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Mtf_SuperTrend nrp new
//+------------------------------------------------------------------+
//| SuperTrend nrp.mq4 |
//| Mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Magenta
#property indicator_color2 DarkOrange
#property indicator_color3 Gold
extern string note_TimeFrames_ = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-currentTF";
extern int TimeFrame = 0;
extern int period = 10;
extern int appliedPrice = PRICE_CLOSE;
extern double multiplier = 3.0;
//
//
//
//
//
double Trend[];
double TrendDoA[];
double TrendDoB[];
double Direction[];
double Up[];
double Dn[];
int timeFrame;
bool calculating = false;
bool returnBars = false;
string IndicatorFileName;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(6);
SetIndexBuffer(0, Trend);
SetIndexBuffer(1, TrendDoA);
SetIndexBuffer(2, TrendDoB);
SetIndexBuffer(3, Direction);
SetIndexBuffer(4, Up);
SetIndexBuffer(5, Dn);
SetIndexLabel(0,"SuperTrend");
SetIndexLabel(1,"SuperTrend");
SetIndexLabel(2,"SuperTrend");
period = MathMax(1,period);
timeFrame = MathMax(stringToTimeFrame(TimeFrame),Period());
//
//
//
//
//
IndicatorFileName = WindowExpertName();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { Trend[0] = limit; return(0); }
//
//
//
//
//
if (timeFrame > Period()) limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,IndicatorFileName,"getBarsCount",0,0)*timeFrame/Period()));
if (!calculating && timeFrame != Period())
{
for(i=limit;i>=0;i--)
{
int bar = iBarShift(NULL,timeFrame,Time[i]);
datetime time = iTime (NULL,timeFrame,bar);
Trend[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,0,bar);
TrendDoA[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,1,bar);
TrendDoB[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,2,bar);
Direction[i]= iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,3,bar);
Up[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,4,bar);
Dn[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculate",period,appliedPrice,multiplier,5,bar);
}
return(0);
}
//
//
//
//
//
if (Direction[limit] <= 0) CleanPoint(limit,TrendDoA,TrendDoB);
for(i = limit; i >= 0; i--)
{
double atr = iATR(NULL,0,period,i);
double cprice = iMA(NULL,0,1,0,MODE_SMA,appliedPrice,i);
double mprice = (High[i]+Low[i])/2;
Up[i] = mprice+multiplier*atr;
Dn[i] = mprice-multiplier*atr;
//
//
//
//
//
Direction[i] = Direction[i+1];
if (cprice > Up[i+1]) Direction[i] = 1;
if (cprice < Dn[i+1]) Direction[i] = -1;
TrendDoA[i] = EMPTY_VALUE;
TrendDoB[i] = EMPTY_VALUE;
if (Direction[i] > 0) { Dn[i] = MathMax(Dn[i],Dn[i+1]); Trend[i] = Dn[i]; }
else { Up[i] = MathMin(Up[i],Up[i+1]); Trend[i] = Up[i]; PlotPoint(i,TrendDoA,TrendDoB,Trend); }
}
return(0);
}
int stringToTimeFrame(string tfs)
{
for(int l = StringLen(tfs)-1; l >= 0; l--)
{
int char = StringGetChar(tfs,l);
if((char > 96 && char < 123) || (char > 223 && char < 256))
tfs = StringSetChar(tfs, l, char - 32);
else
if(char > -33 && char < 0)
tfs = StringSetChar(tfs, l, char + 224);
}
//
//
//
//
//
int tf=Period();
if (tfs=="M1" || tfs=="1") tf=PERIOD_M1;
if (tfs=="M5" || tfs=="5") tf=PERIOD_M5;
if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15;
if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30;
if (tfs=="H1" || tfs=="60") tf=PERIOD_H1;
if (tfs=="H4" || tfs=="240") tf=PERIOD_H4;
if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1;
if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
return(tf);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void CleanPoint(int i,double& first[],double& second[])
{
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
//
//
//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (first[i+1] == EMPTY_VALUE)
{
if (first[i+2] == EMPTY_VALUE) {
first[i] = from[i];
first[i+1] = from[i+1];
second[i] = EMPTY_VALUE;
}
else {
second[i] = from[i];
second[i+1] = from[i+1];
first[i] = EMPTY_VALUE;
}
}
else
{
first[i] = from[i];
second[i] = EMPTY_VALUE;
}
}
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