Attachments: Looking for High/Low based on Moving Averages

Looking for High/Low based on Moving Averages

#1
First Post: Jun 15, 2014 7:34pm Jun 15, 2014 7:34pm

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

I'm looking for a way to find the last high and last low based on moving averages. The arrows in the attached image show what I'm looking for.

Attached Image

I don't use the current moving average trend. I look for the last swings. I've drawn the lines that are the last 2 'swings' in the High and Low.
I've started the code (but I think my stroke is acting up). And I'm getting blanks on moving any further.
I'm not interested in drawing the lines. Just getting the values.

Inserted Code

void OnStart()
{
   double UpperLevel=0, LowerLevel=0, FastMA=0, SlowMA=0;
   int CurrentBar=1, CurrentDirection=0, LastDirection=0;
   bool AllFound=false, StillOnInitialDirection=true, FoundLong=false, FoundShort=false;
   while(!AllFound)
   {
      SlowMA=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar);
      FastMA=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar);
      if(CurrentBar==1)                //set the inital direction
      {
         if(FastMA>SlowMA)
         {
            CurrentDirection=1;
            LastDirection=1;  
         }
         if(FastMA<SlowMA)
         {
            CurrentDirection=2;
            LastDirection=2;  
         }
      }
      if(CurrentBar>1)                 //Work on current direction
      {
         if(FastMA>SlowMA)
         {
            CurrentDirection=1;
         }
         if(FastMA<SlowMA)
         {
            CurrentDirection=2;
         }
      }
      if(StillOnInitialDirection)      //See if we're out of the current direction
      {
         if(CurrentDirection!=LastDirection)
         {
            StillOnInitialDirection=false;  
         }  
      }
      if(!StillOnInitialDirection)
      {
 
      }
   }
 
}

#2
Jun 19, 2014 12:24am Jun 19, 2014 12:24am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

Solved. Here's the code

Inserted Code

void OnStart()
{
   double UpperLevel=0, LowerLevel=100000, FastMACurrent=0, SlowMACurrent=0, FastMALast=0, SlowMALast=0, DiffCurrent=0, DiffLast=0;
   int CurrentBar=2, Cross=0;
   string UpperTime, LowerTime;
   bool AllFound=false;
   while(Cross<3)
   {
      SlowMALast=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar-1);
      FastMALast=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar-1);
      SlowMACurrent=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar);
      FastMACurrent=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar);
      DiffLast=FastMALast-SlowMALast;
      DiffCurrent=FastMACurrent-SlowMACurrent;
      //Loop through and look for Cross value.
      if((DiffCurrent>0 && DiffLast<0) || (DiffCurrent<0 && DiffLast>0))  //There's a cross
      {
         Cross++;  
      }
      if(DiffCurrent>0 && DiffLast>0 && Cross>0) //Going Long
      {
         UpperLevel=MathMax(High[CurrentBar],UpperLevel);
         if(UpperLevel==High[CurrentBar]) {UpperTime=TimeToString(Time[CurrentBar],TIME_DATE|TIME_MINUTES);}
      }
      if(DiffCurrent<0 && DiffLast<0 && Cross>0) //Going Short
      {
         LowerLevel=MathMin(Low[CurrentBar],LowerLevel);
         if(LowerLevel==Low[CurrentBar]) {LowerTime=TimeToString(Time[CurrentBar],TIME_DATE|TIME_MINUTES);}
      }
      Comment("Bar:",CurrentBar);
      CurrentBar++;
   }
   Comment(" ");
   Alert("LowerLevel:",LowerLevel,".  LowerTime:",LowerTime,"\n","UpperLevel:",UpperLevel,".  UpperTime:",UpperTime);
}

#3
Jun 24, 2014 1:39am Jun 24, 2014 1:39am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

I hope no one was using this code. It had problems.

Here's the "fixed" code.

