Hola Nicolás,a ver si puede pasar este indicador a PRT. Creo que es un indicador muy interesante basado en el indicador ADX con canales. Gracias.
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//| ADXm.mq4 |
//| Copyright 2018, MetaQuotes Software Corp. |
//| |
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#property copyright “Copyright 2018, MetaQuotes Software Corp.”
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#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 clrDodgerBlue
#property indicator_color2 clrLightSlateGray
#property indicator_color3 clrSandyBrown
#property indicator_color4 clrDodgerBlue
#property indicator_color5 clrSandyBrown
#property indicator_color6 clrSandyBrown
#property indicator_style1 STYLE_DOT
#property indicator_style2 STYLE_DOT
#property indicator_style3 STYLE_DOT
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property strict
//
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extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use
extern int period = 25; // ADXm period
extern double Smooth = 15; // Smoothing period for price filter
extern int minmaxPeriod = 25; // Period for floating zero
extern double upLevel = 0.90; // Upper level
extern double downLevel = 0.10; // Lower level
extern bool alertsOn = true; // Turn alerts on?
extern bool alertsOnCurrent = true; // Alerts on current (still opebed) bar?
extern bool alertsMessage = true; // Alerts should show popup message?
extern bool alertsSound = true; // Alerts should play alert sound
extern bool alertsNotify = true; // Alerts should send a push notification?
extern bool alertsEmail = true; // Alerts should send an emil?
extern string soundFile = “alert2.wav”; // Sound file to use for alerts
extern bool Interpolate = true; // Interpolate in multi time frame mode?
double ADX[],ADXLa[],ADXLb[],DI[],slope[],zero[],up[],down[];
string indicatorFileName;
bool returnBars;
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int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0,up);
SetIndexBuffer(1,zero);
SetIndexBuffer(2,down);
SetIndexBuffer(3,ADX);
SetIndexBuffer(4,ADXLa);
SetIndexBuffer(5,ADXLb);
SetIndexBuffer(6,DI);
SetIndexBuffer(7,slope);
indicatorFileName = WindowExpertName();
returnBars = (TimeFrame==-99);
TimeFrame = MathMax(TimeFrame,_Period);
IndicatorShortName(timeFrameToString(TimeFrame)+” ADXm adaptive (“+(string)period+”)”);
return(0);
}
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double work[][3];
#define zdh 0
#define zdl 1
#define zdx 2
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) {up[0] = limit+1; return(0); }
if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars);
//
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if (TimeFrame == Period())
{
if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars);
if (slope[limit]==-1) CleanPoint(limit,ADXLa,ADXLb);
for (int i=limit,r=Bars-i-1; i>=0; i–,r++)
{
if (r<1) { work[r][zdh] = 0; work[r][zdl] = 0; ADX[i] = 0; continue; }
//
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double noise = 0, vhf = 0;
double max = Close[i];
double min = Close[i];
for (int k=0; k<period && (i+k+1)<Bars; k++)
{
noise += MathAbs(Close[i+k]-Close[i+k+1]);
max = MathMax(Close[i+k],max);
min = MathMin(Close[i+k],min);
}
if (noise>0) vhf = (max-min)/noise;
double tperiod = period;
int fzPeriod = minmaxPeriod;
if (vhf>0)
{
tperiod = -MathLog(vhf)*period;
fzPeriod = (int)MathCeil(MathMax(-MathLog(vhf)*minmaxPeriod,3));
}
double alpha = 2.0/(tperiod+1.0);
double hc = iSsm(High[i] ,Smooth,i,0);
double lc = iSsm(Low[i] ,Smooth,i,1);
double cp = iSsm(Close[i+1],Smooth,i,2);
double hp = iSsm(High[i+1] ,Smooth,i,3);
double lp = iSsm(Low[i+1] ,Smooth,i,4);
double dh = MathMax(hc-hp,0);
double dl = MathMax(lp-lc,0);
if(dh==dl) {dh=0; dl=0;} else if(dh<dl) dh=0; else if(dl<dh) dl=0;
double tr = MathMax(hc,cp)-MathMin(lc,cp);
double dhk = 0;
double dlk = 0;
if(tr!=0) { dhk = 100.0*dh/tr; dlk = 100.0*dl/tr; }
//
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work[r][zdh] = work[r-1][zdh] + alpha*(dhk-work[r-1][zdh]);
work[r][zdl] = work[r-1][zdl] + alpha*(dlk-work[r-1][zdl]);
DI[i] = work[r][zdh] – work[r][zdl];
double div = MathAbs(work[r][zdh] + work[r][zdl]);
double temp = 0; if( div != 0.0) temp = 100*DI[i]/div;
ADXLa[i] = EMPTY_VALUE;
ADXLb[i] = EMPTY_VALUE;
ADX[i] = ADX[i+1]+alpha*(temp-ADX[i+1]);
min = ADX[ArrayMinimum(ADX,fzPeriod,i)];
max = ADX[ArrayMaximum(ADX,fzPeriod,i)];
double range = max-min;
zero[i] = min+range*0.5;
up[i] = min+range*upLevel;
down[i] = min+range*downLevel;
slope[i] = slope[i+1];
if (ADX[i]>zero[i]) slope[i] = 1;
if (ADX[i]<zero[i]) slope[i] = -1;
if (slope[i]==-1) PlotPoint(i,ADXLa,ADXLb,ADX);
}
manageAlerts();
return(0);
}
//
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limit = (int)MathMax(limit,MathMin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));
if (slope[limit]==-1) CleanPoint(limit,ADXLa,ADXLb);
