//+------------------------------------------------------------------+ //| dmx.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mrtools" #property link "mrtools@aol.com" #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 clrRed #property indicator_color2 clrRed #property indicator_color3 clrLime #property indicator_color4 clrLime #property indicator_color5 clrDodgerBlue #property indicator_color6 clrCoral #property indicator_width1 3 #property indicator_width2 1 #property indicator_width3 3 #property indicator_width4 1 #property indicator_width5 2 #property indicator_width6 2 #property indicator_levelcolor clrGold #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern int DmxLength = 32; // Dmx jurik length extern int DmxPhase = 0; // Dmx jurik phase extern bool DmxDouble = false; // Dmx jurik smooth double extern int Smooth = 5; // Dmx jurik smoothing length extern int SmoothPhase = 0; // Dmx jurik smoothing phase extern bool SmoothDouble = false; // Dmx jurik smoothing double extern int SignalLength = 5; // Dmx signal length extern int SignalPhase = 0; // Dmx signal phase extern bool SignalDouble = false; // Dmx signal double extern double levelOb = 60.0; // Overbought level extern double levelOs = -60.0; // Oversold level extern bool Interpolate = true; // Interpolate in multi time frame mode? double Upa[],Upb[],Dna[],Dnb[],dmx[],sig[],slope[],trend[],count[]; string indicatorFileName; #define _mtfCall(_buff,_y) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,DmxLength,DmxPhase,DmxDouble,Smooth,SmoothPhase,SmoothDouble,SignalLength,SignalPhase,SignalDouble,levelOb,levelOs,_buff,_y) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(9); SetIndexBuffer(0,Dna); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(1,Dnb); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(2,Upa); SetIndexStyle(2,DRAW_HISTOGRAM); SetIndexBuffer(3,Upb); SetIndexStyle(3,DRAW_HISTOGRAM); SetIndexBuffer(4,dmx); SetIndexLabel(4,"Dmx"); SetIndexBuffer(5,sig); SetIndexBuffer(6,slope); SetIndexBuffer(7,trend); SetIndexBuffer(8,count); SetLevelValue(0,levelOb); SetLevelValue(1,0); SetLevelValue(2,levelOs); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" dmx ("+(string)DmxLength+","+(string)SignalLength+")"); return(0); } int deinit(){ return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int start() { int i,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(Bars-counted_bars,Bars-1); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(8,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); dmx[i] = _mtfCall(4,y); sig[i] = _mtfCall(5,y); slope[i] = _mtfCall(6,y); trend[i] = _mtfCall(7,y); // // // // // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime time = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= time; n++) continue; for(k = 1; k= 0; i--) { Upa[i] = (trend[i] == 1 && slope[i] == 1) ? dmx[i] : EMPTY_VALUE; Upb[i] = (trend[i] == 1 && slope[i] ==-1) ? dmx[i] : EMPTY_VALUE; Dna[i] = (trend[i] ==-1 && slope[i] ==-1) ? dmx[i] : EMPTY_VALUE; Dnb[i] = (trend[i] ==-1 && slope[i] == 1) ? dmx[i] : EMPTY_VALUE; } return(0); } // // // // // for (i = limit; i >= 0; i--) { if (i DeltaLo) && (DeltaHi > 0)) plusDM = DeltaHi; if ((DeltaLo > DeltaHi) && (DeltaLo > 0)) minusDM = DeltaLo; // // // // // double DIp = 0.00; double DIm = 0.00; if (currTR > 0.00) { DIp = 100.0*iDSmooth(plusDM ,DmxLength,DmxPhase,DmxDouble,i,20)/currTR; DIm = 100.0*iDSmooth(minusDM,DmxLength,DmxPhase,DmxDouble,i,40)/currTR; } if ((DIp+DIm) != 0) dmx[i] = 100.00*iDSmooth((DIp-DIm)/(DIp+DIm),Smooth,SmoothPhase,SmoothDouble,i,60); else dmx[i] = 100.00*iDSmooth(0 ,Smooth,SmoothPhase,SmoothDouble,i,60); sig[i] = iDSmooth(dmx[i],SignalLength,SignalPhase,SignalDouble,i,80); slope[i] = (idmx[i+1]) ? 1 : (dmx[i]0) ? 1 : (dmx[i]<0) ? -1 : trend[i+1] : 0; Upa[i] = (trend[i] == 1 && slope[i] == 1) ? dmx[i] : EMPTY_VALUE; Upb[i] = (trend[i] == 1 && slope[i] ==-1) ? dmx[i] : EMPTY_VALUE; Dna[i] = (trend[i] ==-1 && slope[i] ==-1) ? dmx[i] : EMPTY_VALUE; Dnb[i] = (trend[i] ==-1 && slope[i] == 1) ? dmx[i] : EMPTY_VALUE; } } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // double wrk[][100]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0) { if (isDouble) return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10)); else return (iSmooth(price,length,phase,i,s)); } // // // // // double iSmooth(double price, double length, double phase, int i, int s=0) { if (length <=1) return(price); if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); int r = Bars-i-1; if (r==0) { int k; for(k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][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]); double dVolty = 0; if (wrk[r][avolty+s] > 0) dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; 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}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }