//------------------------------------------------------------------ #property copyright "© mladen, 2018" #property link "mladenfx@gmail.com" #property version "1.00" #property description "iTrendd JMA" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 8 #property indicator_plots 5 #property indicator_label1 "iTrend up" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrLimeGreen,clrLimeGreen #property indicator_label2 "iTrend down" #property indicator_type2 DRAW_FILLING #property indicator_color2 clrDeepPink,clrDeepPink #property indicator_label3 "iTrend line up" #property indicator_type3 DRAW_LINE #property indicator_color3 clrDarkGray #property indicator_width3 2 #property indicator_label4 "iTrend line down" #property indicator_type4 DRAW_LINE #property indicator_color4 clrDarkGray #property indicator_width4 2 #property indicator_label5 "iTrend" #property indicator_type5 DRAW_COLOR_LINE #property indicator_color5 clrDarkGray,clrLime,clrHotPink #property indicator_style5 STYLE_SOLID #property indicator_width5 2 input int ItPeriod = 20; // iTrend period input ENUM_APPLIED_PRICE ItPrice = PRICE_CLOSE; // Price input int LevelBars = 300; // Look back period for levels input double LevelFactor = 0.283; // Levels factor double itrend[],itrendc[],lup[],ldn[],fillu[],filluz[],filld[],filldz[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0,fillu,INDICATOR_DATA); SetIndexBuffer(1,filluz,INDICATOR_DATA); SetIndexBuffer(2,filld,INDICATOR_DATA); SetIndexBuffer(3,filldz,INDICATOR_DATA); SetIndexBuffer(4,lup,INDICATOR_DATA); SetIndexBuffer(5,ldn,INDICATOR_DATA); SetIndexBuffer(6,itrend,INDICATOR_DATA); SetIndexBuffer(7,itrendc,INDICATOR_COLOR_INDEX); PlotIndexSetInteger(0,PLOT_SHOW_DATA,false); PlotIndexSetInteger(1,PLOT_SHOW_DATA,false); IndicatorSetString(INDICATOR_SHORTNAME,"iTrend JMA ("+(string)ItPeriod+")"); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ 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(Bars(_Symbol,_Period)=0; k++) hi=MathMax(hi,MathMax(fillu[i-k],filld[i-k])); itrend[i] = hi*LevelFactor; itrendc[i] = (fillu[i]>itrend[i]) ? 1 : (filld[i]>itrend[i]) ? 2 : (i>0) ? itrendc[i-1] : 0; } return(rates_total); } #define _smoothInstances 1 #define _smoothInstancesSize 10 double m_wrk[][_smoothInstances*_smoothInstancesSize]; int m_size=0; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double iSmooth(double price,double length,double phase,int r,int bars,int instanceNo=0) { #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 if(ArrayRange(m_wrk,0)!=bars) ArrayResize(m_wrk,bars); if(ArrayRange(m_wrk,0)!=bars) return(price); instanceNo*=_smoothInstancesSize; if(r==0 || length<=1) { int k=0; for(; k<7; k++) m_wrk[r][instanceNo+k]=price; for(; k<10; k++) m_wrk[r][instanceNo+k]=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 - m_wrk[r-1][instanceNo+bsmax]; double del2 = price - m_wrk[r-1][instanceNo+bsmin]; int forBar = MathMin(r,10); m_wrk[r][instanceNo+volty]=0; if(MathAbs(del1) > MathAbs(del2)) m_wrk[r][instanceNo+volty] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) m_wrk[r][instanceNo+volty] = MathAbs(del2); m_wrk[r][instanceNo+vsum]=m_wrk[r-1][instanceNo+vsum]+(m_wrk[r][instanceNo+volty]-m_wrk[r-forBar][instanceNo+volty])*0.1; m_wrk[r][instanceNo+avolty]=m_wrk[r-1][instanceNo+avolty]+(2.0/(MathMax(4.0*length,30)+1.0))*(m_wrk[r][instanceNo+vsum]-m_wrk[r-1][instanceNo+avolty]); double dVolty=(m_wrk[r][instanceNo+avolty]>0) ? m_wrk[r][instanceNo+volty]/m_wrk[r][instanceNo+avolty]: 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) m_wrk[r][instanceNo+bsmax] = price; else m_wrk[r][instanceNo+bsmax] = price - Kv*del1; if(del2 < 0) m_wrk[r][instanceNo+bsmin] = price; else m_wrk[r][instanceNo+bsmin] = price - Kv*del2; double corr = 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); m_wrk[r][instanceNo+0] = price + alpha*(m_wrk[r-1][instanceNo+0]-price); m_wrk[r][instanceNo+1] = (price - m_wrk[r][instanceNo+0])*(1-beta) + beta*m_wrk[r-1][instanceNo+1]; m_wrk[r][instanceNo+2] = (m_wrk[r][instanceNo+0] + corr*m_wrk[r][instanceNo+1]); m_wrk[r][instanceNo+3] = (m_wrk[r][instanceNo+2] - m_wrk[r-1][instanceNo+4])*MathPow((1-alpha),2) + MathPow(alpha,2)*m_wrk[r-1][instanceNo+3]; m_wrk[r][instanceNo+4] = (m_wrk[r-1][instanceNo+4] + m_wrk[r][instanceNo+3]); return(m_wrk[r][instanceNo+4]); #undef bsmax #undef bsmin #undef volty #undef vsum #undef avolty } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars) { if(i>=0) switch(tprice) { case PRICE_CLOSE: return(close[i]); case PRICE_OPEN: return(open[i]); case PRICE_HIGH: return(high[i]); case PRICE_LOW: return(low[i]); case PRICE_MEDIAN: return((high[i]+low[i])/2.0); case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0); case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0); } return(0); } //+------------------------------------------------------------------+