//+------------------------------------------------------------------+
//| CSS CurrencySlopeStrength.mq4 |
//| Copyright 2012, Deltabron - Paul Geirnaerdt |
//| http://www.deltabron.nl |
//+------------------------------------------------------------------+
//
// Parts based on CCFp.mq4, downloaded from mql4.com
//
#property copyright "Copyright 2012, Deltabron - Paul Geirnaerdt"
#property link "http://www.deltabron.nl"
//----
#property indicator_separate_window
#property indicator_buffers 8
#define version "v1.0.0"
//+------------------------------------------------------------------+
//| Release Notes |
//+------------------------------------------------------------------+
// v1.0.0 (alpha), 6/1/12
// * Added support to auto create symbolnames
// * Added 'maxBars' setting to limit number of history bars calculated and improve performance
// v1.0.0, 6/4/12
// * BUG: added (almost) unique identifier for objects to get multiple instances in one window (thanks, Verb)
// * New default for user setting 'symbolsToWeigh', it now has all symbols that the NanningBob 10.2 system looks at
#define EPSILON 0.00000001
#define CURRENCYCOUNT 8
//---- parameters
extern string gen = "----General inputs----";
extern bool autoSymbols = false;
extern string symbolsToWeigh = "GBPNZD,EURNZD,GBPAUD,GBPCAD,GBPJPY,GBPCHF,CADJPY,EURCAD,EURAUD,USDCHF,GBPUSD,EURJPY,NZDJPY,AUDCHF,AUDJPY,USDJPY,EURUSD,NZDCHF,CADCHF,AUDNZD,NZDUSD,CHFJPY,AUDCAD,USDCAD,NZDCAD,AUDUSD,EURCHF,EURGBP";
extern int maxBars = 0;
extern string nonPropFont = "Lucida Console";
extern bool showOnlySymbolOnChart = true;
extern string ind = "----Indicator inputs----";
extern string ind_tf = "timeFrame M1,M5,M15,M30,H1,H4,D1,W1,MN1";
extern string timeFrame = "D1";
extern bool showOnlyTimeframeOnChart = true;
extern string cur = "----Currency inputs----";
extern bool USD = true;
extern bool EUR = true;
extern bool GBP = true;
extern bool CHF = true;
extern bool JPY = true;
extern bool AUD = true;
extern bool CAD = true;
extern bool NZD = true;
extern string col = "----Colo(u)r inputs----";
extern color Color_USD = Green;
extern color Color_EUR = DeepSkyBlue;
extern color Color_GBP = Red;
extern color Color_CHF = Chocolate;
extern color Color_JPY = FireBrick;
extern color Color_AUD = DarkOrange;
extern color Color_CAD = Purple;
extern color Color_NZD = Teal;
// global indicator variables
string indicatorName = "CurrencySlopeStrength";
string shortName;
int userTimeFrame;
string almostUniqueIndex;
// indicator buffers
double arrUSD[];
double arrEUR[];
double arrGBP[];
double arrCHF[];
double arrJPY[];
double arrAUD[];
double arrCAD[];
double arrNZD[];
// symbol & currency variables
int symbolCount;
string symbolNames[];
string currencyNames[CURRENCYCOUNT] = { "USD", "EUR", "GBP", "CHF", "JPY", "AUD", "CAD", "NZD" };
double currencyValues[CURRENCYCOUNT]; // Currency slope strength
double currencyOccurrences[CURRENCYCOUNT]; // Holds the number of occurrences of each currency in symbols
color currencyColors[CURRENCYCOUNT];
// object parameters
int verticalShift = 10;
int verticalOffset = 20;
int horizontalShift = 50;
int horizontalOffset = 10;
//----
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
initSymbols();
//---- indicators
shortName = StringConcatenate(indicatorName, " - ", version, " - Timeframe: ", userTimeFrame, " ");
IndicatorShortName(shortName);
//----
currencyColors[0] = Color_USD;
SetIndexBuffer(0, arrUSD);
SetIndexLabel(0, "USD");
currencyColors[1] = Color_EUR;
SetIndexBuffer(1, arrEUR);
SetIndexLabel(1, "EUR");
currencyColors[2] = Color_GBP;
SetIndexBuffer(2, arrGBP);
SetIndexLabel(2, "GBP");
currencyColors[3] = Color_CHF;
SetIndexBuffer(3, arrCHF);
SetIndexLabel(3, "CHF");
currencyColors[4] = Color_JPY;
SetIndexBuffer(4, arrJPY);
SetIndexLabel(4, "JPY");
currencyColors[5] = Color_AUD;
SetIndexBuffer(5, arrAUD);
