AllTrendEnvelopes_v1.1.mq4
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AllTrendEnvelopes_v1.1.mq4 Programming source code.
// List of MAs:
// MA_Method= 0: SMA - Simple Moving Average
// MA_Method= 1: EMA - Exponential Moving Average
// MA_Method= 2: Wilder - Wilder Exponential Moving Average
// MA_Method= 3: LWMA - Linear Weighted Moving Average
// MA_Method= 4: SineWMA - Sine Weighted Moving Average
// MA_Method= 5: TriMA - Triangular Moving Average
// MA_Method= 6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA - Smoothed Moving Average
// MA_Method= 8: HMA - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3 - T3 by T.Tillson
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median - Moving Median
// MA_Method=14: GeoMean - Geometric Mean
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS - Integral of Linear Regression Slope
// MA_Method=17: IE/2 - Combination of LSMA and ILRS
// MA_Method=18: TriMAgen - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA - Volume Weighted Moving Average
// MA_Method=20: JSmooth - Smoothing by Mark Jurik
// List of Prices:
// Price = 0 - Close
// Price = 1 - Open
// Price = 2 - High
// Price = 3 - Low
// Price = 4 - Median Price = (High+Low)/2
// Price = 5 - Typical Price = (High+Low+Close)/3
// Price = 6 - Weighted Close = (High+Low+Close*2)/4
// Price = 7 - Heiken Ashi Close
// Price = 8 - Heiken Ashi Open
// Price = 9 - Heiken Ashi High
// Price =10 - Heiken Ashi Low
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 LightBlue
#property indicator_color2 Tomato
#property indicator_width1 2
#property indicator_width2 2
#property indicator_color3 LightBlue
#property indicator_color4 Tomato
#property indicator_width3 1
#property indicator_width4 1
//----
extern int TimeFrame = 0; //TimeFrame in min
extern int UpBandPrice = 2; //Upper Band's Price = 0...10 (see List of Prices)
extern int LoBandPrice = 3; //Lower Band's Price = 0...10 (see List of Prices)
extern int UpBandPeriod = 10; //Upper Band's Period
extern int LoBandPeriod = 10; //Lower Band's Period
extern int UpBandMethod = 0; //Upper Band MA's Method = 0...20 (see List of MAs)
extern int LoBandMethod = 0; //Lower Band MA's Mathod = 0...20 (see List of MAs)
extern double UpBandDeviation = 0.0; //Upper Band's Deviation in decimals
extern double LoBandDeviation = 0.0; //Lower Band's Deviation in decimals
extern int SignalMode = 1; //Switch of Signal mode(0-off,1-on)
extern int AlertMode = 1; //Sound Alert switch(0...2)
extern int WarningMode = 0; //Warning Mode (0-off,1-on)
double UpTrend[];
double DnTrend[];
double UpSignal[];
double DnSignal[];
double sig[];
//----
double tmp[][12];
double haClose[][2], haOpen[][2], haHigh[][2], haLow[][2];
int draw_begin, mBars, pBars, mcnt_bars;
string up_name, lo_name;
datetime pTime;
bool UpTrendAlert=false, DnTrendAlert=false;
string TF;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
if(SignalMode > 0)
{
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(2,108);
SetIndexStyle(3,DRAW_ARROW);
SetIndexArrow(3,108);
}
if(TimeFrame == 0 || TimeFrame < Period()) TimeFrame = Period();
draw_begin=MathMax(UpBandPeriod,LoBandPeriod)*TimeFrame/Period();
