-
Notifications
You must be signed in to change notification settings - Fork 5
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge remote-tracking branch 'nseam/master' into dev-gh-13-15-fixes
* nseam/master: Refs #15. Looks like Heiken_Ashi_Smoothed indicator works correctly. Refs #13, #15. WIP. TDI-RT-Clone and Heiken_Ashi_Smoothed indicators made to work in MT5.
- Loading branch information
Showing
5 changed files
with
411 additions
and
119 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,184 @@ | ||
| /*------------------------------------------------------------------------------------ | ||
| Name: TDI-RT-Clone.mq4 | ||
| Description: A clone of the TDI indicator. | ||
| The volatility bands and the market base line are not exactly | ||
| the same but they are close enough. | ||
| -------------------------------------------------------------------------------------*/ | ||
| // Indicator properties | ||
| #property copyright "www.xaphod.com" | ||
| #property link "www.xaphod.com" | ||
| #property strict | ||
| #property version "1.600" | ||
| #property description "A clone of the TDI-RT indicator" | ||
| #property description "RT indicating that it updates in Real Time, ie on every tick." | ||
| #property description "The volatility bands and the market base line are not exactly the same but they are close enough." | ||
| #property indicator_separate_window | ||
| #property indicator_buffers 6 | ||
| #property indicator_color1 clrBlue | ||
| #property indicator_width1 1 | ||
| #property indicator_color2 clrBlue | ||
| #property indicator_width2 1 | ||
| #property indicator_color3 clrYellow | ||
| #property indicator_width3 1 | ||
| #property indicator_color4 clrRed | ||
| #property indicator_width4 2 | ||
| #property indicator_color5 clrGreen | ||
| #property indicator_width5 2 | ||
| #property indicator_color6 clrWhite | ||
| #property indicator_width6 1 | ||
| #property indicator_level1 32 | ||
| #property indicator_level2 50 | ||
| #property indicator_level3 68 | ||
| #property indicator_levelstyle STYLE_DOT | ||
| #property indicator_levelcolor DimGray | ||
|
|
||
| #define INDICATOR_NAME "TDI-RT-Clone" | ||
|
|
||
| // Indicator parameters | ||
| extern int RSI_Period = 13; | ||
| extern ENUM_APPLIED_PRICE RSI_Price = PRICE_CLOSE; | ||
| extern int Volatility_Band = 34; | ||
| extern int RSISignal_Period = 2; | ||
| extern ENUM_MA_METHOD RSISignal_Mode = MODE_SMA; | ||
| extern int TradeSignal_Period = 7; | ||
| extern ENUM_MA_METHOD TradeSignal_Mode = MODE_SMA; | ||
|
|
||
| // Global module varables | ||
| double gdaRSI[]; | ||
| double gdaRSISig[]; | ||
| double gdaTradeSig[]; | ||
| double gdaMktBase[]; | ||
| double gdaVolaTop[]; | ||
| double gdaVolaBtm[]; | ||
|
|
||
| //----------------------------------------------------------------------------- | ||
| // function: init() | ||
| // Description: Custom indicator initialization function. | ||
| //----------------------------------------------------------------------------- | ||
| int init() { | ||
| SetIndexStyle(0, DRAW_LINE); | ||
| SetIndexBuffer(0, gdaVolaTop); | ||
| SetIndexLabel(0, "Volatility Top"); | ||
| SetIndexStyle(1, DRAW_LINE); | ||
| SetIndexBuffer(1, gdaVolaBtm); | ||
| SetIndexLabel(1, "Volatility Bottom"); | ||
| SetIndexStyle(2, DRAW_LINE); | ||
| SetIndexBuffer(2, gdaMktBase); | ||
| SetIndexLabel(3, "Market Base"); | ||
| SetIndexStyle(3, DRAW_LINE); | ||
| SetIndexBuffer(3, gdaTradeSig); | ||
| SetIndexLabel(3, "Trade Signal"); | ||
| SetIndexStyle(4, DRAW_LINE); | ||
| SetIndexBuffer(4, gdaRSISig); | ||
| SetIndexLabel(4, "RSI Signal"); | ||
|
|
||
| SetIndexStyle(5, DRAW_LINE); | ||
| SetIndexBuffer(5, gdaRSI); | ||
| SetIndexLabel(5, NULL); | ||
| IndicatorDigits(1); | ||
| IndicatorShortName(INDICATOR_NAME); | ||
| return (0); | ||
| } | ||
|
|
||
| //----------------------------------------------------------------------------- | ||
| // function: deinit() | ||
| // Description: Custom indicator deinitialization function. | ||
| //----------------------------------------------------------------------------- | ||
