Effective Averaging Algorithms with Minimal Lag: Use in Indicators
Nikolay Kositsin | 8 February, 2007
Introduction
I think there is no need to explain how important the smoothing algorithms are for
technical analysis and for trading systems. Codes of practically all indicators
contain explicit or implicit averaging algorithms. If we have a closer look at
online trading platforms and client terminals, the most of them and the most indicators
will turn out to use the simplest (though far not the most effective) averaging
algorithms.
Much more effective averaging algorithms have been developed by the present. However, attempts to apply them to indicators usually, due to significant complexity of the algorithms, resulted in that the programmers just did not have enough patience and made at most one or two indicators that by no means always operated correctly. After that, they usually tired of working in this direction. The basic advantage of simple averages is that they are always available as simple custom functions to be applied anywhere and at any time.
Subject Matter
In this article, I would like to describe for traders who know MQL4 rather effective averaging algorithms with minimal lag represented as rather simple custom functions. The use of these functions is not much more complicated than that of technical indicators. The functions were written long before and their operation quality has been checked for rather long time, too. No faults or problems, or incorrect calculations have found in them. Thus, we will consider the following algorithms:- JJMASeries () - adaptive JMA smoothing algorithm;
- JLiteSeries() - JMA smoothing algorithm without an adaptive algorithm;
- JurXSeries () - ultralinear smoothing algorithm taken from indicator JRSX;
- ParMASeries() - smoothing algorithm based on parabolic approximation;
- LRMASeries () - smoothing algorithm based on linear regression;
- T3Series () - smoothing algorithm based on Tilson algorithm.
Smoothing Functions Realization
The functions are represented as the following files: JJMASeries.mqh, JLiteSeries. mqh, JurXSeries. mqh, ParMASeries.mqh, LRMASeries.mqh, T3Series.mqh.Function calls themselves are absolutely the same, the only difference is that some functions do not have some external variables. Such functions are usually used to process custom and indicator arrays that operate as external variables. In my opinion, it is not always convenient, so it would be much better to use such functions for processing normal variables, not arrays. In this case, one can make an unlimited amount of smoothings using these algorithms within one computation cycle! I think it is unnecessary to give the code of functions in this article. The code will be interesting only for those who are going to create similar functions based on other algorithms. We are interested in just the function call algorithm in the indicator code, i.e., in practical use of the functions.
JJMASeries ()
We will start to learn them with function JJMASeries():
double JJMASeries(int number, int din, int MaxBar, int limit, int Phase, int Length, double series, int bar, int& reset)
File JJMASeries.mqh contains four functions: JJMASeries(), JJMASeriesResize(), JJMASeriesAlert() and JMA_ErrDescr(). The file also contains variables declared as global ones.
Function JJMASeries() is intended for using the JMA algorithm in writing any technical
indicators or Expert Advisors, for replacing classical averaging computation with
this algorithm. The function does not work if the 'limit' parameter takes on a value of zero! All indicators I developed for JJMASeries are made considering this limitation.
The file must be saved in folder MetaTrader\experts\include\. It must be noted
that, if the 'bar' variable value exceeds that of the MaxBar variable, the JJMASeries()
function will return a zero value for this bar! And, therefore, this value may
not be present as a term of a fraction in some indicator calculations! JJMASeries()
will return zero on the consequent 30 bars, as well!
This version of JJMASeries() supports Expert Advisors when operated in custom indicators
used by the Expert Advisor. Besides, this version of JJMASeries() supports Expert
Advisors when operated in the indicator code entirely placed in the Expert's code
keeping all the DO statements and variables saved! When coding indicators or Expert
Advisors using JJMASeries, it is not recommended to name variables with names starting
with nJMA... or dJMA... . The JJMASeries() function can be used in the internal
code of other custom functions provided that it is considered that every call for
JJMASeries() must have its unique number at each call for such a custom function.
This version of JJMASeries() is intended for processing variables related to time-series
arrays of the current chart! If this function is applied to processing of variables
computed on time-series arrays of other charts, the calculations will be incorrect!
Inputs:
- number - the number of the JJMASeries() function call in the indicator's code
(0, 1, 2, 3, ...);
- din - parameter, which allows to modify Length and Phase parameters on each bar.
0 - parameters may not be changed, any other value allows changing parameters;
- MaxBar - maximum value of the computed bar number. Normally, it is Bars-1-period
where "period" is the amount of bars, on which the initial series value
is not calculated;
- limit - amount of uncalculated bars plus one or the number of the last uncalculated
bar. It must be equal to Bars-IndicatorCounted()-1;
- Length - averaging depth;
- Phase - parameter changing in the range between -100 and +100. It influences
the transient process quality;
- series - input, which underlies JJMASeries() calculation;
- bar - the number of bar to be calculated. This parameter must be changed by the
DO statement from the maximal value to zero. Its maximal value must be always equal
to the value of 'limit'!
Output Parameters:
- JMASeries() - JMA value. If the 'bar' parameter value exceeds MaxBar-30, function JJMASeries() always returns zero!
- reset - parameter that returns by reference a value other than 0 if an error occurred in the function computation, and it returns 0 if computation was ok. This parameter can only be variable, but not value!
Function Initialization
Before calling the JJMASeries() function, when the amount of bars already calculated
equals to 0, internal buffer variables of the function should be resized (it would
be even better to do it in the initialization block of the custom indicator or
of the Expert Advisor). For this, it is necessary to call variables of JJMASeries()
using helper function JJMASeriesResize() with the following parameters: JJMASeriesResize(number+1);
it is necessary to make parameter 'number' (MaxJMA.number) equal to the amount
of calls for JJMASeries, i.e., greater by 1 than the maximal value of 'number'.
Along with resizing the buffers of JJMASeries(), one can check in the initialization
block the indicator input values Length and Phase that are JJMASeries() inputs,
for whether they lie within their changing range using JJMASeriesAlert():
JJMASeriesAlert(int Number, string name, int ExternVar)
- Number - parameter that can take on two values: 0 - to check the input ExternVar
for whether it lies within the changing range of the Length input of JJMASeries()
and 1 - to check the input ExternVar for whether it lies within the changing range
of the Phase input of JJMASeries();
- name - string name of input ExternVar to give an alert;
- ExternVar - indicator's input
Error Indication
When being debugged, codes of indicators or Expert Advisors can contain errors.