//----
switch(LoBandMethod)
{
case 1 : up_name="EMA("; break;
case 2 : up_name="Wilder("; break;
case 3 : up_name="LWMA("; break;
case 4 : up_name="SineWMA("; break;
case 5 : up_name="TriMA("; break;
case 6 : up_name="LSMA("; break;
case 7 : up_name="SMMA("; break;
case 8 : up_name="HMA("; break;
case 9 : up_name="ZeroLagEMA("; break;
case 10: up_name="DEMA("; break;
case 11: up_name="T3("; break;
case 12: up_name="InstTrend("; break;
case 13: up_name="Median("; break;
case 14: up_name="GeometricMean("; break;
case 15: up_name="REMA("; break;
case 16: up_name="ILRS("; break;
case 17: up_name="IE/2("; break;
case 18: up_name="TriMA_gen("; break;
case 19: up_name="VWMA("; break;
case 20: up_name="JSmooth("; break;
default: LoBandMethod=0; up_name="SMA(";
}
switch(UpBandMethod)
{
case 1 : lo_name="EMA("; break;
case 2 : lo_name="Wilder("; break;
case 3 : lo_name="LWMA("; break;
case 4 : lo_name="SineWMA("; break;
case 5 : lo_name="TriMA("; break;
case 6 : lo_name="LSMA("; break;
case 7 : lo_name="SMMA("; break;
case 8 : lo_name="HMA("; break;
case 9 : lo_name="ZeroLagEMA("; break;
case 10: lo_name="DEMA("; break;
case 11: lo_name="T3("; break;
case 12: lo_name="InstTrend("; break;
case 13: lo_name="Median("; break;
case 14: lo_name="GeometricMean("; break;
case 15: lo_name="REMA("; break;
case 16: lo_name="ILRS("; break;
case 17: lo_name="IE/2("; break;
case 18: lo_name="TriMA_gen("; break;
case 19: lo_name="VWMA("; break;
case 20: lo_name="JSmooth("; break;
default: UpBandMethod=0; lo_name="SMA(";
}
switch(TimeFrame)
{
case 1 : TF = "M1"; break;
case 5 : TF = "M5"; break;
case 15 : TF = "M15"; break;
case 30 : TF = "M30"; break;
case 60 : TF = "H1"; break;
case 240 : TF = "H4"; break;
case 1440 : TF = "D1"; break;
case 10080 : TF = "W1"; break;
case 43200 : TF = "MN1"; break;
default : TF = "Current";
}
SetIndexDrawBegin(0,draw_begin);
SetIndexLabel(0,"UpTrend["+TF+"]("+LoBandPrice+","+up_name+LoBandPeriod+","+DoubleToStr(LoBandDeviation,4)+")");
SetIndexLabel(1,"DnTrend["+TF+"]("+UpBandPrice+","+lo_name+UpBandPeriod+","+DoubleToStr(UpBandDeviation,4)+")");
if(SignalMode > 0)
{
SetIndexLabel(2,"UpSignal["+TF+"]("+LoBandPrice+","+up_name+LoBandPeriod+","+DoubleToStr(LoBandDeviation,4)+")");
SetIndexLabel(3,"DnSignal["+TF+"]("+UpBandPrice+","+lo_name+UpBandPeriod+","+DoubleToStr(UpBandDeviation,4)+")");
}
//----
SetIndexDrawBegin(0,draw_begin);
SetIndexDrawBegin(1,draw_begin);
//----
IndicatorBuffers(5);
SetIndexBuffer(0,UpTrend);
SetIndexBuffer(1,DnTrend);
if(SignalMode > 0)
{
SetIndexBuffer(2,UpSignal);
SetIndexBuffer(3,DnSignal);
SetIndexDrawBegin(2,draw_begin);
SetIndexDrawBegin(3,draw_begin);
}
SetIndexBuffer(4,sig);
//----
return(0);
}
//+------------------------------------------------------------------+
//| AllTrendEnvelopes_v1.1 |
//+------------------------------------------------------------------+
int start()
{
int limit, y, i, shift, cnt_bars=IndicatorCounted();
double upPrice[], loPrice[], mUpMA[], mLoMA[], mUp[], mLo[], mUpsig[], mDnsig[], mUpTrend[], mDnTrend[],trend[];
if(TimeFrame!=Period()) mBars = iBars(NULL,TimeFrame); else mBars = Bars;
