| blob | a9c5301670eb7c7d7808c9be470f400e021383c3 |
1 //+------------------------------------------------------------------+\r
2 //| JurikBands_v1.mq4 |\r
3 //| Copyright © 2008-09, TrendLaboratory |\r
4 //| http://finance.groups.yahoo.com/group/TrendLaboratory |\r
5 //| E-mail: igorad2003@yahoo.co.uk |\r
6 //+------------------------------------------------------------------+\r
7 // List of Prices:\r
8 // Price = 0 - Close \r
9 // Price = 1 - Open \r
10 // Price = 2 - High \r
11 // Price = 3 - Low \r
12 // Price = 4 - Median Price = (High+Low)/2 \r
13 // Price = 5 - Typical Price = (High+Low+Close)/3 \r
14 // Price = 6 - Weighted Close = (High+Low+Close*2)/4\r
15 // Price = 7 - Heiken Ashi Close \r
16 // Price = 8 - Heiken Ashi Open\r
17 // Price = 9 - Heiken Ashi High\r
18 // Price =10 - Heiken Ashi Low\r
19 \r
20 #property copyright "Copyright © 2008-09, TrendLaboratory"\r
21 #property link "http://finance.groups.yahoo.com/group/TrendLaboratory"\r
22 \r
23 #property indicator_chart_window\r
24 #property indicator_buffers 2\r
25 #property indicator_color1 Blue\r
26 #property indicator_width1 1\r
27 #property indicator_color2 Red\r
28 #property indicator_width2 1\r
29 \r
30 //---- \r
31 extern int TimeFrame = 0; //Time Frame in min\r
32 extern int Price = 0; //Price Mode (0...10)\r
33 extern int Length = 14; //Period of smoothing\r
34 //---- \r
35 double Up[],Dn[];\r
36 //----\r
37 double haClose[], haOpen[], haHigh[], haLow[];\r
38 int draw_begin, pBars, mcnt_bars; \r
39 string short_name;\r
40 double len, len1, len2, pow1, bet, R;\r
41 int AvgLen = 65;\r
42 //+------------------------------------------------------------------+\r
43 //| Custom indicator initialization function |\r
44 //+------------------------------------------------------------------+\r
45 int init()\r
46 {\r
47 //---- \r
48 SetIndexStyle(0,DRAW_LINE);\r
49 SetIndexStyle(1,DRAW_LINE);\r
50 \r
51 if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period();\r
52 \r
53 draw_begin=AvgLen*TimeFrame/Period();\r
54 //---- \r
55 switch(TimeFrame)\r
56 {\r
57 case 1 : string TF = "M1"; break;\r
58 case 5 : TF = "M5"; break;\r
59 case 15 : TF = "M15"; break;\r
60 case 30 : TF = "M30"; break;\r
61 case 60 : TF = "H1"; break;\r
62 case 240 : TF ="H4"; break;\r
63 case 1440 : TF="D1"; break;\r
64 case 10080 : TF="W1"; break;\r
65 case 43200 : TF="MN1"; break;\r
66 default : TF="Current";\r
67 } \r
68 short_name = "JurikBands_v1";\r
69 IndicatorShortName(short_name+"("+Length+")"+" "+TF);\r
70 SetIndexLabel(0,short_name+"("+Length+")"+" "+TF);\r
71 SetIndexLabel(1,short_name+"_lower");\r
72 \r
73 SetIndexDrawBegin(0,draw_begin);\r
74 SetIndexDrawBegin(1,draw_begin);\r
75 //---- \r
76 SetIndexBuffer(0,Up);\r
77 SetIndexBuffer(1,Dn); \r
78 //----\r
79 len = 0.5*(Length - 1);\r
80 \r
81 len1 = MathLog(MathSqrt(len))/MathLog(2.0) + 2;\r
82 if (len1 < 0) len1 = 0;\r
83 \r
84 pow1 = len1 - 2;\r
85 if (pow1 < 0.5) pow1 = 0.5;\r
86 \r
87 len2 = MathSqrt(len)*len1;\r
88 \r
89 bet = len2/(len2 + 1); \r
90 //---- \r
91 return(0);\r
92 }\r
93 //+------------------------------------------------------------------+\r
94 //| JurikBands_v1 |\r
95 //+------------------------------------------------------------------+\r
96 int start()\r
97 {\r
98 int limit, y, i, shift, cnt_bars=IndicatorCounted(); \r
99 double price, bsmax[], bsmin[], Volty[], AvgVolty[], vSum[];\r
100 \r
101 if(TimeFrame!=Period()) int mBars = iBars(NULL,TimeFrame); else mBars = Bars; \r
