NETFLOWS EL CODIGO TIENE UN ERROR, ALGUIEN LO PUEDE CORREGERLO.
aliandys:
//+------------------------------------------------------------------+
//| NetFlows.mq4 |
//| Copyright © 2010, Shon Shampain |
//| http://www.zencowsgomu.com |
//| |
//| Visit http://www.zencowsgomu.com, an oasis of sanity |
//| for currency traders. |
//| |
//| Original out-of-the-box thinking, ideas, indicators, |
//| educational EAs and more. |
//| |
//| Home of the consistent T4 Forex trading signal. |
//| Backtesting profitably since 1-1-2002. |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| NetFlows.mq4 |
//| Copyright © 2010, Shon Shampain |
//| http://www.zencowsgomu.com |
//| |
//| Visit http://www.zencowsgomu.com, an oasis of sanity |
//| for currency traders. |
//| |
//| Original out-of-the-box thinking, ideas, indicators, |
//| educational EAs and more. |
//| |
//| Home of the consistent T4 Forex trading signal. |
//| Backtesting profitably since 1-1-2002. |
//+------------------------------------------------------------------+
1.- Adjunta el archivo, no hace falta que pongas el código salvo si quieres que revisen una linea que no sepas arreglar.
2.- Cuando hagas uso de codigo usa el SRC.
//+------------------------------------------------------------------+ //| NetFlows.mq4 | //| Copyright © 2010, Shon Shampain | //| http://www.zencowsgomu.com | //| | //| Visit http://www.zencowsgomu.com, an oasis of sanity | //| for currency traders. | //| | //| Original out-of-the-box thinking, ideas, indicators, | //| educational EAs and more. | //| | //| Home of the consistent T4 Forex trading signal. | //| Backtesting profitably since 1-1-2002. | //+------------------------------------------------------------------+3.- Este indicador según indica tiene derecho de autor. Tiene el permiso para poder modificarlo y publicarlo aquí?
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//| NetFlows.mq4 |
//| Copyright © 2010, Shon Shampain |
//| http://www.zencowsgomu.com |
//| |
//| Visit http://www.zencowsgomu.com, an oasis of sanity |
//| for currency traders. |
//| |
//| Original out-of-the-box thinking, ideas, indicators, |
//| educational EAs and more. |
//| |
//| Home of the consistent T4 Forex trading signal. |
//| Backtesting profitably since 1-1-2002. |
//+------------------------------------------------------------------+
#property copyright "Shon Shampain"
#property link "http://www.zencowsgomu.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Aqua
#property indicator_color2 Yellow
extern bool tenths = true;
int NUM_CURRENCIES = 8;
string currencies [8];
string pairs[50]; // We could allocate this dynamically based upon actual numbers, but...
int pix;
double mult [50];
bool is_first[50];
bool is_second[50];
double Index1 [];
double Index2 [];
string first, second;
int init()
{
currencies[0] = "USD";
currencies[1] = "EUR";
currencies[2] = "GBP";
currencies[3] = "JPY";
currencies[4] = "CHF";
currencies[5] = "CAD";
currencies[6] = "NZD";
currencies[7] = "AUD";
pix = 0;
/* The first step is to try every currency vs. every other currency
to determine which pairs are supported on our platform. */
int i, j, z;
string build;
int d;
for (i = 0; i < NUM_CURRENCIES; i++)
{
for (j = i + 1; j < NUM_CURRENCIES; j++)
{
build = StringConcatenate(currencies[i], currencies[j]);
d = MarketInfo(build, MODE_DIGITS);
/* Note: AFAIK, testing for platform inclusion of a pair by
seeing if MarketInfo(Digits) returns a good value is undocumented,
but it seems to work the way we want. */
if (d > 0)
{
pairs[pix] = build;
pix++;
}
else
{
/* Try the inverse mapping */
build = StringConcatenate(currencies[j], currencies[i]);
d = MarketInfo(build, MODE_DIGITS);
if (d > 0)
{
pairs[pix] = build;
pix++;
}
}
}
}
Print("The following ", pix, " pairs seem to be present on your platform:");
for (i = 0; i < pix; i++)
Print((i+1), ": ", pairs[i]);
for (z = 0; z < pix; z++)
{
d = MarketInfo(pairs[z], MODE_DIGITS);
if (tenths) d -= 1;
mult[z] = 1.0;
for (int x = 0; x < d; x++)
mult[z] *= 10.0;
}
/* Step through all currency pairs, and mark if they belong to either the first
currency's index, or the second's. */
first = StringSubstr(Symbol(), 0, 3);
second = StringSubstr(Symbol(), 3, 3);
for (z = 0; z < pix; z++)
{
is_first[z] = (StringFind(pairs[z], first) != -1);
is_second[z] = (StringFind(pairs[z], second) != -1);
}
Print("The Net Flow index for ", first, " is made up of:");
for (z = 0; z < pix; z++)
if (is_first[z])
Print(pairs[z]);
Print("The Net Flow index for ", second, " is made up of:");
for (z = 0; z < pix; z++)
if (is_second[z])
Print(pairs[z]);
SetIndexBuffer(0, Index1);
SetIndexBuffer(1, Index2);
SetLevelValue(0, 0.0);
SetLevelStyle(STYLE_DOT, 1, Silver);
return(0);
}
int deinit()
{
return(0);
}
double net_flow(int i, string which, bool is_marked [])
{
double value = 0.0;
for (int z = 0; z < pix; z++)
{
if (is_marked[z])
{
bool short = (StringFind(StringSubstr(pairs[z], 3), which) != -1);
double pips = (iClose(pairs[z], Period(), i) - iOpen(pairs[z], Period(), i)) * mult[z];
double weighted_pips = pips * iVolume(pairs[z], Period(), i);
if (short) value -= weighted_pips;
else value += weighted_pips;
}
}
return(value);
}
int start()
{
int counted_bars;
int i;
int z;
double value;
counted_bars = IndicatorCounted();
i = Bars - counted_bars - 1;
while(i>=0)
{
Index1[i] = net_flow(i, first, is_first);
Index2[i] = net_flow(i, second, is_second);
i--;
}
return(0);
}