Скачать MetaTrader 5

Помогите разобраться в коде

Авторизуйтесь или зарегистрируйтесь, чтобы добавить комментарий
У тебя есть торговый сигнал? Опубликуй его и на своем блоге!
Евгений
65
Евгений 2016.11.24 13:40 

Не могу понять как он определяет вершины. Помогите пожалуйста, если есть возможность с примером в коде.

Alexey Kozitsyn
6372
Alexey Kozitsyn 2016.11.24 13:42  
Для начала пройдитесь по нему стилизатором, а затем вставьте его правильно (с использованием кнопки SRC).
Евгений
65
Евгений 2016.11.24 15:09  
//+------------------------------------------------------------------+
//|                                Trend direction & force index.mq4 |
//|                                                           mladen |
//|                                                                  |
//|                                                                  |
//| original metastock indicator made by Piotr Wojdylo               |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_separate_window
#property indicator_buffers  7
#property indicator_color1   DimGray
#property indicator_color2   DimGray
#property indicator_color3   DimGray
#property indicator_color4   Red
#property indicator_color5   Red
#property indicator_color6   DodgerBlue
#property indicator_color7   DodgerBlue
#property indicator_width3   1
#property indicator_width4   2
#property indicator_width5   2
#property indicator_width6   2
#property indicator_width7   2
#property indicator_maximum  1
#property indicator_minimum -1

//
//
//
//
//

extern string TimeFrame              = "Current time frame";
extern int    trendPeriod            = 20;
extern double TriggerUp              =  0.8;
extern double TriggerDown            = -0.8;
extern double SmoothLength           = 5;
extern double SmoothPhase            = 0;
extern bool   ColorChangeOnZeroCross = false;
extern bool   alertsOn               = false;
extern bool   alertsOnCurrentBar     = true;
extern bool   alertsMessage          = false;
extern bool   alertsSound            = false;
extern bool   alertsEmail            = false;
extern bool   Interpolate            = true;

//
//
//
//
//

double   TrendBuffer[];
double   TrendBufferUa[];
double   TrendBufferUb[];
double   TrendBufferDa[];
double   TrendBufferDb[];
double   TriggBuffera[];
double   TriggBufferb[];
double   trend[];

//
//
//
//
//

string indicatorFileName;
bool   calculateValue;
bool   returnBars;
int    timeFrame;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int init()
  {
   IndicatorBuffers(8);
   SetIndexBuffer(0,TriggBuffera);  SetIndexLabel(0,NULL);
   SetIndexBuffer(1,TriggBufferb);  SetIndexLabel(1,NULL);
   SetIndexBuffer(2,TrendBuffer);   SetIndexLabel(2,"Trend direction & force");
   SetIndexBuffer(3,TrendBufferUa);
   SetIndexBuffer(4,TrendBufferUb);
   SetIndexBuffer(5,TrendBufferDa);
   SetIndexBuffer(6,TrendBufferDb);
   SetIndexBuffer(7,trend);

//
//
//
//
//

   indicatorFileName = WindowExpertName();
   calculateValue    = (TimeFrame=="CalculateValue"); if(calculateValue) return(0);
   returnBars        = (TimeFrame=="returnBars");     if(returnBars)     return(0);
   timeFrame         = stringToTimeFrame(TimeFrame);

//
//
//
//
//

   IndicatorShortName(timeFrameToString(timeFrame)+" ("+trendPeriod+")");
   return(0);
  }
int deinit() { return(0); }

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

double workTrend[][3];
#define _MMA   0
#define _SMMA  1
#define _TDF   2
//
//
//
//
//

int start()
  {
   int i,r,limit,counted_bars=IndicatorCounted();

   if(counted_bars < 0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=MathMin(Bars-counted_bars,Bars-1);
   if(returnBars) { TriggBuffera[0]=limit+1; return(0); }

//
//
//
//
//

   if(calculateValue || timeFrame==Period())
     {
      if(ArrayRange(workTrend,0)!=Bars) ArrayResize(workTrend,Bars);
      if(trend[limit]== 1) CleanPoint(limit,TrendBufferUa,TrendBufferUb);
      if(trend[limit]==-1) CleanPoint(limit,TrendBufferDa,TrendBufferDb);

      //
      //
      //
      //
      //

      double alpha=2.0/(trendPeriod+1.0);
      for(i=limit,r=Bars-i-1; i>=0; i--,r++)
        {
         workTrend[r][_MMA]  = iMA(NULL,0,trendPeriod,0,MODE_EMA,PRICE_CLOSE,i);
         workTrend[r][_SMMA] = workTrend[r-1][_SMMA]+alpha*(workTrend[r][_MMA]-workTrend[r-1][_SMMA]);
         double impetmma  = workTrend[r][_MMA]  - workTrend[r-1][_MMA];
         double impetsmma = workTrend[r][_SMMA] - workTrend[r-1][_SMMA];
         double divma     = MathAbs(workTrend[r][_MMA]-workTrend[r][_SMMA])/Point;
         double averimpet = (impetmma+impetsmma)/(2*Point);
         workTrend[r][_TDF]=divma*MathPow(averimpet,3);