To find out the causes of errors, it is necessary to view the log file. Function
JJMASeries() records all errors ina log file in the folder named \MetaTrader\EXPERTS\LOGS\.
If an MQL4 error occurs in the code preceding JJMASeries() function before calling
this function, the function will record the error code and content into a log file.
If an MQL4 error occurs in the JJMASeries() algorithm during execution of function
JJMASeries(), the function will record the error code and content into a log file,
too. If the JJMASeries() function call 'number' is specified incorrectly or incorrect
defining of buffer variables size nJJMAResize.Size takes place, messages about
incorrect parameters will be recorded in the log file. Information about incorrect
definitions of the 'limit' parameter will be recorded in the log file, as well.
If resizing of JJMASeries buffers fails during init() function execution, function
JJMASeriesResize() will record information about failed resizing into the log file.
If the correct sequence of the 'bar' parameter changing is violated when calling
the JJMASeries() function via an external DO statement, this information will be
recorded in the log file, too. It must be considered that some errors in the code
will produce further errors in its execution, this is why, if the JJMASeries()
function records several errors in the log file at once, these errors should be
eliminated in order of their appearance. In a correctly coded indicator, the JJMASeries()
function can make records in the log file only operating system disorders. An exception
is record of buffer variables resizing at indicator or Expert Advisor rebooting
that happens at each init() function call. All MQL4 errors are recorded in the
log file using function JMA_ErrDescr() that flushes the code and the error content
according to its code got using function GetLastError() to the log file.
Exemplary JJMASeries() Function Call (doubled JMA smoothing of the entry price):
/* For the indicator to operate, files JJMASeries.mqh PriceSeries.mqh must be placed into the directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 into the directory: MetaTrader\indicators\ */ //+------------------------------------------------------------------+ //| J2JMA.mq4 | //| JMA code: Copyright © 2005, Jurik Research | //| http://www.jurikres.com/ | //| MQL4 JJMASeries+J2JMA: Copyright © 2006, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing of the indicator in the main window #property indicator_chart_window //---- amount of indicator buffers #property indicator_buffers 1 //---- color of the indicator #property indicator_color1 Magenta //---- INDICATOR INPUTS extern int Length1 = 5; // depth of the first smoothing extern int Length2 = 5; // depth of the second smoothing // the first smoothing parameter changing within the range between -100 and +100, //it influences the transient quality; extern int Phase1 = 100; // the second smoothing parameter changing in the range between -100 and +100, //it influences the transient quality; extern int Phase2 = 100; // indicator shifting along the time axis extern int Shift = 0; /* Choosing of prices to be used for indicator calculations (0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi Low, 12-Heiken Ashi High, 13-Heiken Ashi Open, 14-Heiken Ashi Close.) */ extern int Input_Price_Customs = 0; //---- indicator buffers double J2JMA[]; //---- floating points variables double Temp_Series; //----+ Introducing of function JJMASeries //----+ Introducing of function JJMASeriesResize //----+ Introducing of function JJMASeriesAlert //----+ Introducing of function JMA_ErrDescr #include <JJMASeries.mqh> //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+------------------------------------------------------------------+ //| J2JMA indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- defining of the chart drawing style SetIndexStyle (0, DRAW_LINE); //---- 1 indicator buffer is used for calculations SetIndexBuffer(0, J2JMA); //---- horizontal shift of the indicator line SetIndexShift (0, Shift); //---- placing of indicator values that will not be visible in the chart SetIndexEmptyValue(0, 0); //---- name for data windows and label for subwindows IndicatorShortName ("J2JMA(Length1=" + Length1 + ", Phase1=" + Phase1 + ", Length2=" + Length2 + ", Phase2=" + Phase2 + ", Shift=" + Shift + ")"); SetIndexLabel (0, "J2JMA"); //---- Setting the indicator imaging precision format IndicatorDigits(Digits); //----+ Resizing of buffer variables of function JJMASeries, //nJMAnumber=2(two calls for function JJMASeries) if(JJMASeriesResize(2) != 2) return(-1); //---- setting alerts for nonaccepted values of external variables JJMASeriesAlert (0,"Length1", Length1); JJMASeriesAlert (0,"Length2", Length2); JJMASeriesAlert (1,"Phase1", Phase1 ); JJMASeriesAlert (1,"Phase2", Phase2 ); PriceSeriesAlert(Input_Price_Customs); //---- complete initialization return(0); } //+------------------------------------------------------------------+ //| J2JMA iteration function | //+------------------------------------------------------------------+ int start() { //---- Bar quantity control over sufficiency for further calculations if(Bars - 1 < 61) return(0); //----+ Introducing of integer variables and obtaining of bars already computed int reset, MaxBar1, MaxBar2, counted_bars = IndicatorCounted(); //---- checking for possible errors if(counted_bars < 0) return(-1); //---- the last counted bar should be recalculated //---- (without this recalculation for counted_bars, function JJMASeries will not // operate correctly!!!) if(counted_bars > 0) counted_bars--; //---- determining of the oldest bar number, starting from which new bars // will be recalculated int limit = Bars - counted_bars - 1; MaxBar1 = Bars - 1; MaxBar2 = MaxBar1 - 30; //----+ INDICATOR COMPUTING BASIC LOOP for(int bar = limit; bar >= 0; bar--) { // Call for function PriceSeries to get the entry price Series Temp_Series = PriceSeries(Input_Price_Customs, bar); // Two calls fro function JJMASeries numbered as 0,1. Parameters //nJMA.Phase and nJMA.Length //do not change at each bar (nJMA.din=0) //(In the second call, parameter nJMA.MaxBar is decreased by 30 since it is //the repeated JMA smoothing) Temp_Series = JJMASeries(0,0,MaxBar1,limit,Phase1,Length1, Temp_Series,bar,reset); // checking for errors in the preceding operation if(reset != 0) return(-1); Temp_Series = JJMASeries(1,0,MaxBar2,limit,Phase2,Length2, Temp_Series,bar,reset); // checking for errors in the preceding operation if(reset != 0) return(-1); J2JMA[bar] = Temp_Series; } //---- complete calculation of indicator values return(0); } //+--------------------------------------------------------+
Thus, the following points can be stressed in application of this function:
1. Declaration of functions being parts of file JJMASeries.mqh with line #include in the beginning of the indicator code. Declared are variables and four functions: JJMASeries(), JJMASeriesResize(), JJMASeriesAlert(), JMA_ErrDescr().
