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Coding help - page 689

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Hi Mladen,

I want to do some similarity analysis in forex data.

I mean , I want to find  out the most corrrelated 1 hourly bar ( same or most similar value in OHLC) bar to LAST  1 hourly bar(OHLC)   in 20.000 bar(OHLC) history .

Is Pearson correlation coef.  enough  to find out  the similarity  of last bar value in 20.000 bar history?Is this possible to do this analysis in metatradervith a script(or EA) ?Thanks.

 

dear mlade:

i make my first MTF indicator

but color is black

how to fix it? 

thank's very much

Files:
MTF xb4d.mq4  4 kb
xb4d.mq4  4 kb
bilbao:

 

dear mlade:

i make my first MTF indicator

but color is black

how to fix it? 

thank's very much

Set the #property indicator_color1 to desired color (it is set to Black now)
nevar:

Hi Mladen,

I want to do some similarity analysis in forex data.

I mean , I want to find  out the most corrrelated 1 hourly bar ( same or most similar value in OHLC) bar to LAST  1 hourly bar(OHLC)   in 20.000 bar(OHLC) history .

Is Pearson correlation coef.  enough  to find out  the similarity  of last bar value in 20.000 bar history?Is this possible to do this analysis in metatradervith a script(or EA) ?Thanks.

Mladen,

Any comment on that? 

nevar:

Mladen,

Any comment on that? 

You can do that with Pearson and simply find the bar with the maximal value of Pearson - you can do that for any time frame and any number of bars since Pearson is not CPU heavy. Best to do that from an indicator though (in order to avoid some array operations)
mladen:
Set the #property indicator_color1 to desired color (it is set to Black now)

mr mladen:

i do it but only have one color

i need two color for bull &bear market 

bilbao:

mr mladen:

i do it but only have one color

i need two color for bull &bear market 

Then you have to code it differently (you have to use two buffers not just one for two color histogram)
mladen:
Then you have to code it differently (you have to use two buffers not just one for two color histogram)

is it correct sir?

 

//+------------------------------------------------------------------+

//|                                                     MTF_xb4d.mq4 |

//|------------------------------------------------------------------+


#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1  LimeGreen

#property indicator_width1  2

#property indicator_color2  PaleVioletRed

#property indicator_width2  2

//---- input parameters

/*************************************************************************

PERIOD_M1   1

PERIOD_M5   5

PERIOD_M15  15

PERIOD_M30  30 

PERIOD_H1   60

PERIOD_H4   240

PERIOD_D1   1440

PERIOD_W1   10080

PERIOD_MN1  43200

You must use the numeric value of the timeframe that you want to use

when you set the TimeFrame' value with the indicator inputs.

---------------------------------------*/

extern int    TimeFrame=0;

extern int period = 10;

extern int AppliedPrice=0;

extern bool SoundAlerts=false;

double ExtMapBuffer1[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int init()

  {

//---- indicator line

   SetIndexStyle(0, DRAW_HISTOGRAM);

    SetIndexStyle(1, DRAW_HISTOGRAM);

    SetIndexBuffer(0, ExtMapBuffer1);

   SetIndexBuffer(1, ExtMapBuffer1);

//---- name for DataWindow and indicator subwindow label   

   switch(TimeFrame)

     {

      case 1 : string TimeFrameStr="Period_M1"; break;

      case 5 : TimeFrameStr="Period_M5"; break;

      case 15 : TimeFrameStr="Period_M15"; break;

      case 30 : TimeFrameStr="Period_M30"; break;

      case 60 : TimeFrameStr="Period_H1"; break;

      case 240 : TimeFrameStr="Period_H4"; break;

      case 1440 : TimeFrameStr="Period_D1"; break;

      case 10080 : TimeFrameStr="Period_W1"; break;

      case 43200 : TimeFrameStr="Period_MN1"; break;

      default : TimeFrameStr="Current Timeframe";

     }

   IndicatorShortName(" MTF_xb4d ( "+TimeFrameStr+" ) ");

   return(0);

  }

//----

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

int start()

  {

   datetime TimeArray[];

   int    i,limit,y=0,counted_bars=IndicatorCounted();

   // Plot defined time frame on to current time frame

   ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame);

   limit= Bars-1;

   for(i=0,y=0;i<limit;i++)

     {

      if (Time[i]<TimeArray[y]) y++;

/***********************************************************   

   Add your main indicator loop below.  You can reference an existing

      indicator with its iName  or iCustom.

