//+------------------------------------------------------------------+
//| Heiken Ashi Ma T3.mq4 |
//+------------------------------------------------------------------+
//| mod by Raff |
//| 2009 mod by mladen |
//+------------------------------------------------------------------+
#property copyright "Copyright � 2008,Forex-TSD.com"
#property link "http://www.forex-tsd.com/"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 RoyalBlue
#property indicator_color3 Red
#property indicator_color4 RoyalBlue
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 2
#property indicator_width4 2
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern int SmoothLength = 20;
extern int AdaptPeriod = 10;
extern int Step = 1;
extern bool BetterFormula = false;
extern string BarsID = "HA separate 1";
extern color ColorUp = RoyalBlue;
extern color ColorDn = Red;
extern int widthWick = 1;
extern int widthBody = 3;
extern bool CandlesOnFirst = false;
extern bool alertsOn = false;
extern bool alertsOnCurrent = false;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
extern bool alertsNotify = false;
//
//
//
//
//
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double trend[];
string indicatorName;
int window;
//
//
//
//
//
string indicatorFileName;
bool calculateValue;
bool returnBars;
int timeFrame;
//+------------------------------------------------------------------+
//| |
//|------------------------------------------------------------------|
//
//
//
//
//
int init()
{
IndicatorBuffers(5);
SetIndexBuffer(0, ExtMapBuffer1); SetIndexStyle(0,DRAW_NONE);
SetIndexBuffer(1, ExtMapBuffer2); SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(2, ExtMapBuffer3); SetIndexStyle(2,DRAW_NONE);
SetIndexBuffer(3, ExtMapBuffer4); SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(4, trend);
//
//
//
//
//
indicatorFileName = WindowExpertName();
calculateValue = (TimeFrame=="CalculateValue"); if (calculateValue) return(0);
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
indicatorName=BarsID+" - "+" Heiken Ashi ";
IndicatorShortName(indicatorName);
return(0);
}
//
//
//
//
//
int deinit()
{
string lookFor = BarsID+":";
int lookForLength = StringLen(lookFor);
for (int i = ObjectsTotal(); i>= 0; i--)
{
string name = ObjectName(i);
if (StringSubstr(name,0,lookForLength)==lookFor) ObjectDelete(name);
}
return (0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
double haOpen, haClose, haLow, haHigh;
int counted_bars=IndicatorCounted();
int pointModifier;
//
//
//
//
//
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
int limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { ExtMapBuffer1[0] = limit+1; return(0); }
window = WindowFind(indicatorName);
//
//
//
//
//
if (calculateValue || timeFrame == Period())
{
if (Digits==3 || Digits==5)
pointModifier = 10;
else pointModifier = 1;
//
//
//
//
//
for(int pos=limit; pos >= 0; pos--)
{
double dev = iStdDev(NULL,0,AdaptPeriod,0,MODE_SMA,PRICE_CLOSE,pos);
double avg = iSma(dev,AdaptPeriod,pos,0);
if (dev!=0)
double period = SmoothLength*avg/dev;
else period = SmoothLength;
if (period<3) period = 3;
//
//
//
//
//
double maOpen = iSmooth(Open[pos], period,pos,0);
double maClose = iSmooth(Close[pos],period,pos,1);
double maLow = iSmooth(Low[pos], period,pos,2);
double maHigh = iSmooth(High[pos], period,pos,3);