if(mBars != pBars)
{
ArrayResize(upPrice,mBars);
ArrayResize(loPrice,mBars);
ArrayResize(mUpMA,mBars);
ArrayResize(mLoMA,mBars);
ArrayResize(mUp,mBars);
ArrayResize(mLo,mBars);
ArrayResize(trend,mBars);
ArrayResize(mUpTrend,mBars);
ArrayResize(mDnTrend,mBars);
if(SignalMode > 0)
{
ArrayResize(mUpsig,mBars);
ArrayResize(mDnsig,mBars);
}
if((UpBandMethod==10 || UpBandMethod==11 || UpBandMethod==20)
|| (LoBandMethod==10 || LoBandMethod==11 || LoBandMethod==20)) ArrayResize(tmp,mBars);
if((UpBandPrice > 6 && UpBandPrice <= 10) || (LoBandPrice > 6 && LoBandPrice <= 10))
{
ArrayResize(haClose,mBars);
ArrayResize(haOpen,mBars);
ArrayResize(haHigh,mBars);
ArrayResize(haLow,mBars);
}
pBars = mBars;
}
if(cnt_bars<1)
{
for(i=1;i<=draw_begin;i++)
{
UpTrend[Bars-i] = EMPTY_VALUE;
DnTrend[Bars-i] = EMPTY_VALUE;
UpSignal[Bars-i]= EMPTY_VALUE;
DnSignal[Bars-i]= EMPTY_VALUE;
}
mcnt_bars = 0;
}
//----
if(mcnt_bars > 0) mcnt_bars--;
for(y=mcnt_bars;y 6 && UpBandPrice <= 10) upPrice[y] = HeikenAshi(0,TimeFrame,UpBandPrice-7,mBars-y-1);
if(LoBandPrice <= 6) loPrice[y] = iMA(NULL,TimeFrame,1,0,0,LoBandPrice,mBars-y-1);
else
if(LoBandPrice > 6 && LoBandPrice <= 10) loPrice[y] = HeikenAshi(1,TimeFrame,LoBandPrice-7,mBars-y-1);
switch(UpBandMethod)
{
case 1 : mUpMA[y] = EMA(upPrice[y],mUpMA,UpBandPeriod,y); break;
case 2 : mUpMA[y] = Wilder(upPrice,mUpMA,UpBandPeriod,y); break;
case 3 : mUpMA[y] = LWMA(upPrice,UpBandPeriod,y); break;
case 4 : mUpMA[y] = SineWMA(upPrice,UpBandPeriod,y); break;
case 5 : mUpMA[y] = TriMA(upPrice,UpBandPeriod,y); break;
case 6 : mUpMA[y] = LSMA(upPrice,UpBandPeriod,y); break;
case 7 : mUpMA[y] = SMMA(upPrice,mUpMA,UpBandPeriod,y); break;
case 8 : mUpMA[y] = HMA(upPrice,UpBandPeriod,y); break;
case 9 : mUpMA[y] = ZeroLagEMA(upPrice,mUpMA,UpBandPeriod,y); break;
case 10: mUpMA[y] = DEMA(0,upPrice[y],UpBandPeriod,1,y); break;
case 11: mUpMA[y] = T3(0,upPrice[y],UpBandPeriod,0.7,y); break;
case 12: mUpMA[y] = ITrend(upPrice,mUpMA,UpBandPeriod,y); break;
case 13: mUpMA[y] = Median(upPrice,UpBandPeriod,y); break;
case 14: mUpMA[y] = GeoMean(upPrice,UpBandPeriod,y); break;
case 15: mUpMA[y] = REMA(upPrice[y],mUpMA,UpBandPeriod,0.5,y); break;
case 16: mUpMA[y] = ILRS(upPrice,UpBandPeriod,y); break;
case 17: mUpMA[y] = IE2(upPrice,UpBandPeriod,y); break;
case 18: mUpMA[y] = TriMA_gen(upPrice,UpBandPeriod,y); break;
case 19: mUpMA[y] = VWMA(upPrice,UpBandPeriod,y); break;
case 20: mUpMA[y] = JSmooth(0,upPrice[y],UpBandPeriod,1,y); break;
default: mUpMA[y] = SMA(upPrice,UpBandPeriod,y); break;
}
switch(LoBandMethod)
{
case 1 : mLoMA[y] = EMA(loPrice[y],mLoMA,LoBandPeriod,y); break;
case 2 : mLoMA[y] = Wilder(loPrice,mLoMA,LoBandPeriod,y); break;
case 3 : mLoMA[y] = LWMA(loPrice,LoBandPeriod,y); break;
case 4 : mLoMA[y] = SineWMA(loPrice,LoBandPeriod,y); break;
case 5 : mLoMA[y] = TriMA(loPrice,LoBandPeriod,y); break;
case 6 : mLoMA[y] = LSMA(loPrice,LoBandPeriod,y); break;
case 7 : mLoMA[y] = SMMA(loPrice,mLoMA,LoBandPeriod,y); break;
case 8 : mLoMA[y] = HMA(loPrice,LoBandPeriod,y); break;
case 9 : mLoMA[y] = ZeroLagEMA(loPrice,mLoMA,LoBandPeriod,y); break;
case 10: mLoMA[y] = DEMA(6,loPrice[y],LoBandPeriod,1,y); break;