SetIndexLabel(5, "AUD");
currencyColors[6] = Color_CAD;
SetIndexBuffer(6, arrCAD);
SetIndexLabel(6, "CAD");
currencyColors[7] = Color_NZD;
SetIndexBuffer(7, arrNZD);
SetIndexLabel(7, "NZD");
//----
SetLevelValue(1, 0.8);
SetLevelValue(2, 0.4);
SetLevelValue(3, 0.0);
SetLevelValue(4, -0.4);
SetLevelValue(5, -0.8);
//----
string now = TimeCurrent();
almostUniqueIndex = StringSubstr(now, StringLen(now) - 3);
return(0);
}
//+------------------------------------------------------------------+
//| Initialize Symbols Array |
//+------------------------------------------------------------------+
int initSymbols()
{
int i;
// Get extra characters on this crimmal's symbol names
string symbolExtraChars = StringSubstr(Symbol(), 6, 4);
// Trim user input
symbolsToWeigh = StringTrimLeft(symbolsToWeigh);
symbolsToWeigh = StringTrimRight(symbolsToWeigh);
// Add extra comma
if (StringSubstr(symbolsToWeigh, StringLen(symbolsToWeigh) - 1) != ",")
{
symbolsToWeigh = StringConcatenate(symbolsToWeigh, ",");
}
// Build symbolNames array as the user likes it
if ( autoSymbols )
{
createSymbolNamesArray();
}
else
{
// Split user input
i = StringFind(symbolsToWeigh, ",");
while (i != -1)
{
int size = ArraySize(symbolNames);
// Resize array
ArrayResize(symbolNames, size + 1);
// Set array
symbolNames[size] = StringConcatenate(StringSubstr(symbolsToWeigh, 0, i), symbolExtraChars);
// Trim symbols
symbolsToWeigh = StringSubstr(symbolsToWeigh, i + 1);
i = StringFind(symbolsToWeigh, ",");
}
}
symbolCount = ArraySize(symbolNames);
ArrayInitialize(currencyOccurrences, 0.0);
for ( i = 0; i 0 && MarketInfo ( tempSymbol, MODE_TRADEALLOWED ) )
{
ArrayResize( symbolNames, counter + 1 );
symbolNames[counter] = tempSymbol;
counter++;
}
FileSeek( hFileName, 1924, SEEK_CUR );
}
FileClose( hFileName );
return ( 0 );
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
int windex = WindowFind ( shortName );
if ( windex > 0 )
{
ObjectsDeleteAll ( windex );
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars = IndicatorCounted();
if(counted_bars 0) counted_bars -= 10;
limit = Bars - counted_bars;
if ( maxBars > 0 )
{
limit = MathMin (maxBars, limit);
}
int i;
for ( i = 0; i < CURRENCYCOUNT; i++ )
{
SetIndexStyle( i, DRAW_LINE, STYLE_SOLID, 2, currencyColors[i] );
}
RefreshRates();
for ( i = 0; i < limit; i++ )
{
int index;
ArrayInitialize(currencyValues, 0.0);
// Calc Slope into currencyValues[]
CalculateCurrencySlopeStrength(userTimeFrame, i);
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "USD" ) != -1 ) ) || ( !showOnlySymbolOnChart && USD ) )
{
arrUSD[i] = currencyValues[0];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "EUR" ) != -1 ) ) || ( !showOnlySymbolOnChart && EUR ) )
{
arrEUR[i] = currencyValues[1];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "GBP" ) != -1 ) ) || ( !showOnlySymbolOnChart && GBP ) )
{
arrGBP[i] = currencyValues[2];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "CHF" ) != -1 ) ) || ( !showOnlySymbolOnChart && CHF ) )
{
arrCHF[i] = currencyValues[3];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "JPY" ) != -1 ) ) || ( !showOnlySymbolOnChart && JPY ) )
{
arrJPY[i] = currencyValues[4];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "AUD" ) != -1 ) ) || ( !showOnlySymbolOnChart && AUD ) )
{
arrAUD[i] = currencyValues[5];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "CAD" ) != -1 ) ) || ( !showOnlySymbolOnChart && CAD ) )
{
arrCAD[i] = currencyValues[6];
}
if ( ( showOnlySymbolOnChart && ( StringFind ( Symbol(), "NZD" ) != -1 ) ) || ( !showOnlySymbolOnChart && NZD ) )
{
arrNZD[i] = currencyValues[7];
}
if ( i == 0 )
{
// Show ordered table
ShowCurrencyTable();
}
}//end block for(int i=0; i<limit; i++)
return(0);
}
//+------------------------------------------------------------------+
//| GetSlope() |
//+------------------------------------------------------------------+
