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FFS_CrossTiming_v1
//+------------------------------------------------------------------+
//| FFS_CrossTiming.mq4 |
//| Release date 20070128 |
//+------------------------------------------------------------------+
#property copyright "icm63 (user name at Forex-TSD)"
#property link "Forex-TSD"
//+---------------------------------------------------------------------------------------------------+
//| |
//| READ ME FIRST. |
//| I have nothing to do with www.forexforsmarties.com. |
//| You use these tools at YOUR OWN RISK. |
//| I do not endorse or sell FFS methods or products in any way. |
//| These tools are provided FREE of charge, I wish to promote the development of MT4 tools and minds|
//| of those who trade FFS to get the best 'How to FFS tools'. So we all can trade FFS thru easy |
//| and tough times. As the Forex market gives and takes away fortunes ! To make 5% monthly |
//| compounding over 10 years is not easy when the forex beast changes. |
//| |
//| Use with |
//| FFS_Trend |
//| FFS_Correlation |
//| FFS_Cross |
//| FFS_NetPipChange |
//| |
//| IMPORTANT: |
//| Make sure the 'IndexType' is the same within each MT4 tool. |
//| The FFS_Mode should be set as BUY, to mirror the FFS Calcutator. |
//| |
//| Like the FFS_Correlation tool, this is a fundamental watch. It shows the combined trend of |
//| all the crosses related to the hedge pair in question. All cross have been adjusted to be on |
//| the same price scale and treated as equal weight. |
//| |
//| When this start getting wild so will the accounts trading FFS, and settings will have to be |
//| adjusted for survival. Use the FFS_Trainspotter (in FFS_Trend) to see FFS_NetPipChange summary |
//| to view the extremes of the net pip swings of the hedge pairs. |
//| |
//| This is the index selection format |
//| 1. EUR/USD, USD/CHF |
//| 2. EUR/USD, USD/CHF, GBP/USD |
//| 3. EUR/USD, USD/CHF, GBP/USD, USD/JPY |
//| 4. EUR/USD, USD/CHF, USD/JPY |
//| 5. EUR/USD, GBP/USD, USD/JPY |
//| 6. USD/CHF, GBP/USD |
//| 7. USD/CHF, GBP/USD, USD/JPY |
//| 8. GBP/USD, USD/JPY |
//+---------------------------------------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 3
//----
#property indicator_color1 Red
#property indicator_color2 DarkGreen
#property indicator_color3 Lime
//----
#property indicator_level1 60
#property indicator_level2 40
//User Inputs Parameters
extern int IndexType=9; // FFS Index see above
extern int CCI=5; //CCI period
extern double Lag1_Gamma=0.5; //Laguerre Gamma Short
extern double Lag2_Gamma=0.8; //Laguerre Gamma Long
//---- variables
double cross1[];
double CCI1[];
double Lag1[];
double Lag2[];
double normCCI1[];
double normcross1[];
string shortname;
//---- Laguerra Variables
double L0A=0;
double L1A=0;
double L2A=0;
double L3A=0;
double L0=0;
double L1=0;
double L2=0;
double L3=0;
double CU=0;
double CD=0;
double LRSI=0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
shortname="FFS_CrossTiming Index " + IndexType +
", CCI Red ("+CCI+ "), Laguerre("+DoubleToStr(Lag1_Gamma,1)+","+DoubleToStr(Lag2_Gamma,1)+"), ";
//----
IndicatorShortName(shortname);
IndicatorBuffers(6);
//----
SetIndexDrawBegin(0,CCI+1);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,normCCI1);
SetIndexLabel(0, "CCI1");
SetIndexDrawBegin(1,5);
SetIndexEmptyValue(1, -0.01);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,Lag1);
SetIndexLabel(1, "Lag1");
SetIndexDrawBegin(2,5);
SetIndexEmptyValue(2, -0.01);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,Lag2);
SetIndexLabel(2, "Lag2");
SetIndexBuffer(3,cross1);
SetIndexBuffer(4,CCI1);
SetIndexBuffer(5,normcross1);
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars-=1;
limit=Bars-counted_bars;
//----
double EURCHFW, GBPCHFW, EURJPYW, GBPJPYW, CHFJPYW, EURGBPW;
//Determine correct weight to get all prices on scale of 10,000
EURCHFW=(10000/(iClose("EURCHF",0,1)*10000))*10000;
GBPCHFW=(10000/(iClose("GBPCHF",0,1)*10000))*10000;
EURJPYW=(10000/(iClose("EURJPY",0,1)*10000))*10000;
GBPJPYW=(10000/(iClose("GBPJPY",0,1)*10000))*10000;
CHFJPYW=(10000/(iClose("CHFJPY",0,1)*10000))*10000;
EURGBPW=(10000/(iClose("EURGBP",0,1)*10000))*10000;
//----
for(int i=limit; i>=0; i--)
{
switch(IndexType)
{
case 1:
//1. EUR/USD, USD/CHF"
cross1[i]= iClose("EURCHF",0,i) * EURCHFW;
break;
case 2:
//2. EUR/USD, USD/CHF, GBP/USD
cross1[i]= iClose("EURCHF",0,i) * EURCHFW + iClose("GBPCHF",0,i) * GBPCHFW
+ iClose("EURGBP",0,i) * EURGBPW;
break;
case 3:
//3. EUR/USD, USD/CHF, GBP/USD, USD/JPY
cross1[i]= iClose("EURCHF",0,i) * EURCHFW + iClose("GBPCHF",0,i) * GBPCHFW
+ iClose("EURJPY",0,i) * EURJPYW + iClose("GBPJPY",0,i) * GBPJPYW
+ iClose("CHFJPY",0,i) * CHFJPYW + iClose("EURGBP",0,i) * EURGBPW ;
break;
case 4:
//4. EUR/USD, USD/CHF, USD/JPY
cross1[i]= iClose("EURCHF",0,i) * EURCHFW + iClose("EURJPY",0,i) * EURJPYW
+ iClose("CHFJPY",0,i) * CHFJPYW ;
break;
case 5:
//5. EUR/USD, GBP/USD, USD/JPY
cross1[i]= iClose("EURJPY",0,i) * EURJPYW + iClose("GBPJPY",0,i) * GBPJPYW
+ iClose("EURGBP",0,i) * EURGBPW ;
break;
case 6:
//6. USD/CHF, GBP/USD
cross1[i]= iClose("GBPCHF",0,i) * GBPCHFW ;
break;
case 7:
//7. USD/CHF, GBP/USD, USD/JPY
cross1[i]= iClose("GBPCHF",0,i) * GBPCHFW + iClose("GBPJPY",0,i) * GBPJPYW
+ iClose("CHFJPY",0,i) * CHFJPYW ;
break;
case 8:
//8. GBP/USD, USD/JPY
cross1[i]= iClose("GBPJPY",0,i) * GBPJPYW ;
break;
case 9:
//9. Chart Symbol
cross1[i]= iClose(NULL,0,i) ;
break;
default:
//3. EUR/USD, USD/CHF, GBP/USD, USD/JPY
cross1[i]= iClose("EURCHF",0,i) * EURCHFW + iClose("GBPCHF",0,i) * GBPCHFW
+ iClose("EURJPY",0,i) * EURJPYW + iClose("GBPJPY",0,i) * GBPJPYW
+ iClose("CHFJPY",0,i) * CHFJPYW + iClose("EURGBP",0,i) * EURGBPW ;
break;
}
//Find Max and Min or series
double Maxcross1=-10000000, Mincross1=10000000;
for(int k=0; k<limit;k++)
{
if(cross1[i+k] > Maxcross1) Maxcross1=cross1[i+k];
if(cross1[i+k] < Mincross1) Mincross1=cross1[i+k];
}
}
//Normalise Data btw 0 and 100
for(int m=limit; m>=0; m--)
{
if (Maxcross1 - Mincross1!=0) normcross1[m]=NormalizeDouble(100*(cross1[m]-Mincross1)/(Maxcross1-Mincross1),2);
}
//INDICATORS FOR NORMALISED CROSSES DATA FOR ENTRY AND EXIT TIMING FOR FFS TRADES
//Calculate CCI and Laguerre arrays
if(CCI > 0)
{
for(int g=limit; g>=0; g--)
{
CCI1[g]=iCCIOnArray(normcross1,limit,CCI,g); //Red
Lag1[g]=LaguerreRSI(normcross1[g],Lag1_Gamma);
}
for(int y=limit; y>=0; y--)
{
Lag2[y]=LaguerreRSI(normcross1[y],Lag2_Gamma);
}
}
NormaliseSeries(CCI1,normCCI1,limit);
//----
return(0);
}
//+------------------------------------------------------------------+
//|FUNCTIONS |
//+------------------------------------------------------------------+
void NormaliseSeries(double& InData[], double& OutData[],
int limit)
{
double nMax= -10000000;
double nMin= 10000000;
//----
for( int k=0; k<limit;k++)
{
if(InData[k] > nMax) nMax=InData[k];
if(InData[k] < nMin) nMin=InData[k];
}
//Normalise Data btw Min and Max
for(int m=limit; m>=0; m--)
{
if (nMax - nMin!=0) OutData[m]=NormalizeDouble(100*((InData[m]-nMin)/(nMax-nMin)),2);
}
}
//+------------------------------------------------------------------+
//|Laguerre calc |
//+------------------------------------------------------------------+
double LaguerreRSI(double InData, double gamma)
{
L0A=L0;
L1A=L1;
L2A=L2;
L3A=L3;
L0=(1 - gamma)* InData + gamma* L0A;
L1=- gamma * L0 + L0A + gamma * L1A;
L2=- gamma * L1 + L1A + gamma * L2A;
L3=- gamma * L2 + L2A + gamma * L3A;
//----
CU=0;
CD=0;
//----
if(L0>=L1)
CU=L0 - L1;
else
CD=L1 - L0;
//----
if(L1>=L2)
CU=CU + L1 - L2;
else
CD=CD + L2 - L1;
//----
if(L2>=L3)
CU=CU + L2 - L3;
else
CD=CD + L3 - L2;
//----
if(CU + CD!=0) LRSI=NormalizeDouble((CU/(CU + CD))* 90,2);
return(LRSI);
}
//+------------------------------------------------------------------+
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