//
//
//
//
//
if (BetterFormula) {
if (maHigh!=maLow)
haClose = (maOpen+maClose)/2+(((maClose-maOpen)/(maHigh-maLow))*MathAbs((maClose-maOpen)/2));
else haClose = (maOpen+maClose)/2; }
else haClose = (maOpen+maHigh+maLow+maClose)/4;
haOpen = (ExtMapBuffer3[pos+1]+ExtMapBuffer4[pos+1])/2;
haHigh = MathMax(maHigh, MathMax(haOpen,haClose));
haLow = MathMin(maLow, MathMin(haOpen,haClose));
if (haOpen<haClose) { ExtMapBuffer1[pos]=haLow; ExtMapBuffer2[pos]=haHigh; }
else { ExtMapBuffer1[pos]=haHigh; ExtMapBuffer2[pos]=haLow; }
ExtMapBuffer3[pos]=haOpen;
ExtMapBuffer4[pos]=haClose;
//
//
//
//
//
if (Step>0)
{
if(MathAbs(ExtMapBuffer1[pos]-ExtMapBuffer1[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer1[pos]=ExtMapBuffer1[pos+1];
if(MathAbs(ExtMapBuffer2[pos]-ExtMapBuffer2[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer2[pos]=ExtMapBuffer2[pos+1];
if(MathAbs(ExtMapBuffer3[pos]-ExtMapBuffer3[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer3[pos]=ExtMapBuffer3[pos+1];
if(MathAbs(ExtMapBuffer4[pos]-ExtMapBuffer4[pos+1]) < Step*pointModifier*Point ) ExtMapBuffer4[pos]=ExtMapBuffer4[pos+1];
}
trend[pos] = trend[pos+1];
if (ExtMapBuffer3[pos]<ExtMapBuffer4[pos]) trend[pos] = 1;
if (ExtMapBuffer3[pos]>ExtMapBuffer4[pos]) trend[pos] =-1;
if (!calculateValue) drawBar(Time[pos],ExtMapBuffer1[pos],ExtMapBuffer2[pos],ExtMapBuffer3[pos],ExtMapBuffer4[pos]);
}
manageAlerts();
return(0);
}
//
//
//
//
//
int displace = -1; if (CandlesOnFirst) displace = 1;
limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
for (pos=limit;pos>=0; pos--)
{
int y = iBarShift(NULL,timeFrame,Time[pos]);
int x = iBarShift(NULL,timeFrame,Time[pos+displace]);
trend[pos] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothLength,AdaptPeriod,Step,BetterFormula,4,y);
if (x!=y)
{
ExtMapBuffer1[pos] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothLength,AdaptPeriod,Step,BetterFormula,0,y);
ExtMapBuffer2[pos] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothLength,AdaptPeriod,Step,BetterFormula,1,y);
ExtMapBuffer3[pos] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothLength,AdaptPeriod,Step,BetterFormula,2,y);
ExtMapBuffer4[pos] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothLength,AdaptPeriod,Step,BetterFormula,3,y);
}
else
{
ExtMapBuffer1[pos] = EMPTY_VALUE;
ExtMapBuffer2[pos] = EMPTY_VALUE;
ExtMapBuffer3[pos] = EMPTY_VALUE;
ExtMapBuffer4[pos] = EMPTY_VALUE;
}
drawBar(Time[pos],ExtMapBuffer1[pos],ExtMapBuffer2[pos],ExtMapBuffer3[pos],ExtMapBuffer4[pos]);
}
manageAlerts();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void drawBar(int bTime, double prHigh, double prLow, double prOpen, double prClose)
{
color wickColor = ColorUp; if (prHigh >prLow) wickColor = ColorDn;
color barColor = ColorUp; if (prClose<prOpen) barColor = ColorDn;
string oName;
oName = BarsID+":"+TimeToStr(bTime)+"w";
if (ObjectFind(oName) < 0) ObjectCreate(oName,OBJ_TREND,window,bTime,0,bTime,0);
ObjectSet(oName, OBJPROP_PRICE1, prHigh);
ObjectSet(oName, OBJPROP_PRICE2, prLow);
ObjectSet(oName, OBJPROP_COLOR, wickColor);
ObjectSet(oName, OBJPROP_WIDTH, widthWick);
ObjectSet(oName, OBJPROP_RAY, false);
ObjectSet(oName, OBJPROP_BACK, true);
oName = BarsID+":"+TimeToStr(bTime)+"b";
if (ObjectFind(oName) < 0)ObjectCreate(oName,OBJ_TREND,window,bTime,0,bTime,0);
