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SuperTrend MULTI TIME FRAME FOR MT4 for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 | #property copyright "Copyright © 2011, Xaphod" #property link "http://wwww.xaphod.com" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 DimGray #property indicator_color2 OrangeRed #property indicator_color3 MediumSeaGreen #property indicator_width1 1 #property indicator_width2 2 #property indicator_width3 2 #property indicator_style1 STYLE_DOT #property indicator_maximum 1 #property indicator_minimum 0 #define INDICATOR_NAME "xSuperTrend MTF" #define INDICATOR_VERSION "v1.01, www.xaphod.com" // Indicator parameters extern string Version_Info=INDICATOR_VERSION; extern string SuperTrend_Settings= "——————————————————————————————" ; extern int SuperTrend_Period = 10; // SuperTrend ATR Period extern double SuperTrend_Multiplier= 1.7; // SuperTrend Multiplier extern int SuperTrend_TimeFrame = 0; // SuperTrend Timeframe extern bool SuperTrend_AutoTF = True ; // Select next higher TF. If TF=M15 then H1 is selected extern bool alertsOn = False ; extern bool alertsOnCurrentBar = true ; extern bool alertsMessage = true ; extern bool alertsSound = false ; extern bool alertsEmail = false ; // Global module varables double gadUpBuf[]; double gadDnBuf[]; double gadSuperTrend[]; int giTimeFrame; int giRepaintBars; //----------------------------------------------------------------------------- // function: init() // Description: Custom indicator initialization function. //----------------------------------------------------------------------------- int init() { // Set buffers SetIndexStyle(0, DRAW_LINE); SetIndexBuffer(0, gadSuperTrend); SetIndexLabel(0, "SuperTrend" ); SetIndexStyle(1, DRAW_LINE); SetIndexBuffer(1, gadDnBuf); SetIndexLabel(1, "SuperTrend Down" ); SetIndexStyle(2, DRAW_LINE); SetIndexBuffer(2, gadUpBuf); SetIndexLabel(2, "SuperTrend Up" ); // Set Timeframe if (SuperTrend_TimeFrame==0) SuperTrend_TimeFrame=Period(); if (SuperTrend_AutoTF== True ) SuperTrend_TimeFrame=NextHigherTF(Period()); // Calculation call via iCustom if (SuperTrend_AutoTF== False && SuperTrend_Settings== "" ) { giRepaintBars=0; } // Higher Time-frame else if (SuperTrend_TimeFrame!=Period()) { IndicatorShortName(INDICATOR_NAME+ " " +TF2Str(SuperTrend_TimeFrame) + "[" +SuperTrend_Period+ ";" +DoubleToStr(SuperTrend_Multiplier,1)+ "]" ); giRepaintBars=SuperTrend_TimeFrame/Period()*2+1; } // Current Time-frame else { IndicatorShortName(INDICATOR_NAME+ " " +TF2Str(SuperTrend_TimeFrame) + "[" +SuperTrend_Period+ ";" +DoubleToStr(SuperTrend_Multiplier,1)+ "]" ); giRepaintBars=0; } return (0); } //----------------------------------------------------------------------------- // function: deinit() // Description: Custom indicator deinitialization function. //----------------------------------------------------------------------------- int deinit() { return (0); } ///----------------------------------------------------------------------------- // function: start() // Description: Custom indicator iteration function. //----------------------------------------------------------------------------- int start() { int iNewBars, iCountedBars, i; double dAtr,dUpperLevel, dLowerLevel; // Get unprocessed ticks iCountedBars=IndicatorCounted(); if (iCountedBars < 0) return (-1); if (iCountedBars>0) iCountedBars--; iNewBars=MathMax(giRepaintBars,Bars-iCountedBars); for (i=iNewBars; i>=0; i--) { // Calc SuperTrend Locally if (SuperTrend_TimeFrame==Period()) { dAtr = iATR( NULL , 0, SuperTrend_Period, i); dUpperLevel=( High [i]+ Low [i])/2+SuperTrend_Multiplier*dAtr; dLowerLevel=( High [i]+ Low [i])/2-SuperTrend_Multiplier*dAtr; // Set supertrend levels if ( Close [i]>gadSuperTrend[i+1] && Close [i+1]<=gadSuperTrend[i+1]) { gadSuperTrend[i]=dLowerLevel; } else if ( Close [i]<gadSuperTrend[i+1] && Close [i+1]>=gadSuperTrend[i+1]) { gadSuperTrend[i]=dUpperLevel; } else if (gadSuperTrend[i+1]<dLowerLevel) gadSuperTrend[i]=dLowerLevel; else if (gadSuperTrend[i+1]>dUpperLevel) gadSuperTrend[i]=dUpperLevel; else gadSuperTrend[i]=gadSuperTrend[i+1]; // Draw Histo gadUpBuf[i]=EMPTY_VALUE; gadDnBuf[i]=EMPTY_VALUE; if ( Close [i]>gadSuperTrend[i] || ( Close [i]==gadSuperTrend[i] && Close [i+1]>gadSuperTrend[i+1])) gadUpBuf[i]=gadSuperTrend[i]; else if ( Close [i]<gadSuperTrend[i] || ( Close [i]==gadSuperTrend[i] && Close [i+1]<gadSuperTrend[i+1])) gadDnBuf[i]=gadSuperTrend[i]; } // Calc higher TF SuperTrend via iCustom else { gadUpBuf[i]=EMPTY_VALUE; gadDnBuf[i]=EMPTY_VALUE; gadSuperTrend[i]=iCustom(Symbol(),SuperTrend_TimeFrame,WindowExpertName(), "" , "" ,SuperTrend_Period, SuperTrend_Multiplier,SuperTrend_TimeFrame, False ,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,0,iBarShift(Symbol(), SuperTrend_TimeFrame, Time[i])); gadDnBuf[i]=iCustom(Symbol(),SuperTrend_TimeFrame,WindowExpertName(), "" , "" ,SuperTrend_Period, SuperTrend_Multiplier,SuperTrend_TimeFrame, False ,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,1,iBarShift(Symbol(), SuperTrend_TimeFrame, Time[i])); gadUpBuf[i]=iCustom(Symbol(),SuperTrend_TimeFrame,WindowExpertName(), "" , "" ,SuperTrend_Period, SuperTrend_Multiplier,SuperTrend_TimeFrame, False ,alertsOn,alertsOnCurrentBar,alertsMessage,alertsSound,alertsEmail,2,iBarShift(Symbol(), SuperTrend_TimeFrame, Time[i])); } } if (SuperTrend_TimeFrame==Period()) manageAlerts(); return (0); } //+------------------------------------------------------------------+ //----------------------------------------------------------------------------- // function: TF2Str() // Description: Convert time-frame to a string //----------------------------------------------------------------------------- string TF2Str( int iPeriod) { switch (iPeriod) { case PERIOD_M1: return ( "M1" ); case PERIOD_M5: return ( "M5" ); case PERIOD_M15: return ( "M15" ); case PERIOD_M30: return ( "M30" ); case PERIOD_H1: return ( "H1" ); case PERIOD_H4: return ( "H4" ); case PERIOD_D1: return ( "D1" ); case PERIOD_W1: return ( "W1" ); case PERIOD_MN1: return ( "MN1" ); default: return ( "M" +iPeriod); } } //----------------------------------------------------------------------------- // function: NextHigherTF() // Description: Select the next higher time-frame. // Note: M15 and M30 both select H1 as next higher TF. //----------------------------------------------------------------------------- int NextHigherTF( int iPeriod) { if (iPeriod==0) iPeriod=Period(); switch (iPeriod) { case PERIOD_M1: return (PERIOD_M5); case PERIOD_M5: return (PERIOD_M15); case PERIOD_M15: return (PERIOD_H1); case PERIOD_M30: return (PERIOD_H1); case PERIOD_H1: return (PERIOD_H4); case PERIOD_H4: return (PERIOD_D1); case PERIOD_D1: return (PERIOD_W1); case PERIOD_W1: return (PERIOD_MN1); case PERIOD_MN1: return (PERIOD_MN1); default: return (Period()); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void manageAlerts() { if (alertsOn) { if (alertsOnCurrentBar) int whichBar = 0; else whichBar = 1; if ((gadUpBuf[whichBar] != EMPTY_VALUE && gadUpBuf[whichBar+1] == EMPTY_VALUE) || (gadDnBuf[whichBar]!=EMPTY_VALUE && gadDnBuf[whichBar+1]==EMPTY_VALUE)) { if (gadUpBuf[whichBar] != EMPTY_VALUE) doAlert(whichBar, "up" ); if (gadDnBuf[whichBar] != EMPTY_VALUE) 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 = TF2Str(Period())+ " " +Symbol()+ " at " +TimeToStr(TimeLocal(),TIME_SECONDS)+ " super trend signal changed to " +doWhat; if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol(), "super trend " ),message); if (alertsSound) PlaySound( "alert2.wav" ); } } |