//+------------------------------------------------------------------+ //| Stochastic Cyber Cycle.mq5 | //| | //| Stochastic Cyber Cycle | //| | //| Algorithm taken from book | //| "Cybernetics Analysis for Stock and Futures" | //| by John F. Ehlers | //| | //| contact@mqlsoft.com | //| http://www.mqlsoft.com/ | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Coded by Witold Wozniak" //---- author of the indicator #property link "www.mqlsoft.com" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- two buffers are used for calculation and drawing the indicator #property indicator_buffers 2 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Cyber Cycle indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a line #property indicator_type1 DRAW_LINE //---- red color is used for the indicator line #property indicator_color1 Red //---- the indicator 1 line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator line label #property indicator_label1 "Stochastic Cyber Cycle" //+----------------------------------------------+ //| Trigger indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator line #property indicator_color2 Blue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator signal line label #property indicator_label2 "Trigger" //+----------------------------------------------+ //| Horizontal levels display parameters | //+----------------------------------------------+ #property indicator_level1 0.0 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| Horizontal levels display parameters | //+----------------------------------------------+ #property indicator_level1 +0.7 #property indicator_level2 0.0 #property indicator_level3 -0.7 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input double Alpha=0.07; // Indicator ratio input int Length=8; // Indicator period input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double StocCCBuffer[]; double TriggerBuffer[]; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //---- declaration of global variables int Count1[],Count2[]; double K0,K1,K2,K3,Smooth[],Cycle[],Value1[],Price[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos1(int &CoArr[]) // return the current value of the price series by the link { //---- int numb,Max1,Max2; static int count=1; Max1=Length+1; Max2=Length+2; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos2(int &CoArr[]) // return the current value of the price series by the link { //---- int numb,Max1,Max2; static int count=1; Max1=Length+2; Max2=Length+3; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=Length+3; //---- initialization of variables K0=MathPow((1.0 - 0.5*Alpha),2); K1=2.0; K2=2.0 *(1.0 - Alpha); K3=MathPow((1.0 - Alpha),2); //---- memory distribution for variables' arrays ArrayResize(Count1,Length+2); ArrayResize(Cycle,Length+2); ArrayResize(Count2,Length+3); ArrayResize(Value1,Length+3); ArrayResize(Price,Length+3); ArrayResize(Smooth,Length+3); //---- set StocCCBuffer[] dynamic array as an indicator buffer SetIndexBuffer(0,StocCCBuffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- set TriggerBuffer[] dynamic array as an indicator buffer SetIndexBuffer(1,TriggerBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 2 by min_rates_total+1 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total+1); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"Stochastic Cyber Cycle(",DoubleToString(Alpha,4),", ",Length,", ",Shift,")"); //--- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(rates_totalrates_total || prev_calculated<=0) // checking for the first start of the indicator calculation { first=3; // starting index for calculation of all bars for(int numb=0; numb