         //
         //
         //
         //
         //

         double absValue=absHighest(workTrend,_TDF,trendPeriod*3,r);
         if(absValue>0)
            TrendBuffer[i]  = iSmooth(workTrend[r][_TDF]/absValue,SmoothLength,SmoothPhase,i);
         else  TrendBuffer[i]  = iSmooth(                       0.00,SmoothLength,SmoothPhase,i);
         TriggBuffera[i] = TriggerUp;
         TriggBufferb[i] = TriggerDown;

         //
         //
         //
         //
         //

         TrendBufferUa[i] = EMPTY_VALUE;
         TrendBufferUb[i] = EMPTY_VALUE;
         TrendBufferDa[i] = EMPTY_VALUE;
         TrendBufferDb[i] = EMPTY_VALUE;
         trend[i]         = trend[i+1];
         if(ColorChangeOnZeroCross)
           {
            if(TrendBuffer[i]>0) trend[i] =  1;
            if(TrendBuffer[i]<0) trend[i] = -1;
           }
         else
           {
            if(TrendBuffer[i]>TriggBuffera[i])                                   trend[i] =  1;
            if(TrendBuffer[i]<TriggBufferb[i])                                   trend[i] = -1;
            if(TrendBuffer[i]>TriggBufferb[i] && TrendBuffer[i]<TriggBuffera[i]) trend[i] =  0;
           }
         if(trend[i] ==  1) PlotPoint(i,TrendBufferUa,TrendBufferUb,TrendBuffer);
         if(trend[i] == -1) PlotPoint(i,TrendBufferDa,TrendBufferDb,TrendBuffer);
        }
      manageAlerts();
      return(0);
     }

//
//
//
//
//

   limit= MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0)*timeFrame/Period()));
   for(i=limit; i>=0; i--)
     {
      int y=iBarShift(NULL,timeFrame,Time[i]);
      TrendBuffer[i]   = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",trendPeriod,TriggerUp,TriggerDown,SmoothLength,SmoothPhase,ColorChangeOnZeroCross,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,2,y);
      trend[i]         = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",trendPeriod,TriggerUp,TriggerDown,SmoothLength,SmoothPhase,ColorChangeOnZeroCross,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,7,y);
      TrendBufferUa[i] = EMPTY_VALUE;
      TrendBufferUb[i] = EMPTY_VALUE;
      TrendBufferDa[i] = EMPTY_VALUE;
      TrendBufferDb[i] = EMPTY_VALUE;
      TriggBuffera[i]  = TriggerUp;
      TriggBufferb[i]  = TriggerDown;

      //
      //
      //
      //
      //

      if(!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;

      //
      //
      //
      //
      //

      datetime time= iTime(NULL,timeFrame,y);
      for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
      for(int k = 1; k < n; k++)
         TrendBuffer[i+k]=TrendBuffer[i]+(TrendBuffer[i+n]-TrendBuffer[i])*k/n;
     }
   for(i=limit; i>=0; i--)
     {
      if(trend[i] ==  1) PlotPoint(i,TrendBufferUa,TrendBufferUb,TrendBuffer);
      if(trend[i] == -1) PlotPoint(i,TrendBufferDa,TrendBufferDb,TrendBuffer);
     }

//
//
//
//
//

   return(0);

  }
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//

void manageAlerts()
  {
   if(!calculateValue && alertsOn)
     {
      if(alertsOnCurrentBar)
         int whichBar = 0;
      else     whichBar = 1;

      //
      //
      //
      //
      //

      Comment(trend[whichBar],"   ",trend[whichBar+1]);
      if(ColorChangeOnZeroCross)
        {
         if(trend[whichBar]!=trend[whichBar+1])
           {
            if(trend[whichBar] == 1) doAlert(whichBar," crossed zero line up");
            if(trend[whichBar] ==-1) doAlert(whichBar," crossed zero line down");
           }
        }
      else
        {
         if(trend[whichBar]!=trend[whichBar+1])
           {
            if(trend[whichBar]   == 1                        ) doAlert(whichBar," crossed "+DoubleToStr(TriggerUp  ,2)+" line up");
            if(trend[whichBar]   ==-1                        ) doAlert(whichBar," crossed "+DoubleToStr(TriggerDown,2)+" line down");
            if(trend[whichBar+1] == 1 && trend[whichBar] == 0) doAlert(whichBar," crossed "+DoubleToStr(TriggerUp  ,2)+" line down");
            if(trend[whichBar+1] ==-1 && trend[whichBar] ==-0) doAlert(whichBar," crossed "+DoubleToStr(TriggerDown,2)+" line up");
           }
        }
     }
  }
//
//
//
//
//

void doAlert(int forBar,string doWhat)
  {
   static string   previousAlert="nothing";
   static datetime previousTime;
   string message;

   if(previousAlert!=doWhat || previousTime!=Time[forBar])
     {
      previousAlert  = doWhat;
      previousTime   = Time[forBar];