2. Resizing of buffer elements used by function JJMASeries() using function JJMASeriesResize() in the initialization block.
3. Checking using function JJMASeriesAlert() in the initialization block whether the values of the indicator external variables that are external variables of function JJMASeries() are correct .
4. Calls for function JJMASeries() themselves made using DO statements with relevant error control. >
Other Functions
Algorithm of calling for other functions is very much the same as the algoritm considered above, but there are some differences in quantity of external variables available in functions:JJMASeries (int number, int din, int MaxBar, int limit, int Phase, int Length, double series, int bar, int&reset) JLiteSeries(int number, int din, int MaxBar, int limit, int Phase, int Length, double series, int bar, int&reset) JurXSeries (int number, int din, int MaxBar, int limit, int Length, double series, int bar, int&reset) T3Series (int number, int din, int MaxBar, int limit, int Phase, int Length, double series, int bar, int&reset ) ParMASeries(int number, int MaxBar, int limit, int period, double series, int bar, int&reset) LRMASeries (int number, int MaxBar, int limit, int period, double series, int bar, int&reset )
It should be appreciated that functions JJMASeries() and JLiteSeries() are not compatible
in the same Expert Advisor or indicator! Indeed, the same JMA code with the function
name of JJMASeries()is placed in file JLiteSeries.mqh without adaptation! To replace
function JJMASeries() with function JLiteSeries() in an Expert Advisor or in an
indicator, it is sufficient to replace line #include with #include. All calls for
functions of file JLiteSeries.mqh are considered as calls for functions identical
to those used for functions of file JJMASeries.mqh.
Other functions are fully compatible within the same indicator or Expert Advisor
code. In functions ParMASeries() and LRMASeries(), the value of external variable
'period' is limited by 501. If larger values are necessary, it is necessary to
change the first (not zero!) parameters of buffers dParMA.TempBuffer[][501] and
dParMA.TEMPBUFFER[][501] for function ParMASeries() or dLRMA.TempBuffer[][501]
and dLRMA.TEMPBUFFER[][501] for function LRMASeries() in files ParMASeries.mqh
and LRMASeries.mqh, respectively. >
Function JurXSeries()
Below is an exemplary call for function JurXSeries() (ultralinear smoothing of the
entry price with additional JMA smoothing):
/* For the indicator to operate, it is necessary to place files JurXSeries.mqh, JJMASeries.mqh, PriceSeries.mqh, to directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 to directory: MetaTrader\indicators\ This indicator is based on the smoothing algorithm of indicator JRSX. The final result of this indicator bear some resemblance to double JMA smoothing, but is less perfect since it is simpler. */ //+------------------------------------------------------------------+ //| JJurX.mq4 | //| Copyright © 2006, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing the indicator in the main window #property indicator_chart_window //---- amount of indicator buffers #property indicator_buffers 1 //---- color of the indicator #property indicator_color1 Gold //---- INDICATOR INPUTS extern int JurX_Length = 5; // depth of JurX smoothing extern int JJMA_Length = 4; // depth of JJMA smoothing // parameter of JJMA smoothing ranging between -100 and +100 // influences the transient quality; extern int JJMA_Phase = -100; extern int Shift = 0; // indicator shift along the time axis /* Choosing of prices underlying the indicator calculations (0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi Low, 12-Heiken Ashi High, 13-Heiken Ashi Open, 14-Heiken Ashi Close.) */ extern int Input_Price_Customs = 0; //---- indicator buffers double Ind_Buffer[]; //---- floating point variables double Price,JurX,JJurX,Error; //+------------------------------------------------------------------+ //----+ Introducing of function JJMASeries //----+ Introducing of function JJMASeriesResize //----+ Introducing of function JJMASeriesAlert //----+ Introducing of function JMA_ErrDescr #include <JJMASeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function JurXSeries //----+ Introducing of function JurXSeriesResize //----+ Introducing of function JurXSeriesAlert //----+ Introducing of function JurX_ErrDescr #include <JurXSeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+------------------------------------------------------------------+ //| JJurX indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- defining of the charting style SetIndexStyle (0,DRAW_LINE); //---- 1 indicator buffer is used to calculate SetIndexBuffer(0,Ind_Buffer); //---- horizontal shift of the indicator line SetIndexShift (0, Shift); //---- setting indicator values that will not be visible in the chart SetIndexEmptyValue(0,0); //---- name for data windows and label for subwindows IndicatorShortName ("JJurX( JurX_Length="+JurX_Length+", Shift="+Shift+")"); SetIndexLabel (0, "JJurX"); //---- Setting the indicator imaging precision format IndicatorDigits(Digits); //----+ Resizing buffer variables of function JurXSeries, // nJurXnumber=2 //(To calls for function JurXSeries) if (JurXSeriesResize(2)!=2)return(-1); //----+ Resizing buffer variables of function JJMASeries, // nJMAnumber=1 //(One call for function JJMASeries) if (JJMASeriesResize(1)!=1)return(-1); //---- setting alerts for nonaccepted values of external variables JurXSeriesAlert(0,"JurX_Length",JurX_Length); JJMASeriesAlert(0,"JJMA_Length",JJMA_Length); JJMASeriesAlert(1,"JJMA_Phase",JJMA_Phase); PriceSeriesAlert(Input_Price_Customs); //---- complete initialization return(0); } //+-----------------------------------------------------------------------------+ //| JJurX iteration function | //+-----------------------------------------------------------------------------+ int start() { //---- Bar quantity control over sufficiency for further calculations if (Bars-1<JurX_Length+32)return(0); //----+ Introducing of integer variables and obtaining of bars already computed int reset,MaxBar,counted_bars=IndicatorCounted(); //---- checking for possible errors if (counted_bars<0)return(-1); //---- the last counted bar should be recalculated //(without this recalculation for counted_bars, function JurXSeries will not // operate correctly!!!) if (counted_bars>0) counted_bars--; //---- determining of the oldest bar number, starting from which new bars // will be recalculated int limit=Bars-counted_bars-1; determining of the oldest bar number, starting from which all bars // will be recalculated MaxBar=Bars-1; //----+ INDICATOR COMPUTING BASIC LOOP for(int bar=limit;bar>=0;bar--) { //----+ Call for function PriceSeries to get the entry // price Series Price=PriceSeries(Input_Price_Customs,bar); //----+ One call for function JurXSeries numbered as 0. //Parameter nJJurX.Length does not change on each bar (nJurXdin=0) JurX=JurXSeries(0,0,MaxBar,limit,JurX_Length,Price,bar,reset); //----+ checking for errors in the preceding operation if(reset!