//+------------------------------------------------------------------+ //| OnChart WPR.mq4 | //| mladen | //| | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "" #property indicator_chart_window #property indicator_buffers 4 #property indicator_color1 Crimson #property indicator_color2 Goldenrod #property indicator_color3 Goldenrod #property indicator_color4 DeepSkyBlue #property indicator_width4 2 #property indicator_style1 STYLE_DASH // // // // // extern string timeFrame = "Current time frame"; extern int ShortLimit = 10; extern int LongLimit = 20; extern int CfbNormLength = 50; extern int CfbDepth = 6; extern int CfbPrice = PRICE_WEIGHTED; extern int CfbSmooth = 8; extern double CfbResultSmooth = 2; extern double CfbResultSmoothPhase = 0.0; extern bool CfbResultSmoothDouble = true; extern double SmoothLength = 5; extern double SmoothPhase = 0; extern double Length = 120; extern double Phase = 0; extern int overBought = -20; extern int overSold = -80; extern bool SmoothDouble = true; extern bool interpolate = true; // // // // // double ExtMapBuffer1[]; double ExtMapBuffer2[]; double ExtMapBuffer3[]; double ExtMapBuffer4[]; int TimeFrame; int atrTimeFrame; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { SetIndexBuffer(0,ExtMapBuffer1); SetIndexBuffer(1,ExtMapBuffer2); SetIndexBuffer(2,ExtMapBuffer3); SetIndexBuffer(3,ExtMapBuffer4); // // // // // TimeFrame = stringToTimeFrame(timeFrame); atrTimeFrame=PERIOD_D1; if (TimeFrame >= atrTimeFrame) switch (TimeFrame) { case PERIOD_D1: atrTimeFrame = PERIOD_W1; break; default: atrTimeFrame = PERIOD_MN1; } return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // // int start() { double calcSmoothLength = MathSqrt(SmoothLength); int counted_bars=IndicatorCounted(); int limit,i; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=MathMax(MathMin(Bars-counted_bars,Bars-1),TimeFrame/Period()); // // // // // for (i=limit; i>=0; i--) { int y = iBarShift(NULL,TimeFrame ,Time[i]); int r = iBarShift(NULL,atrTimeFrame,Time[i]); double avgRange = iATR(NULL,atrTimeFrame,Length,r); double maValue = iDSmooth(iMA(NULL,TimeFrame,1,0,MODE_SMA,PRICE_MEDIAN,y),Length,Phase,y); double wprValue = iCustom(NULL,TimeFrame,"Cfb adaptive wprsmooth correct",ShortLimit,LongLimit,CfbNormLength,CfbDepth,CfbPrice,CfbSmooth,CfbResultSmooth,CfbResultSmoothPhase,CfbResultSmoothDouble,SmoothLength,SmoothPhase,SmoothDouble,0,y); // // // // // ExtMapBuffer1[i] = maValue; ExtMapBuffer2[i] = maValue+(avgRange*(overBought+50)/100); ExtMapBuffer3[i] = maValue-(avgRange*(-50-overSold)/100); ExtMapBuffer4[i] = maValue+(wprValue+50)/100*avgRange; // // // // // if (TimeFrame <= Period() || y==iBarShift(NULL,TimeFrame,Time[i-1])) continue; if (!interpolate) continue; // // // // // datetime time = iTime(NULL,TimeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; double factor = 1.0 / n; for(int k = 1; k < n; k++) { ExtMapBuffer1[i+k] = k*factor*ExtMapBuffer1[i+n] + (1.0-k*factor)*ExtMapBuffer1[i]; ExtMapBuffer2[i+k] = k*factor*ExtMapBuffer2[i+n] + (1.0-k*factor)*ExtMapBuffer2[i]; ExtMapBuffer3[i+k] = k*factor*ExtMapBuffer3[i+n] + (1.0-k*factor)*ExtMapBuffer3[i]; ExtMapBuffer4[i+k] = k*factor*ExtMapBuffer4[i+n] + (1.0-k*factor)*ExtMapBuffer4[i]; } } // // // // // return(0); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ // // // // // int stringToTimeFrame(string tfs) { int tf=0; tfs = StringUpperCase(tfs); if (tfs=="M1" || tfs=="1") tf=PERIOD_M1; if (tfs=="M5" || tfs=="5") tf=PERIOD_M5; if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15; if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30; if (tfs=="H1" || tfs=="60") tf=PERIOD_H1; if (tfs=="H4" || tfs=="240") tf=PERIOD_H4; if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1; if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1; if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1; if (tf= 0) { tchar = StringGetChar(s, lenght); // // // // // if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, lenght, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, lenght, tchar + 224); // // // // // lenght--; } // // // // // return(s); } double wrk[][20]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iDSmooth(double price, double length, double phase, int i, int s=0) { if (SmoothDouble) 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) { 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]); }