case 11: mLoMA[y] = T3(6,loPrice[y],LoBandPeriod,0.7,y); break;
case 12: mLoMA[y] = ITrend(loPrice,mLoMA,LoBandPeriod,y); break;
case 13: mLoMA[y] = Median(loPrice,LoBandPeriod,y); break;
case 14: mLoMA[y] = GeoMean(loPrice,LoBandPeriod,y); break;
case 15: mLoMA[y] = REMA(loPrice[y],mLoMA,LoBandPeriod,0.5,y); break;
case 16: mLoMA[y] = ILRS(loPrice,LoBandPeriod,y); break;
case 17: mLoMA[y] = IE2(loPrice,LoBandPeriod,y); break;
case 18: mLoMA[y] = TriMA_gen(loPrice,LoBandPeriod,y); break;
case 19: mLoMA[y] = VWMA(loPrice,LoBandPeriod,y); break;
case 20: mLoMA[y] = JSmooth(6,loPrice[y],LoBandPeriod,1,y); break;
default: mLoMA[y] = SMA(loPrice,LoBandPeriod,y); break;
}
mUp[y] = mUpMA[y]*(1+UpBandDeviation);
mLo[y] = mLoMA[y]*(1-LoBandDeviation);
trend[y] = trend[y-1];
if(iClose(NULL,TimeFrame,mBars-y-1) > mUp[y-1] && trend[y-1]<=0) trend[y]= 1;
if(iClose(NULL,TimeFrame,mBars-y-1) < mLo[y-1] && trend[y-1]>=0) trend[y]=-1;
if(trend[y] > 0)
{
if(mLo[y] < mLo[y-1]) mLo[y] = mLo[y-1];
mUpTrend[y] = mLo[y];
if(trend[y-1] <= 0 && SignalMode > 0)
{
mUpsig[y] = mLo[y];
if (WarningMode>0 && y==mBars-1) PlaySound("alert2.wav");
}
else
mUpsig[y]= EMPTY_VALUE;
mDnsig[y]= EMPTY_VALUE;
mDnTrend[y]= EMPTY_VALUE;
}
else
if (trend[y] < 0)
{
if(mUp[y] > mUp[y-1]) mUp[y] = mUp[y-1];
mDnTrend[y] = mUp[y];
if(trend[y-1] >= 0 && SignalMode > 0)
{
mDnsig[y] = mUp[y];
if (WarningMode>0 && y==mBars-1) PlaySound("alert2.wav");
}
else
mDnsig[y]= EMPTY_VALUE;
mUpTrend[y]= EMPTY_VALUE;
mUpsig[y]= EMPTY_VALUE;
}
if(TimeFrame == Period())
{
UpTrend[mBars-y-1] = mUpTrend[y];
DnTrend[mBars-y-1] = mDnTrend[y];
if(SignalMode > 0)
{
UpSignal[mBars-y-1] = mUpsig[y];
DnSignal[mBars-y-1] = mDnsig[y];
}
sig[mBars-y-1] = trend[y]; //Buffer for EAs
//Print("sig=",sig[mBars-y-1]);
}
}
mcnt_bars = mBars-1;
if(TimeFrame > Period())
{
if(cnt_bars>0) cnt_bars--;
limit = Bars-cnt_bars+TimeFrame/Period()-1;
for(shift=0,y=0;shift 0)
{
UpSignal[shift] = mUpsig[mBars-y-1];
DnSignal[shift] = mDnsig[mBars-y-1];
}
sig[shift] = trend[mBars-y-1]; //Buffer for EAs
}
}
//----------
string Message;
if (trend[mBars-3]<0 && trend[mBars-2]>0 && !UpTrendAlert && AlertMode == 1)
{
Message = " "+Symbol()+" "+TF+":AllTrendEnvelopes Signal for BUY";
if (isNewBar()) Alert (Message);
UpTrendAlert=true; DnTrendAlert=false;
}
else
if (trend[mBars-3]>0 && trend[mBars-2]<0 && !DnTrendAlert && AlertMode == 1)
{
Message = " "+Symbol()+" "+TF+":AllTrendEnvelopes Signal for SELL";
if (isNewBar()) Alert (Message);
DnTrendAlert=true; UpTrendAlert=false;
}
//----
return(0);
}
// MA_Method=0: SMA - Simple Moving Average
double SMA(double array[],int per,int bar)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array[bar-i];
return(Sum/per);
}
// MA_Method=1: EMA - Exponential Moving Average
double EMA(double price,double array[],int per,int bar)
{
if(bar == 2) double ema = price;
else
if(bar > 2) ema = array[bar-1] + 2.0/(1+per)*(price - array[bar-1]);
return(ema);
}
// MA_Method=2: Wilder - Wilder Exponential Moving Average
double Wilder(double array1[],double array2[],int per,int bar)
{
if(bar == per) double wilder = SMA(array1,per,bar);