=0)return(-1); //----+ detection of error in calculations of parameter JurX //----+ the second call for function JurXSeries numbered as 1. //Parameter nJJurX.Length does not change on each bar (nJurXdin=0) Error=JurXSeries(1,0,MaxBar,limit,JurX_Length,100,bar,reset); //----+ checking for errors in the preceding operation if(reset!=0)return(-1); if(Error==0)Error=100; JurX*=100/Error; //----+ Call for function JJMASeries numbered as 0. // Parameters nJMA.Phase and nJMA.Length do not change on each bar // (nJMA.din=0) JJurX=JJMASeries(0,0,MaxBar,limit,JJMA_Phase,JJMA_Length,JurX,bar,reset); //----+ checking for errors in the preceding operation if(reset!=0)return(-1); Ind_Buffer[bar]=JJurX; } //---- complete calculation of indicator values return(0); } //+-------------------------------------------------------------------------+
In this example, it should be noted that function JurXSeries() averages both entry
price and the constant! Having divided the averaging result by the constant value,
we will obtain the smoothing error. To obtain a more precise results of the price
series smoothing, it is necessary to divide the smoothing result by this error
value. It was done, in our case. In two cases below, numerator and denominator
are smoothed separately, so there is no need of the above procedure. Such error
does not occur for other smoothing functions.
Below is an exemplary call for functions JJMASeries() and JurXSeries() (CCI analog
with additional JMA smoothing):
/* For the indicator to operate, it is necessary to place files JJMASeries.mqh JurSeries.mqh PriceSeries.mqh to directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 to directory: MetaTrader\indicators\ */ //+------------------------------------------------------------------+ //| JCCIX.mq4 | //| Copyright © 2006, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing the indicator in a separate window #property indicator_separate_window //---- amount of indicator buffers #property indicator_buffers 1 //---- colors of indicator #property indicator_color1 BlueViolet //---- parameters of the indicator horizontal levels #property indicator_level1 0.5 #property indicator_level2 -0.5 #property indicator_level3 0.0 #property indicator_levelcolor MediumBlue #property indicator_levelstyle 4 //---- INDICATOR INPUTS extern int JJMA.Length = 8; // depth of JJMA smoothing of entry price // depth of JurX smoothing of the obtained indicator extern int JurX.Length = 8; // parameter ranging between -100 and +100 influences // the smoothing transient quality extern int JJMA.Phase = 100; /* Choosing of prices underlying the indicator calculations (0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi Low, 12-Heiken Ashi High, 13-Heiken Ashi Open, 14-Heiken Ashi Close.) */ extern int Input_Price_Customs = 0; //---- indicator buffers double Ind_Buffer1[]; //---- integer constans int w; //+------------------------------------------------------------------+ //----+ Introducing of function JJMASeries //----+ Introducing of function JJMASeriesResize //----+ Introducing of function JJMASeriesAlert //----+ Introducing of function JMA_ErrDescr #include <JJMASeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function JurXSeries //----+ Introducing of function JurXSeriesResize //----+ Introducing of function JurXSeriesAlert //----+ Introducing of function JurX_ErrDescr #include <JurXSeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+------------------------------------------------------------------+ //| JCCIX initialization function | //+------------------------------------------------------------------+ int init() { //---- indicator drawing styles SetIndexStyle(0,DRAW_LINE); //---- 1 indicator buffer is used for calculations. SetIndexBuffer(0,Ind_Buffer1); //---- setting of the indicator values that will not be visible in the chart SetIndexEmptyValue(0,0); //---- names for data windows and labels for subwindows SetIndexLabel(0,"JCCIX"); IndicatorShortName("JCCIX(JJMA.Length="+JJMA.Length+", JurX.Length"+ JurX.Length+")"); //---- Setting imaging precision format (count of characters after decimal point) //to visualize the indicator values IndicatorDigits(2); //----+ Resizing buffer variables of function JurXSeries, // nJurXnumber=2 //(Two calls for function JurXSeries) if (JurXSeriesResize(2)!=2)return(-1); //----+ Resizing buffer variables of function JJMASeries, // nJMAnumber=1 //(One call for function JJMASeries) if (JJMASeriesResize(1)!=1)return(-1); //---- setting alerts for nonaccepted values of external variables JurXSeriesAlert (0,"JurX.Length",JurX.Length); JJMASeriesAlert (0,"JJMA.Length",JJMA.Length); JJMASeriesAlert (1,"JJMA.Phase",JJMA.Phase); PriceSeriesAlert(Input_Price_Customs); //---- setting the bar number, starting from which the indicator will be // drawn SetIndexDrawBegin(0,JurX.Length+31); //---- coefficients initialization to compute the indicator if (JurX.Length>5) w=JurX.Length-1; else w=5; //---- initialization complete return(0); } //+------------------------------------------------------------------------+ //| JCommodity Channel IndexX | //+------------------------------------------------------------------------+ int start() { //---- Introducing of floating point variables double price,Jprice,JCCIX,UPCCI,DNCCI,JUPCCIX,JDNCCIX; //----+ Introducing of integer variables and getting bars already computed int reset,MaxBar,MaxBarJ,limit,counted_bars=IndicatorCounted(); //---- check for possible errors if (counted_bars<0)return(-1); //---- the