102 if(mBars != pBars)\r
103 {\r
104 ArrayResize(bsmin,mBars);\r
105 ArrayResize(bsmax,mBars);\r
106 ArrayResize(AvgVolty,mBars);\r
107 ArrayResize(Volty,mBars); \r
108 ArrayResize(vSum,mBars); \r
109 if(Price > 6 && Price <= 10)\r
110 {\r
111 ArrayResize(haClose,mBars);\r
112 ArrayResize(haOpen,mBars);\r
113 ArrayResize(haHigh,mBars);\r
114 ArrayResize(haLow,mBars);\r
115 }\r
116 \r
117 pBars = mBars;\r
118 } \r
119 \r
120 if(cnt_bars<1)\r
121 {\r
122 for(i=Bars-1;i>0;i--) \r
123 {\r
124 Up[i]=EMPTY_VALUE; \r
125 Dn[i]=EMPTY_VALUE;\r
126 }\r
127 mcnt_bars = 0;\r
128 }\r
129 //---- \r
130 if(mcnt_bars > 0) mcnt_bars--;\r
131 \r
132 for(y=mcnt_bars;y<mBars;y++)\r
133 {\r
134 if(Price <= 6) price = iMA(NULL,TimeFrame,1,0,0,Price,mBars-y-1); \r
135 else\r
136 if(Price > 6 && Price <= 10) price = HeikenAshi(TimeFrame,Price-7,mBars-y-1);\r
137 \r
138 if(y == 1) {bsmax[y] = price; bsmin[y] = price;}\r
139 else\r
140 { \r
141 double del1 = price - bsmax[y-1];\r
142 double del2 = price - bsmin[y-1];\r
143 \r
144 if(MathAbs(del1) > MathAbs(del2)) Volty[y] = MathAbs(del1); \r
145 else \r
146 if(MathAbs(del1) < MathAbs(del2)) Volty[y] = MathAbs(del2);\r
147 else\r
148 if(MathAbs(del1) == MathAbs(del2)) Volty[y] = 0;\r
149 \r
150 vSum[y] = vSum[y-1] + 0.1*(Volty[y] - Volty[y-10]);\r
151 if(y <= AvgLen+1) AvgVolty[y] = AvgVolty[y-1] + 2.0*(vSum[y] - AvgVolty[y-1])/(AvgLen+1); \r
152 else\r
153 AvgVolty[y] = SMA(vSum,AvgLen,y);\r
154 \r
155 if (AvgVolty[y] > 0) double dVolty = Volty[y]/AvgVolty[y];\r
156 if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);\r
157 if (dVolty < 1) dVolty = 1.0;\r
158 \r
159 double pow2 = MathPow(dVolty, pow1);\r
160 double Kv = MathPow(bet, MathSqrt(pow2)); \r
161 \r
162 if (del1 > 0) bsmax[y] = price; else bsmax[y] = price - Kv*del1;\r
163 if (del2 < 0) bsmin[y] = price; else bsmin[y] = price - Kv*del2;\r
164 \r
165 if(TimeFrame == Period()) \r
166 {\r
167 Up[mBars-y-1] = bsmax[y];\r
168 Dn[mBars-y-1] = bsmin[y];\r
169 }\r
170 }\r
171 mcnt_bars = mBars-1;\r
172 }\r
173 \r
174 if(TimeFrame > Period())\r
175 { \r
176 if(cnt_bars>0) cnt_bars--;\r
177 limit = Bars-cnt_bars+TimeFrame/Period()-1;\r
178 \r
179 for(shift=0,y=0;shift<limit;shift++)\r
180 {\r
181 if (Time[shift] < iTime(NULL,TimeFrame,y)) y++; \r
182 Up[shift]=bsmax[mBars-y-1];\r
183 Dn[shift]=bsmin[mBars-y-1];\r
184 }\r
185 }\r
186 return(0);\r
187 }\r
188 \r
189 double SMA(double array[],int per,int bar)\r
190 {\r
191 double Sum = 0;\r
192 for(int i = 0;i < per;i++) Sum += array[bar-i];\r
193 \r
194 return(Sum/per);\r
195 } \r
196 \r
197 double HeikenAshi(int tf,int price,int bar)\r
198 { \r
199 if(bar == iBars(NULL,TimeFrame)- 1) \r
200 {\r
201 haClose[bar] = iClose(NULL,tf,bar);\r
202 haOpen[bar] = iOpen(NULL,tf,bar);\r
203 haHigh[bar] = iHigh(NULL,tf,bar);\r
204 haLow[bar] = iLow(NULL,tf,bar);\r
205 }\r
206 else\r
207 {\r
208 haClose[bar] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4;\r
209 haOpen[bar] = (haOpen[bar+1]+haClose[bar+1])/2;\r
210 haHigh[bar] = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar], haClose[bar]));\r
211 haLow[bar] = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar], haClose[bar]));\r
212 }\r
213 \r
214 switch(price)\r
215 {\r
216 case 0: return(haClose[bar]);break;\r
217 case 1: return(haOpen[bar]);break;\r
218 case 2: return(haHigh[bar]);break;\r
219 case 3: return(haLow[bar]);break;\r
220 }\r
221 } \r
222 \r