else
if(bar > per) wilder = array2[bar-1] + (array1[bar] - array2[bar-1])/per;
return(wilder);
}
// MA_Method=3: LWMA - Linear Weighted Moving Average
double LWMA(double array[],int per,int bar)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= (per - i);
Sum += array[bar-i]*(per - i);
}
if(Weight>0) double lwma = Sum/Weight;
else lwma = 0;
return(lwma);
}
// MA_Method=4: SineWMA - Sine Weighted Moving Average
double SineWMA(double array[],int per,int bar)
{
double pi = 3.1415926535;
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= MathSin(pi*(i+1)/(per+1));
Sum += array[bar-i]*MathSin(pi*(i+1)/(per+1));
}
if(Weight>0) double swma = Sum/Weight;
else swma = 0;
return(swma);
}
// MA_Method=5: TriMA - Triangular Moving Average
double TriMA(double array[],int per,int bar)
{
double sma;
int len = MathCeil((per+1)*0.5);
double sum=0;
for(int i = 0;i < len;i++)
{
sma = SMA(array,len,bar-i);
sum += sma;
}
double trima = sum/len;
return(trima);
}
// MA_Method=6: LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)
double LSMA(double array[],int per,int bar)
{
double Sum=0;
for(int i=per; i>=1; i--) Sum += (i-(per+1)/3.0)*array[bar-per+i];
double lsma = Sum*6/(per*(per+1));
return(lsma);
}
// MA_Method=7: SMMA - Smoothed Moving Average
double SMMA(double array1[],double array2[],int per,int bar)
{
if(bar == per) double smma = SMA(array1,per,bar);
else
if(bar > per)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array1[bar-i-1];
smma = (Sum - array2[bar-1] + array1[bar])/per;
}
return(smma);
}
// MA_Method=8: HMA - Hull Moving Average by Alan Hull
double HMA(double array[],int per,int bar)
{
double tmp[];
int len = MathSqrt(per);
ArrayResize(tmp,len);
if(bar == per) double hma = array[bar];
else
if(bar > per)
{
for(int i = 0; i < len;i++) tmp[len-i-1] = 2*LWMA(array,per/2,bar-i) - LWMA(array,per,bar-i);
hma = LWMA(tmp,len,len-1);
}
return(hma);
}
// MA_Method=9: ZeroLagEMA - Zero-Lag Exponential Moving Average
double ZeroLagEMA(double array1[],double array2[],int per,int bar)
{
double alfa = 2.0/(1+per);
int lag = 0.5*(per - 1);
if(bar == lag) double zema = array1[bar];
else
if(bar > lag) zema = alfa*(2*array1[bar] - array1[bar-lag]) + (1-alfa)*array2[bar-1];
return(zema);
}
// MA_Method=10: DEMA - Double Exponential Moving Average by Patrick Mulloy
double DEMA(int num,double price,int per,double v,int bar)
{
if(bar == 2) {double dema = price; tmp[bar][num] = dema; tmp[bar][num+1] = dema;}
else
if(bar > 2)
{
tmp[bar][num] = tmp[bar-1][num] + 2.0/(1+per)*(price - tmp[bar-1][num]);
tmp[bar][num+1] = tmp[bar-1][num+1] + 2.0/(1+per)*(tmp[bar][num] - tmp[bar-1][num+1]);
dema = (1+v)*tmp[bar][num] - v*tmp[bar][num+1];
}
return(dema);
}
// MA_Method=11: T3 by T.Tillson
double T3(int num,double price,int per,double v,int bar)
{
if(bar == 2)
{
double T3 = price;
for(int k=0;k<=5;k++) tmp[bar][k] = T3;
}
else
if(bar > 2)
{
double dema1 = DEMA(num,price,per,v,bar);
double dema2 = DEMA(num+2,dema1,per,v,bar);
T3 = DEMA(num+4,dema2,per,v,bar);
}
return(T3);
}
// MA_Method=12: ITrend - Instantaneous Trendline by J.Ehlers
double ITrend(double price[],double array[],int per,int bar)
{
