//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| 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 | //| another applications without a permission. 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 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include #include //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class HMA : public Indicator { public: HMA(SlotTypes slotType) { SlotType=slotType; IndicatorName="HMA"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void HMA::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters MAMethod maMethod=(MAMethod) ListParam[1].Index; BasePrice basePrice=(BasePrice) ListParam[2].Index; const int period=(int) NumParam[0].Value; const int halfPeriod=(int) MathCeil(period/2.0); const int shift=(int) NumParam[1].Value; const int previous=CheckParam[0].Checked ? 1 : 0; // TimeExecution if(basePrice==BasePrice_Open && period==1 && shift==0) { ExecTime=ExecutionTime_AtBarOpening; } // Calculation: HMA = LWMA(sqrt(period), 2*LWMA(period/2,price)-LWMA(period,price)); double adPrice[]; Price(basePrice,adPrice); double adMASlow[]; MovingAverage(period,shift,maMethod,adPrice,adMASlow); double adMAFast[]; MovingAverage(halfPeriod,shift,maMethod,adPrice,adMAFast); double adMA3[]; ArrayResize(adMA3,Data.Bars);ArrayInitialize(adMA3,0); for(int bar=period-1; bar Data.High[bar - 1] && value < Data.Open[bar]) || // The Open price jumps above the indicator (value1 < Data.Low[bar - 1] && value > Data.Open[bar]) || // The Open price jumps below the indicator (Data.Close[bar-1]value && value>Data.Open[bar])) // The 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); Component[1].FirstBar=firstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=firstBar; } ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "MA Value"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,adMA); if(SlotType==SlotTypes_Open) { Component[1].CompName = "Position opening price"; Component[1].DataType = IndComponentType_OpenPrice; } else 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"; } else if(SlotType==SlotTypes_Close) { Component[1].CompName = "Position closing price"; Component[1].DataType = IndComponentType_ClosePrice; } else 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=="HMA rises") IndicatorRisesLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="HMA falls") IndicatorFallsLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="HMA changes its direction upward") OscillatorLogic(firstBar,previous,adMA,0,0,Component[1],Component[2],IndicatorLogic_The_indicator_changes_its_direction_upward); else if(ListParam[0].Text=="HMA changes its direction downward") OscillatorLogic(firstBar,previous,adMA,0,0,Component[1],Component[2],IndicatorLogic_The_indicator_changes_its_direction_downward); else if(ListParam[0].Text=="The bar opens above HMA") BarOpensAboveIndicatorLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below HMA") BarOpensBelowIndicatorLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens above HMA after opening below it") BarOpensAboveIndicatorAfterOpeningBelowLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar opens below HMA after opening above it") BarOpensBelowIndicatorAfterOpeningAboveLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="The position opens above HMA") { Component[0].PosPriceDependence=PositionPriceDependence_BuyHigherSellLower; Component[0].UsePreviousBar=previous; 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 HMA") { Component[0].PosPriceDependence=PositionPriceDependence_BuyLowerSelHigher; Component[0].UsePreviousBar=previous; 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 HMA") BarClosesBelowIndicatorLogic(firstBar,previous,adMA,Component[1],Component[2]); else if(ListParam[0].Text=="The bar closes above HMA") BarClosesAboveIndicatorLogic(firstBar,previous,adMA,Component[1],Component[2]); } } //+------------------------------------------------------------------+