Elite indicators :) - page 99

whitebloodcell
26
whitebloodcell  

I am trying to make (further) modifications to the bollinger %b indicator posted by linuxuser. I am trying to make it behave in a similiar way to stochastics, i.e. have a signal line, as well as be able to display multiple periods on one graph. I managed todo this with help from linuxuser before, so have it set up to display either two or three periods on the same window at the moment.

Now am I am trying to make it so I can use fractional values for standard deviation in the calculations. Am I correct in thinking I can't use the standard iBands function for this? I tried using the code supplied in the standard Bands indicator but haven't had much success. Could someone help me out please?

I am also hoping to be able to make the indicator display calculations from other timeframes but one step at a time I guess. I realised this might be a bit harder than I at first thought.

Thanks in advance!

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

//| Bollinger %b - Multi.mq4 |

//| based on Bollinger Bands %b.mq4 |

//| Original indicator by Alejandro Galindo |

//| Modified and Corrected by Linuxser for forex TSD |

//| Further modifications made by whitebloodcell |

//|

//| John Bollinger original formula is: |

//| (Last - Lower BB)/(Upper BB - Lower BB) |

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

#property copyright ""

#property link ""

#property indicator_separate_window

#property indicator_buffers 6

#property indicator_color1 LightSalmon

#property indicator_color2 LightSalmon

#property indicator_color3 SkyBlue

#property indicator_color4 SkyBlue

#property indicator_color5 Green

#property indicator_color6 Green

//---- input parameters

extern bool ShowBand1 = TRUE;

extern int Timeframe_1 = 15;

extern int BBPeriod_1=5;

extern double StdDeviation_1=1.9;

extern int MainLineMAPeriod_1=1;

extern int MainLineMAMethod_1=1;

extern int SignalMAPeriod_1=2;//corresponds to %D - the signal line

extern int SignalMAMethod_1=1;

extern bool ShowBand2 = TRUE;

extern int Timeframe_2 = 15;

extern int BBPeriod_2=10;

extern double StdDeviation_2=2;

extern int MainLineMAPeriod_2=2;

extern int MainLineMAMethod_2=1;

extern int SignalMAPeriod_2=3;

extern int SignalMAMethod_2=1;

extern bool ShowBand3 = TRUE;

extern int Timeframe_3 = 15;

extern int BBPeriod_3=20;

extern double StdDeviation_3=2.0;

extern int MainLineMAPeriod_3=2;

extern int MainLineMAMethod_3=1;

extern int SignalMAPeriod_3=3;

extern int SignalMAMethod_3=1;

extern int AppliedPrice=0;

extern string s2 = "0=SMA,1=EMA,2=Smoothed,4=LWMA";

extern string s1 = "0=Close,1=Open,2=High,3=Low,4=Median,5=Typical,6=Weighted";

//---- buffers

double BLG_Buffer_1[];

double MainLineBuffer_1[];

double SignalBuffer_1[];

double BLG_Buffer_2[];

double MainLineBuffer_2[];

double SignalBuffer_2[];

double BLG_Buffer_3[];

double MainLineBuffer_3[];

double SignalBuffer_3[];

//#include

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

//| Custom indicator initialization function |

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

int init() {

string short_name;

SetIndexStyle(0,DRAW_LINE,EMPTY,2);

SetIndexBuffer(0,MainLineBuffer_1);

SetIndexStyle(1,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(1,SignalBuffer_1);

SetIndexStyle(2,DRAW_LINE,EMPTY,2);

SetIndexBuffer(2,MainLineBuffer_2);

SetIndexStyle(3,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(3,SignalBuffer_2);

SetIndexStyle(4,DRAW_LINE,EMPTY,2);

SetIndexBuffer(4,MainLineBuffer_3);

SetIndexStyle(5,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(5,SignalBuffer_3);

//SetLevelValue(1,10);

SetLevelValue(0,0);

SetLevelValue(1,20);

SetLevelValue(2,40);

SetLevelValue(3,60);

