Waddah Attar Explosion by footon
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//==============================================================
// Forex Strategy Builder
// Copyright � Miroslav Popov. All rights reserved.
//==============================================================
// THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
// EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE.
//==============================================================
using System;
using System.Drawing;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;
namespace ForexStrategyBuilder.Indicators.Store
{
public class WaddahAttarExplosion : Indicator
{
public WaddahAttarExplosion()
{
IndicatorName = "Waddah Attar Explosion";
PossibleSlots = SlotTypes.OpenFilter;
SeparatedChart = true;
IndicatorAuthor = "Footon";
IndicatorVersion = "2.0";
IndicatorDescription = "Custom";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
if (SlotType == SlotTypes.OpenFilter)
IndParam.ListParam[0].ItemList = new[]
{
"Long if buy signal",
"Long if sell signal"
};
else
IndParam.ListParam[0].ItemList = new[]
{
"Not Defined"
};
IndParam.ListParam[0].Index = 0;
IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index];
IndParam.ListParam[0].Enabled = true;
IndParam.ListParam[0].ToolTip = "Logic of application of the indicator.";
IndParam.ListParam[1].Caption = "Smoothing method";
IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[1].Index = (int)MAMethod.Exponential;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "The smoothing method of Moving Averages.";
IndParam.ListParam[2].Caption = "Base price";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[2].Index = (int)BasePrice.Close;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "The price the Moving Averages and BB are based on";
IndParam.ListParam[3].Caption = "BB method";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[3].Index = (int)MAMethod.Simple;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "BB method";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "Sensitivity";
IndParam.NumParam[0].Value = 150;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 1000;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "Sensitivity";
IndParam.NumParam[1].Caption = "DeadZonePip";
IndParam.NumParam[1].Value = 30;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "DeadZonePip";
IndParam.NumParam[2].Caption = "ExplosionPower";
IndParam.NumParam[2].Value = 15;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 200;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "ExplosionPower";
IndParam.NumParam[3].Caption = "TrendPower";
IndParam.NumParam[3].Value = 15;
IndParam.NumParam[3].Min = 1;
IndParam.NumParam[3].Max = 200;
IndParam.NumParam[3].Enabled = true;
IndParam.NumParam[3].ToolTip = "TrendPower";
// The CheckBox parameters
IndParam.CheckParam[0].Caption = "Use previous bar value";
IndParam.CheckParam[0].Enabled = true;
IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar";
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index;
MAMethod slMethod = (MAMethod )IndParam.ListParam[3].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index;
int nSlow = 40;
int Sensetive = (int)IndParam.NumParam[0].Value;
int nFast = 20;
int DeadZonePip = (int)IndParam.NumParam[1].Value;
int ExplosionPower = (int)IndParam.NumParam[2].Value;
int TrendPower = (int)IndParam.NumParam[3].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int firstBar = Math.Max(nSlow, Math.Max(nFast, 20)) + 3;
double point = (Digits == 5 || Digits == 3) ? 10 * Point : Point;
double[] adMACD = new double[Bars];
double[] buy = new double[Bars];
double[] sell = new double[Bars];
double[] ind_buffer1 = new double[Bars];
double[] ind_buffer2 = new double[Bars];
double[] ind_buffer3 = new double[Bars];
double[] ind_buffer4 = new double[Bars];
double Trend1 = 0;
double Trend2 = 0;
double Explo1 = 0;
double Explo2 = 0;
double Dead = point * DeadZonePip;
double pwrt = 0;
double pwre = 0;
double[] adMASlow = MovingAverage(nSlow, 0, maMethod, Price(basePrice));
