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#DTosc_&_arrows_-_smoothed_&_alerts.mq4

Time: 2017-07-03 | Download file:#DTosc_&_arrows_-_smoothed_&_alerts.mq4

//+------------------------------------------------------------------+
//|                                                       #dtosc.mq4 |
//|                                                           mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"


#property indicator_separate_window
#property indicator_buffers 2
#property indicator_minimum -5
#property indicator_maximum 105
#property indicator_color1 DeepSkyBlue
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 2

#property indicator_level1 100
#property indicator_level2 70
#property indicator_level3 30
#property indicator_level4 0
//
//
//
//
//

extern string TimeFrame             = "Current time frame";
extern int    PeriodRSI             = 13;
extern int    PeriodStoch           = 5;//8
extern int    PeriodSK              = 5;
extern int    PeriodSD              = 5;//3
extern int    MAMode                = 0;
extern double SmoothPeriod          = 5;
extern int    SmoothPhase           = 0;
extern bool   SmoothDouble          = true;
extern bool   ShowArrowsOn100_0     = false;//true;
extern bool   Interpolate           = true;
extern bool   ShowArrows            = true;
extern bool   UseSignalLineFor100_0 = false;
extern string arrowsIdentifier      = "dtosc arrows";
extern color  arrowsUpColor         = Lime;//Blue;
extern color  arrowsDnColor         = Red;
extern bool   alertsOn              = false;
extern bool   alertsOnCurrent       = true;
extern bool   alertsMessage         = true;
extern bool   alertsSound           = false;
extern bool   alertsEmail           = false;
   
//
//
//
//
//

double SK[];
double SD[];
double StoRSI[];
double RSI[];
double trend[];
string IndicatorFileName;
int    timeFrame;
bool   returnBars;
bool   calculateValue;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int init()
{
   IndicatorBuffers(5);
      SetIndexBuffer(0,SK);
      SetIndexBuffer(1,SD);
      SetIndexBuffer(2,StoRSI);
      SetIndexBuffer(3,RSI);
      SetIndexBuffer(4,trend);

   //
   //
   //
   //
   //
   
      IndicatorFileName = WindowExpertName();
      returnBars        = (TimeFrame == "returnBars");     if (returnBars)     return(0);
      calculateValue    = (TimeFrame == "calculateValue"); if (calculateValue) return(0);
      timeFrame         = stringToTimeFrame(TimeFrame);   

   //
   //
   //
   //
   //
   
   IndicatorShortName(timeFrameToString(timeFrame)+" DTOSC ("+PeriodRSI+","+PeriodStoch+","+PeriodSK+","+PeriodSD+")");
return(0);
}
int deinit()
{
   if (!calculateValue && ShowArrows) deleteArrows();
   return(0);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

int start()
{
   int i,limit;
   int counted_bars = IndicatorCounted();

   if(counted_bars < 0) return(-1);
   if(counted_bars > 0) counted_bars--;
             limit=MathMin(Bars-counted_bars,Bars-1);
             if (returnBars) { SK[0] = limit; return(0); }

   //
   //
   //
   //
   //

   if (calculateValue || timeFrame == Period())
   {
      for(i=limit; i>=0; i--)
      {
         RSI[i] = iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,i);
         double LLV = RSI[ArrayMinimum(RSI,PeriodStoch,i)];
         double HHV = RSI[ArrayMaximum(RSI,PeriodStoch,i)];
         if ((HHV-LLV)!=0)
               StoRSI[i] = iDSmooth(100.0*((RSI[i] - LLV)/(HHV - LLV)),SmoothPeriod,SmoothPhase,i);
         else  StoRSI[i] = iDSmooth(0,SmoothPeriod,SmoothPhase,i);
      }   
      for(i=limit; i>=0; i--) SK[i]=iMAOnArray(StoRSI,0,PeriodSK,0,MAMode,i);
      for(i=limit; i>=0; i--)
      {
         SD[i]=iMAOnArray(SK,0,PeriodSD,0,MAMode,i);
         trend[i] = trend[i+1];
            if (!ShowArrowsOn100_0)
            {      
               if (SK[i]>SD[i]) trend[i] =  1;
               if (SK[i]=0; i--)
   {
      int y = iBarShift(NULL,timeFrame,Time[i]);
         SK[i]    = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",PeriodRSI,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,ShowArrowsOn100_0,0,y);
         SD[i]    = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",PeriodRSI,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,ShowArrowsOn100_0,1,y);
         trend[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",PeriodRSI,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,ShowArrowsOn100_0,4,y);
         manageArrow(i);
         
         //
         //
         //
         //
         //
      
         if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
         if (!Interpolate) continue;

         //
         //
         //
         //
         //

         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++)
            {
               SK[i+k] = SK[i] +(SK[i+n]-SK[i])*k/n;
               SD[i+k] = SD[i] +(SD[i+n]-SD[i])*k/n;
            }               
   }               

   //
   //
   //
   //
   //
             
   manageAlerts();
   return(0);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

void manageArrow(int i)
{
   if (ShowArrows)
   {
      deleteArrow(Time[i]);
      if (trend[i]!=trend[i+1])
      {
         if (trend[i] == 1) drawArrow(i,arrowsUpColor,139,false);//233
         if (trend[i] ==-1) drawArrow(i,arrowsDnColor,139,true);//234
      }
   }
}               

//
//
//
//
//

void drawArrow(int i,color theColor,int theCode,bool up)
{
   string name = arrowsIdentifier+":"+Time[i];
   double gap  = 2.0*iATR(NULL,0,20,i)/4.0;//3.0*
   
      //
      //
      //
      //
      //
      
      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]+gap);
         else  ObjectSet(name,OBJPROP_PRICE1,Low[i] -gap);
}

//
//
//
//
//

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);
   }
}
void deleteArrow(datetime time)
{
   string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

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,"up");
         if (trend[whichBar] ==-1) doAlert(whichBar,"down");
      }         
   }
}   

//
//
//
//
//

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)," dtosc trend changed to ",doWhat);
             if (alertsMessage) Alert(message);
             if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"dtosc "),message);
             if (alertsSound)   PlaySound("alert2.wav");
      }
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

double wrk[][20];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9

//
//
//
//
//

double iDSmooth(double price, double length, double phase, int i, int s=0)
{
   if (SmoothDouble)
         return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10));
   else  return (iSmooth(price,length,phase,i,s));
}

//
//
//
//
//

double iSmooth(double price, double length, double phase, int i, int s=0)
{
   if (length <=1) return(price);
   if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
   
   int r = Bars-i-1; 
      if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); }

   //
   //
   //
   //
   //
   
      double len1   = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
      double pow1   = MathMax(len1-2.0,0.5);
      double del1   = price - wrk[r-1][bsmax+s];
      double del2   = price - wrk[r-1][bsmin+s];
      double div    = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
      int    forBar = MathMin(r,10);
	
         wrk[r][volty+s] = 0;
               if(MathAbs(del1) > 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;
         
         //
         //
         //
         //
         //
   
         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;

      //
      //
      //
      //
      //
	        
   	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;
	
   //
   //
   //
   //
   //
      
      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]); 

   //
   //
   //
   //
   //

   return(wrk[r][4+s]);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//
//
//
//
//

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 char = StringGetChar(s, length);
         if((char > 96 && char < 123) || (char > 223 && char < 256))
                     s = StringSetChar(s, length, char - 32);
         else if(char > -33 && char < 0)
                     s = StringSetChar(s, length, char + 224);
   }
   return(s);
}
//==================================================================+

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