| blob | 0f7d2a65ced985d6248a809ba63d17992941b89d |
1 //+------------------------------------------------------------------+\r
2 //| Market_Outlook.mq4 |\r
3 //| Copyright © 2011, Zarko Asenov |\r
4 //| http://jaltoh.6x.to |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "Copyright © 2011, Zarko Asenov"\r
7 #property link "http://jaltoh.6x.to"\r
8 \r
9 #property indicator_chart_window\r
10 #property indicator_buffers 6\r
11 #property indicator_color1 Goldenrod\r
12 #property indicator_color2 Goldenrod\r
13 #property indicator_color3 Lime\r
14 #property indicator_color4 Lime\r
15 #property indicator_color5 MediumSlateBlue\r
16 #property indicator_color6 DarkOrange\r
17 #property indicator_width1 3\r
18 #property indicator_width2 3\r
19 #property indicator_width3 4\r
20 #property indicator_width4 4\r
21 #property indicator_width5 5\r
22 #property indicator_width6 5\r
23 #property indicator_style1 STYLE_SOLID\r
24 #property indicator_style2 STYLE_SOLID\r
25 #property indicator_style3 STYLE_SOLID\r
26 #property indicator_style4 STYLE_SOLID\r
27 #property indicator_style5 STYLE_SOLID\r
28 #property indicator_style6 STYLE_SOLID\r
29 \r
30 \r
31 //--- input parameters\r
32 extern int Maximum_Resolution = PERIOD_M1;\r
33 <<<<<<< HEAD
34 extern int Time_Frame = PERIOD_H1;\r
35 =======
36 extern int Time_Frame = 0;\r
37 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
38 extern int Bars_Computed = 10;\r
39 extern double Time_Weight = 2.0;\r
40 extern bool Rough_Estimates = false;\r
41 extern string _ = ""; // separator\r
42 extern int Price_Mode = PRICE_CLOSE;\r
43 extern int Hint_Price_Close = PRICE_CLOSE;\r
44 extern int Hint_Price_High = PRICE_HIGH;\r
45 extern int Hint_Price_Low = PRICE_LOW;\r
46 extern int Hint_Price_Median = PRICE_MEDIAN;\r
47 extern int Hint_Price_Typical = PRICE_TYPICAL;\r
48 extern int Hint_Price_Weighted = PRICE_WEIGHTED;\r
49 \r
50 \r
51 int max_resolution_secs;\r
52 int sub_periods_count;\r
53 double stop_level;\r
54 double time_factor;\r
55 double display_time_ratio;\r
56 int time_frame;\r
57 \r
58 double avg_hi[];\r
59 double avg_lo[];\r
60 double avg_hi_weighted[];\r
61 double avg_lo_weighted[];\r
62 double avg_price[];\r
63 double avg_weighted[];\r
64 \r
65 //+------------------------------------------------------------------+\r
66 //| Custom indicator initialization function |\r
67 //+------------------------------------------------------------------+\r
68 int init()\r
69 {\r
70 //---- indicators\r
71 //----\r
72 if (Time_Frame == 0) time_frame = Period();\r
73 else time_frame = Time_Frame;\r
74 \r
75 if (Maximum_Resolution == 0) Maximum_Resolution = PERIOD_M1;\r
76 \r
77 if (Time_Weight == 0.0) time_factor = 1.0 + 1.0 * Maximum_Resolution / time_frame;\r
78 else time_factor = Time_Weight;\r
79 \r
80 max_resolution_secs = Maximum_Resolution * 60;\r
81 sub_periods_count = time_frame / Maximum_Resolution;\r
82 \r
83 stop_level = MarketInfo(Symbol(), MODE_STOPLEVEL);\r
84 display_time_ratio = 1.0 * time_frame / Period();\r
85 \r
86 SetIndexBuffer(0, avg_hi);\r
87 SetIndexBuffer(1, avg_lo);\r
88 SetIndexBuffer(2, avg_hi_weighted);\r
89 SetIndexBuffer(3, avg_lo_weighted);\r
90 SetIndexBuffer(4, avg_price);\r
91 SetIndexBuffer(5, avg_weighted);\r
92 \r
93 SetIndexStyle(0, DRAW_HISTOGRAM);\r
94 SetIndexStyle(1, DRAW_HISTOGRAM);\r
95 SetIndexStyle(2, DRAW_HISTOGRAM);\r
96 SetIndexStyle(3, DRAW_HISTOGRAM);\r
97 SetIndexStyle(4, DRAW_HISTOGRAM);\r