double[] adMAFast = MovingAverage(nFast, 0, maMethod, Price(basePrice));
double[] price = Price(basePrice);
double[] ma = MovingAverage(20, 0, slMethod, price);
double[] upperBand = new double[Bars];
double[] lowerBand = new double[Bars];
for (int bar = firstBar; bar < Bars; bar++)
{
double sum = 0;
for (int i = 0; i < 20; i++)
{
double delta = (price[bar - i] - ma[bar]);
sum += delta * delta;
}
double stdDev = Math.Sqrt(sum / 20);
upperBand[bar] = ma[bar] + 2.0 * stdDev;
lowerBand[bar] = ma[bar] - 2.0 * stdDev;
adMACD[bar] = adMAFast[bar] - adMASlow[bar];
Trend1 = (adMACD[bar-1] - adMACD[bar-2]) * Sensetive;
Trend2 = (adMACD[bar-3] - adMACD[bar-4]) * Sensetive;
Explo1 = upperBand[bar-1] - lowerBand[bar-1];
Explo2 = upperBand[bar-2] - lowerBand[bar-2];
if(Trend1 >= 0)
ind_buffer1[bar] = Trend1;
if(Trend1 < 0)
ind_buffer2[bar] = (-1*Trend1);
ind_buffer3[bar] = Explo1;
ind_buffer4[bar] = Dead;
if(Trend1 > 0 && Trend1 > Explo1 && Trend1 > Dead && Explo1 > Dead && Explo1 > Explo2 && Trend1 > Trend2)
{
pwrt = 100*(Trend1 - Trend2) / Trend1;
pwre = 100*(Explo1 - Explo2) / Explo1;
if(pwre >= ExplosionPower && pwrt >= TrendPower)
{
if (IndParam.ListParam[0].Index == 1) sell[bar] = 1;
else buy[bar] = 1;
}
}
if(Trend1 < 0 && Math.Abs(Trend1) > Explo1 && Math.Abs(Trend1) > Dead && Explo1 > Dead && Explo1 > Explo2 && Math.Abs(Trend1) > Math.Abs(Trend2))
{
pwrt = 100*(Math.Abs(Trend1) - Math.Abs(Trend2)) / Math.Abs(Trend1);
pwre = 100*(Explo1 - Explo2) / Explo1;
if(pwre >= ExplosionPower && pwrt >= TrendPower)
{
if (IndParam.ListParam[0].Index == 1) buy[bar] = 1;
else sell[bar] = 1;
}
}
}
// Saving the components
Component = new IndicatorComp[6];
Component[0] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = ind_buffer1
};
Component[1] = new IndicatorComp
{
CompName = "Line",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Gold,
FirstBar = firstBar,
Value = ind_buffer3
};
Component[2] = new IndicatorComp
{
CompName = "Line",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = ind_buffer4
};
Component[3] = new IndicatorComp
{
CompName = "Allow entry",
DataType = IndComponentType.AllowOpenLong,
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = buy
};
Component[4] = new IndicatorComp
{
CompName = "Allow entry",
DataType = IndComponentType.AllowOpenShort,
ChartType = IndChartType.NoChart,
FirstBar = firstBar,
Value = sell
};
Component[5] = new IndicatorComp
{
CompName = "Histogram",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Histogram,
ChartColor = Color.Blue,
FirstBar = firstBar,
Value = ind_buffer2
};
}
public override void SetDescription()
{
EntryFilterLongDescription = "Long if buy signal";
EntryFilterShortDescription = "Short if sell signal";
ExitFilterLongDescription = "Close long if exit long signal";
ExitFilterShortDescription = "Close short if exit sell signal";
}
public override string ToString()
{
string sString = IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Method
IndParam.ListParam[2].Text + ", " + // Price
IndParam.ListParam[3].Text + ", " + // Signal MA Method
IndParam.NumParam[0].ValueToString + ", " + // Slow MA period
IndParam.NumParam[1].ValueToString + ", " + // Fast MA period
IndParam.NumParam[2].ValueToString + ")"; // Signal MA period
return sString;
}
}
}
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//+--------------------------------------------------------------------+ //| Copyright: (C) 2016 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) 2016 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class WaddahAttarExplosion : public Indicator { public: WaddahAttarExplosion(SlotTypes slotType) { SlotType=slotType; IndicatorName="Waddah Attar Explosion"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void WaddahAttarExplosion::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); MAMethod maMethod = (MAMethod )ListParam[1].Index; MAMethod slMethod = (MAMethod )ListParam[3].Index; BasePrice basePrice = (BasePrice)ListParam[2].Index; int nSlow = 40; int Sensetive = (int)NumParam[0].Value; int nFast = 20; int DeadZonePip = (int)NumParam[1].Value; int ExplosionPower = (int)NumParam[2].Value; int TrendPower = (int)NumParam[3].Value; int previous=CheckParam[0].Checked ? 