for(int i=limit; i>=0; i–)
{
int y = iBarShift(NULL,TimeFrame,Time[i]);
up[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Smooth,minmaxPeriod,upLevel,downLevel,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,0,y);
zero[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Smooth,minmaxPeriod,upLevel,downLevel,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,1,y);
down[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Smooth,minmaxPeriod,upLevel,downLevel,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,2,y);
ADX[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Smooth,minmaxPeriod,upLevel,downLevel,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,3,y);
slope[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,period,Smooth,minmaxPeriod,upLevel,downLevel,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,7,y);
ADXLa[i] = EMPTY_VALUE;
ADXLb[i] = EMPTY_VALUE;
if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue;
//
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int n,k; datetime time = iTime(NULL,TimeFrame,y);
for(n = 1; (i+n)<Bars && Time[i+n] >= time; n++) continue;
for(k = 1; k<n && (i+n)<Bars && (i+k)<Bars; k++)
{
ADX[i+k] = ADX[i] + (ADX[i+n] – ADX[i] ) * k/n;
zero[i+k] = zero[i] + (zero[i+n] – zero[i]) * k/n;
up[i+k] = up[i] + (up[i+n] – up[i] ) * k/n;
down[i+k] = down[i] + (down[i+n] – down[i]) * k/n;
}
}
for(int i=limit; i>=0; i–) if (slope[i]==-1) PlotPoint(i,ADXLa,ADXLb,ADX);
return(0);
}
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void CleanPoint(int i,double& first[],double& second[])
{
if (i>=Bars-3) return;
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 (i>=Bars-2) return;
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; }
}
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#define Pi 3.14159265358979323846264338327950288
double workSsm[][10];
#define _tprice 0
#define _ssm 1
double workSsmCoeffs[][4];
#define _period 0
#define _c1 1
#define _c2 2
#define _c3 3
//
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double iSsm(double tprice, double tperiod, int i, int instanceNo=0)
{
if (tperiod<=1) return(tprice); i = Bars-i-1;
if (ArrayRange(workSsm,0) !=Bars) ArrayResize(workSsm,Bars);
if (ArrayRange(workSsmCoeffs,0) < (instanceNo+1)) ArrayResize(workSsmCoeffs,instanceNo+1);
if (workSsmCoeffs[instanceNo][_period] != tperiod)
{
workSsmCoeffs[instanceNo][_period] = tperiod;
double a1 = MathExp(-1.414*Pi/tperiod);
double b1 = 2.0*a1*MathCos(1.414*Pi/tperiod);
workSsmCoeffs[instanceNo][_c2] = b1;
workSsmCoeffs[instanceNo][_c3] = -a1*a1;
workSsmCoeffs[instanceNo][_c1] = 1.0 – workSsmCoeffs[instanceNo][_c2] – workSsmCoeffs[instanceNo][_c3];
}
//
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int s = instanceNo*2;
workSsm[i][s+_tprice] = tprice;
if (i>1)
workSsm[i][s+_ssm] = workSsmCoeffs[instanceNo][_c1]*(workSsm[i][s+_tprice]+workSsm[i-1][s+_tprice])/2.0 +
workSsmCoeffs[instanceNo][_c2]*workSsm[i-1][s+_ssm] +
workSsmCoeffs[instanceNo][_c3]*workSsm[i-2][s+_ssm];
else workSsm[i][s+_ssm] = tprice;
return(workSsm[i][s+_ssm]);
}
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double workSma[][2];
double iSma(double price, int tperiod, int r, int instanceNo=0)
{
if (ArrayRange(workSma,0)!= Bars) ArrayResize(workSma,Bars); instanceNo *= 2; r = Bars-r-1; int k = 0;
//
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workSma[r][instanceNo] = price;
if (r>=tperiod)
workSma[r][instanceNo+1] = workSma[r-1][instanceNo+1]+(workSma[r][instanceNo]-workSma[r-tperiod][instanceNo])/tperiod;
else { workSma[r][instanceNo+1] = 0; for(k=0; k<tperiod && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo];
workSma[r][instanceNo+1] /= k; }
return(workSma[r][instanceNo+1]);
}
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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(“”);
}
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void manageAlerts()
{
if (alertsOn)
{
int whichBar = 1; if (alertsOnCurrent) whichBar = 0;
if (slope[whichBar] != slope[whichBar+1])
{
if (slope[whichBar] == 1) doAlert(whichBar,”Buy”);
if (slope[whichBar] ==-1) doAlert(whichBar,”Sell”);
}
}
}
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void doAlert(int forBar, string doWhat)
{
static string previousAlert=”nothing”;
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[forBar]) {
previousAlert = doWhat;
previousTime = Time[forBar];
//
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message = StringConcatenate(Symbol(),” “,timeFrameToString(_Period),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),” ADXm adaptive “,doWhat);
if (alertsMessage) Alert(message);
if (alertsNotify) SendNotification(StringConcatenate(Symbol(), Period() ,” ADXm adaptive ” +” “+message));
if (alertsEmail) SendMail(StringConcatenate(Symbol(), Period(), ” ADXm adaptive “),message);
if (alertsSound) PlaySound(soundFile);
}
}
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