 0; double c = (v20) ? val[i-1]+c*(orig[i]-val[i-1]) : orig[i]; // // // // // int start = MathMax(i-FlPeriod+1,0); double min = val[ArrayMinimum(val,start,FlPeriod)]; double max = val[ArrayMaximum(val,start,FlPeriod)]; double range = max-min; fup[i] = min+FlUp *range/100.0; fdn[i] = min+FlDown*range/100.0; mid[i] = (fup[i]+fdn[i])*0.5; switch (colorOn) { case chg_onLevel : valc[i] = (val[i]>fup[i]) ? 1 : (val[i]0) ? (val[i]==val[i-1]) ? valc[i-1] : 0 : 0; break; case chg_onMiddle : valc[i] = (val[i]>mid[i]) ? 1 : (val[i]0) ? (val[i]==val[i-1]) ? valc[i-1] : 0 : 0; break; case chg_onOrig : valc[i] = (val[i]orig[i]) ? 2 : (i>0) ? (val[i]==val[i-1]) ? valc[i-1] : 0 : 0; break; default : valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]val[i]) ? 1 : (orig[i]0) ? origc[i-1] : 0; } count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1); manageAlerts(time,valc,rates_total); return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 4 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); int k=1; workSma[r][instanceNo+0] = price; double avg = price; for(; k=0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r>1 && period>1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period<1) return(price); double sumw = period; double sum = period*price; for(int k=1; k=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workDev[]; double iDeviation(double value, int length, bool isSample, int i, int bars) { if (ArraySize(workDev)!=bars) ArrayResize(workDev,bars); workDev[i] = value; // // // // // double oldMean = value; double newMean = value; double squares = 0; int k; for (k=1; k=0; k++) { newMean = (workDev[i-k]-oldMean)/(k+1)+oldMean; squares += (workDev[i-k]-oldMean)*(workDev[i-k]-newMean); oldMean = newMean; } return(MathSqrt(squares/MathMax(k-isSample,1))); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void manageAlerts(const datetime& _time[], double& _trend[], int bars) { if (AlertsOn) { int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = _time[whichBar]; if (_trend[whichBar] != _trend[whichBar-1]) { string add = "slope changed to"; switch (ColorOn) { case chg_onLevel : add = "outer level crossed"; break; case chg_onOrig : add = _maNames[AvgMethod]+" value crossed"; break; case chg_onMiddle : add = "middle level crossed"; } if (_trend[whichBar] == 1) doAlert(time1,add+" up"); if (_trend[whichBar] == 2) doAlert(time1,add+" down"); } } } // // // // // void doAlert(datetime forTime, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; if (previousAlert != doWhat || previousTime != forTime) { previousAlert = doWhat; previousTime = forTime; // // // // // string message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" "+_maNames[AvgMethod]+" state changed to "+doWhat; if (AlertsMessage) Alert(message); if (AlertsEmail) SendMail(_Symbol+" "+_maNames[AvgMethod]+" corrected",message); if (AlertsNotify) SendNotification(message); if (AlertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 1 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; 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*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: 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) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); } if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); } } if (warned) { Comment(""); warned=false; } return(true); }