98 SetIndexStyle(5, DRAW_HISTOGRAM);\r
99 \r
100 SetIndexLabel(0, "Average High Price");\r
101 SetIndexLabel(1, "Average Low Price");\r
102 SetIndexLabel(2, "Average Weighted High Price");\r
103 SetIndexLabel(3, "Average Weighted Low Price");\r
104 SetIndexLabel(4, "Average Price");\r
105 SetIndexLabel(5, "Average Weighted Price");\r
106 \r
107 return(0);\r
108 }\r
109 //+------------------------------------------------------------------+\r
110 //| Custom indicator deinitialization function |\r
111 //+------------------------------------------------------------------+\r
112 int deinit()\r
113 {\r
114 //----\r
115 Comment("");\r
116 //----\r
117 return(0);\r
118 }\r
119 \r
120 double\r
121 get_price(\r
122 int price_mode,\r
123 double close,\r
124 double hi,\r
125 double lo)\r
126 {\r
127 double price;\r
128 \r
129 switch (price_mode) {\r
130 case PRICE_CLOSE:\r
131 price = close;\r
132 break;\r
133 case PRICE_HIGH:\r
134 price = hi;\r
135 break;\r
136 case PRICE_LOW:\r
137 price = lo;\r
138 break;\r
139 case PRICE_MEDIAN:\r
140 price = (hi + lo) / 2.0;\r
141 break;\r
142 case PRICE_TYPICAL:\r
143 price = (hi + lo + close) / 3.0;\r
144 break;\r
145 case PRICE_WEIGHTED:\r
146 price = (hi + lo + close + close) / 4.0;\r
147 break;\r
148 default:\r
149 price = 0.0;\r
150 Print("Invalid price mode: " + Price_Mode);\r
151 }\r
152 \r
153 return (price);\r
154 }\r
155 \r
156 bool\r
157 get_weighted_hilo(\r
158 datetime start_time, \r
159 datetime end_time,\r
160 double &high,\r
161 double &low,\r
162 double &high_weight,\r
163 double &low_weight,\r
164 double &flat,\r
165 double &weighted)\r
166 {\r
167 int sub_period_start;\r
168 int sub_period_end;\r
169 \r
170 sub_period_start = iBarShift(Symbol(), Maximum_Resolution, start_time);\r
171 sub_period_end = iBarShift(Symbol(), Maximum_Resolution, end_time);\r
172 \r
173 int pos_ctr = 0;\r
174 for (int ix = sub_period_start; ix >= sub_period_end; ix--) {\r
175 \r
176 double sub_high = iHigh(Symbol(), Maximum_Resolution, ix);\r
177 double sub_low = iLow(Symbol(), Maximum_Resolution, ix);\r
178 double sub_close = iClose(Symbol(), Maximum_Resolution, ix);\r
179 \r
180 high = (pos_ctr * high + sub_high) / (pos_ctr + 1.0);\r
181 low = (pos_ctr * low + sub_low) / (pos_ctr + 1.0);\r
182 high_weight = (pos_ctr * high_weight + time_factor * sub_high) / (pos_ctr + time_factor);\r
183 low_weight = (pos_ctr * low_weight + time_factor * sub_low) / (pos_ctr + time_factor);\r
184 \r
185 double price = get_price(\r
186 Price_Mode, \r
187 sub_close,\r
188 sub_high,\r
189 sub_low);\r
190 \r
191 weighted = (pos_ctr * weighted + time_factor * price) / (pos_ctr + time_factor);\r
192 flat = (pos_ctr * flat + price) / (pos_ctr + 1.0);\r
193 \r
194 pos_ctr++;\r
195 }\r
196 }\r
197 \r
198 string\r
199 get_diff_string(\r
200 double price1,\r
201 double price2)\r
202 {\r
203 return (\r
204 " ( " + DoubleToStr( (price1 - price2) / Point, 0) + " ) "\r
205 );\r
206 }\r
207 \r
208 //+------------------------------------------------------------------+\r
209 //| Custom indicator iteration function |\r
210 //+------------------------------------------------------------------+\r
211 int \r
212 start()\r
213 {\r
214 int draw_bars = Bars - IndicatorCounted() - 1;\r
215 if (draw_bars < 0) return (0);\r
216 \r
217 //----\r
218 \r
219 int compute_start_bar;\r
220 if (draw_bars == 0) compute_start_bar = 0;\r
221 else compute_start_bar = draw_bars / display_time_ratio;\r
222 \r
