//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" #property version "1.00" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 3 #property indicator_plots 2 #property indicator_label1 "Average" #property indicator_type1 DRAW_LINE #property indicator_color1 clrSilver #property indicator_label2 "MHL average" #property indicator_type2 DRAW_COLOR_LINE #property indicator_color2 clrDeepSkyBlue,clrSandyBrown #property indicator_style2 STYLE_SOLID #property indicator_width2 2 // // // // // 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 enMaMethod { ma_sma, // Calculate average using SMA ma_ema, // Calculate average using EMA ma_smma, // Calculate average using SMMA ma_lwma // Calculate average using LWMA }; input int CalcPeriod = 10; // Calculation period input int AverPeriod = 50; // Average period input enPrices Price = pr_close; // Price to use input enMaMethod MaMethodToUse = ma_sma; // What ma method to use in average calculation input bool alertsOn = false; // Alert on trend change? 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? // // // // // // double MaBuffer[]; double AvgBuffer[]; double ColorBuffer[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int OnInit() { SetIndexBuffer(0,AvgBuffer,INDICATOR_DATA); SetIndexBuffer(1,MaBuffer,INDICATOR_DATA); SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX); IndicatorSetString(INDICATOR_SHORTNAME,"MHL average ("+(string)CalcPeriod+","+(string)AverPeriod+")"); 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 &TickVolume[], const long &Volume[], const int &Spread[]) { for (int i=(int)MathMax(prev_calculated-1,0); i=0; k++) { min = MathMin(min,low [i-k]); max = MathMax(max,high[i-k]); } price = (max+min)/2.0; switch (MaMethodToUse) { case ma_sma : MaBuffer[i] = iSma (price,AverPeriod,i,rates_total,1); break; case ma_ema : MaBuffer[i] = iEma (price,AverPeriod,i,rates_total,1); break; case ma_smma : MaBuffer[i] = iSmma(price,AverPeriod,i,rates_total,1); break; case ma_lwma : MaBuffer[i] = iLwma(price,AverPeriod,i,rates_total,1); break; } if (i>0) { ColorBuffer[i] = ColorBuffer[i-1]; if (MaBuffer[i]AvgBuffer[i]) ColorBuffer[i]=1; } else ColorBuffer[i]=0; } manageAlerts(time,ColorBuffer,rates_total); return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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]) { if (trend[whichBar] == 0) doAlert(time1,"up"); if (trend[whichBar] == 1) doAlert(time1,"down"); } } } // // // // // void doAlert(datetime forTime, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != forTime) { previousAlert = doWhat; previousTime = forTime; // // // // // message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" MHL average trend changed to "+doWhat; if (alertsMessage) Alert(message); if (alertsEmail) SendMail(_Symbol+" MHL average",message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // #define _maInstances 2 #define _maWorkBufferx1 1*_maInstances #define _maWorkBufferx2 2*_maInstances #define _maWorkBufferx3 3*_maInstances #define _maWorkBufferx4 4*_maInstances #define _maWorkBufferx5 5*_maInstances double workSma[][_maWorkBufferx2]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k; // // // // // workSma[r][instanceNo+0] = price; workSma[r][instanceNo+1] = price; for(k=1; k=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0]; workSma[r][instanceNo+1] /= 1.0*k; return(workSma[r][instanceNo+1]); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); // // // // // workEma[r][instanceNo] = price; double alpha = 2.0 / (1.0+period); if (r>0) workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(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 (period<=1) return(price); if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); // // // // // if (r=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int _tbars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _tbars) ArrayResize(workHa,_tbars); instanceNo*=4; // // // // // 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]