//+------------------------------------------------------------------ //| //+------------------------------------------------------------------ #property copyright "" #property link "" #property indicator_separate_window #property indicator_buffers 4 #property indicator_label1 "Level" #property indicator_color1 clrWhite #property indicator_style1 STYLE_DOT #property indicator_label2 "Trend trigger factor" #property indicator_color2 clrDimGray #property indicator_width2 2 #property indicator_label3 "Up signal" #property indicator_color3 clrRed #property indicator_width3 2 #property indicator_label4 "Down signal" #property indicator_color4 clrBlue #property indicator_width4 2 #property strict // // // // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input int TTFbars = 15; // Trend trigger factor bars input int topLine = 100; // Upper level input int btmLine = -100; // Lower level input double t3Period = 3; // T3 smoothing period input double t3Hot = 0.7; // T3 Hot input bool t3Original = false; // T3 original Tim Tillson calculation input bool ShowTopBtmLevels = true; // Show top and bottom levels true/false? input bool showSignals = true; // Show colored signals true/false? input bool alertsOn = true; // Alerts on true/false? input bool alertsOnCurrent = true; // Alerts on current open bar true/false? input bool alertsMessage = true; // Alerts pop-up message true/false? input bool alertsSound = false; // Alerts sound true/false? input bool alertsEmail = false; // Alerts email true/false? input bool alertsNotify = false; // Alerts push notification true/false? input bool arrowsVisible = false; // Show arrows true/false? input bool arrowsOnNewest = true; // Arrows newest higher time frame bar true/false? input double arrowsUpperGap = 0.5; // Upper arrow gap input double arrowsLowerGap = 0.5; // Lower arrow gap input string arrowsIdentifier = "TS Arrows1"; // Arrows ID input bool arrowsOnZeroCross = false; // Arrows on zero cross true/false? input bool arrowsOnLevelsBreak = true; // Arrows on levels break true/false? input bool arrowsOnLevelsRetrace = false; // Arrows on levels retrace true/false? input color arrowsUpColor = clrDeepSkyBlue; // Arrows up color input color arrowsDnColor = clrRed; // Arrows down color input bool Interpolate = true; // Interpolate in multi time frame true/false? double ttf[],lev[],sigu[],sigd[],trend[],trends[],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,TTFbars,topLine,btmLine,t3Period,t3Hot,t3Original,ShowTopBtmLevels,showSignals,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,alertsNotify,arrowsVisible,arrowsOnNewest,arrowsUpperGap,arrowsLowerGap,arrowsIdentifier,arrowsOnZeroCross,arrowsOnLevelsBreak,arrowsOnLevelsRetrace,arrowsUpColor,arrowsDnColor,_buff,_ind) //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // int OnInit() { IndicatorBuffers(7); SetIndexBuffer(0,lev, INDICATOR_DATA); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(1,ttf, INDICATOR_DATA); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(2,sigu, INDICATOR_DATA); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,159); SetIndexBuffer(3,sigd, INDICATOR_DATA); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,159); SetIndexBuffer(4,trend, INDICATOR_CALCULATIONS); SetIndexBuffer(5,trends,INDICATOR_CALCULATIONS); SetIndexBuffer(6,count, INDICATOR_CALCULATIONS); IndicatorSetInteger(INDICATOR_LEVELS,1); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,0); IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DOT); IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMediumOrchid); IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,-85,0); IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DOT); IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMediumOrchid); IndicatorSetInteger(INDICATOR_LEVELS,3); IndicatorSetDouble(INDICATOR_LEVELVALUE,85,0); IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DOT); IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMediumOrchid); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorShortName(timeFrameToString(TimeFrame)+" Trend scalp ("+(string)TTFbars+","+(string)t3Period+")"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { 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); } } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // int OnCalculate(const int rates_total,const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tickVolume[], const long &volume[], const int &spread[]) { int i,counted_bars=prev_calculated; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = fmin(rates_total-counted_bars,rates_total-2); count[0]=limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(rates_total-1,_mtfCall(6,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); lev[i] = _mtfCall(0,y); ttf[i] = _mtfCall(1,y); trend[i] = _mtfCall(4,y); trends[i] = _mtfCall(5,y); if (i 0) trend[i] = 1; if (ttf[i] < 0) trend[i] = -1; if (trend[i]== 1) lev[i] = topLine; if (trend[i]==-1) lev[i] = btmLine; } if (showSignals) { trends[i] = 0; if (ttf[i] > topLine) trends[i] = 1; if (ttf[i] < btmLine) trends[i] = -1; if (trends[i]== 1) sigu[i] = topLine; if (trends[i]==-1) sigd[i] = btmLine; } if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,Time[i-1]))) continue; // // // // // #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime btime = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= btime; n++) continue; for(k = 1; k= 0; i--) { double hhr = high[i]; double hho = High[iHighest(NULL,0,MODE_HIGH,TTFbars,(int)fmin(rates_total-1,i+1))]; double llr = low[i]; double llo = Low[iLowest( NULL,0,MODE_LOW, TTFbars,(int)fmin(rates_total-1,i+1))]; double bp = hhr-llo; double sp = hho-llr; ttf[i] = iT3((bp-sp)/(0.5*(bp+sp))*100.0,t3Period,t3Hot,t3Original,i,rates_total); if (ShowTopBtmLevels) { trend[i] = trend[i+1]; if (ttf[i] > 0) trend[i] = 1; if (ttf[i] < 0) trend[i] = -1; if (trend[i]== 1) lev[i] = topLine; if (trend[i]==-1) lev[i] = btmLine; } if (showSignals) { sigu[i] = EMPTY_VALUE; sigd[i] = EMPTY_VALUE; trends[i] = 0; if (ttf[i] > topLine) trends[i] = 1; if (ttf[i] < btmLine) trends[i] = -1; if (trends[i]== 1) sigu[i] = topLine; if (trends[i]==-1) sigd[i] = btmLine; } // // // // // if (arrowsVisible) { ObjectDelete(arrowsIdentifier+":1:"+(string)Time[i]); ObjectDelete(arrowsIdentifier+":2:"+(string)Time[i]); string lookFor = arrowsIdentifier+":"+(string)Time[i]; ObjectDelete(lookFor); if (i<(rates_total-1) && arrowsOnZeroCross && trend[i] != trend[i+1]) { if (trend[i] == 1) drawArrow("1",0.5,i,arrowsUpColor,241,false); if (trend[i] == -1) drawArrow("1",0.5,i,arrowsDnColor,242,true); } if (arrowsOnLevelsBreak || arrowsOnLevelsRetrace) if (i<(rates_total-1) && trends[i]!=trends[i+1]) { if (arrowsOnLevelsBreak && trends[i] == 1) drawArrow("2",1,i,arrowsUpColor,241,false); if (arrowsOnLevelsBreak && trends[i] ==-1) drawArrow("2",1,i,arrowsDnColor,242,true); if (arrowsOnLevelsRetrace && trends[i] != 1 && trends[i+1] == 1) drawArrow("2",1,i,arrowsDnColor,242,true); if (arrowsOnLevelsRetrace && trends[i] !=-1 && trends[i+1] == -1) drawArrow("2",1,i,arrowsUpColor,241,false); } } } if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(whichBar,"up"); if (trend[whichBar] == -1) doAlert(whichBar,"down"); } } return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define t3Instances 1 double workT3[][t3Instances*6]; double workT3Coeffs[][6]; #define _tperiod 0 #define _c1 1 #define _c2 2 #define _c3 3 #define _c4 4 #define _alpha 5 // // // // // double iT3(double price, double period, double hot, bool original, int i, int bars, int tinstanceNo=0) { if (ArrayRange(workT3,0) != bars) ArrayResize(workT3,bars); if (ArrayRange(workT3Coeffs,0) < (tinstanceNo+1)) ArrayResize(workT3Coeffs,tinstanceNo+1); if (workT3Coeffs[tinstanceNo][_tperiod] != period) { workT3Coeffs[tinstanceNo][_tperiod] = period; double a = hot; workT3Coeffs[tinstanceNo][_c1] = -a*a*a; workT3Coeffs[tinstanceNo][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[tinstanceNo][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[tinstanceNo][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[tinstanceNo][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[tinstanceNo][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int instanceNo = tinstanceNo*6; int r = bars-i-1; if (r == 0) { workT3[r][0+instanceNo] = price; workT3[r][1+instanceNo] = price; workT3[r][2+instanceNo] = price; workT3[r][3+instanceNo] = price; workT3[r][4+instanceNo] = price; workT3[r][5+instanceNo] = price; } else { workT3[r][0+instanceNo] = workT3[r-1][0+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(price -workT3[r-1][0+instanceNo]); workT3[r][1+instanceNo] = workT3[r-1][1+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][0+instanceNo]-workT3[r-1][1+instanceNo]); workT3[r][2+instanceNo] = workT3[r-1][2+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][1+instanceNo]-workT3[r-1][2+instanceNo]); workT3[r][3+instanceNo] = workT3[r-1][3+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][2+instanceNo]-workT3[r-1][3+instanceNo]); workT3[r][4+instanceNo] = workT3[r-1][4+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][3+instanceNo]-workT3[r-1][4+instanceNo]); workT3[r][5+instanceNo] = workT3[r-1][5+instanceNo]+workT3Coeffs[tinstanceNo][_alpha]*(workT3[r][4+instanceNo]-workT3[r-1][5+instanceNo]); } // // // // // return(workT3Coeffs[tinstanceNo][_c1]*workT3[r][5+instanceNo] + workT3Coeffs[tinstanceNo][_c2]*workT3[r][4+instanceNo] + workT3Coeffs[tinstanceNo][_c3]*workT3[r][3+instanceNo] + workT3Coeffs[tinstanceNo][_c4]*workT3[r][2+instanceNo]); } //+------------------------------------------------------------------- //| //+------------------------------------------------------------------- // // // // // 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 = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToStr(TimeLocal(),TIME_SECONDS)+" trend scalp "+doWhat; if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(_Symbol+" trend scalp ",message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(string nameAdd, double gapMul, int i, color theColor, int theCode, bool up) { string name = arrowsIdentifier+":"+nameAdd+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i)*gapMul; // // // // // datetime time = Time[i]; if (arrowsOnNewest) time += _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,time,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }