//------------------------------------------------------------------ #property link "www.forex-station.com" #property copyright "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 LimeGreen #property indicator_color2 LimeGreen #property indicator_color3 PaleVioletRed #property indicator_color4 PaleVioletRed #property indicator_color5 DarkGray #property indicator_color6 Gold #property indicator_width1 2 #property indicator_width3 2 #property indicator_width5 2 #property indicator_width6 2 #property indicator_level1 0 #property indicator_levelcolor DarkGray // // // // // extern int JmaLength1 = 35; // jma smoothing length extern int JmaLength2 = 15; // jma smoothing length extern double JmaPhase = 0; // jma smoothing phase extern bool JmaDouble = false; // jma smoothing double smooth extern int JmaLength3 = 15; // jma smoothing length extern double JmaPhase3 = 0; // jma smoothing phase extern bool JmaDouble3 = false; // jma smoothing double smooth extern int Price = PRICE_CLOSE; extern bool alertsOn = false; extern bool alertsOnZeroCross = true; extern bool alertsOnSignalCross = true; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsEmail = false; double tsi[]; double tsihuu[]; double tsihud[]; double tsihdd[]; double tsihdu[]; double signal[]; double slope[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(7); SetIndexBuffer(0,tsihuu); SetIndexStyle(0, DRAW_HISTOGRAM); SetIndexBuffer(1,tsihud); SetIndexStyle(1, DRAW_HISTOGRAM); SetIndexBuffer(2,tsihdd); SetIndexStyle(2, DRAW_HISTOGRAM); SetIndexBuffer(3,tsihdu); SetIndexStyle(3, DRAW_HISTOGRAM); SetIndexBuffer(4,tsi); SetIndexBuffer(5,signal); SetIndexBuffer(6,slope); IndicatorShortName("Blau ergodic jma true strength index ("+DoubleToStr(JmaLength1,1)+","+DoubleToStr(JmaLength2,1)+","+DoubleToStr(JmaLength3,1)+")"); return(0); } int deinit() { return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double trend[][2]; #define _signal 0 #define _zeroli 1 int start() { int i,r,counted_bars=IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars>0) counted_bars--; int limit = MathMin(Bars-counted_bars,Bars-1); if (ArrayRange(trend,0)!=Bars) ArrayResize(trend,Bars); // // // // // for(i=limit, r=Bars-i-1; i >= 0; i--,r++) { double priceDiff = iMA(NULL,0,1,0,MODE_SMA,Price,i)-iMA(NULL,0,1,0,MODE_SMA,Price,i+1); double avg = iDSmooth(iDSmooth( priceDiff ,JmaLength1,JmaPhase,JmaDouble,i,0),JmaLength2,JmaPhase,JmaDouble,i,20); double ava = iDSmooth(iDSmooth(MathAbs(priceDiff),JmaLength1,JmaPhase,JmaDouble,i,40),JmaLength2,JmaPhase,JmaDouble,i,60); if (ava != 0) tsi[i] = 100.0*avg/ava; else tsi[i] = 0; tsihuu[i] = EMPTY_VALUE; tsihud[i] = EMPTY_VALUE; tsihdd[i] = EMPTY_VALUE; tsihdu[i] = EMPTY_VALUE; signal[i] = iDSmooth(tsi[i],JmaLength3,JmaPhase3,JmaDouble3,i,80); // // // // // trend[r][_zeroli] = trend[r-1][_zeroli]; trend[r][_signal] = trend[r-1][_signal]; slope[i] = slope[i+1]; if (tsi[i] > signal[i]) trend[r][_signal] = 1; if (tsi[i] < signal[i]) trend[r][_signal] = -1; if (tsi[i] > 0) trend[r][_zeroli] = 1; if (tsi[i] < 0) trend[r][_zeroli] = -1; if (tsi[i] > tsi[i+1]) slope[i] = 1; if (tsi[i] < tsi[i+1]) slope[i] = -1; if (tsi[i]>0) if (slope[i]==1) tsihuu[i] = tsi[i]; else tsihud[i] = tsi[i]; if (tsi[i]<0) if (slope[i]==1) tsihdu[i] = tsi[i]; else tsihdd[i] = tsi[i]; } manageAlerts(); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double wrk[][100]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iDSmooth(double price, double length, double phase, bool isDouble, int i, int s=0) { if (isDouble) return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10)); else return (iSmooth(price,length,phase,i,s)); } // // // // // 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) { int k; for(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]); double dVolty = 0; if (wrk[r][avolty+s] > 0) dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; 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]); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // void manageAlerts() { if (alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; whichBar = Bars-whichBar-1; // // // // // if (alertsOnZeroCross && trend[whichBar][_zeroli] != trend[whichBar-1][_zeroli]) { static datetime time1 = 0; static string mess1 = ""; if (trend[whichBar][_zeroli] == 1) doAlert(time1,mess1," Blau TSI crossed zero line up"); if (trend[whichBar][_zeroli] == -1) doAlert(time1,mess1," Blau TSI crossed zero line down"); } if (alertsOnSignalCross && trend[whichBar][_signal] != trend[whichBar-1][_signal]) { static datetime time2 = 0; static string mess2 = ""; if (trend[whichBar][_signal] == 1) doAlert(time2,mess2," Blau TSI crossed signal line up"); if (trend[whichBar][_signal] == -1) doAlert(time2,mess2," Blau TSI crossed signal line down"); } } } // // // // // void doAlert(datetime& previousTime, string& previousAlert, string doWhat) { string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = Symbol()+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+doWhat; if (alertsMessage) Alert(message); if (alertsEmail) SendMail(Symbol()+" Blau ergodic TSI",message); if (alertsSound) PlaySound("alert2.wav"); } }