SetLevelValue(4,80);

SetLevelValue(5,100);

SetLevelStyle(STYLE_DOT,1,DimGray);

SetIndexDrawBegin(0,BBPeriod_1);

SetIndexDrawBegin(1,BBPeriod_1+SignalMAPeriod_1);

SetIndexDrawBegin(2,BBPeriod_2);

SetIndexDrawBegin(3,BBPeriod_2+SignalMAPeriod_2);

SetIndexDrawBegin(4,BBPeriod_3);

SetIndexDrawBegin(5,BBPeriod_3+SignalMAPeriod_3);

//name for DataWindow and indicator subwindow label

short_name="Bollinger Percent B (%b)("+BBPeriod_1+","+MainLineMAPeriod_1+") ("+BBPeriod_2+","+MainLineMAPeriod_2+") ("+BBPeriod_3+","+MainLineMAPeriod_3+")";

IndicatorShortName(short_name);

return(0);

}

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

//| Momentum |

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

int start() {

if(ShowBand1==TRUE) {

if(Bars<=BBPeriod_1) return(0);

MainFunction(BLG_Buffer_1, MainLineBuffer_1, SignalBuffer_1, Timeframe_1, BBPeriod_1, StdDeviation_1,

AppliedPrice, MainLineMAPeriod_1, MainLineMAMethod_1, SignalMAPeriod_1, SignalMAMethod_1);

}

if(ShowBand2==TRUE) {

if(Bars<=BBPeriod_2) return(0);

MainFunction(BLG_Buffer_2, MainLineBuffer_2, SignalBuffer_2, Timeframe_2, BBPeriod_2, StdDeviation_2,

AppliedPrice, MainLineMAPeriod_2, MainLineMAMethod_2, SignalMAPeriod_2, SignalMAMethod_2);

}

if(ShowBand3==TRUE) {

if(Bars<=BBPeriod_3) return(0);

MainFunction(BLG_Buffer_3, MainLineBuffer_3, SignalBuffer_3, Timeframe_3, BBPeriod_3, StdDeviation_3,

AppliedPrice, MainLineMAPeriod_3, MainLineMAMethod_3, SignalMAPeriod_3, SignalMAMethod_3);

}

return(0);

}

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

void MainFunction(double &BLGBuffer[], double &MainLineBuffer[], double &SignalBuffer[], int timefame, int BBPeriod, double StdDeviation,

int AppliedPrice, int MainLineMAPeriod, int MainLineMAMethod, int SignalMAPeriod, int SignalMAMethod) {

int i=0,limit=0;

double PriceArray[];

if (ArrayRange(BLGBuffer,0) != Bars) {

ArrayResize(BLGBuffer,Bars);

ArraySetAsSeries(BLGBuffer, TRUE);

}

//number of bars already processed by indicator

int counted_bars=IndicatorCounted();

//load empty values into array until enough elements for calculation

if(counted_bars<1) {

for(i=1;i<=BBPeriod;i++) {

BLGBuffer=EMPTY_VALUE;

}//end for(i=1;i<=BandsPeriod;i++)

}//end if(counted_bars<1)

if(counted_bars>0) counted_bars--;

limit = MathMin(Bars-counted_bars,Bars-BBPeriod);

for(i=limit;i>=0;i--) {

//(Last - Lower BB)/(Upper BB - Lower BB)

BLGBuffer=((Close - iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_LOWER,i))/

(iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_UPPER,i)-iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_LOWER,i)))*100;

}//end for(i=limit;i>=0;i--)

//smooth the signal by applying a moving average

for (i = limit; i >= 0; i--) MainLineBuffer = iMAOnArray(BLGBuffer, 0, MainLineMAPeriod, 0, MainLineMAMethod, i);

//create a Signal line (akin to stochastics) by further smoothing the (already smoothed) signal line.

for (i = limit; i >= 0; i--) SignalBuffer = iMAOnArray(MainLineBuffer, 0, SignalMAPeriod, 0, SignalMAMethod, i);

}//end MainFunction()

//--------------------------------------------------------------------------------

//Function: BandCalculation - Not yet working

//Purpose: Calculate the value of either the upper or lower bollinger band depen-

// on input variables.