1 : 0; int firstBar = MathMax(nSlow, MathMax(nFast, 20)) + 3; double point = (Data.Digits == 5 || Data.Digits == 3) ? 10 * Data.Point : Data.Point; double adMACD[]; ArrayResize(adMACD,Data.Bars); ArrayInitialize(adMACD,0); double upperBand[]; ArrayResize(upperBand,Data.Bars); ArrayInitialize(upperBand,0); double lowerBand[]; ArrayResize(lowerBand,Data.Bars); ArrayInitialize(lowerBand,0); double buy[]; ArrayResize(buy,Data.Bars); ArrayInitialize(buy,0); double sell[]; ArrayResize(sell,Data.Bars); ArrayInitialize(sell,0); double ind_buffer1[]; ArrayResize(ind_buffer1,Data.Bars); ArrayInitialize(ind_buffer1,0); double ind_buffer2[]; ArrayResize(ind_buffer2,Data.Bars); ArrayInitialize(ind_buffer2,0); double ind_buffer3[]; ArrayResize(ind_buffer3,Data.Bars); ArrayInitialize(ind_buffer3,0); double ind_buffer4[]; ArrayResize(ind_buffer4,Data.Bars); ArrayInitialize(ind_buffer4,0); double Trend1 = 0; double Trend2 = 0; double Explo1 = 0; double Explo2 = 0; double Dead = point * DeadZonePip; double pwrt = 0; double pwre = 0; double price[]; Price(basePrice,price); double adMASlow[]; MovingAverage(nSlow, 0, maMethod, price, adMASlow); double adMAFast[]; MovingAverage(nFast, 0, maMethod, price, adMAFast); double ma[]; MovingAverage(20, 0, slMethod, price, ma); for (int bar = firstBar; bar < Data.Bars; bar++) { double sum = 0; for (int i = 0; i < 20; i++) { double delta = (price[bar - i] - ma[bar]); sum += delta * delta; } double stdDev = MathSqrt(sum / 20); upperBand[bar] = ma[bar] + 2.0 * stdDev; lowerBand[bar] = ma[bar] - 2.0 * stdDev; adMACD[bar] = adMAFast[bar] - adMASlow[bar]; Trend1 = (adMACD[bar-1] - adMACD[bar-2]) * Sensetive; Trend2 = (adMACD[bar-3] - adMACD[bar-4]) * Sensetive; Explo1 = upperBand[bar-1] - lowerBand[bar-1]; Explo2 = upperBand[bar-2] - lowerBand[bar-2]; if(Trend1 >= 0) ind_buffer1[bar] = Trend1; if(Trend1 < 0) ind_buffer2[bar] = (-1*Trend1); ind_buffer3[bar] = Explo1; ind_buffer4[bar] = Dead; if(Trend1 > 0 && Trend1 > Explo1 && Trend1 > Dead && Explo1 > Dead && Explo1 > Explo2 && Trend1 > Trend2) { pwrt = 100*(Trend1 - Trend2) / Trend1; pwre = 100*(Explo1 - Explo2) / Explo1; if(pwre >= ExplosionPower && pwrt >= TrendPower) { if (ListParam[0].Index == 1) sell[bar] = 1; else buy[bar] = 1; } } if(Trend1 < 0 && MathAbs(Trend1) > Explo1 && MathAbs(Trend1) > Dead && Explo1 > Dead && Explo1 > Explo2 && MathAbs(Trend1) > MathAbs(Trend2)) { pwrt = 100*(MathAbs(Trend1) - MathAbs(Trend2)) / MathAbs(Trend1); pwre = 100*(Explo1 - Explo2) / Explo1; if(pwre >= ExplosionPower && pwrt >= TrendPower) { if (ListParam[0].Index == 1) buy[bar] = 1; else sell[bar] = 1; } } } ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Histogram"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,ind_buffer1); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Line"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = firstBar; ArrayCopy(Component[1].Value,ind_buffer3); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Line"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = firstBar; ArrayCopy(Component[2].Value,ind_buffer4); ArrayResize(Component[3].Value,Data.Bars); ArrayInitialize(Component[3].Value,0); Component[3].DataType = IndComponentType_AllowOpenLong; Component[3].CompName = "Allow entry"; Component[3].FirstBar=firstBar; ArrayCopy(Component[3].Value,buy); ArrayResize(Component[4].Value,Data.Bars); ArrayInitialize(Component[4].Value,0); Component[4].DataType = IndComponentType_AllowOpenShort; Component[4].CompName = "Allow entry"; Component[4].FirstBar=firstBar; ArrayCopy(Component[4].Value,sell); ArrayResize(Component[5].Value,Data.Bars); Component[5].CompName = "Histogram"; Component[5].DataType = IndComponentType_IndicatorValue; Component[5].FirstBar = firstBar; ArrayCopy(Component[5].Value,ind_buffer2); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;
Copyright © 2006 - 2025, Forex Software Ltd.;