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FFS_CrossTiming_v2
//+------------------------------------------------------------------+
//| 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;
//---
double Maxcross1=-10000000,Mincross1=10000000;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
shortname="FFS_CrossTiming Index "+(string)IndexType+
", CCI Red ("+(string)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 counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars;
if(counted_bars==0) limit--;
//----
double EURCHFW,GBPCHFW,EURJPYW,GBPJPYW,CHFJPYW,EURGBPW;
//Determine correct weight to get all prices on scale of 10,000
double iclose_EURCHF = (iClose("EURCHF",0,1)*10000); if(iclose_EURCHF==0) return(0);
double iclose_GBPCHF = (iClose("GBPCHF",0,1)*10000); if(iclose_GBPCHF==0) return(0);
double iclose_EURJPY = (iClose("EURJPY",0,1)*10000); if(iclose_EURJPY==0) return(0);
double iclose_GBPJPY = (iClose("GBPJPY",0,1)*10000); if(iclose_GBPJPY==0) return(0);
double iclose_CHFJPY = (iClose("CHFJPY",0,1)*10000); if(iclose_CHFJPY==0) return(0);
double iclose_EURGBP = (iClose("EURGBP",0,1)*10000); if(iclose_EURGBP==0) return(0);
EURCHFW=(10000/iclose_EURCHF)*10000;
GBPCHFW=(10000/iclose_GBPCHF)*10000;
EURJPYW=(10000/iclose_EURJPY)*10000;
GBPJPYW=(10000/iclose_GBPJPY)*10000;
CHFJPYW=(10000/iclose_CHFJPY)*10000;
EURGBPW=(10000/iclose_EURGBP)*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
for(int k=0; k<limit;k++)
{
if(i+k<ArraySize(cross1))
{
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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