//Inputs: Mode (int) - Calculate either upper or lower band

// limit (int) - Number of bars to calculate

// timeframe (int)

// BandsPeriod (int)

// MAMethod (int)

// BandsDeviation (double)

// AppliedPrice (int)

//Returns:

//--------------------------------------------------------------------------------

/*

void BandCalculation(int Mode, int limit, int timeframe, int BandsPeriod, int MAMethod, double BandsDeviation, int AppliedPrice) {

int i,k;

double deviation;

double sum,oldval,newres;

//if(counted_bars>0) limit++;

for(i=0; i<limit; i++) {

MovingBuffer=iMA(NULL,0,BandsPeriod,BandsShift,MAMethod,AppliedPrice,i);

}//end for(i=0; i<limit; i++)

i=limit;

//i=Bars-BandsPeriod+1;

//if(counted_bars>BandsPeriod-1) i=Bars-counted_bars-1;

while(i>=0) {

sum=0.0;

k=i+BandsPeriod-1;

oldval=MovingBuffer;

while(k>=i) {

newres=Close[k]-oldval;

sum+=newres*newres;

k--;

}//end while(k>=i)

//calculate deviation

deviation=BandsDeviations*MathSqrt(sum/BandsPeriod);

//Upper/Lower bands are equal to the moving average +/- deviation.

if(Mode==0) {

UpperBuffer=oldval+deviation;

}

else {

LowerBuffer=oldval-deviation;

}

i--;

}//end while(i>=0)

}//end start()

*/
Mladen Rakic
151205
Mladen Rakic  

...

whitebloodcell,

You are right. The built in Bollinger bands indicator works only for integer values of standard deviations multiplier. Here is a simple one that allows you to use fractional multiplier and multiple deviations. Might be helpful.

As of harder : just don't give up coding it. When you finish what you wanted to code, you will see

regards

mladen

whitebloodcell:
I am trying to make (further) modifications to the bollinger %b indicator posted by linuxuser. I am trying to make it behave in a similiar way to stochastics, i.e. have a signal line, as well as be able to display multiple periods on one graph. I managed todo this with help from linuxuser before, so have it set up to display either two or three periods on the same window at the moment.

Now am I am trying to make it so I can use fractional values for standard deviation in the calculations. Am I correct in thinking I can't use the standard iBands function for this? I tried using the code supplied in the standard Bands indicator but haven't had much success. Could someone help me out please?

I am also hoping to be able to make the indicator display calculations from other timeframes but one step at a time I guess. I realised this might be a bit harder than I at first thought.

Thanks in advance!

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

//| Bollinger %b - Multi.mq4 |

//| based on Bollinger Bands %b.mq4 |

//| Original indicator by Alejandro Galindo |

//| Modified and Corrected by Linuxser for forex TSD |

//| Further modifications made by whitebloodcell |

//|

//| John Bollinger original formula is: |

//| (Last - Lower BB)/(Upper BB - Lower BB) |

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

#property copyright ""

#property link ""

#property indicator_separate_window

#property indicator_buffers 6

#property indicator_color1 LightSalmon

#property indicator_color2 LightSalmon

#property indicator_color3 SkyBlue

#property indicator_color4 SkyBlue

#property indicator_color5 Green

#property indicator_color6 Green

//---- input parameters

extern bool ShowBand1 = TRUE;

extern int Timeframe_1 = 15;

extern int BBPeriod_1=5;

extern double StdDeviation_1=1.9;

extern int MainLineMAPeriod_1=1;

extern int MainLineMAMethod_1=1;

extern int SignalMAPeriod_1=2;//corresponds to %D - the signal line

extern int SignalMAMethod_1=1;

extern bool ShowBand2 = TRUE;