| int deinit() { return (0); } | ||
|
|
||
| ///----------------------------------------------------------------------------- | ||
| // function: start() | ||
| // Description: Custom indicator iteration function. | ||
| //----------------------------------------------------------------------------- | ||
| int start() { | ||
| int iNewBars, iCountedBars, i; | ||
|
|
||
| // Get unprocessed bars | ||
| iCountedBars = IndicatorCounted(); | ||
| if (iCountedBars < 0) | ||
| return (-1); | ||
| if (iCountedBars > 0) | ||
| iCountedBars--; | ||
| iNewBars = MathMin(Bars - iCountedBars, Bars - 1); | ||
|
|
||
| int bars = Bars; | ||
|
|
||
| // Calc TDI data | ||
| for (i = iNewBars - 1; i >= 0; i--) { | ||
| // NOT SERIES: | ||
| // gdaRSI[8] = iRSI(NULL, 0, 13, PRICE_CLOSE, 8(shift)); <- RSI over | ||
| // bars: >-11 .. [>0, >1, 2, 3, 4, 5, 6, 7, 8, 9] gdaRSI[7] = | ||
| // iRSI(NULL, 0, 13, PRICE_CLOSE, 7(shift)); <- RSI over bars: >-12 | ||
| // .. [>0, 1, 2, 3, 4, 5, 6, 7, 8, 9] gdaRSI[6] = iRSI(NULL, 0, 13, | ||
| // PRICE_CLOSE, 6(shift)); <- RSI over bars: >-13 .. >-1, [ 0, 1, 2, 3, 4, | ||
| // 5, 6, 7, 8, 9] | ||
|
|
||
| // SERIES: | ||
| // gdaRSI[8] = iRSI(NULL, 0, 13, PRICE_CLOSE, 8(shift)); <- RSI over | ||
| // bars: [0, >1, >2, >3, >4, >5, >6, >7, >8, >9] .. >13 gdaRSI[7] = | ||
| // iRSI(NULL, 0, 13, PRICE_CLOSE, 7(shift)); <- RSI over bars: [0, | ||
| // 1, >2, >3, >4, >5, >6, >7, >8, >9] .. >14 gdaRSI[6] = iRSI(NULL, 0, 13, | ||
| // PRICE_CLOSE, 6(shift)); <- RSI over bars: [0, 1, 2, >3, >4, >5, >6, >7, | ||
| // >8, >9] .. >15 | ||
| gdaRSI[i] = iRSI(NULL, 0, RSI_Period, RSI_Price, i); | ||
|
|
||
| // gdaRSI[i] = 50.0 + (50.0 / 32768 * rand()); | ||
|
|
||
| // Print("gdaRSI[", i, "] = ", gdaRSI[i]); | ||
| } | ||
|
|
||
| double a[]; | ||
| ArrayResize(a, 10); | ||
| for (int i = 0; i < ArraySize(a); ++i) { | ||
| a[i] = (double)i; | ||
| } | ||
| ArraySetAsSeries(a, true); | ||
|
|
||
| double r1 = iMAOnArray(a, 5, 5, 0, MODE_SMA, 0); | ||
| double r2 = iStdDevOnArray(a, 5, 5, 0, MODE_SMA, 0); | ||
| double r3 = iRSI(NULL, PERIOD_CURRENT, RSI_Period, RSI_Price, 0); | ||
| double r4 = iRSI(NULL, PERIOD_CURRENT, RSI_Period, RSI_Price, 1); | ||
|
|
||
| /* | ||
| Let's say that iNewBars is 9. | ||
| 9 because Bars = 10, so there's 10 bars in history and iNewBars is Bars - 1: | ||
| [0, 1, 2, 3, 4, 5, 6, 7, 8, 9] <- By default index buffers in MQL5 have | ||
| normal indexing (not series). 0 - first bar, 9 - last/current bar. ^ ^ ^ | ||
| ^ ^ ^ ^ ^ We iterate over above bars^: 0..(iNewBars(9) - 1) = indices | ||
| 0..8 That means that we iterate from the penulitmate received bar (shift 2, | ||
| as 9 is the latest/current bar) to the initial bar (shift 9). | ||
| */ | ||
|
|
||
| for (i = iNewBars - 1; i >= 0; i--) { | ||
| // gdaRSISig[8] = iMAOnArray(gdaRSI, 9, 2, 0, | ||
| // MODE_SMA, 8) gdaRSISig[7] = iMAOnArray(gdaRSI, 9, 2, 0, | ||
| // MODE_SMA, 7) | ||
| gdaRSISig[i] = | ||
| iMAOnArray(gdaRSI, 0, RSISignal_Period, 0, RSISignal_Mode, i); | ||
|
|
||
| gdaTradeSig[i] = | ||
| iMAOnArray(gdaRSI, 0, TradeSignal_Period, 0, TradeSignal_Mode, i); | ||
| gdaMktBase[i] = iMAOnArray(gdaRSI, 0, Volatility_Band, 0, MODE_SMA, i); | ||
| double stdDev1, stdDev2; | ||
| gdaVolaTop[i] = gdaMktBase[i] + | ||
| 1.6185 * (stdDev1 = iStdDevOnArray( | ||
| gdaRSI, 0, Volatility_Band, 0, MODE_SMA, i)); | ||
| gdaVolaBtm[i] = gdaMktBase[i] - | ||
| 1.6185 * (stdDev2 = iStdDevOnArray( | ||
| gdaRSI, 0, Volatility_Band, 0, MODE_SMA, i)); | ||
|
|
||
| // if (ArraySize(gdaRSI) > i + 5) | ||
| if (iNewBars == 1 && false) | ||
| Alert(Bars, ", ", i, ": ", gdaTradeSig[i], ", ", gdaMktBase[i], ", ", | ||
| gdaVolaTop[i], ", ", gdaVolaBtm[i], ", RSI: ", gdaRSI[i], ", ", | ||
| gdaRSI[i + 1], ", ", gdaRSI[i + 2], ", ", gdaRSI[i + 3], ", ", | ||
| gdaRSI[i + 4], ", StdDev: ", stdDev1, ", ", stdDev2, | ||
| ", iNewBars = ", iNewBars, ", Bars = ", Bars); | ||
|
|
||
| // gdaRSI[i] = -100; | ||
| } | ||
| return (0); | ||
| } | ||
| //+------------------------------------------------------------------+ |
Oops, something went wrong.