double GetSlope(string symbol, int tf, int shift)
{
double atr = iATR(symbol, tf, 100, shift + 10) / 10;
double gadblSlope = 0.0;
if ( atr != 0 )
{
double dblTma = calcTma( symbol, tf, shift );
double dblPrev = calcTma( symbol, tf, shift + 1 );
gadblSlope = ( dblTma - dblPrev ) / atr;
}
return ( gadblSlope );
}//End double GetSlope(int tf, int shift)
//+------------------------------------------------------------------+
//| calcTma() |
//+------------------------------------------------------------------+
double calcTma( string symbol, int tf, int shift )
{
double dblSum = iClose(symbol, tf, shift) * 21;
double dblSumw = 21;
int jnx, knx;
for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
{
dblSum += ( knx * iClose(symbol, tf, shift + jnx) );
dblSumw += knx;
if ( jnx <= shift )
{
dblSum += ( knx * iClose(symbol, tf, shift - jnx) );
dblSumw += knx;
}
}
return( dblSum / dblSumw );
}// End calcTma()
//+------------------------------------------------------------------+
//| CalculateCurrencySlopeStrength(int tf, int shift |
//+------------------------------------------------------------------+
void CalculateCurrencySlopeStrength(int tf, int shift)
{
int i;
// Get Slope for all symbols and totalize for all currencies
for ( i = 0; i < symbolCount; i++)
{
double slope = GetSlope(symbolNames[i], tf, shift);
currencyValues[GetCurrencyIndex(StringSubstr(symbolNames[i], 0, 3))] += slope;
currencyValues[GetCurrencyIndex(StringSubstr(symbolNames[i], 3, 3))] -= slope;
}
for ( i = 0; i < CURRENCYCOUNT; i++ )
{
// average
currencyValues[i] /= currencyOccurrences[i];
}
}
//+------------------------------------------------------------------+
//| ShowCurrencyTable() |
//+------------------------------------------------------------------+
void ShowCurrencyTable()
{
int i;
int tempValue;
string objectName;
string showText;
int windex = WindowFind ( shortName );
double tempCurrencyValues[CURRENCYCOUNT][2];
for ( i = 0; i < CURRENCYCOUNT; i++ )
{
tempCurrencyValues[i][0] = currencyValues[i];
tempCurrencyValues[i][1] = i;
}
// Sort currency to values
ArraySort(tempCurrencyValues, WHOLE_ARRAY, 0, MODE_DESCEND);
// Loop currency values and header output objects, creating them if necessary
for ( i = 0; i < CURRENCYCOUNT; i++ )
{
objectName = almostUniqueIndex + "_css_obj_column_currency_" + i;
if ( ObjectFind ( objectName ) == -1 )
{
if ( ObjectCreate ( objectName, OBJ_LABEL, windex, 0, 0 ) )
{
ObjectSet ( objectName, OBJPROP_CORNER, 1 );
ObjectSet ( objectName, OBJPROP_XDISTANCE, horizontalShift * 0 + horizontalOffset + 50 );
ObjectSet ( objectName, OBJPROP_YDISTANCE, (verticalShift + 2) * i + verticalOffset - 18 );
}
}
tempValue = tempCurrencyValues[i][1];
showText = currencyNames[tempValue];
ObjectSetText ( objectName, showText, 8, nonPropFont, currencyColors[tempValue] );
objectName = almostUniqueIndex + "_css_obj_column_value_" + i;
if ( ObjectFind ( objectName ) == -1 )
{
if ( ObjectCreate ( objectName, OBJ_LABEL, windex, 0, 0 ) )
{
ObjectSet ( objectName, OBJPROP_CORNER, 1 );
ObjectSet ( objectName, OBJPROP_XDISTANCE, horizontalShift * 0 + horizontalOffset - 55 + 50 );
ObjectSet ( objectName, OBJPROP_YDISTANCE, (verticalShift + 2) * i + verticalOffset - 18 );
}
}
showText = RightAlign(DoubleToStr(tempCurrencyValues[i][0], 2), 5);
ObjectSetText ( objectName, showText, 8, nonPropFont, currencyColors[tempValue] );
}
}
//+------------------------------------------------------------------+
//| Right Align Text |
//+------------------------------------------------------------------+
string RightAlign ( string text, int length = 10, int trailing_spaces = 0 )
{
string text_aligned = text;
for ( int i = 0; i < length - StringLen ( text ) - trailing_spaces; i++ )
{
text_aligned = " " + text_aligned;
}
return ( text_aligned );
}
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