last counted bar must be recalculated //---- (without this recalculation for counted_bars, functions JJMASeries //and JurXSeries will not work correctly!!!) if (counted_bars>0) counted_bars--; //---- determining of the oldest bar number, starting from which new bars // will be recalculated limit=Bars-counted_bars-1; //---- determining of the oldest bar number, starting from which all bars // will be recalculated MaxBar=Bars-1; MaxBarJ=MaxBar-30; //---- correction of the start calculated bar in the loop if(limit>=MaxBar)limit=MaxBar; for(int bar=limit; bar>=0; bar--) { //----+ Call for function PriceSeries to get entry // price Series price=PriceSeries(Input_Price_Customs, bar); //+---------------------------------------------------------------- //----+ One call for function JJMASeries numbered as 0 //----+ Parameters nJMA.Phase and nJMA.Length do not change within // each bar (nJMA.din=0) //+---------------------------------------------------------------+ Jprice=JJMASeries(0,0,MaxBar,limit,JJMA.Phase,JJMA.Length,price, bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); //+---------------------------------------------------------------+ UPCCI=price-Jprice; DNCCI=MathAbs(UPCCI); //----+ Two calls for function JurXSeries numbered as 0 and 1. Parameter nJJurXLength does not //change within each bar (nJurXdin=0) //----+ check for errors in the preceding operation JUPCCIX=JurXSeries(0,0,MaxBarJ,limit,JurX.Length,UPCCI,bar,reset); if(reset!=0)return(-1); JDNCCIX=JurXSeries(1,0,MaxBarJ,limit,JurX.Length,DNCCI,bar,reset); if(reset!=0)return(-1); //----+ if (bar>MaxBarJ-w)JCCIX=0; else if (JDNCCIX!=0) { JCCIX=JUPCCIX/JDNCCIX; if(JCCIX>1)JCCIX=1; if(JCCIX<-1)JCCIX=-1; } else JCCIX=0; Ind_Buffer1[bar]=JCCIX; //----+ } //---- return(0); } //+-------------------------------------------------------------------+
The following fact should be taken into consideration: After two smoothings with function JurXSeries(), one of values obtained will be checked for it is not equal to zero for it is a denominator!
Below is an exemplary call for functions JJMASeries() and JurXSeries (RSI analog with additional JMA smoothing):
/* For the indicator to operate, it is necessary to place files JurXSeries.mqh JJMASeries.mqh PriceSeries.mqh to directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 to directory: MetaTrader\indicators\ */ //+------------------------------------------------------------------+ //| JJRSX.mq4 | //| MQL4 JJRSX: Copyright © 2006, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing of the indicator in a separate window #property indicator_separate_window //---- amount of indicator buffers #property indicator_buffers 1 //---- colors of the indicator #property indicator_color1 BlueViolet //---- parameters of the indicator horizontal levels #property indicator_level1 0.5 #property indicator_level2 -0.5 #property indicator_level3 0.0 #property indicator_levelcolor MediumBlue #property indicator_levelstyle 4 //---- INDICATOR INPUTS extern int Length = 8; // depth of JurX smoothing of the indicator // depth of JJMA smoothing of the obtained indicator extern int Smooth = 3; // parameter ranging between -100 and +100, influences //the smoothing transient quality extern int Phase = 100; /* Choosing of prices, at which the indicator is computed (0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi Low, 12-Heiken Ashi High, 13-Heiken Ashi Open, 14-Heiken Ashi Close.) */ extern int Input_Price_Customs = 0; //---- indicator buffers double Ind_Buffer[]; //---- integer variables int w; //+------------------------------------------------------------------+ //----+ Introducing of function JJMASeries //----+ Introducing of function JJMASeriesResize //----+ Introducing of function JJMASeriesAlert //----+ Introducing of function JMA_ErrDescr #include <JJMASeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function JurXSeries //----+ Introducing of function JurXSeriesResize //----+ Introducing of function JurXSeriesAlert //----+ Introducing of function JurX_ErrDescr #include <JurXSeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+---------------------------------------------------------------------+ //| JJRSX initialization function | //+---------------------------------------------------------------------+ int init() { //---- indicator drawing styles SetIndexStyle(0,DRAW_LINE); //---- 1 indicator buffer is used for counting. SetIndexBuffer(0,Ind_Buffer); //---- setting the indicator values that will not be visible in the chart SetIndexEmptyValue(0,0); //---- names for data windows and labels for subwindows SetIndexLabel(0,"JRSX"); IndicatorShortName("JRSX(Length="+Length+", Input_Price_Customs="+ Input_Price_Customs+")"); //---- Setting imaging precision format (count of characters after decimal point) //to visualize the indicator values IndicatorDigits(2); //----+ Resizing buffer variables of function JurXSeries, nJurXnumber=2 //(Two calls for function JurXSeries) if (JurXSeriesResize(2)!=2)return(-1); //----+ Resizing buffer variables of function JJMASeries, nJMAnumber=1 //(One call for function JJMASeries) if (JJMASeriesResize(1)!=1)return(-1); //---- setting alerts for nonaccepted values of external variables JurXSeriesAlert (0,"Length",Length); JJMASeriesAlert (0,"Smooth",Smooth); JJMASeriesAlert (1,"Phase",Phase); PriceSeriesAlert(Input_Price_Customs); //---- setting the bar number, starting from which there will be drawn the indicator SetIndexDrawBegin(0,Length+31); //---- correction of nonaccepted value ща parameter Length if(Length<1)Length=1; //---- coefficients initialization to compute the indicator if (Length>5) w=Length-1; else w=5; //---- initialization complete return(0); } //+-----------------------------------------------------------------------------+ //| JJRSX iteration function | //+-----------------------------------------------------------------------------+ int start() { //---- Introducing floating point variables double dPrice,dPriceA,UPJRSX,DNJRSX,JRSX,JJRSX; //----+ Introducing of integer variables and obtaining of bars already computed int bar,limit,reset,MaxBar,MaxBarJ,counted_bars=IndicatorCounted(); //---- check for possible errors if (counted_bars<0)return(-1); //---- the last counted bar must be recalculated if (counted_bars>0) counted_bars--; //---- determining of the oldest bar number, starting from which all bars // will be recalculated MaxBar=Bars-2; MaxBarJ=MaxBarJ-w-1; //---- determining of the oldest bar number, starting from which new bars // will be recalculated limit=Bars-counted_bars-1; //----+ if (limit>MaxBar){limit=MaxBar;Ind_Buffer[MaxBar]=0.0;} for(bar=limit;bar>=0;bar--) { //----+ two calls for function PriceSeries to get the difference // between entry prices dPrice dPrice = PriceSeries(Input_Price_Customs, bar)- PriceSeries(Input_Price_Customs, bar+1); //----+ dPriceA=MathAbs(dPrice); //----+ Two calls for function JurXSeries numbered as 0 and 1. // Parameter nJJurXLength //does not change on each bar (nJurXdin=0) //check for errors in the preceding operation UPJRSX=JurXSeries(0,0,MaxBar,limit,Length,dPrice, bar,reset); if(reset!