Inserted Code

void OnStart()
{
   double UpperLevel=0, LowerLevel=100000, FastMACurrent=0, SlowMACurrent=0, FastMALast=0, SlowMALast=0, DiffCurrent=0, DiffLast=0, Ceiling=0, Floor=0;
   int CurrentBar=2, Cross=0;
   bool AllFound=false;
   while(Cross<3)
   {
      SlowMALast=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar-1);
      FastMALast=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar-1);
      SlowMACurrent=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar);
      FastMACurrent=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar);
      DiffLast=FastMALast-SlowMALast;
      DiffCurrent=FastMACurrent-SlowMACurrent;
      if((DiffCurrent>0 && DiffLast<0) || (DiffCurrent<0 && DiffLast>0))  //There's a cross
      {
         Cross++;  
         //if(Cross==1) {ObjectCreate(0,"Cross1",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         //if(Cross==2) {ObjectCreate(0,"Cross2",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         //if(Cross==3) {ObjectCreate(0,"Cross3",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         
      }
      if(DiffCurrent>0 && (Cross==1 || Cross==2)) //Going Long
      {
         UpperLevel=MathMax(High[CurrentBar],UpperLevel);
      }
      if(DiffCurrent<0 && (Cross==1 || Cross==2)) //Going Short
      {
         LowerLevel=MathMin(Low[CurrentBar],LowerLevel);
      }
      CurrentBar++;
   }
   Ceiling=UpperLevel;
   Floor=LowerLevel;
}

#4
Jun 26, 2014 2:39pm Jun 26, 2014 2:39pm

fskliris
| Joined Nov 2010 | Status: Trader | 100 Posts

how can we make this code as an indi?

#5
Jun 27, 2014 2:08am Jun 27, 2014 2:08am

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

fskliris:

Here's a try:
Note: Some of the code here was taken out of the help file. I just re-used it.

Inserted Code

//+------------------------------------------------------------------+
//|                                                       HLines.mq4 |
//|                                    Copyright 2014, Nondisclosure |
//|                                               http://no.link.yet |
//+------------------------------------------------------------------+
#property copyright "Copyright 2014, Nondisclosure"
#property link      "http://no.link.yet"
#property version   "1.00"
#property strict
#property indicator_chart_window
extern  string        blah="-Ceiling line variables-";
//input string          InpCeilingName="Ceiling";     // Line name
//input int             InpCeilingNamePrice=25;         // Line price, %
input color           InpCeilingColor=clrBlue;     // Line color
input ENUM_LINE_STYLE InpCeilingStyle=STYLE_DASH; // Line style
input int             InpCeilingWidth=1;          // Line width
input bool            InpCeilingBack=false;       // Background line
input bool            InpCeilingSelection=true;   // Highlight to move
input bool            InpCeilingHidden=false;      // Hidden in the object list
input long            InpCeilingZOrder=0;         // Priority for mouse click
extern string         blah2="--------------------------";
extern string         blah3="-Floor line variables-";
//input string          InpFloorNameName="Floor";     // Line name
//input int             InpFloorNamePrice=25;         // Line price, %
input color           InpFloorColor=clrRed;     // Line color
input ENUM_LINE_STYLE InpFloorStyle=STYLE_DASH; // Line style
input int             InpFloorWidth=1;          // Line width
input bool            InpFloorBack=false;       // Background line
input bool            InpFloorSelection=true;   // Highlight to move
input bool            InpFloorHidden=false;      // Hidden in the object list
input long            InpFloorZOrder=0;         // Priority for mouse click
extern string         blah4="---------------------------";

double Ceiling=0, Floor=0;
datetime LastTime;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   LastTime=Time[0];
   GetCeilingFloor();
//---
   return(INIT_SUCCEEDED);
  }
void GetCeilingFloor()
{
   double UpperLevel=0, LowerLevel=100000, FastMACurrent=0, SlowMACurrent=0, FastMALast=0, SlowMALast=0, DiffCurrent=0, DiffLast=0;
   int CurrentBar=2, Cross=0;
   bool AllFound=false;
   while(Cross<3)
   {
      SlowMALast=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar-1);
      FastMALast=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar-1);
      SlowMACurrent=iMA(NULL,0,10,0,MODE_SMA,PRICE_CLOSE,CurrentBar);
      FastMACurrent=iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,CurrentBar);
      DiffLast=FastMALast-SlowMALast;
      DiffCurrent=FastMACurrent-SlowMACurrent;
      if((DiffCurrent>0 && DiffLast<0) || (DiffCurrent<0 && DiffLast>0))  //There's a cross
      {
         Cross++;  
         //if(Cross==1) {ObjectCreate(0,"Cross1",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         //if(Cross==2) {ObjectCreate(0,"Cross2",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         //if(Cross==3) {ObjectCreate(0,"Cross3",OBJ_ARROW_UP,0,Time[CurrentBar],Low[CurrentBar]);}
         