ObjectSet(oName, OBJPROP_PRICE1, prOpen);
ObjectSet(oName, OBJPROP_PRICE2, prClose);
ObjectSet(oName, OBJPROP_COLOR, barColor);
ObjectSet(oName, OBJPROP_WIDTH, widthBody);
ObjectSet(oName, OBJPROP_RAY, false);
ObjectSet(oName, OBJPROP_BACK, true);
}
//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//
//
//
double workSmooth[][20];
double iSmooth(double price, double length, int r, int instanceNo=0)
{
if (ArrayRange(workSmooth,0)!=Bars) ArrayResize(workSmooth,Bars); instanceNo *= 5; r = Bars-r-1;
if(r<=2) { workSmooth[r][instanceNo] = price; workSmooth[r][instanceNo+2] = price; workSmooth[r][instanceNo+4] = price; return(price); }
//
//
//
//
//
double alpha = 0.45*(length-1.0)/(0.45*(length-1.0)+2.0);
workSmooth[r][instanceNo+0] = price+alpha*(workSmooth[r-1][instanceNo]-price);
workSmooth[r][instanceNo+1] = (price - workSmooth[r][instanceNo])*(1-alpha)+alpha*workSmooth[r-1][instanceNo+1];
workSmooth[r][instanceNo+2] = workSmooth[r][instanceNo+0] + workSmooth[r][instanceNo+1];
workSmooth[r][instanceNo+3] = (workSmooth[r][instanceNo+2] - workSmooth[r-1][instanceNo+4])*MathPow(1.0-alpha,2) + MathPow(alpha,2)*workSmooth[r-1][instanceNo+3];
workSmooth[r][instanceNo+4] = workSmooth[r][instanceNo+3] + workSmooth[r-1][instanceNo+4];
return(workSmooth[r][instanceNo+4]);
}
//-------------------------------------------------------------------
//
//-------------------------------------------------------------------
//
//
//
//
//
double workSma[][2];
double iSma(double price, int period, int r, int instanceNo=0)
{
if (ArrayRange(workSma,0)!= Bars) ArrayResize(workSma,Bars); instanceNo *= 2; r = Bars-r-1;
//
//
//
//
//
workSma[r][instanceNo] = price;
if (r>=period)
workSma[r][instanceNo+1] = workSma[r-1][instanceNo+1]+(workSma[r][instanceNo]-workSma[r-period][instanceNo])/period;
else { workSma[r][instanceNo+1] = 0; for(int k=0; k<period && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo];
workSma[r][instanceNo+1] /= k; }
return(workSma[r][instanceNo+1]);
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
tfs = stringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
}
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
if (tf==iTfTable[i]) return(sTfTable[i]);
return("");
}
//
//
//
//
//
string stringUpperCase(string str)
{
string s = str;
for (int length=StringLen(str)-1; length>=0; length--)
{
int tchar = StringGetChar(s, length);
if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256))
s = StringSetChar(s, length, tchar - 32);
else if(tchar > -33 && tchar < 0)
s = StringSetChar(s, length, tchar + 224);
}
return(s);
}
//
//
//
//
//
void manageAlerts()
{
if (!calculateValue && alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
{
if (trend[whichBar] == 1) doAlert(whichBar,"buy");
if (trend[whichBar] ==-1) doAlert(whichBar,"sell");
}
}
}
//
//
//
//
//
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];
//
//
//
//
//
message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," - ",timeFrameToString(timeFrame)+" heiken ashi adaptive smoother ",doWhat);
if (alertsMessage) Alert(message);
if (alertsNotify) SendNotification(StringConcatenate(Symbol(), Period() ," heiken ashi adaptive smoother " +" "+message));
if (alertsEmail) SendMail(StringConcatenate(Symbol()," heiken ashi adaptive smoother "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}