//+--------------------------------------------------------------------+ //| Copyright: (C) 2014 Forex Software Ltd. | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| other applications without a permission. | //| The contact information cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright (C) 2014 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class SuperTrendv2 : public Indicator { public: SuperTrendv2(SlotTypes slotType) { SlotType=slotType; IndicatorName="SuperTrend v2"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void SuperTrendv2::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters int iPeriod = (int) NumParam[0].Value; double Multiplier = NumParam[1].Value; int previous=CheckParam[0].Checked ? 1 : 0; double adNonLagMA[]; ArrayResize(adNonLagMA,Data.Bars); ArrayInitialize(adNonLagMA,0); double trend[]; ArrayResize(trend,Data.Bars); ArrayInitialize(trend,0); double up[]; ArrayResize(up,Data.Bars); ArrayInitialize(up,0); double dn[]; ArrayResize(dn,Data.Bars); ArrayInitialize(dn,0); double medianPrice[]; ArrayResize(medianPrice,Data.Bars); ArrayInitialize(medianPrice,0); double atr1[]; ArrayResize(atr1,Data.Bars); ArrayInitialize(atr1,0); for(int bar=1; barup[iBar-1]) { trend[iBar]=1; if (trend[iBar-1] == -1) changeOfTrend = 1; } else if (Data.Close[iBar]0) { flag=1; } else { flag=0; } if (trend[iBar]>0 && trend[iBar-1]<0) { flagh=1; } else { flagh=0; } if (trend[iBar]>0 && dn[iBar]up[iBar-1]) up[iBar]=up[iBar-1]; //-- Draw the indicator if (trend[iBar]==1) { adNonLagMA[iBar]=dn[iBar]; } else if (trend[iBar]==-1) { adNonLagMA[iBar]=up[iBar]; } } // Saving the components if(SlotType==SlotTypes_Open || SlotType==SlotTypes_Close) { ArrayResize(Component[1].Value, Data.Bars); ArrayInitialize(Component[1].Value,0); for(int bar=firstBar; bar Data.High[bar - 1] && value < Data.Open[bar]) || // The Data.Open price jumps above the indicator (value1 < Data.Low[bar - 1] && value > Data.Open[bar]) || // The Data.Open price jumps below the indicator (Data.Close[bar-1]value && value > Data.Open[bar])) // The Data.Open price is in a negative gap tempVal=Data.Open[bar]; Component[1].Value[bar]=tempVal; // Entry or exit value } } else { ArrayResize(Component[1].Value, Data.Bars); ArrayResize(Component[2].Value, Data.Bars); } ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "MA Value"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,adNonLagMA); if(SlotType==SlotTypes_Open) { Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType_OpenPrice; } if(SlotType==SlotTypes_OpenFilter) { Component[1].DataType = IndComponentType_AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType_AllowOpenShort; Component[2].CompName = "Is short entry allowed"; } if(SlotType==SlotTypes_Close) { Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType_ClosePrice; } if(SlotType==SlotTypes_CloseFilter) { Component[1].DataType = IndComponentType_ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType_ForceCloseShort; Component[2].CompName = "Close out short position"; } if(SlotType==SlotTypes_OpenFilter || SlotType==SlotTypes_CloseFilter) { if(ListParam[0].Text=="The Moving Average rises") IndicatorRisesLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The Moving Average falls") IndicatorFallsLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens above the Moving Average") BarOpensAboveIndicatorLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below the Moving Average") BarOpensBelowIndicatorLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens above the Moving Average after opening below it") BarOpensAboveIndicatorAfterOpeningBelowLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below the Moving Average after opening above it") BarOpensBelowIndicatorAfterOpeningAboveLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The position opens above the Moving Average") { Component[0].PosPriceDependence=PositionPriceDependence_BuyHigherSellLower; Component[1].DataType=IndComponentType_Other; Component[1].ShowInDynInfo=false; Component[2].DataType=IndComponentType_Other; Component[2].ShowInDynInfo=false; } else if(ListParam[0].Text=="The position opens below the Moving Average") { Component[0].PosPriceDependence=PositionPriceDependence_BuyLowerSellHigher; Component[1].DataType=IndComponentType_Other; Component[1].ShowInDynInfo=false; Component[2].DataType=IndComponentType_Other; Component[2].ShowInDynInfo=false; } else if(ListParam[0].Text=="The bar closes below the Moving Average") BarClosesBelowIndicatorLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar closes above the Moving Average") BarClosesAboveIndicatorLogic(firstBar,previous,adNonLagMA,Component[1],Component[2]); } } //+------------------------------------------------------------------+