      }
      if(DiffCurrent>0 && (Cross==1 || Cross==2)) //Going Long
      {
         UpperLevel=MathMax(High[CurrentBar],UpperLevel);
      }
      if(DiffCurrent<0 && (Cross==1 || Cross==2)) //Going Short
      {
         LowerLevel=MathMin(Low[CurrentBar],LowerLevel);
      }
      CurrentBar++;
   }
   Ceiling=UpperLevel;
   Floor=LowerLevel;
   Comment("Ceiling:",Ceiling,"\n","Floor:",Floor);
   if(ObjectFind(0,"Ceiling")>=0)
   {
      HLineMove(0,"Ceiling",Ceiling);   
   }
   else
   {
      HLineCreate(0,"Ceiling",0,Ceiling,InpCeilingColor,InpCeilingStyle,InpCeilingWidth,InpCeilingBack,InpCeilingSelection,InpCeilingHidden,InpCeilingZOrder);
   }
   if(ObjectFind(0,"Floor")>=0)
   {
      HLineMove(0,"Floor",Floor);   
   }
   else
   {
      HLineCreate(0,"Floor",0,Floor,InpFloorColor,InpFloorStyle,InpFloorWidth,InpFloorBack,InpFloorSelection,InpFloorHidden,InpFloorZOrder);
   }
   ChartRedraw(0);
}

//+------------------------------------------------------------------+
//| Create the horizontal line                                       |
//+------------------------------------------------------------------+
bool HLineCreate(const long            chart_ID=0,        // chart's ID
                 const string          name="HLine",      // line name
                 const int             sub_window=0,      // subwindow index
                 double                price=0,           // line price
                 const color           clr=clrRed,        // line color
                 const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
                 const int             width=1,           // line width
                 const bool            back=false,        // in the background
                 const bool            selection=true,    // highlight to move
                 const bool            hidden=true,       // hidden in the object list
                 const long            z_order=0)         // priority for mouse click
  {
//--- if the price is not set, set it at the current Bid price level
   if(!price)
      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
   ResetLastError();
//--- create a horizontal line
   if(!ObjectCreate(chart_ID,name,OBJ_HLINE,sub_window,0,price))
     {
      Print(__FUNCTION__,
            ": failed to create a horizontal line! Error code = ",GetLastError());
      return(false);
     }
//--- set line color
   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
   ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
   ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
   return(true);
  }
//+------------------------------------------------------------------+
//| Move horizontal line                                             |
//+------------------------------------------------------------------+
bool HLineMove(const long   chart_ID=0,   // chart's ID
               const string name="HLine", // line name
               double       price=0)      // line price
  {
//--- if the line price is not set, move it to the current Bid price level
   if(!price)
      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
   ResetLastError();
//--- move a horizontal line
   if(!ObjectMove(chart_ID,name,0,0,price))
     {
      Print(__FUNCTION__,
            ": failed to move the horizontal line! Error code = ",GetLastError());
      return(false);
     }
//--- successful execution
   return(true);
  }
//+------------------------------------------------------------------+
//| Delete a horizontal line                                         |
//+------------------------------------------------------------------+
bool HLineDelete(const long   chart_ID=0,   // chart's ID
                 const string name="HLine") // line name
  {
//--- reset the error value
   ResetLastError();
//--- delete a horizontal line
   if(!ObjectDelete(chart_ID,name))
     {
      Print(__FUNCTION__,
            ": failed to delete a horizontal line! Error code = ",GetLastError());
      return(false);
     }
//--- successful execution
   return(true);
  }
  
void OnDeinit(const int Reason)
{
   HLineDelete(0,"Ceiling");
   HLineDelete(0,"Floor");
   ObjectDelete(0,"Cross1");
   ObjectDelete(0,"Cross2");
   ObjectDelete(0,"Cross3");
   Comment(" ");
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
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[])
  {
//---
   bool NewBar = LastTime != Time[0];
   LastTime = Time[0];
   if(NewBar)
   {
      GetCeilingFloor();
   }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

#6
Jun 27, 2014 8:26am Jun 27, 2014 8:26am

fskliris
| Joined Nov 2010 | Status: Trader | 100 Posts

Thats a nice indi ,maybe we could fix an ea aout of this

#7
Last Post: Jun 27, 2014 4:06pm Jun 27, 2014 4:06pm

nondisclosure00
Joined Apr 2007 | Status: Gettin' kick in the nutz every day! | 721 Posts

Wouldn't take much. Find you're favorite breakout EA and replace the code that finds the levels with the code in post #2.

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Looking for High/Low based on Moving Averages
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