      //
      //
      //
      //
      //

      message=timeFrameToString(Period())+" "+Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+doWhat;
      if(alertsMessage) Alert(message);
      if(alertsEmail) SendMail(StringConcatenate(Symbol()," trend dirrection & strength "),message);
      if(alertsSound) PlaySound("alert2.wav");
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+

double absHighest(double &array[][],int index,int length,int shift)
  {
   double result=0.00;

   for(int i=length-1; i>=0; i--)
      if(result<MathAbs(array[shift-i][index]))
         result=MathAbs(array[shift-i][index]);
   return(result);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

void CleanPoint(int i,double &first[],double &second[])
  {
   if((second[i]  != EMPTY_VALUE) &&(second[i+1] != EMPTY_VALUE))
      second[i+1]= EMPTY_VALUE;
   else
   if((first[i] != EMPTY_VALUE) &&(first[i+1] != EMPTY_VALUE) &&(first[i+2]== EMPTY_VALUE))
                  first[i+1]= EMPTY_VALUE;
  }
//
//
//
//
//

void PlotPoint(int i,double &first[],double &second[],double &from[])
  {
   if(first[i+1]==EMPTY_VALUE)
     {
      if(first[i+2]==EMPTY_VALUE)
        {
         first[i]   = from[i];
         first[i+1] = from[i+1];
         second[i]  = EMPTY_VALUE;
        }
      else
        {
         second[i]   =  from[i];
         second[i+1] =  from[i+1];
         first[i]    = EMPTY_VALUE;
        }
     }
   else
     {
      first[i]  = from[i];
      second[i] = EMPTY_VALUE;
     }
  }

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

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int    iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
//
//
//
//
//

int stringToTimeFrame(string tfs)
  {
   tfs=stringUpperCase(tfs);
   for(int i=ArraySize(iTfTable)-1; i>=0; i--)
      if(tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
   return(Period());
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string timeFrameToString(int tf)
  {
   for(int i=ArraySize(iTfTable)-1; i>=0; i--)
      if(tf==iTfTable[i]) return(sTfTable[i]);
   return("");
  }
//
//
//
//
//

string stringUpperCase(string str)
  {
   string   s=str;

   for(int length=StringLen(str)-1; length>=0; length--)
     {
      int tchar=StringGetChar(s,length);
      if((tchar>96 && tchar<123) || (tchar>223 && tchar<256))
         s=StringSetChar(s,length,tchar-32);
      else if(tchar>-33 && tchar<0)
         s=StringSetChar(s,length,tchar+224);
     }
   return(s);
  }

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

double wrk[][10];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9
//
//
//
//
//

double iSmooth(double price,double length,double phase,int i,int s=0)
  {
   if(length <=1) return(price);
   if(ArrayRange(wrk,0)!=Bars) ArrayResize(wrk,Bars);

   int r=Bars-i-1;
   if(r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); }

//
//
//
//
//

   double len1   = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
   double pow1   = MathMax(len1-2.0,0.5);
   double del1   = price - wrk[r-1][bsmax+s];
   double del2   = price - wrk[r-1][bsmin+s];
   double div    = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
   int    forBar = MathMin(r,10);

   wrk[r][volty+s]=0;
   if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1);
   if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2);
   wrk[r][vsum+s]=wrk[r-1][vsum+s]+(wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;

//
//
//
//
//

   wrk[r][avolty+s]=wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
   if(wrk[r][avolty+s]>0)
      double dVolty=wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty=0;
   if(dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
   if(dVolty < 1)                      dVolty = 1.0;

//
//
//
//
//

   double pow2 = MathPow(dVolty, pow1);
   double len2 = MathSqrt(0.5*(length-1))*len1;
   double Kv   = MathPow(len2/(len2+1), MathSqrt(pow2));

   if(del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1;
   if(del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2;

//
//
//
//
//

   double R     = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
   double beta  = 0.45*(length-1)/(0.45*(length-1)+2);
   double alpha = MathPow(beta,pow2);

   wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
   wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
   wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
   wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
   wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]);

//
//
//
//
//

   return(wrk[r][4+s]);
  }
//+------------------------------------------------------------------+

   //
   //
   //

   return(wrk[r][4+s]);
}
Авторизуйтесь или зарегистрируйтесь, чтобы добавить комментарий