Indicators: JFATL
Hi,
Is there a MT4 version from this one ??
Appreciate it .. thanks
Try this quick and dirty patch.
/* * Place the SmoothAlgorithms.mqh file * to the terminal_data_folder\MQL5\Include */ //+------------------------------------------------------------------+ //| JFatl.mq4 | //| Copyright © 2010, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "2010, Nikolay Kositsin" #property link "farria@mail.redcom.ru" #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- one buffer is used for calculation and drawing of the indicator #property indicator_buffers 1 //---- only one plot is used #property indicator_plots 1 //---- drawing the indicator as a line #property indicator_type1 DRAW_LINE //---- blue color is used as the color of the indicator line #property indicator_color1 Blue //---- the indicator line is a continuous curve #property indicator_style1 STYLE_SOLID //---- Indicator line width is equal to 2 #property indicator_width1 2 //---- displaying the indicator line label #property indicator_label1 "JFATL" #property strict //+-----------------------------------+ //| Indicator input parameters | //+-----------------------------------+ enum Applied_price_ //Type of constant { PRICE_CLOSE_ = 1, //PRICE_CLOSE PRICE_OPEN_, //PRICE_OPEN PRICE_HIGH_, //PRICE_HIGH PRICE_LOW_, //PRICE_LOW PRICE_MEDIAN_, //PRICE_MEDIAN PRICE_TYPICAL_, //PRICE_TYPICAL PRICE_WEIGHTED_, //PRICE_WEIGHTED PRICE_SIMPLE, //PRICE_SIMPLE PRICE_QUARTER_, //PRICE_QUARTER_ PRICE_TRENDFOLLOW0_, //PRICE_TRENDFOLLOW0_ PRICE_TRENDFOLLOW1_ //PRICE_TRENDFOLLOW1_ }; input int JMALength_=5; // Depth of the JMA smoothing input int JMAPhase_=100; // JMA smoothing parameter, //that changes within the range -100 ... +100 //impacts the transitional process quality; input Applied_price_ IPC=PRICE_CLOSE_; // Price constant /* used for calculation of the indicator (1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */ input int FATLShift = 0; // Horizontal shift of FATL in bars input int PriceShift=0; // Vertical shift of FATL in points //---+ //---- declaration and initialization of a variable for storing the number of calculated bars int FATLPeriod=39; //---- declaration of a dynamic array that //---- will be used as an indicator buffer double ExtLineBuffer[]; int start,fstart,FATLSize; double dPriceShift; //+-----------------------------------------------------------+ //| Initialization of the coefficients of the digital filter | //+-----------------------------------------------------------+ double FATLTable[]= { +0.4360409450, +0.3658689069, +0.2460452079, +0.1104506886, -0.0054034585, -0.0760367731, -0.0933058722, -0.0670110374, -0.0190795053, +0.0259609206, +0.0502044896, +0.0477818607, +0.0249252327, -0.0047706151, -0.0272432537, -0.0338917071, -0.0244141482, -0.0055774838, +0.0128149838, +0.0226522218, +0.0208778257, +0.0100299086, -0.0036771622, -0.0136744850, -0.0160483392, -0.0108597376, -0.0016060704, +0.0069480557, +0.0110573605, +0.0095711419, +0.0040444064, -0.0023824623, -0.0067093714, -0.0072003400, -0.0047717710, +0.0005541115, +0.0007860160, +0.0130129076, +0.0040364019 }; //+------------------------------------------------------------------+ //| iPriceSeries() function description | //| iPriceSeriesAlert() function description | //| CJJMA class description | //+------------------------------------------------------------------+ #include <SmoothAlgorithms.mqh> //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- set ExtLineBuffer dynamic array as indicator buffer SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA); //---- shifting the indicator horizontally by FATLShift PlotIndexSetInteger(0,PLOT_SHIFT,FATLShift); //---- initialization of variables FATLSize=ArraySize(FATLTable); start=FATLSize+30; //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,start); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"JFATL(",JMALength_," ,",JMAPhase_,")"); //---- create a label to display in DataWindow PlotIndexSetString(0,PLOT_LABEL,shortname); //---- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //---- determination of accuracy of displaying of the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); //---- restriction to draw empty values for the indicator PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); //---- initialization of the vertical shift dPriceShift=_Point*PriceShift; //---- declaration of the variable of the CJJMA class from the SmoothAlgorithms.mqh file CJJMA JMA; //---- setting up alerts for unacceptable values of external variables JMA.JJMALengthCheck("Length_", JMALength_); JMA.JJMAPhaseCheck("Phase_", JMAPhase_); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // amount of history in bars at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(rates_total<start) return(0); ArraySetAsSeries(ExtLineBuffer, false); //---- declarations of local variables int first,bar; double jfatl,FATL; //---- calculation of the 'first' starting index for the bars recalculation loop if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator { first=FATLPeriod-1; // starting index for calculation of all bars fstart=first; } else first=prev_calculated-1; // starting index for calculation of new bars //---- declaration of the variable of the CJJMA class from the SmoothAlgorithms.mqh file static CJJMA JMA; //---- main indicator calculation loop for(bar=first; bar<rates_total; bar++) { //---- formula for the FATL filter FATL=0.0; for(int iii=0; iii<FATLSize; iii++) FATL+=FATLTable[iii]*PriceSeries(IPC,rates_total-(bar-iii)-1,open,low,high,close); //---- one call of the JJMASeries function. //---- Phase and Length parameters are not changed at every bar (Din = 0) jfatl=JMA.JJMASeries(fstart,prev_calculated,rates_total,0,JMAPhase_,JMALength_,FATL,bar,false); //---- initialization of the cell of the indicator buffer by the obtained value of FATL ExtLineBuffer[bar]=jfatl+dPriceShift; } //---- return(rates_total); } //+------------------------------------------------------------------+
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JFATL:
The indicator is a combination of the FATL digital filter and analogue JMA adaptive smoothing.
Additional JMA smoothing is used to prevent the indicator activation at each occasional market move.
Author: Nikolay Kositsin