//+------------------------------------------------------------------+ //| Jurik smooth ribbon.mq4 | //| mladenfx@gmail.com | //| | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_chart_window #property indicator_buffers 4 #property indicator_color1 LimeGreen #property indicator_color2 DarkOrange #property indicator_color3 DimGray #property indicator_color4 DimGray #property indicator_width1 3 #property indicator_width2 3 #property indicator_width3 2 #property indicator_width4 2 // // // // // extern string TimeFrame = "current time frame"; extern double Smooth1Period = 12; extern int Smooth1Price = PRICE_CLOSE; extern double Smooth1Phase = 0; extern double Smooth2Period = 26; extern int Smooth2Price = PRICE_CLOSE; extern double Smooth2Phase = 0; extern bool Interpolate = true; // // // // // extern bool alertsOn = true; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsEmail = false; // // // // // double buffer1[]; double buffer2[]; double buffer3[]; double buffer4[]; double trend[]; // // // // // string indicatorFileName; int timeFrame; bool calculateValue; bool returnBars; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(5); SetIndexBuffer(0,buffer3); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,buffer4); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,buffer1); SetIndexBuffer(3,buffer2); SetIndexBuffer(4,trend); if (Smooth1Period>Smooth2Period) { int temp = Smooth1Period; Smooth1Period = Smooth2Period; Smooth2Period = temp; } // // // // // indicatorFileName = WindowExpertName(); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); timeFrame = stringToTimeFrame(TimeFrame); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); int limit,i; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=MathMin(Bars-counted_bars,Bars-1); if (returnBars) { buffer1[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame==Period()) { for(i=limit; i>=0; i--) { buffer1[i] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,Smooth1Price,i),Smooth1Period,Smooth1Phase,i, 0); buffer2[i] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,Smooth2Price,i),Smooth2Period,Smooth2Phase,i,10); buffer3[i] = buffer1[i]; buffer4[i] = buffer2[i]; trend[i] = trend[i+1]; if (buffer1[i]>buffer2[i]) trend[i] = 1; if (buffer1[i]=0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); buffer1[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Smooth1Period,Smooth1Price,Smooth1Phase,Smooth2Period,Smooth2Price,Smooth2Phase,0,y); buffer2[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Smooth1Period,Smooth1Price,Smooth1Phase,Smooth2Period,Smooth2Price,Smooth2Phase,1,y); buffer3[i] = buffer1[i]; buffer4[i] = buffer2[i]; trend[i] = trend[i+1]; if (buffer1[i]>buffer2[i]) trend[i] = 1; if (buffer1[i]= time; n++) continue; double factor = 1.0 / n; for(int k = 1; k < n; k++) { buffer1[i+k] = k*factor*buffer1[i+n] + (1.0-k*factor)*buffer1[i]; buffer2[i+k] = k*factor*buffer2[i+n] + (1.0-k*factor)*buffer2[i]; buffer3[i+k] = buffer1[i+k]; buffer4[i+k] = buffer2[i+k]; } } manageAlerts(); // // // // // return(0); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // void manageAlerts() { if (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,"up"); if (trend[whichBar] == -1) doAlert(whichBar,"down"); } } } // // // // // 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()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," Jurik smooth "+DoubleToStr(Smooth1Period,1)+" crossed Jurik smooth "+DoubleToStr(Smooth2Period,1)+" ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol(),"Jurik smooth ribbon "),message); if (alertsSound) PlaySound("alert2.wav"); } } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // double wrk[][20]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iSmooth(double price, double length, double phase, int i, int s) { if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); if (length <=1) return(price); int r = Bars-i-1; if (r==0) { for(int k=0; k<7; k++) wrk[0][k+s]=price; for(; k<10; k++) wrk[0][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 - wrk[r-1][bsmax+s]; double del2 = price - wrk[r-1][bsmin+s]; double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100); int forBar = MathMin(r,10); wrk[r][volty+s] = 0; if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div; // // // // // wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]); if (wrk[r][avolty+s] > 0) double dVolty = wrk[r][volty+s]/wrk[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) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1; if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[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); wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price); wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s]; wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]); wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s]; wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); // // // // // return(wrk[r][4+s]); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // 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 char = StringGetChar(s, length); if((char > 96 && char < 123) || (char > 223 && char < 256)) s = StringSetChar(s, length, char - 32); else if(char > -33 && char < 0) s = StringSetChar(s, length, char + 224); } return(s); }