=0)return(-1); DNJRSX=JurXSeries(1,0,MaxBar,limit,Length,dPriceA,bar,reset); if(reset!=0)return(-1); //----+ if (bar>MaxBar-w)JRSX=0; else if (DNJRSX!=0){JRSX=UPJRSX/DNJRSX; if(JRSX>1)JRSX=1; if(JRSX<-1)JRSX=-1;}else JRSX=0; //+---------------------------------------------------------------+ //----+ One call for function JJMASeries numbered as 0 //----+ Parameters nJMA.Phase and nJMA.Length do not change // on each bar (nJMA.din=0) //+---------------------------------------------------------------+ JJRSX=JJMASeries(0,0,MaxBarJ,limit,Phase,Smooth,JRSX,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); //+---------------------------------------------------------------+ Ind_Buffer[bar]=JJRSX; } //---- complete calculation of the indicator values return(0); } //+------------------------------------------------------------------+
Functions T3Series()
Below is an exemplary call for function T3Series() (Three Bollinger Bands with additional T3 smoothing):
/* To work with the indicator, files T3Series.mqh PriceSeries.mqh must be placed in directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 in directory: MetaTrader\indicators\ */ //+------------------------------------------------------------------+ //| T3.6Bollinger Bands.mq4 | //| Copyright © 2006, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing of the indicator in the main window #property indicator_chart_window //---- amount of indicator buffers #property indicator_buffers 7 //---- indicator color #property indicator_color1 Gray #property indicator_color2 Red #property indicator_color3 Blue #property indicator_color4 Lime #property indicator_color5 Blue #property indicator_color6 Red #property indicator_color7 Gray //---- indicator line style #property indicator_style1 4 #property indicator_style2 2 #property indicator_style3 4 #property indicator_style4 4 #property indicator_style5 4 #property indicator_style6 2 #property indicator_style7 4 //---- INDICATOR INPUTS // averaging period of J2Bollinger Bands extern int Bands_Period = 100; extern double Bands_Deviations = 2.0; // deviation extern int MA_method = 0; // averaging method // smoothing depth of the obtained Moving Avereges extern int MA_Smooth = 20; // smoothing depth of the obtained Bollinger Bands extern int Bands_Smooth = 20; // smoothing parameter ranging between -100 and +100, // influences the transient quality; extern int Smooth_Curvature = 100; // indicator shift along the time axis extern int Bands_Shift = 0; //Choosing of prices, on which the indicator is calculated /*(0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi High, 12-Heiken Ashi Low, 13-Heiken Ashi Open, 14-Heiken Ashi Close.)*/ extern int Input_Price_Customs = 0; //---- indicator buffers double UpperBuffer3 []; double UpperBuffer2 []; double UpperBuffer1 []; double T3MovingBuffer[]; double LowerBuffer1 []; double LowerBuffer2 []; double LowerBuffer3 []; double Series_buffer []; //+------------------------------------------------------------------+ //----+ Introducing of function T3Series //----+ Introducing of function T3SeriesResize //----+ Introducing of function T3SeriesAlert //----+ Introducing of function T3_ErrDescr #include <T3Series.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+------------------------------------------------------------------+ //| T3.6Bollinger Bands initialization function | //+------------------------------------------------------------------+ int init() { //---- defining the chart drawing style SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE); SetIndexStyle(2,DRAW_LINE); SetIndexStyle(3,DRAW_LINE); SetIndexStyle(4,DRAW_LINE); SetIndexStyle(5,DRAW_LINE); SetIndexStyle(6,DRAW_LINE); //---- 4 indicator buffers are used for calculations IndicatorBuffers(8); SetIndexBuffer(0,UpperBuffer3 ); SetIndexBuffer(1,UpperBuffer2 ); SetIndexBuffer(2,UpperBuffer1 ); SetIndexBuffer(3,T3MovingBuffer); SetIndexBuffer(4,LowerBuffer1 ); SetIndexBuffer(5,LowerBuffer2 ); SetIndexBuffer(6,LowerBuffer3 ); SetIndexBuffer(7,Series_buffer); //---- setting up indicator values that will not be visible in the chart SetIndexEmptyValue(0,0); SetIndexEmptyValue(1,0); SetIndexEmptyValue(2,0); SetIndexEmptyValue(3,0); SetIndexEmptyValue(4,0); SetIndexEmptyValue(5,0); SetIndexEmptyValue(6,0); //---- setting up the bar number, starting from which the indicator // will be drawn int drawbegin=100+Bands_Shift; SetIndexDrawBegin(0,drawbegin); SetIndexDrawBegin(1,drawbegin); SetIndexDrawBegin(2,drawbegin); SetIndexDrawBegin(3,drawbegin); SetIndexDrawBegin(4,drawbegin); SetIndexDrawBegin(5,drawbegin); SetIndexDrawBegin(6,drawbegin); //---- horizontal shift of the indicator lines SetIndexShift (0, Bands_Shift); SetIndexShift (1, Bands_Shift); SetIndexShift (2, Bands_Shift); SetIndexShift (3, Bands_Shift); SetIndexShift (4, Bands_Shift); SetIndexShift (5, Bands_Shift); SetIndexShift (6, Bands_Shift); //---- name for data windows and labels for subwindows IndicatorShortName ("T3.4Bollinger Bands( Period="+Bands_Period+ ", Deviations="+Bands_Deviations+")"); SetIndexLabel (0, "Upper3 Bands"); SetIndexLabel (1, "Upper2 Bands"); SetIndexLabel (2, "Upper1 Bands"); SetIndexLabel (4, "Lower1 Bands"); SetIndexLabel (5, "Lower2 Bands"); SetIndexLabel (6, "Lower3 Bands"); string Moving; switch(MA_method) { case 0: Moving= "T3SMA";break; case 1: Moving= "T3EMA";break; case 2: Moving="T3SSMA";break; case 3: Moving="T3LWMA";break; default: Moving="T3SMA"; } SetIndexLabel (3, "Moving Avereges "+Moving+" ("+Bands_Period+")"); //---- Setting imaging precision format for the indicator IndicatorDigits(Digits); //----+ Resizing of buffer variables of function T3Series, //nT3.number=7(Seven calls for function T3Series) if (Bands_Smooth<=1){if (T3SeriesResize(1)!