extern int Timeframe_2 = 15;

extern int BBPeriod_2=10;

extern double StdDeviation_2=2;

extern int MainLineMAPeriod_2=2;

extern int MainLineMAMethod_2=1;

extern int SignalMAPeriod_2=3;

extern int SignalMAMethod_2=1;

extern bool ShowBand3 = TRUE;

extern int Timeframe_3 = 15;

extern int BBPeriod_3=20;

extern double StdDeviation_3=2.0;

extern int MainLineMAPeriod_3=2;

extern int MainLineMAMethod_3=1;

extern int SignalMAPeriod_3=3;

extern int SignalMAMethod_3=1;

extern int AppliedPrice=0;

extern string s2 = "0=SMA,1=EMA,2=Smoothed,4=LWMA";

extern string s1 = "0=Close,1=Open,2=High,3=Low,4=Median,5=Typical,6=Weighted";

//---- buffers

double BLG_Buffer_1[];

double MainLineBuffer_1[];

double SignalBuffer_1[];

double BLG_Buffer_2[];

double MainLineBuffer_2[];

double SignalBuffer_2[];

double BLG_Buffer_3[];

double MainLineBuffer_3[];

double SignalBuffer_3[];

//#include

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

//| Custom indicator initialization function |

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

int init() {

string short_name;

SetIndexStyle(0,DRAW_LINE,EMPTY,2);

SetIndexBuffer(0,MainLineBuffer_1);

SetIndexStyle(1,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(1,SignalBuffer_1);

SetIndexStyle(2,DRAW_LINE,EMPTY,2);

SetIndexBuffer(2,MainLineBuffer_2);

SetIndexStyle(3,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(3,SignalBuffer_2);

SetIndexStyle(4,DRAW_LINE,EMPTY,2);

SetIndexBuffer(4,MainLineBuffer_3);

SetIndexStyle(5,DRAW_LINE,STYLE_DOT);

SetIndexBuffer(5,SignalBuffer_3);

//SetLevelValue(1,10);

SetLevelValue(0,0);

SetLevelValue(1,20);

SetLevelValue(2,40);

SetLevelValue(3,60);

SetLevelValue(4,80);

SetLevelValue(5,100);

SetLevelStyle(STYLE_DOT,1,DimGray);

SetIndexDrawBegin(0,BBPeriod_1);

SetIndexDrawBegin(1,BBPeriod_1+SignalMAPeriod_1);

SetIndexDrawBegin(2,BBPeriod_2);

SetIndexDrawBegin(3,BBPeriod_2+SignalMAPeriod_2);

SetIndexDrawBegin(4,BBPeriod_3);

SetIndexDrawBegin(5,BBPeriod_3+SignalMAPeriod_3);

//name for DataWindow and indicator subwindow label

short_name="Bollinger Percent B (%b)("+BBPeriod_1+","+MainLineMAPeriod_1+") ("+BBPeriod_2+","+MainLineMAPeriod_2+") ("+BBPeriod_3+","+MainLineMAPeriod_3+")";

IndicatorShortName(short_name);

return(0);

}

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

//| Momentum |

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

int start() {

if(ShowBand1==TRUE) {

if(Bars<=BBPeriod_1) return(0);

MainFunction(BLG_Buffer_1, MainLineBuffer_1, SignalBuffer_1, Timeframe_1, BBPeriod_1, StdDeviation_1,

AppliedPrice, MainLineMAPeriod_1, MainLineMAMethod_1, SignalMAPeriod_1, SignalMAMethod_1);

}

if(ShowBand2==TRUE) {

if(Bars<=BBPeriod_2) return(0);

MainFunction(BLG_Buffer_2, MainLineBuffer_2, SignalBuffer_2, Timeframe_2, BBPeriod_2, StdDeviation_2,

AppliedPrice, MainLineMAPeriod_2, MainLineMAMethod_2, SignalMAPeriod_2, SignalMAMethod_2);

}

if(ShowBand3==TRUE) {

if(Bars<=BBPeriod_3) return(0);

