Squeeze Momentum Indicator [LazyBear]

MQL5 Experts

Trabalho concluído

Tempo de execução 31 minutos
Comentário do cliente
absolutely brilliant everything i ask for and more, and all done within a couple of hours. I would use again without hesitation
Comentário do desenvolvedor
Very thanks for order! Please let me know if you need programmer!

Termos de Referência

I would like someone who could change this indicator onto an expert adviser.

i want it to buy when the red histogram changes to green and see when green changes to red. i know that this is not a great strategy but i can add other indicators later.

I want the mql5 an ex5 files please

//+------------------------------------------------------------------+
//|                                     SqueezeMomentumIndicator.mq5 |
//|                                Copyright 2020, Andrei Novichkov. |
//|                                               http://fxstill.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, Andrei Novichkov."
#property description "Translate from Pine: Squeeze Momentum Indicator [LazyBear]"
/*********************************************************************************************************
This is a derivative of John Carter's 
"TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11).

Black crosses on the midline show that the market just entered a squeeze 
( Bollinger Bands are with in Keltner Channel).
This signifies low volatility , market preparing itself for an explosive move (up or down).
Gray crosses signify "Squeeze release".

Mr.Carter suggests waiting till the first gray after a black cross, and taking a position in the 
direction of the momentum (for ex., if momentum value is above zero, go long).
Exit the position when the momentum changes (increase or decrease - signified by a color change).

Mr.Carter uses simple momentum indicator , while I have used a different method (linreg based)
to plot the histogram.

More info:
- Book: Mastering The Trade by John F Carter 
*********************************************************************************************************/
#property link      "http://fxstill.com"
#property version   "1.00"


#property indicator_separate_window

#property indicator_buffers 5
#property indicator_plots   2

#property indicator_label1  "SqueezeMomentum"
#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_color1  clrLimeGreen, clrGreen, clrRed, clrMaroon
#property indicator_style1  STYLE_SOLID
#property indicator_width1  3

#property indicator_label2  "SqueezeMomentumLine"
#property indicator_type2   DRAW_COLOR_LINE
#property indicator_color2  clrDodgerBlue, clrBlack, clrGray
#property indicator_style2  STYLE_SOLID
#property indicator_width2  5

//--- input parameters
input int      lengthBB                 = 20;          // Bollinger Bands Period
input double   multBB                   = 2.0;         // Bollinger Bands MultFactor
input int      lengthKC                 = 20;          // Keltner Channel Period
input double   multKC                   = 1.5;         // Keltner Channel MultFactor
input ENUM_APPLIED_PRICE  applied_price = PRICE_CLOSE; // type of price or handle 


double iB[], iC[], lB[], lC[];
double srce[];
int kc, bb;

static int MINBAR = MathMax(lengthBB, lengthKC) + 1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit() {

   SetIndexBuffer(0, iB,    INDICATOR_DATA);
   SetIndexBuffer(1, iC,    INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2, lB,    INDICATOR_DATA);
   SetIndexBuffer(3, lC,    INDICATOR_COLOR_INDEX);   
   SetIndexBuffer(4, srce,  INDICATOR_CALCULATIONS);
   
   ArraySetAsSeries(iB,    true);
   ArraySetAsSeries(iC,    true);
   ArraySetAsSeries(srce,   true);
   ArraySetAsSeries(lB, true);
   ArraySetAsSeries(lC,   true);   

   IndicatorSetString(INDICATOR_SHORTNAME,"SQZMOM");
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
   
   kc = iCustom(NULL, 0, "KeltnerChannel", lengthKC, multKC, false, MODE_SMA, applied_price);
   if (kc == INVALID_HANDLE) {
      Print("Error while open KeltnerChannel");
      return(INIT_FAILED);
   }   
   bb = iBands(NULL, 0, lengthBB, 0, multBB, applied_price);
   if (bb == INVALID_HANDLE) {
      Print("Error while open BollingerBands");
      return(INIT_FAILED);
   }      
   return(INIT_SUCCEEDED);
}
  
void OnDeinit(const int reason) {

   IndicatorRelease(kc);
   IndicatorRelease(bb);     
}

void GetValue(const double& h[], const double& l[], const double& c[], int shift) {
   
   double bbt[1], bbb[1], kct[1], kcb[1];
   if (CopyBuffer(bb, 1,  shift, 1, bbt) <= 0) return;
   if (CopyBuffer(bb, 2,  shift, 1, bbb) <= 0) return;
   if (CopyBuffer(kc, 0,  shift, 1, kct) <= 0) return; 
   if (CopyBuffer(kc, 2,  shift, 1, kcb) <= 0) return; 
  
   bool sqzOn  = (bbb[0] > kcb[0]) && (bbt[0] < kct[0]);
   bool sqzOff = (bbb[0] < kcb[0]) && (bbt[0] > kct[0]);
   bool noSqz  = (sqzOn == false)  && (sqzOff == false); 
   
   int indh = iHighest(NULL, 0, MODE_HIGH, lengthKC, shift); 
   if (indh == -1) return;
   int indl = iLowest(NULL, 0, MODE_LOW, lengthKC, shift);
   if (indl == -1) return;       
   double avg = (h[indh] + l[indl]) / 2;
          avg = (avg + (kct[0] + kcb[0]) / 2) / 2;
   srce[shift] = c[shift] - avg; 
     
   double error;
   iB[shift] = LinearRegression(srce, lengthKC, shift, error);
   
   if (iB[shift] > 0){
      if(iB[shift] < iB[shift + 1]) iC[shift] = 1;
   } else {
      if(iB[shift] < iB[shift + 1]) iC[shift] = 2;
      else iC[shift] = 3;
   }
   