223 for (int ix = compute_start_bar; ix >= 0; ix--) {\r
224 if (ix < Bars_Computed) {\r
225 double current_avg_hi;\r
226 double current_avg_lo;\r
227 double current_avg_hi_weigh;\r
228 double current_avg_lo_weigh;\r
229 double current_avg_flat;\r
230 double current_avg_weighted;\r
231 \r
232 datetime open_time = iTime(Symbol(), time_frame, ix);\r
233 datetime close_time;\r
234 \r
235 if (ix > 0) \r
236 close_time = iTime(Symbol(), time_frame, ix - 1) - max_resolution_secs;\r
237 else \r
238 close_time = TimeCurrent();\r
239 \r
240 get_weighted_hilo(\r
241 open_time, \r
242 close_time, \r
243 current_avg_hi, \r
244 current_avg_lo, \r
245 current_avg_hi_weigh, \r
246 current_avg_lo_weigh, \r
247 current_avg_flat,\r
248 current_avg_weighted);\r
249 \r
250 } else if (Rough_Estimates == true) {\r
251 \r
252 // Fake averages\r
253 current_avg_hi = High[ix];\r
254 current_avg_lo = Low[ix];\r
255 current_avg_hi_weigh = (High[ix] + High[ix] + High[ix + 1]) / 3.0;\r
256 current_avg_lo_weigh = (Low[ix] + Low[ix] + Low[ix + 1]) / 3.0;\r
257 current_avg_weighted = get_price(PRICE_WEIGHTED, Close[ix], avg_hi_weighted[ix], avg_lo_weighted[ix]);\r
258 current_avg_flat = get_price(PRICE_MEDIAN, Close[ix], avg_hi[ix], avg_lo[ix]);\r
259 } else {\r
260 continue;\r
261 }\r
262 \r
263 for (int display_ix = ix * display_time_ratio; \r
264 display_ix < (ix + 1) * display_time_ratio; \r
265 display_ix++) {\r
266 avg_hi[display_ix] = current_avg_hi;\r
267 avg_lo[display_ix] = current_avg_lo;\r
268 avg_hi_weighted[display_ix] = current_avg_hi_weigh;\r
269 avg_lo_weighted[display_ix] = current_avg_lo_weigh;\r
270 avg_weighted[display_ix] = current_avg_flat;\r
271 avg_price[display_ix] = current_avg_weighted;\r
272 }\r
273 \r
274 }\r
275 \r
276 double spread = MarketInfo(Symbol(), MODE_SPREAD);\r
277 double mid_price = (High[0] + Low[0]) / 2.0;\r
278 double typical_price = (High[0] + Low[0] + Close[0]) / 3.0;\r
279 double weighted_price = (High[0] + Low[0] + Close[0] + Close[0]) / 4.0;\r
280 \r
281 double minutes_left = ( time_frame * 60.0 - (TimeCurrent() - iTime(Symbol(), time_frame, 0)) ) / 60.0;\r
282 \r
283 ix = 0;\r
284 \r
285 Comment( \r
286 "Symbol: " + Symbol() + " " +\r
287 "Calculated period: " + time_frame + " min\n" +\r
288 "Spread: " + DoubleToStr(spread, 0) + " " +\r
289 "Min Stop: " + DoubleToStr(stop_level, 0) + "\n" +\r
290 "Bar in T-" + DoubleToStr(minutes_left, 2) + " min\n" +\r
291 "Time weight: " + DoubleToStr(time_factor, 2) + " " +\r
292 "Subperiod: " + Maximum_Resolution + " min\n\n" +\r
293 \r
294 "Midprice HL: " + DoubleToStr(mid_price, Digits) + get_diff_string(Close[0], mid_price) + "\n" +\r
295 "Typical HLC: " + DoubleToStr(typical_price, Digits) + get_diff_string(Close[0], typical_price) + "\n" +\r
296 "Weighted HLCC: " + DoubleToStr(weighted_price, Digits) + get_diff_string(Close[0], weighted_price) + "\n\n" +\r
297 \r
298 "Average Price: " + DoubleToStr(avg_price[ix], Digits) + get_diff_string(Close[0], avg_price[ix]) + "\n" +\r
299 "Average Weighted: " + DoubleToStr(avg_weighted[ix], Digits) + get_diff_string(Close[0], avg_weighted[ix]) + "\n" +\r
300 "Average High: " + DoubleToStr(avg_hi[ix], Digits) + get_diff_string(Close[0], avg_hi[ix]) + "\n" +\r
301 "Average Low: " + DoubleToStr(avg_lo[ix], Digits) + get_diff_string(Close[0], avg_lo[ix]) + "\n\n"\r
302 );\r
303 //----\r
304 return(0);\r
305 }\r
306 //+------------------------------------------------------------------+