=1)return(-1);} else if (T3SeriesResize(7)!=7)return(-1); //---- setting alerts for nonaccepted values of external variables T3SeriesAlert(0,"MA_Smooth",MA_Smooth); T3SeriesAlert(0,"Bands_Period",Bands_Period); PriceSeriesAlert(Input_Price_Customs); if((MA_method<0)||(MA_method>3)) Alert("Parameter MA_method must range between 0 and 3" + " You input a nonaccepted " +MA_method+ "0 will be used"); //---- correction of the nonaccepted value of parameter Bands_Period if(Bands_Period<1)Bands_Period=1; //---- initialization complete return(0); } //+------------------------------------------------------------------------+ //| T3.6Bollinger Bands iteration function | //+------------------------------------------------------------------------+ int start() { //---- check for whether the amount of bars is sufficient for calculations if(Bars-1<=Bands_Period) return(0); //---- Introducing of floating point variables double deviation1,deviation2,deviation3,Temp_Series,sum,midline, priceswing,Resalt; //----+ Introducing of integer variables and getting the bars already calculated int reset,MaxBar,MaxBarBB,MaxBarBB1,bar,kk,counted_bars=IndicatorCounted(); //---- check for possible errors if (counted_bars<0)return(-1); //---- the last counted bar must be recalculated // (without this recalculation for counted_bars, function T3Series will not work // correctly!!!) if (counted_bars>0) counted_bars--; //---- determining of the oldest bar number, starting from which new bars // will be recalculated int limit=Bars-counted_bars-1; //---- determining of the oldest bar number, starting from which all bars // will be recalculated MaxBar=Bars-1-Bands_Period; MaxBarBB=MaxBar-30-Bands_Period; MaxBarBB1=MaxBarBB-1; //----+ loading of entry prices into the buffer for calculations for(bar=limit;bar>=0;bar--) Series_buffer[bar]=PriceSeries(Input_Price_Customs,bar); //---- checking whether the bars are sufficient for calculation of Bollinger Bands //---- zero initialization if (limit>MaxBar) { for(bar=limit;bar>=MaxBar;bar--)T3MovingBuffer[bar]=0; limit=MaxBar; } //----+ Moving Averages calculation loop for(bar=limit;bar>=0;bar--) { //----+ Moving Averages calculation formula Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0, MA_method, bar); //----+ smoothing of the obtained Moving Averages //----+ call for function T3Series numbered as 0. // Parameters nT3.Curvature and nT3.Length do not change on // each bar (nT3.din=0) Resalt=T3Series(0,0,MaxBar,limit,Smooth_Curvature,MA_Smooth, Temp_Series,bar,reset); //----+ check for error in the preceding operation if(reset!=0)return(-1); T3MovingBuffer[bar]=Resalt; } //---- CALCULATION of Bollinger Bands //---- zero initialization if (limit>MaxBarBB) { for(bar=limit;bar>=MaxBarBB;bar--) { UpperBuffer2[bar]=0; UpperBuffer1[bar]=0; LowerBuffer1[bar]=0; LowerBuffer2[bar]=0; } limit=MaxBarBB; } for(bar=limit;bar>=0;bar--) { sum=0.0; midline=T3MovingBuffer[bar]; kk=bar+Bands_Period-1; while(kk>=bar) { priceswing=PriceSeries(Input_Price_Customs,kk)-midline; sum+=priceswing*priceswing; kk--; } deviation2=Bands_Deviations*MathSqrt(sum/Bands_Period); deviation1=0.5*deviation2; deviation3=1.5*deviation2; if (Bands_Smooth>1) { //----+ calculation and T3 smoothing of Bollinger Bands //----+ ------------------------------------------------------+ //----+ six parallel calls for function T3Series numbered // as 1, 2, 3, 4, 5, 6. //----+ Parameters nT3.Length do not change on each bar // (nT3.din=0) //----+ ------------------------------------------------------+ Resalt=T3Series(1,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline+deviation3,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); UpperBuffer3[bar]=Resalt; //----+ ------------------------------------------------------+ Resalt=T3Series(2,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline+deviation2,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); UpperBuffer2[bar]=Resalt; //----+ ------------------------------------------------------+ Resalt=T3Series(3,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline+deviation1,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); UpperBuffer1[bar]=Resalt; //----+ ------------------------------------------------------+ Resalt=T3Series(4,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline-deviation1,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); LowerBuffer1[bar]=Resalt; //----+ ------------------------------------------------------+ Resalt=T3Series(5,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline-deviation2,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); LowerBuffer2[bar]=Resalt; //----+ ------------------------------------------------------+ Resalt=T3Series(6,0,MaxBarBB1,limit,Smooth_Curvature,Bands_Smooth, midline-deviation3,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); LowerBuffer3[bar]=Resalt; //----+ ------------------------------------------------------+ } else { //----+ calculation of Bollinger Bands without T3 smoothing UpperBuffer3[bar]=midline+deviation3; UpperBuffer2[bar]=midline+deviation2; UpperBuffer1[bar]=midline+deviation1; LowerBuffer1[bar]=midline-deviation1; LowerBuffer2[bar]=midline-deviation2; LowerBuffer3[bar]=midline-deviation3; } } //---- complete indicator calculations return(0); } //+-------------------------------------------------------------------+
Functions ParMASeries()
Below is the exemplary call for function ParMASeries() (ParMA moving with additional JMA smoothing):