double alfa = 2.0/(per+1);
if(bar > 7)
double it = (alfa - 0.25*alfa*alfa)*price[bar]+ 0.5*alfa*alfa*price[bar-1]-(alfa - 0.75*alfa*alfa)*price[bar-2]+
2*(1-alfa)*array[bar-1] - (1-alfa)*(1-alfa)*array[bar-2];
else
it = (price[bar] + 2*price[bar-1]+ price[bar-2])/4;
return(it);
}
// MA_Method=13: Median - Moving Median
double Median(double price[],int per,int bar)
{
double array[];
ArrayResize(array,per);
for(int i = 0; i < per;i++) array[i] = price[bar-i];
ArraySort(array);
int num = MathRound((per-1)/2);
if(MathMod(per,2)>0) double median = array[num]; else median = 0.5*(array[num]+array[num+1]);
return(median);
}
// MA_Method=14: GeoMean - Geometric Mean
double GeoMean(double price[],int per,int bar)
{
double gmean = MathPow(price[bar],1.0/per);
for(int i = 1; i < per;i++) gmean *= MathPow(price[bar-i],1.0/per);
return(gmean);
}
// MA_Method=15: REMA - Regularized EMA by Chris Satchwell
double REMA(double price,double array[],int per,double lambda,int bar)
{
double alpha = 2.0/(per + 1);
if(bar <= 3) double rema = price;
else
if(bar > 3)
rema = (array[bar-1]*(1+2*lambda) + alpha*(price - array[bar-1]) - lambda*array[bar-2])/(1+lambda);
return(rema);
}
// MA_Method=16: ILRS - Integral of Linear Regression Slope
double ILRS(double price[],int per,int bar)
{
double sum = per*(per-1)*0.5;
double sum2 = (per-1)*per*(2*per-1)/6.0;
double sum1 = 0;
double sumy = 0;
for(int i=0;i0) double vwma = Sum/Weight;
else vwma = 0;
return(vwma);
}
// MA_Method=20: JSmooth - Smoothing by Mark Jurik
double JSmooth(int num,double price,int per,double pow,int bar)
{
double beta = 0.45*(per-1)/(0.45*(per-1)+2);
double alpha = MathPow(beta,pow);
if(bar == 2) {tmp[bar][num+4] = price; tmp[bar][num+0] = price; tmp[bar][num+2] = price;}
else
if(bar > 2)
{
tmp[bar][num+0] = (1-alpha)*price + alpha*tmp[bar-1][num+0];
tmp[bar][num+1] = (price - tmp[bar][num+0])*(1-beta) + beta*tmp[bar-1][num+1];
tmp[bar][num+2] = tmp[bar][num+0] + tmp[bar][num+1];
tmp[bar][num+3] = (tmp[bar][num+2] - tmp[bar-1][num+4])*MathPow((1-alpha),2) + MathPow(alpha,2)*tmp[bar-1][num+3];
tmp[bar][num+4] = tmp[bar-1][num+4] + tmp[bar][num+3];
}
return(tmp[bar][num+4]);
}
// HeikenAshi Price: 7 - Close,8 - Open,9 - High,10 - Low
double HeikenAshi(int indx,int tf,int price,int bar)
{
if(bar == iBars(NULL,TimeFrame)- 1)
{
haClose[bar][indx] = iClose(NULL,tf,bar);
haOpen[bar][indx] = iOpen(NULL,tf,bar);
haHigh[bar][indx] = iHigh(NULL,tf,bar);
haLow[bar][indx] = iLow(NULL,tf,bar);
}
else
{
haClose[bar][indx] = (iOpen(NULL,tf,bar)+iHigh(NULL,tf,bar)+iLow(NULL,tf,bar)+iClose(NULL,tf,bar))/4;
haOpen[bar][indx] = (haOpen[bar+1][indx]+haClose[bar+1][indx])/2;
haHigh[bar][indx] = MathMax(iHigh(NULL,tf,bar),MathMax(haOpen[bar][indx], haClose[bar][indx]));
haLow[bar][indx] = MathMin(iLow(NULL,tf,bar),MathMin(haOpen[bar][indx], haClose[bar][indx]));
}
switch(price)
{
case 0: return(haClose[bar][indx]);break;
case 1: return(haOpen[bar][indx]);break;
case 2: return(haHigh[bar][indx]);break;
case 3: return(haLow[bar][indx]);break;
}
}
bool isNewBar()
{
bool res=false;
if (iTime(NULL,TimeFrame,0)!=pTime)
{
res=true;
pTime=iTime(NULL,TimeFrame,0);
}
return(res);
}