MainFunction(BLG_Buffer_3, MainLineBuffer_3, SignalBuffer_3, Timeframe_3, BBPeriod_3, StdDeviation_3,

AppliedPrice, MainLineMAPeriod_3, MainLineMAMethod_3, SignalMAPeriod_3, SignalMAMethod_3);

}

return(0);

}

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

void MainFunction(double &BLGBuffer[], double &MainLineBuffer[], double &SignalBuffer[], int timefame, int BBPeriod, double StdDeviation,

int AppliedPrice, int MainLineMAPeriod, int MainLineMAMethod, int SignalMAPeriod, int SignalMAMethod) {

int i=0,limit=0;

double PriceArray[];

if (ArrayRange(BLGBuffer,0) != Bars) {

ArrayResize(BLGBuffer,Bars);

ArraySetAsSeries(BLGBuffer, TRUE);

}

//number of bars already processed by indicator

int counted_bars=IndicatorCounted();

//load empty values into array until enough elements for calculation

if(counted_bars<1) {

for(i=1;i<=BBPeriod;i++) {

BLGBuffer=EMPTY_VALUE;

}//end for(i=1;i<=BandsPeriod;i++)

}//end if(counted_bars<1)

if(counted_bars>0) counted_bars--;

limit = MathMin(Bars-counted_bars,Bars-BBPeriod);

for(i=limit;i>=0;i--) {

//(Last - Lower BB)/(Upper BB - Lower BB)

BLGBuffer=((Close - iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_LOWER,i))/

(iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_UPPER,i)-iBands(NULL,timefame,BBPeriod,StdDeviation,0,AppliedPrice,MODE_LOWER,i)))*100;

}//end for(i=limit;i>=0;i--)

//smooth the signal by applying a moving average

for (i = limit; i >= 0; i--) MainLineBuffer = iMAOnArray(BLGBuffer, 0, MainLineMAPeriod, 0, MainLineMAMethod, i);

//create a Signal line (akin to stochastics) by further smoothing the (already smoothed) signal line.

for (i = limit; i >= 0; i--) SignalBuffer = iMAOnArray(MainLineBuffer, 0, SignalMAPeriod, 0, SignalMAMethod, i);

}//end MainFunction()

//--------------------------------------------------------------------------------

//Function: BandCalculation - Not yet working

//Purpose: Calculate the value of either the upper or lower bollinger band depen-

// on input variables.

//Inputs: Mode (int) - Calculate either upper or lower band

// limit (int) - Number of bars to calculate

// timeframe (int)

// BandsPeriod (int)

// MAMethod (int)

// BandsDeviation (double)

// AppliedPrice (int)

//Returns:

//--------------------------------------------------------------------------------

/*

void BandCalculation(int Mode, int limit, int timeframe, int BandsPeriod, int MAMethod, double BandsDeviation, int AppliedPrice) {

int i,k;

double deviation;

double sum,oldval,newres;

//if(counted_bars>0) limit++;

for(i=0; i<limit; i++) {

MovingBuffer=iMA(NULL,0,BandsPeriod,BandsShift,MAMethod,AppliedPrice,i);

}//end for(i=0; i<limit; i++)

i=limit;

//i=Bars-BandsPeriod+1;

//if(counted_bars>BandsPeriod-1) i=Bars-counted_bars-1;

while(i>=0) {

sum=0.0;

k=i+BandsPeriod-1;

oldval=MovingBuffer;

while(k>=i) {

newres=Close[k]-oldval;

sum+=newres*newres;

k--;

}//end while(k>=i)

//calculate deviation

deviation=BandsDeviations*MathSqrt(sum/BandsPeriod);

//Upper/Lower bands are equal to the moving average +/- deviation.

if(Mode==0) {

UpperBuffer=oldval+deviation;

}

else {

LowerBuffer=oldval-deviation;

}

i--;

}//end while(i>=0)

}//end start()

*/
Alex
93
Alex  

Advanced elite section

Hello,

Why is it that I don't have access to the advanced elite section? I have access to the normal elite section, but not to the advanced. Have there been some changes to the rules of the forum? Thanks.

whitebloodcell
26
whitebloodcell  

Thanks for your help mladen, I managed to get it working properly! One small problem although it may be unavoidable I'm not sure. You can see in the attachment the indicator starts drawing before it has enough data available - is there any way to stop this? I tried the code below but it didn't seem to help.

