//+------------------------------------------------------------------+ //| NonLagMA_v7.9.mq4 | //| Copyright © 2008, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2008, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Yellow #property indicator_width1 2 #property indicator_color2 SkyBlue #property indicator_width2 2 #property indicator_color3 Tomato #property indicator_width3 2 //---- input parameters extern int Price = 0; //Apply to Price(0-Close;1-Open;2-High;3-Low;4-Median price;5-Typical price;6-Weighted Close) extern int Length = 14; //Period of NonLagMA extern int Displace = 0; //DispLace or Shift extern double A_Factor = 1; //Amplitude factor extern int S_Factor = 0; //Smoothing Factor extern double G_Factor = 1; //Geometric factor extern double PctFilter = 1.0; //Dynamic filter in decimal extern int Color = 1; //Switch of Color mode (1-color) extern int ColorBarBack = 1; //Bar back for color mode extern double Deviation = 0; //Up/down deviation extern int AlertMode = 0; //Sound Alert switch (0-off,1-on) extern int WarningMode = 0; //Sound Warning switch(0-off,1-on) extern int CountBars = 0; //Maximum Number of Bars(0-all Bars) //---- indicator buffers double MABuffer[]; double UpBuffer[]; double DnBuffer[]; double trend[]; double Del[]; double AvgDel[]; double MABuffer1[]; double alertTag; double alfa[1]; int i, Phase, Len, per,Cycle=4,cBars; double Coeff, beta, t, Sum, Weight, g; double pi = 3.1415926535; bool UpTrendAlert=false, DownTrendAlert=false; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(7); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,MABuffer); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1,UpBuffer); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(2,DnBuffer); SetIndexBuffer(3,trend); SetIndexBuffer(4,Del); SetIndexBuffer(5,AvgDel); SetIndexBuffer(6,MABuffer1); string short_name; //---- indicator line IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)); //---- name for DataWindow and indicator subwindow label short_name="NonLagMA("+Length+")"; IndicatorShortName(short_name); SetIndexLabel(0,"NonLagMA"); SetIndexLabel(1,"Up"); SetIndexLabel(2,"Dn"); //---- SetIndexShift(0,Displace); SetIndexShift(1,Displace); SetIndexShift(2,Displace); SetIndexEmptyValue(0,EMPTY_VALUE); SetIndexEmptyValue(1,EMPTY_VALUE); SetIndexEmptyValue(2,EMPTY_VALUE); if(CountBars == 0) cBars = Bars - 2*Length*(Cycle+1)+1; //(Length+PreSmooth-2); else cBars = CountBars; SetIndexDrawBegin( 0,Bars-cBars-2);//+2*(Length+PreSmooth)); SetIndexDrawBegin( 1,Bars-cBars-2);//+2*(Length+PreSmooth)); SetIndexDrawBegin( 2,Bars-cBars-2); //SetIndexDrawBegin(0,2*Length*(Cycle+1)+1); //SetIndexDrawBegin(1,2*Length*(Cycle+1)+1); //SetIndexDrawBegin(2,2*Length*(Cycle+1)+1); //---- Len = MathFloor((Length+1)*2/3); if(A_Factor != 0) Coeff = 3*pi/A_Factor; else Coeff = 3*pi; Phase = Len + S_Factor; per = Length*4 + Phase; ArrayResize(alfa,Len); Weight=0; for (i=0;i 0 ) limit=Bars-counted_bars; if ( counted_bars < 0 ) return(0); if ( counted_bars ==0 ) limit=Bars-per-1; if ( counted_bars < 1 ) for(i=1;i<2*Length*(Cycle+1);i++) { MABuffer[Bars-i]=0; UpBuffer[Bars-i]=0; DnBuffer[Bars-i]=0; } for(shift=limit;shift>=0;shift--) { if(shift < cBars + Length*4 + Phase) { Sum = 0; for (i=0;i<=per-1;i++) { price = iMA(NULL,0,1,0,3,Price,i+shift); Sum += alfa[i]*price; } } if (Weight > 0) MABuffer1[shift] = Sum/Weight; } for(shift=limit;shift>=0;shift--) { if(shift < cBars) { Sum = 0; for (i=0;i<=per-1;i++) Sum += alfa[i]*MABuffer1[shift+i]; if (Weight > 0) MABuffer[shift] = (1.0+Deviation/100)*Sum/Weight; if (PctFilter>0) { Del[shift] = MathAbs(MABuffer[shift] - MABuffer[shift+1]); double sumdel=0; for (i=0;i<=Length-1;i++) sumdel = sumdel+Del[shift+i]; AvgDel[shift] = sumdel/Length; double sumpow = 0; for (i=0;i<=Length-1;i++) sumpow+=MathPow(Del[shift+i]-AvgDel[shift+i],2); double StdDev = MathSqrt(sumpow/Length); double Filter = PctFilter * StdDev; if( MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter ) MABuffer[shift] = MABuffer[shift+1];// + 0.01*(MABuffer1[shift]-MABuffer1[shift+1]); } else Filter=0; if (Color>0) { trend[shift]=trend[shift+1]; if (MABuffer[shift]-MABuffer[shift+1] > Filter) trend[shift]= 1; if (MABuffer[shift+1]-MABuffer[shift] > Filter) trend[shift]=-1; if (trend[shift]>0) { UpBuffer[shift] = MABuffer[shift]; if (trend[shift+ColorBarBack]<0) UpBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack]; DnBuffer[shift] = EMPTY_VALUE; if (WarningMode>0 && trend[shift+1]<0 && shift==0) //PlaySound("alert2.wav"); { if ( alertTag!=Time[0]) Print (Time); { // Alert(Symbol()," M= ",Period(), " Buy NLMAv7.9"," Ask=",Ask); } alertTag = Time[0]; } } if (trend[shift]<0) { DnBuffer[shift] = MABuffer[shift]; if (trend[shift+ColorBarBack]>0) DnBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack]; UpBuffer[shift] = EMPTY_VALUE; if (WarningMode>0 && trend[shift+1]>0 && shift==0) PlaySound("alert2.wav"); { if ( alertTag!=Time[0]) Print (Time); { // Alert(Symbol()," M= ",Period(), " Buy NLMAv7.9"," Bid=",Bid); } alertTag = Time[0]; } } } } } //---------- string Message; if ( trend[2]<0 && trend[1]>0 && Volume[0]>1 && !UpTrendAlert) { Message = " "+Symbol()+" M"+Period()+": Signal NLMAv7.9 for BUY"+" Ask="+Ask; if ( AlertMode>0 ) Alert (Message); UpTrendAlert=true; DownTrendAlert=false; } if ( trend[2]>0 && trend[1]<0 && Volume[0]>1 && !DownTrendAlert) { Message = " "+Symbol()+" M"+Period()+": Signal NLMAv7.9 for SELL"+" Bid="+Bid; if ( AlertMode>0 ) Alert (Message); DownTrendAlert=true; UpTrendAlert=false; } //---- return(0); }