/* Moving average ParMA calculated on parabolic regression with bands for the indicator to work, one should place files JJMASeries.mqh ParMASeries.mqh PriceSeries.mqh to directory: MetaTrader\experts\include\ Heiken Ashi#.mq4 to directory: MetaTrader\indicators\ */ //+------------------------------------------------------------------+ //| JParMA.mq4 | //| ParMA MQL4 CODE: Copyright © 2006, alexjou | //| JParMA Indicator: Copyright © 2006, Nikolay Kositsin | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Nikolay Kositsin" #property link "farria@mail.redcom.ru" //---- drawing the indicator in the main window #property indicator_chart_window //---- amount of indicator buffers #property indicator_buffers 1 //---- color of the indicator #property indicator_color1 Red //---- INDICATOR INPUTS extern int MA_Period = 8; // ParMA period extern int Length = 3; // smoothing depth // parameter ranging between -100 and +100, //it influences the transient quality; extern int Phase = 100; extern int Shift = 0; // indicator shift along the time axis //Choosing of prices, at which the indicator is calculated /*(0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW, 11-Heiken Ashi High, 12-Heiken Ashi Low, 13-Heiken Ashi Open, 14-Heiken Ashi Close.) */ extern int Input_Price_Customs = 0; //---- indicator buffers double IndBuffer[]; //---- float point variables double JResalt, Price, Resalt; //+------------------------------------------------------------------+ //----+ Introducing of function JJMASeries //----+ Introducing of function JJMASeriesResize //----+ Introducing of function JJMASeriesAlert //----+ Introducing of function JMA_ErrDescr #include <JJMASeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function ParMAMASeries //----+ Introducing of function ParMASeriesResize //----+ Introducing of function ParMASeriesAlert //----+ Introducing of function ParMA_ErrDescr #include <ParMASeries.mqh> //+------------------------------------------------------------------+ //----+ Introducing of function PriceSeries //----+ Introducing of function PriceSeriesAlert #include <PriceSeries.mqh> //+------------------------------------------------------------------+ //| JParMA initialization function | //+------------------------------------------------------------------+ int init() { //---- Setting imaging precision format for the indicator IndicatorDigits(Digits); //---- defining the chart drawing style SetIndexStyle(0, DRAW_LINE); //---- 1 indicator buffer is used for calculations SetIndexBuffer(0, IndBuffer); //---- horizontal shift of the indicator line SetIndexShift (0, Shift); //---- setting the indicator values that will not be visible in // the chart SetIndexEmptyValue(0, 0.0); //---- name for data windows and label for subwindows IndicatorShortName ("JParMA( Length="+Length+", Phase="+Phase+", Shift="+Shift+")"); SetIndexLabel(0, "JParMA Line"); //---- setting the bar number, starting from which there will be drawn indicator SetIndexDrawBegin(0, MA_Period); //----+ Resizing buffer variables of function JJMASeries, //nJMAnumber=1(One call for function JJMASeries) if (JJMASeriesResize(1)!=1)return(-1); //----+ Resizing buffer variables of function ParMASeries, //nParMAnumber=1(One call for function ParMASeries) if (ParMASeriesResize(1)!=1)return(-1); //---- setting alerts for nonaccepted values of external variables JJMASeriesAlert (0,"Length",Length); JJMASeriesAlert (1,"Phase", Phase ); ParMASeriesAlert(0,"MA_Period",MA_Period); PriceSeriesAlert(Input_Price_Customs); return(0); } //+-----------------------------------------------------------------------+ //| JParMA iteration function | //+-----------------------------------------------------------------------+ int start() { //---- check whether the amount of bars is sufficient for calculations if (Bars-1<MA_Period)return(0); //----+ Introducing of integer variables and getting bars already counted int reset,MaxBar,MaxBarP,bar,Limit,counted_bars=IndicatorCounted(); //---- check for possible errors if (counted_bars<0)return(-1); //---- the last counted bar must be recalculated if (counted_bars>0) counted_bars--; //---- defining the oldest bar number, starting from which all bars //will be recalculated MaxBar=Bars-1; MaxBarP=MaxBar-MA_Period; //---- defining the oldest bar number, starting from which new bars //will be recalculated Limit=Bars-counted_bars-1; //---- Indicator calculation for (bar=Limit; bar>=0; bar--) { //----+ Price=PriceSeries(Input_Price_Customs,bar); //----+ getting the initial indicator //----+ Call for function ParMASeries numbered as 0 Resalt=ParMASeries(0,MaxBar,Limit,MA_Period,Price,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); //----+ JMA smoothing of the obtained indicator, //parameter nJMA.MaxBar is decreased by MA_Period //----+ Call for function JJMASeries numbered as 0, // parameters nJMA.Phase and nJMA.Length do not change on each bar // (nJMA.din=0) JResalt=JJMASeries(0,0,MaxBarP,Limit,Phase,Length,Resalt,bar,reset); //----+ check for errors in the preceding operation if(reset!=0)return(-1); IndBuffer[bar]=JResalt; } //---- return(0); } //+-------------------------------------------------------------------+
In all indicators, the usually applied time-series array Close[] is replaced with function PriceSeries(). Its use should not cause any problems:
double PriceSeries(int Input_Price_Customs, int bar)Parameter Input_Price_Customs can range between 0 and 14. Depending on the value of this parameter, the function returns the price value for the current chart by number of the bar used as the second parameter: 0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0. 5*TRENDFOLLOW, 11-Heiken Ashi High, 12-Heiken Ashi Low, 13-Heiken Ashi Open, 14-Heiken Ashi Close. If necessary, some other algebraical expressions can be written in the function cases to define entry prices on the basis of time-series arrays. Indicators using function PriceSeries() are very helpful in optimization and testing of Expert Advisors.
Conclusion
In NK_library.zip, there are over a hundred of indicators written using these algorithms. These examples are more than enough to learn how to use functions described in this articles for writing of any other indicators. All indicators in the zip file with these versions of smoothing functions support Expert Advisors and work with them without fail. Exceptions are indicators named with HTF at the end. These indicators, due to specific of their calculation cannot be used with Expert Advisors! Indicators from the zip file folders should be placed in the program folder of MetaTrader 4 Client Terminal: \MetaTrader\EXPERTS\indicators. The functions themselves are in a zip file in folder INCLUDE. The entire contents of that folder should be placed in the program folder of MetaTrader 4 Client Terminal: \MetaTrader\EXPERTS\INCLUDE.