Thanks again.

SetIndexDrawBegin(0,BBLength_1);

SetIndexDrawBegin(1,BBLength_1+SignalMAPeriod_1);

SetIndexDrawBegin(2,BBLength_2);

SetIndexDrawBegin(3,BBLength_2+SignalMAPeriod_2);

SetIndexDrawBegin(4,BBLength_3);

SetIndexDrawBegin(5,BBLength_3+SignalMAPeriod_3);
Mladen Rakic
151205
Mladen Rakic  

...

Change this (in MainFunction) :

if(counted_bars<1) {

for(i=1;i<=BBLength;i++) {

BLGBuffer=EMPTY_VALUE;

}//end for(i=1;i<=BandsPeriod;i++)

}//end if(counted_bars<1)

[/php]to this :

[php] if(counted_bars<1)

{

limit = BBLength+MainLineMAPeriod+SignalMAPeriod;

for (i=0; i<=limit; i++)

{

BLGBuffer = 0;

MABuffer = 0;

MainLineBuffer = 0;

UpperBandBuffer = 0;

LowerBandBuffer = 0;

}

}

(EMPTY_VALUE equals 2147483647, when average uses those values you get those "funny" values as a result. In the changed way, there is probably an extra loop or 2, but "better safe than ..." )

regards

mladen

whitebloodcell:
Thanks for your help mladen, I managed to get it working properly! One small problem although it may be unavoidable I'm not sure. You can see in the attachment the indicator starts drawing before it has enough data available - is there any way to stop this? I tried the code below but it didn't seem to help.

Thanks again.

SetIndexDrawBegin(0,BBLength_1);

SetIndexDrawBegin(1,BBLength_1+SignalMAPeriod_1);

SetIndexDrawBegin(2,BBLength_2);

SetIndexDrawBegin(3,BBLength_2+SignalMAPeriod_2);

SetIndexDrawBegin(4,BBLength_3);

SetIndexDrawBegin(5,BBLength_3+SignalMAPeriod_3);
Files:
bb.gif 21 kb
whitebloodcell
26
whitebloodcell  

Thanks again for your help mladen. I've posted the updated indicator for anyone who wants it. I'll post updates as I figure out how to do them!

whitebloodcell
26
whitebloodcell  

Trying to make further improvements to the bollinger % b indicator. I made it now so that any averaging done in the indicator can optionally use the jurik alrogithm among others outlined in this article Effective Averaging Algorithms with Minimal Lag: Use in Indicators and Expert Advisors - MQL4 Articles.

I wanted to compare my new version to the original and noticed that even when using the same algorithm. i.e. all emas,the values in my new version are slightly different to those calculated using the functions built into MT4.

Have I made an error in my code? Or is one of the algorithms (Nikolay's or Metatrader's) wrong somewhere?

Attached is new and old version with the same settings.

cmeldatrader
8
cmeldatrader  

Hodrick Prescott filter indicator

some info about HP Hodrick Prescott Indicator - MQL4 Code Base

HPB with endpoint (not repainted)

Best regards

cmelda

Files:
hpb.mq4 8 kb
cmeldatrader
8
cmeldatrader  

Dmi_hp, cci_hp

some classical indi smoothed by HP

just compare

cmelda

P.S. sorry. now reposted

Files:
halvardu
131
halvardu  

Demark trendline trader...

Hi, is there anybody here that can help me modify this indicator? I would like

the support and resistant lines to be draw from the body of the candle instead of the tail.

Thanks in advance.

Regards, halvard