   if (!noSqz) {
      lC[shift] = (sqzOn)? 1: 2;
   }
}

double LinearRegression(const double& array[], int period, int shift, double& error) {
  
   double sx = 0, sy = 0, sxy = 0, sxx = 0, syy = 0, y = 0;
   
   int param = (ArrayIsSeries(array) )? -1: 1;
   
   for (int x = 0; x < period; x++) {
      y    = array[shift + param * x];
      sx  += x;
      sy  += y;
      sxx += x * x;
      sxy += x * y;
      syy += y * y;
   }//for (int x = 1; x <= period; x++)
               
   double slope = (period * sxy - sx * sy) / (sx * sx - period * sxx);
   double intercept = (sy - slope * sx) / period;
   error = MathSqrt((period * syy - sy * sy - slope * slope * (period * sxx - sx*sx)) / 
                    (period * (period - 2)) );
                    
   return intercept + slope * period;
}//double LinearRegression(const double& array[], int shift)

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                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[])
  {
      if(rates_total <= 4) return 0;
      ArraySetAsSeries(close,true);    
      ArraySetAsSeries(high,true); 
      ArraySetAsSeries(low,true); 
      int limit = rates_total - prev_calculated;
      if (limit == 0)        {   //A new tick has come
      } else if (limit == 1) {   // A new bar is formed
         GetValue(high, low, close, 1);      
      } else if (limit > 1)  {   // The first call of the indicator, changing the timeframe, loading data from history
         ArrayInitialize(iB,    EMPTY_VALUE);
         ArrayInitialize(iC,    0);
         ArrayInitialize(lB,    0);
         ArrayInitialize(lC,    0);         
         ArrayInitialize(srce,  0);
         limit = rates_total - MINBAR;
         for(int i = limit; i >= 1 && !IsStopped(); i--){
            GetValue(high, low, close, i);
         }//for(int i = limit + 1; i >= 0 && !IsStopped(); i--)
         return(rates_total);         
      }
//      GetValue(high, low, close, 0);          
   return(rates_total);
  
  
}
//+------------------------------------------------------------------+


Respondido

1
Desenvolvedor 1
Classificação
(1156)
Projetos
1462
63%
Arbitragem
21
57% / 10%
Expirado
43
3%
Livre
2
Desenvolvedor 2
Classificação
(8)
Projetos
16
0%
Arbitragem
8
13% / 75%
Expirado
3
19%
Livre
3
Desenvolvedor 3
Classificação
(361)
Projetos
644
26%
Arbitragem
92
72% / 14%
Expirado
12
2%
Trabalhando
Publicou: 1 código
4
Desenvolvedor 4
Classificação
(87)
Projetos
114
26%
Arbitragem
7
29% / 57%
Expirado
5
4%
Livre
5
Desenvolvedor 5
Classificação
(54)
Projetos
53
17%
Arbitragem
7
0% / 100%
Expirado
5
9%
Livre
Pedidos semelhantes
need an EA or indicator done , based on any strategy but with the following specific risk management parameters ; were i am able to do at least 2RR(standard reward-risk ratio for every trade) , fair win rate that is at leat 50% , EA should be able to generate at least 2 trades and above per week , favourable sharpe ratio . total drawdown of not more than 8% any given month and not over 3% any given day , would
Sharbat Khan 100+ USD
Looking for MQL5 Developer to debug my Gold Trading EA. Issues: - Error on compile - SL/TP not working correctly - Need to add Trail Stop feature Send me past work + Price + Delivery Time
📈 Trend direction — EMA 20/50/200 🚀 Breakout entries 📊 RSI confirmation 💪 ADX market-strength filter 📏 ATR-based Stop Loss & Take Profit 💰 Automatic lot sizing based on risk % 🛡️ Daily-loss protection 🛡️ Maximum drawdown protection 🔄 Break-even management 📉 ATR trailing stop ⏰ Trading-session filter 💸 Spread filter 📅 Friday late-trading protection 🔢 Maximum open-position control
Mopati 30+ USD
need an MQL5 trading robot for Forex. It should open and close trades based on my strategy rules. Please include money management, stop loss, take profit, and lot size settings. The EA should be stable, easy to edit, and tested before delivery. I will share the exact entry and exit rules with the developer
I need an MQL5 trading robot for Forex. It should open and close trades based on my strategy rules. Please include money management, stop loss, take profit, and lot size settings. The EA should be stable, easy to edit, and tested before delivery. I will share the exact entry and exit rules with the developer
I need a professional programmer who can code this top tier professional synthetic index EA structure perfectly to my laptop extra perfectly payment after successful job very urgent needed here in Nigeria at onitsha Here is my contact you can message me on my WhatsApp 09121052987/ direct call 09038568050
I want to buy an EA for PROFIT for WIN or WDO that generates consistent profits. It can be scalper, trend, or HFT. I just want something profitable. I will need a backtest and a demo version
Serious buyer looking for a profitable MT5 trading bot. Target: Minimum $20 profit per day, consistent, i need low drawndown Please send demo version with optimal settings + backtest/forward test results
Hello, I am looking for an experienced MQL5 developer to develop a professional and reliable Expert Advisor (EA) for MetaTrader 5. The EA will be based on a custom automated Forex trading strategy that I have developed and tested. The detailed trading logic and proprietary rules will be provided privately to the selected developer. General requirements: • Development in MQL5 for MetaTrader 5. • The EA will initially
I would like you to create, or if you already have one: purchase a profitable martingale OR grid EA from you that NEVER blows up the account. REQUIREMENTS Platform : only MT4 Pair : any Timeframe : any Strategy : any Profitability : 10% / month, every month. Not an "average", but: every month. Lots : dynamic (as the account grows, so do the lot sizes) THE PROCESS Send me a trial version of the .ex4 file. I will

Informações sobre o projeto

Orçamento
30+ USD