//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 LimeGreen #property indicator_color2 DarkOrange #property indicator_color3 DarkOrange #property indicator_color4 Yellow #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_style4 STYLE_DOT #property indicator_level1 0 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_ha // Heiken-ashi }; #define PRICE_HA 7 extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; extern int FastPeriod = 24; extern int SlowPeriod = 52; extern int SignalPeriod = 9; extern enPrices Price = PRICE_HA; extern int PricePreSmooth = 1; extern bool ColorOnSignalCross = true; extern bool LinesVisible = false; extern string LinesID = "ZL TEMA macd"; extern color LinesUpColor = LimeGreen; extern color LinesDnColor = OrangeRed; extern ENUM_LINE_STYLE LinesStyle = STYLE_SOLID; extern int LinesWidth = 0; extern bool arrowsVisible = true; // Arrows visible? extern bool arrowsOnFirst = false; // Arrows shift? extern string arrowsIdentifier = "zlmacd Arrows1"; // Unique ID for arrows extern double arrowsUpperGap = 1.0; // Upper arrow gap extern double arrowsLowerGap = 1.0; // Lower arrow gap extern color arrowsUpColor = clrDeepSkyBlue; // Up arrow color extern color arrowsDnColor = clrPaleVioletRed; // Down arrow color extern int arrowsUpCode = 139; // Up arrow code extern int arrowsDnCode = 139; // Down arrow code extern bool alertsOn = false; // Turn alerts on? extern bool alertsOnCurrent = false; // Alerts on still opened bar? extern bool alertsMessage = true; // Alerts should display message? extern bool alertsSound = false; // Alerts should play a sound? extern bool alertsNotify = false; // Alerts should send a notification? extern bool alertsEmail = false; // Alerts should send an email? extern string soundFile = "alert2.wav"; // Sound file double macd[]; double macdda[]; double macddb[]; double signal[]; double mcolor[]; string shortName; string indicatorFileName; bool returnBars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(5); SetIndexBuffer(0,macd); SetIndexBuffer(1,macdda); SetIndexBuffer(2,macddb); SetIndexBuffer(3,signal); SetIndexBuffer(4,mcolor); shortName = LinesID+" ("+FastPeriod+","+SlowPeriod+","+SignalPeriod+")"; indicatorFileName = WindowExpertName(); returnBars = TimeFrame == -99; TimeFrame = MathMax(TimeFrame,_Period); IndicatorShortName(shortName); return(0); } int deinit() { string find = LinesID+":"; for (int i=ObjectsTotal()-1; i>= 0; i--) { string name = ObjectName(i); if (StringFind(name,find)==0) ObjectDelete(name); } string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int start() { int counted_bars = IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars > 0) counted_bars--; int limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { macd[0] = limit+1; return(0); } int window = WindowFind(shortName); // // // // // if (TimeFrame == Period()) { double alpha = 2.0/(SignalPeriod+1); if (mcolor[limit]==-1) CleanPoint(limit,macdda,macddb); for (int i=limit; i>=0; i--) { double tema1 = ihTema(i,FastPeriod,Price,PricePreSmooth,0); double fast = tema1+(tema1-iTema(tema1,FastPeriod,i,0)); double tema2 = ihTema(i,SlowPeriod,Price,PricePreSmooth,1); double slow = tema2+(tema2-iTema(tema2,SlowPeriod,i,1)); macd[i] = fast-slow; signal[i] = signal[i+1]+alpha*(macd[i]-signal[i+1]); macdda[i] = EMPTY_VALUE; macddb[i] = EMPTY_VALUE; mcolor[i] = mcolor[i+1]; if (ColorOnSignalCross) { if (macd[i]>signal[i]) mcolor[i] = 1; if (macd[i]macd[i+1]) mcolor[i] = 1; if (macd[i]-1) { string name = LinesID+":"+Time[i]; ObjectDelete(name); if (mcolor[i]!