   Rule 1:  Add extern inputs above for all neccesary values   

   Rule 2:  Use 'TimeFrame' for the indicator time frame

   Rule 3:  Use 'y' for your indicator's shift value

**********************************************************/

      ExtMapBuffer1[i]=iCustom(Symbol(),TimeFrame,"xb4d",period,0,y);//iRSI(Symbol(),TimeFrame,period,AppliedPrice,y);

     }

     

   if(GlobalVariableGet(Symbol()+"previndicator")<0 && ExtMapBuffer1[0]>=0)

      if(SoundAlerts){Alert("Buy Alert " + Symbol() + " [" + Period() + "] ");PlaySound("alert.wav");}

      

   if(GlobalVariableGet(Symbol()+"previndicator")>=0 && ExtMapBuffer1[0]<0)

      if(SoundAlerts){Alert("Sell Alert " + Symbol() + " [" + Period() + "] ");PlaySound("alert.wav");}

      

   GlobalVariableSet(Symbol()+"previndicator",ExtMapBuffer1[0]);

   return(0);

  }

//+------------------------------------------------------------------+ 

bilbao:

is it correct sir?

 

//+------------------------------------------------------------------+

//|                                                     MTF_xb4d.mq4 |

//|------------------------------------------------------------------+


#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1  LimeGreen

#property indicator_width1  2

#property indicator_color2  PaleVioletRed

#property indicator_width2  2

//---- input parameters

/*************************************************************************

PERIOD_M1   1

PERIOD_M5   5

PERIOD_M15  15

PERIOD_M30  30 

PERIOD_H1   60

PERIOD_H4   240

PERIOD_D1   1440

PERIOD_W1   10080

PERIOD_MN1  43200

You must use the numeric value of the timeframe that you want to use

when you set the TimeFrame' value with the indicator inputs.

---------------------------------------*/

extern int    TimeFrame=0;

extern int period = 10;

extern int AppliedPrice=0;

extern bool SoundAlerts=false;

double ExtMapBuffer1[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int init()

  {

//---- indicator line

   SetIndexStyle(0, DRAW_HISTOGRAM);

    SetIndexStyle(1, DRAW_HISTOGRAM);

    SetIndexBuffer(0, ExtMapBuffer1);

   SetIndexBuffer(1, ExtMapBuffer1);

//---- name for DataWindow and indicator subwindow label   

   switch(TimeFrame)

     {

      case 1 : string TimeFrameStr="Period_M1"; break;

      case 5 : TimeFrameStr="Period_M5"; break;

      case 15 : TimeFrameStr="Period_M15"; break;

      case 30 : TimeFrameStr="Period_M30"; break;

      case 60 : TimeFrameStr="Period_H1"; break;

      case 240 : TimeFrameStr="Period_H4"; break;

      case 1440 : TimeFrameStr="Period_D1"; break;

      case 10080 : TimeFrameStr="Period_W1"; break;

      case 43200 : TimeFrameStr="Period_MN1"; break;

      default : TimeFrameStr="Current Timeframe";

     }

   IndicatorShortName(" MTF_xb4d ( "+TimeFrameStr+" ) ");

   return(0);

  }

//----

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

int start()

  {

   datetime TimeArray[];

   int    i,limit,y=0,counted_bars=IndicatorCounted();

   // Plot defined time frame on to current time frame

   ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame);

   limit= Bars-1;

   for(i=0,y=0;i<limit;i++)

     {

      if (Time[i]<TimeArray[y]) y++;

/***********************************************************   

   Add your main indicator loop below.  You can reference an existing

      indicator with its iName  or iCustom.

   Rule 1:  Add extern inputs above for all neccesary values   

   Rule 2:  Use 'TimeFrame' for the indicator time frame

   Rule 3:  Use 'y' for your indicator's shift value

**********************************************************/

      ExtMapBuffer1[i]=iCustom(Symbol(),TimeFrame,"xb4d",period,0,y);//iRSI(Symbol(),TimeFrame,period,AppliedPrice,y);

     }

     

   if(GlobalVariableGet(Symbol()+"previndicator")<0 && ExtMapBuffer1[0]>=0)

      if(SoundAlerts){Alert("Buy Alert " + Symbol() + " [" + Period() + "] ");PlaySound("alert.wav");}

      

   if(GlobalVariableGet(Symbol()+"previndicator")>=0 && ExtMapBuffer1[0]<0)

      if(SoundAlerts){Alert("Sell Alert " + Symbol() + " [" + Period() + "] ");PlaySound("alert.wav");}

      

   GlobalVariableSet(Symbol()+"previndicator",ExtMapBuffer1[0]);

   return(0);

  }

//+------------------------------------------------------------------+ 

Is it showing colors the way you wanted it?
mladen:
Is it showing colors the way you wanted it?

dear mladen:

i find mtf of it at https://www.forex-tsd.com/forum/debates-discussions/1131-multi-timeframe-indicators/page762#comment_1831838

thanks very much for your help to all member's

god bless your life 

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