Balance of market power nrp_alerts.mq4
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Balance of market power nrp_alerts.mq4 Programming source code.
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 DeepSkyBlue
#property indicator_color2 PaleVioletRed
#property indicator_color3 PaleVioletRed
#property indicator_color4 DimGray
#property indicator_color5 DimGray
#property indicator_style4 STYLE_DOT
#property indicator_style5 STYLE_DOT
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_level1 0
//
//
//
//
//
extern string TimeFrame = "Current time frame";
extern double SmoothPeriod = 90;
extern double SmoothPhase = 0;
extern int BandsPeriod = 9;
extern bool Interpolate = true;
extern string _ = "alerts settings";
extern bool alertsOn = true;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
extern string __ = "arrows settings";
extern bool ShowArrows = false;
extern string arrowsIdentifier = "balance of power arrows1";
extern double arrowsDisplacement = 1.0;
extern color arrowsUpColor = Lime;
extern color arrowsDnColor = Orange;
//
//
//
//
//
double buff[];
double buffUc[];
double buffDc[];
double bandUp[];
double bandDn[];
double trend[];
int timeFrame;
string indicatorFileName;
bool returnBars;
bool calculateValue;
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
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//
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int init()
{
IndicatorBuffers(6);
SetIndexBuffer(0,buff);
SetIndexBuffer(1,buffUc);
SetIndexBuffer(2,buffDc);
SetIndexBuffer(3,bandUp);
SetIndexBuffer(4,bandDn);
SetIndexBuffer(5,trend);
//
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//
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//
indicatorFileName = WindowExpertName();
calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0);
returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0);
timeFrame = stringToTimeFrame(TimeFrame);
//
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//
//
//
IndicatorShortName(timeFrameToString(timeFrame)+" Balance of market power ("+DoubleToStr(SmoothPeriod,2)+","+DoubleToStr(BandsPeriod,2)+")");
return(0);
}
//
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//
//
//
int deinit(){ if (!calculateValue && ShowArrows) deleteArrows(); return(0); }
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
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int start()
{
int i,limit,counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { buff[0] = limit+1; return(0); }
//
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if (calculateValue || timeFrame == Period())
{
if (!calculateValue && trend[limit]==-1) CleanPoint(limit,buffUc,buffDc);
for(i=limit; i>=0; i--)
{
double range = MathMax(High[i]-Low[i],Point);
double buo = (High[i]-Open[i])/range;
double buc = (Close[i]-Low[i])/range;
double buoc = MathMax(Close[i]-Open[i],0)/range;
double beo = (Open[i]-Low[i])/range;
double bec = (High[i]-Close[i])/range;
double beoc = MathMax(Open[i]-Close[i],0)/range;
//
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//
//
//
buff[i] = iSmooth((buo+buc+buoc)/3.0-(beo+bec+beoc)/3.0,SmoothPeriod,SmoothPhase,i);
double avg = iSmooth(buff[i],BandsPeriod,SmoothPhase,i,1);
double dev = iDeviation(buff,BandsPeriod,buff[i],i);
bandUp[i] = avg+dev;
bandDn[i] = avg-dev;
buffUc[i] = EMPTY_VALUE;
buffDc[i] = EMPTY_VALUE;
trend[i] = trend[i+1];
if(buff[i] > buff[i+1]) trend[i] = 1;
if(buff[i] < buff[i+1]) trend[i] = -1;
if (!calculateValue) manageArrow(i);
if (!calculateValue && trend[i]==-1) PlotPoint(i,buffUc,buffDc,buff);
}
//
//
//
//
//
manageAlerts();
return(0);
}
//
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//
//
//
limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
if (trend[limit]==-1) CleanPoint(limit,buffUc,buffDc);
for(i=limit; i>=0; i--)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
buff[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothPeriod,SmoothPhase,BandsPeriod,0,y);
buffUc[i] = EMPTY_VALUE;
buffDc[i] = EMPTY_VALUE;
bandUp[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothPeriod,SmoothPhase,BandsPeriod,3,y);
bandDn[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothPeriod,SmoothPhase,BandsPeriod,4,y);
trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",SmoothPeriod,SmoothPhase,BandsPeriod,5,y);
manageArrow(i);
//
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//
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if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
//
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//
//
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datetime time = iTime(NULL,timeFrame,y);
for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(int k = 1; k < n; k++)
{
buff[i+k] = buff[i] + (buff[i+n] - buff[i] )*k/n;
bandUp[i+k] = bandUp[i] + (bandUp[i+n] - bandUp[i])*k/n;
bandDn[i+k] = bandDn[i] + (bandDn[i+n] - bandDn[i])*k/n;
}
}
for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,buffUc,buffDc,buff);
//
//
//
//
//
manageAlerts();
return(0);
}
//+------------------------------------------------------------------
//|
//+------------------------------------------------------------------
//
//
//
//
//
double iDeviation(double& array[], double period, double ma, int i, bool isSample=false)
{
double sum = 0.00;
for(int k=0; k 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;
//
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//
//
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;
//
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//
//
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;
//
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//
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]);
//
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return(wrk[r][4+s]);
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
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//
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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};
//
//
//
//
//
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);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
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void CleanPoint(int i,double& first[],double& second[])
{
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;
}
//
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//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
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;
}
}
//
//
//
//
//
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)+" balance of power shifted to ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," balance of power "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//
//
//
//
//
void manageArrow(int i)
{
if (!calculateValue && ShowArrows)
{
deleteArrow(Time[i]);
if (trend[i]!=trend[i+1])
{
if (trend[i] == 1) drawArrow(i,arrowsUpColor,241,false);
if (trend[i] ==-1) drawArrow(i,arrowsDnColor,242,true);
}
}
}
//
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//
//
//
void drawArrow(int i,color theColor,int theCode,bool up)
{
string name = arrowsIdentifier+":"+Time[i];
double gap = iATR(NULL,0,20,i);
//
//
//
//
//
ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
ObjectSet(name,OBJPROP_ARROWCODE,theCode);
ObjectSet(name,OBJPROP_COLOR,theColor);
if (up)
ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsDisplacement * gap);
else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsDisplacement * gap);
}
//
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//
//
//
void deleteArrows()
{
string lookFor = arrowsIdentifier+":";
int lookForLength = StringLen(lookFor);
for (int i=ObjectsTotal()-1; i>=0; i--)
{
string objectName = ObjectName(i);
if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
}
}
//
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//
//
//
void deleteArrow(datetime time)
{
string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor);
}
//
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//
//