=mcolor[i+1]) { color theColor = LinesUpColor; if (mcolor[i]==-1) theColor = LinesDnColor; ObjectCreate(name,OBJ_VLINE,window,Time[i],0); ObjectSet(name,OBJPROP_WIDTH,LinesWidth); ObjectSet(name,OBJPROP_STYLE,LinesStyle); ObjectSet(name,OBJPROP_COLOR,theColor); } } } if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (mcolor[whichBar] != mcolor[whichBar+1]) { if (mcolor[whichBar] == 1) doAlert(" up"); if (mcolor[whichBar] ==-1) doAlert(" down"); } } return(0); } // // // // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period())); if (mcolor[limit]==-1) CleanPoint(limit,macdda,macddb); for (i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); macd[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,arrowsVisible,arrowsOnFirst,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,0,y); signal[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,arrowsVisible,arrowsOnFirst,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,3,y); mcolor[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,FastPeriod,SlowPeriod,SignalPeriod,Price,PricePreSmooth,ColorOnSignalCross,LinesVisible,LinesID,LinesUpColor,LinesDnColor,LinesStyle,LinesWidth,arrowsVisible,arrowsOnFirst,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,4,y); macdda[i] = EMPTY_VALUE; macddb[i] = EMPTY_VALUE; if (mcolor[i]==-1) PlotPoint(i,macdda,macddb,macd); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workhTema[][16]; double ihTema(int i, int period, int usePrice, int preSmooth, int index=0) { if (ArrayRange(workhTema,0)!=Bars) ArrayResize(workhTema,Bars); index *= 8; int r = Bars-i-1; // // // // // if (usePrice==pr_ha) { double haOpen = (workhTema[r-1][index+6] + workhTema[r-1][index+7]) / 2; double haClose = (Open[i]+High[i]+Low[i]+Close[i])/4.0; double haHigh = MathMax(High[i], MathMax(haOpen,haClose)); double haLow = MathMin(Low[i] , MathMin(haOpen,haClose)); if(haOpen=0; k++) price += (workhTema[r-k][index+4]+workhTema[r-k][index+5]+workhTema[r-k][index+6]+workhTema[r-k][index+7])/4.0; price /= preSmooth; } else price = iMA(NULL,0,preSmooth,0,MODE_SMA,(int)usePrice,i); // // // // // double alpha = 2.0 / (1.0 + period); workhTema[r][index+3] = workhTema[r-1][index+3]+alpha*(price -workhTema[r-1][index+3]); workhTema[r][index+2] = workhTema[r-1][index+2]+alpha*(workhTema[r][index+3]-workhTema[r-1][index+2]); workhTema[r][index+1] = workhTema[r-1][index+1]+alpha*(workhTema[r][index+2]-workhTema[r-1][index+1]); workhTema[r][index+0] = 3*workhTema[r][index+3]-3*workhTema[r][index+2]+workhTema[r][index+1]; return(workhTema[r][index+0]); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workTema[][6]; #define _ema1 0 #define _ema2 1 #define _ema3 2 double iTema(double price, double period, int r, int instanceNo=0) { if (ArrayRange(workTema,0)!= Bars) ArrayResize(workTema,Bars); instanceNo*=3; r = Bars-r-1; // // // // // double alpha = 2.0 / (1.0+period); workTema[r][_ema1+instanceNo] = workTema[r-1][_ema1+instanceNo]+alpha*(price -workTema[r-1][_ema1+instanceNo]); workTema[r][_ema2+instanceNo] = workTema[r-1][_ema2+instanceNo]+alpha*(workTema[r][_ema1+instanceNo]-workTema[r-1][_ema2+instanceNo]); workTema[r][_ema3+instanceNo] = workTema[r-1][_ema3+instanceNo]+alpha*(workTema[r][_ema2+instanceNo]-workTema[r-1][_ema3+instanceNo]); return(workTema[r][_ema3+instanceNo]+3.0*(workTema[r][_ema1+instanceNo]-workTema[r][_ema2+instanceNo])); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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; } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void doAlert(string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = StringConcatenate(Symbol()," ",timeFrameToString(_Period)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," Zerolag Tema MACD ",doWhat); if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(_Symbol+" Zerolag Tema MACD ",message); if (alertsSound) PlaySound(soundFile); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(int i,color theColor,int theCode,bool up) { string name = arrowsIdentifier+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i); // // // // // int add = 0; if (!arrowsOnFirst) add = _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,Time[i]+add,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }