theilsen_gradient

ÿþ//+------------------------------------------------------------------+

//|                                              Theil Sen Slope.mq4 |

//|                                                                  |

//|                                                                  |

//+------------------------------------------------------------------+



#include <BreakPoint.mqh>//you can comment this out 

#property indicator_chart_window



//---- indicator parameters

int sub_window=0,width=2,int_MarketPhase=0,int_Tendency=0;

input string aCurrentSymbol="";

input int aChart=0;

input int RegLin_Period=20;

input string Applied_Price_Dataset="ema_close";//close,open,high,low,ema_close,sma_close

extern string Result_MarketPhase="";

extern string Result_Tendency="";

extern double Result_Slope=0;

extern string aTrendline_NickName="your_line_nickname_here";

input bool DisplayText=true;

input int Shift=1;//the bar where the last anchor point should drawn to.

string obj_name = "theil-sen_"+aTrendline_NickName,allresult;

int    chart_id = 0;





datetime time1=0,time2=0;

double price1=0,price2=0,slope=-1,y_intercept=2;

//----





//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+



int init()

  {

 

   return(0);

  }

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+





//+------------------------------------------------------------------+

//| Median values                                                    |

//+------------------------------------------------------------------+



void TheilSen(double& m, double& b, double& v[], int n1, int iBeg=0){

   double slopes[];

   int nReq = n1 * (n1-1) / 2;

   int i=0,j=0;

   if(ArraySize(slopes) < nReq) if(ArrayResize(slopes, nReq) <= 0){

      Print("ArrayResize(TheilSen, " + IntegerToString(nReq) + ") Failed: "

                                                +IntegerToString(GetLastError()) );   return;  }                                           

   int   nSlopes = 0;

   for( i=iBeg + n1 - 1; i >  iBeg; i--)

      for ( j=i - 1;     j >= iBeg; j--){

         slopes[nSlopes] = (v[i] - v[j]) / (i-j);   nSlopes++;    

  }           

   m = Median(slopes, nSlopes);



 i=0;

   for(i=0; i < n1; i++)   slopes[i] = v[iBeg+i] - m * i;

   b = Median(slopes, n1);

   

}







double   Median(double& values[], int iLimit, int iBeg=0)

   {

   int      iLeft = iBeg,  nValues = iLimit-iBeg,  iMed = iBeg + nValues / 2;

   double   med   = NthElement(values, iLeft, iMed, iLimit);

   if (nValues % 2 == 1)   return(med);                  

   iLimit = iMed;    iMed--;                              

   if(iLeft == iMed){   med += values[iMed];              

                        return( med * 0.5 );                                  }

   if(iLeft > iMed)     iLeft = iBeg;                     

   med += NthElement(values, iLeft, iMed, iLimit);       

   return( med * 0.5 );

   }

   

   

#define ASCENDING    +1

#define DESCENDING   -1





double   NthElement(double&values[], int&iLB, int iNth, int&iRL, double asc=+1)

   {

   while(true)

      {    

      int      iRight = iRL - 1;                             

      if(iLB >= iNth && iRight <= iNth)   return( values[iNth] );

      int      iPivot   = (iLB+iRight) / 2;                        

      if((values[iLB]  - values[iRight])*asc > 0)

                                 SwapAD(values, iLB,  iRight);     

      if((values[iLB]  - values[iPivot])*asc > 0)

                                 SwapAD(values, iLB,  iPivot);     

      if((values[iPivot] - values[iRight])*asc > 0)

                                 SwapAD(values, iPivot, iRight);   

      double   vPivot   = values[iPivot];  

      values[iPivot]    = values[iRight];  





      int iStore = 0;

      double vStore = 0;

      for( iStore=iLB; iStore < iRight; iStore++)

         {

          vStore = values[iStore];  if((vStore-vPivot)*asc > 0.)  break; 

         }





      for(int iTest=iStore+1; iTest < iRight; iTest++)

         {

         double   vTest = values[iTest];  

         if((vTest - vPivot)*asc < 0.)

            {

            values[iStore] = vTest;                    

            values[iTest]  = vStore;                  

            iStore++;      vStore = values[iStore];    

            }  

         }

      values[iRight] = vStore;                         

      values[iStore] = vPivot;                         



      if(      iStore < iNth) iLB = iStore + 1;

      else  if(iStore > iNth) iRL = iStore;

      else                    return( values[iNth] );

      }   

      

    

   }   







void     SwapAD(double& arr[], int iA, int iB)

   {

   double   T = arr[iA];   arr[iA] = arr[iB];   arr[iB] = T;                  

   }





//+------------------------------------------------------------------+

//| Start Function                                                   |

//+------------------------------------------------------------------+

int start()

{           

  double close[],applied_prices_arr[],data=0,dslope=0,max_ranging_value=0.0006,max_neutral_val=0.0001;

  int arrsz=iBars(aCurrentSymbol,aChart)-Shift; 

     if(IsTesting()==true)arrsz = Bars; 

  int c=0, lastpos=0,precision=4;

  ArrayResize(applied_prices_arr,arrsz);

  c=arrsz; 

   while(c>=Shift && arrsz>RegLin_Period && Shift>=0 )

   {   

       if(Applied_Price_Dataset == "close")data=iClose(aCurrentSymbol,aChart,c);//close

       if(Applied_Price_Dataset == "open")data=iOpen(aCurrentSymbol,aChart,c);//open

       if(Applied_Price_Dataset == "high")data=iHigh(aCurrentSymbol,aChart,c);//high

       if(Applied_Price_Dataset == "low")data=iLow(aCurrentSymbol,aChart,c);//low

       if(Applied_Price_Dataset == "sma_close")data=iMA(aCurrentSymbol,aChart,RegLin_Period,0,MODE_SMA,PRICE_CLOSE,c);//sma close

       if(Applied_Price_Dataset == "ema_close")data=iMA(aCurrentSymbol,aChart,RegLin_Period,0,MODE_EMA,PRICE_CLOSE,c);//ema close          

    c--;

       if(c>=0)applied_prices_arr[c]=data;      

   } 

   

   if( (Applied_Price_Dataset == "close" || Applied_Price_Dataset == "open" || Applied_Price_Dataset == "high" || Applied_Price_Dataset == "low" || Applied_Price_Dataset == "sma_close" || Applied_Price_Dataset == "ema_close") && arrsz>0)

   {

       if(arrsz>RegLin_Period)TheilSen(slope, y_intercept, applied_prices_arr, RegLin_Period, lastpos);

       else

       { 

        Print("Insufficient bars: only "+IntegerToString(arrsz)+" bars are available but "+IntegerToString(RegLin_Period)+" bars are required. Please waite...");

        return(0);

       } 

   }

   else

   {

    Print("You did not specify a valid data set. You can specify it by setting 'Applied_Price_Dataset' to 'close','open',...");

    return(0);

   }      

          

//--- create a trend line using 2 points 

   time1=iTime(aCurrentSymbol,aChart,RegLin_Period);time2=iTime(aCurrentSymbol,aChart,Shift);

      if(Applied_Price_Dataset == "close")price1=iClose(aCurrentSymbol,aChart,RegLin_Period);

      else if(Applied_Price_Dataset == "open")price1=iOpen(aCurrentSymbol,aChart,RegLin_Period);

      else if(Applied_Price_Dataset == "high")price1=iHigh(aCurrentSymbol,aChart,RegLin_Period);

      else if(Applied_Price_Dataset == "low")price1=iLow(aCurrentSymbol,aChart,RegLin_Period);

      else if(Applied_Price_Dataset == "sma_close")price1=iMA(aCurrentSymbol,aChart,RegLin_Period,0,MODE_SMA,PRICE_CLOSE,RegLin_Period);

      else if(Applied_Price_Dataset == "ema_close")price1=iMA(aCurrentSymbol,aChart,RegLin_Period,0,MODE_EMA,PRICE_CLOSE,RegLin_Period);

   price1 = NormalizeDouble(price1,precision);

   price2=0;  

      

  //calculate price2

  price2 = ( (slope * RegLin_Period) - price1 ) / -1; 

  price2 = NormalizeDouble(price2,precision);    

   

  //ObjectsDeleteAll ();// Delete all objects

  ObjectDelete(chart_id,obj_name);//Delete objects by name

     if(DisplayText==true)

     {

        if(!ObjectCreate(chart_id,obj_name,OBJ_TREND,sub_window,time1,price1,time2,price2))//display on the chart directly

         { 

         Print(__FUNCTION__,": failed to create a trend line! Error code = ",GetLastError()); 

         return(false); 

        }  

     } 

dslope=slope * -1;//we do this to orient it towards upcoming price

dslope = NormalizeDouble(dslope,precision);



   //now let's do the interpreation of slope

   if(dslope<max_ranging_value && dslope>-max_ranging_value){Result_MarketPhase = "ranging";int_MarketPhase = 2;}

   else if(dslope>max_ranging_value || dslope<-max_ranging_value){Result_MarketPhase = "trending";int_MarketPhase = 1;}

   

   if(dslope<0){Result_Tendency = "bearish";int_Tendency = 2;}

   else if(dslope >-max_neutral_val && dslope < max_neutral_val){Result_Tendency = "neutral"; int_Tendency = 3;}

   else if(dslope > 0){Result_Tendency = "bullish"; int_Tendency = 1;}

 Result_Slope = dslope; 

 

 if(int_Tendency == 2 && int_MarketPhase == 1)ObjectSetInteger(chart_id,obj_name,OBJPROP_COLOR,clrRed);

 else if(int_Tendency == 1 && int_MarketPhase == 1)ObjectSetInteger(chart_id,obj_name,OBJPROP_COLOR,clrAqua);

 else if(int_Tendency == 3)ObjectSetInteger(chart_id,obj_name,OBJPROP_COLOR,clrGold);

 else ObjectSetInteger(chart_id,obj_name,OBJPROP_COLOR,clrSaddleBrown);



 GlobalVariableSet("tGlobalMarketPhase",int_MarketPhase);

 GlobalVariableSet("tGlobalTendency",int_Tendency);

 GlobalVariableSet("tGlobalSlope",dslope);

 

    if(DisplayText==true)

    {

     Comment("Linear Regression Slope("+IntegerToString(RegLin_Period)+") = "+DoubleToStr(Result_Slope,4)+"\nMarketCondition = "+Result_MarketPhase+"\nTendency = "+Result_Tendency );      

     ObjectSetInteger(chart_id,obj_name,OBJPROP_WIDTH,width);//--- set line width       

     ObjectSetInteger(chart_id,obj_name,OBJPROP_SELECTABLE,true);//make line selectable 

     ObjectSetInteger(chart_id,obj_name,OBJPROP_SELECTED,true);  

     ObjectSetInteger(chart_id,obj_name,OBJPROP_RAY_RIGHT,false);//--- enable (true) or disable (false) the mode of continuation of the line's display to the right 

    } 

 return(0);     

}