_TrendMTFROC

=20
#property copyright "Copyright =A9 2007, Tim Hyder"
#property link      ""

#define vers    "04.09.2007"
#define major   1
#define minor   1

#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 6
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 DarkOrange
#property indicator_color3 Green
#property indicator_color4 Red


extern string _tmp1_ =3D " --- #TrendMTFROC options ---";
//Use VertShift as unique number to indentify each indicator=20
//when multiple are displayed.
extern int VertShift =3D 1;
extern double FineVertShift =3D -0.3;
extern bool DisplayLegend =3D True;=20
extern int TimeFrame =3D 0;
extern double NonYenTrendLevel =3D 50;
extern double YenTrendLevel =3D 0.5;
extern int MaxBars =3D 500;

extern string _tmp2_ =3D " --- MA-ATR-ROC options ---";
extern int MA.Length =3D 20;
extern int MA.Type   =3D MODE_SMA;
extern int MA.Price  =3D PRICE_CLOSE;
extern int ATR.Period =3D 5;
extern int ROC.Period =3D 5;

extern string _tmp3_ =3D " --- Alerts ---";
extern bool AllowTextAlerts =3D true;
extern bool AllowSoundAlerts =3D true;
extern string LongSound =3D "alert3.wav";
extern string ShortSound =3D "alert4.wav";
extern bool AllowEmailAlerts =3D false;

//colour of time frame label on far right of indicator
color TextColor =3D White;
//extern string _tmp4_ =3D " --- Legend Positioning ---";
int Legend.X =3D 550;
int Legend.Y =3D 2;
int Legend.BigSpace =3D 78;
int Legend.SmallSpace =3D 12;

//---- buffers
double buf2_up[];
double buf2_down[];
double buf1_up[];
double buf1_down[];

string shortname =3D "";
string pref =3D "MTF_ROC";
int ArrSize =3D 110;//159;
int BarWidth =3D 0;
datetime LastTime =3D -1;

//-----------------------------------------------------------------------=
----------------------------------------

void init()
{ =20
  SetIndexStyle(0, DRAW_ARROW, 0, BarWidth);
  SetIndexStyle(1, DRAW_ARROW, 0, BarWidth);
  SetIndexStyle(2, DRAW_ARROW, 0, BarWidth);
  SetIndexStyle(3, DRAW_ARROW, 0, BarWidth);
 =20
  SetIndexArrow(0, ArrSize);
  SetIndexArrow(1, ArrSize);
  SetIndexArrow(2, ArrSize);
  SetIndexArrow(3, ArrSize);
 =20
  SetIndexBuffer(0, buf1_up);
  SetIndexBuffer(1, buf1_down);
  SetIndexBuffer(2, buf2_up);
  SetIndexBuffer(3, buf2_down);
 =20
  SetIndexEmptyValue(0, 0.0);
  SetIndexEmptyValue(1, 0.0);
  SetIndexEmptyValue(2, 0.0);
  SetIndexEmptyValue(3, 0.0);

  SetIndexLabel(0, NULL);
  SetIndexLabel(1, NULL);
  SetIndexLabel(2, NULL);
  SetIndexLabel(3, NULL);

  IndicatorDigits(0);
  =20
  //shortname =3D "TrendMTFROC ("+UniqueNum+", "+TimeFrame+", =
"+VertShift+")";
  shortname =3D "#TrendMTFROC";
  if (DisplayLegend) IndicatorShortName(shortname);
}

void deinit()
{
  for (int i=3DObjectsTotal()-1; i>-1; i--)
  {
    if (StringFind(ObjectName(i), pref+"_TF_"+VertShift) >=3D 0)
    {
      ObjectDelete(ObjectName(i));
      continue;
    }
   =20
    if (StringFind(ObjectName(i), pref+"_LG_"+VertShift) >=3D 0)
    {
      ObjectDelete(ObjectName(i));
      continue;
    }
  }
}

void start()
{
  if (TimeFrame > 0 && TimeFrame < Period())
  {
    //Alert("Period of the indicator must be equal or greater than =
current timeframe");
    //return;
  }

  int counted_bars=3DIndicatorCounted();
  //---- check for possible errors
  if (counted_bars < 0) return(-1);
  //---- the last counted bar will be recounted
  if (counted_bars > 0) counted_bars--;
  int limit =3D Bars - counted_bars;
  limit =3D MathMin(limit, MaxBars);
 =20
  int i,tf;

  =
//-------------------------------1---------------------------------------=
-  =20
 =20
  string txt =3D tf2txt(TimeFrame);
  double TimeDiff =3D Time[0]-Time[1]; =20
  string name =3D pref+"_TF_"+VertShift+"_"+txt;
 =20
  if (ObjectFind(name) =3D=3D -1)
  { =20
   if(VertShift<FineVertShift) FineVertShift =3D 0;
    ObjectCreate(name, OBJ_TEXT, WindowFind(shortname), =
iTime(NULL,0,0)+3*TimeDiff, VertShift-FineVertShift);
    ObjectSetText(name, txt,6,"Arial", TextColor);
  }
  else
  {
    ObjectSet(name, OBJPROP_TIME1, iTime(NULL,0,0)+3*TimeDiff);
  }


  =
//-------------------------------Legend----------------------------------=
------
 =20
 =20
  int FontSz =3D 7;
  int XDist =3D 0;
  XDist =3D Legend.X;
  if (DisplayLegend)
  {
    name =3D pref+"_LG_"+VertShift+"_Legend";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    //ObjectSet(name, OBJPROP_CORNER, 0);
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, "LEGEND", FontSz, "Arial", Silver);

    //---

    name =3D pref+"_LG_"+VertShift+"_Sq1";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + 45;
    ObjectSet(name, OBJPROP_XDISTANCE,XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, CharToStr(110), FontSz+1, "Wingdings", =
indicator_color1);
   =20
    name =3D pref+"_LG_"+VertShift+"_Txt1";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.SmallSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, "TREND UP", FontSz, "Arial", indicator_color1);

    //---
   =20
    name =3D pref+"_LG_"+VertShift+"_Sq2";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.BigSpace-20;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, CharToStr(110), FontSz+1, "Wingdings", =
indicator_color3);
   =20
    name =3D pref+"_LG_"+VertShift+"_Txt2";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.SmallSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, "BULLISH START", FontSz, "Arial", =
indicator_color3);

    //---
   =20
    name =3D pref+"_LG_"+VertShift+"_Sq3";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.BigSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, CharToStr(110), FontSz+1, "Wingdings", =
indicator_color2);
   =20
    name =3D pref+"_LG_"+VertShift+"_Txt3";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.SmallSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, "BEARISH START", FontSz, "Arial", =
indicator_color2);
   =20
    //---
   =20
    name =3D pref+"_LG_"+VertShift+"_Sq4";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.BigSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, CharToStr(110), FontSz+1, "Wingdings", =
indicator_color4);
   =20
    name =3D pref+"_LG_"+VertShift+"_Txt4";
 =20
    if (ObjectFind(name) =3D=3D -1)
      ObjectCreate(name, OBJ_LABEL, WindowFind(shortname), 0, 0);
   =20
    XDist =3D XDist + Legend.SmallSpace;
    ObjectSet(name, OBJPROP_XDISTANCE, XDist);
    ObjectSet(name, OBJPROP_YDISTANCE, Legend.Y);
    ObjectSetText(name, "DOWN TREND", FontSz, "Arial", =
indicator_color4);   =20
  }
   =20
  =
//-------------------------------2---------------------------------------=
-

  double Level =3D NonYenTrendLevel;
  if (StringFind(Symbol(), "JPY") !=3D -1) Level =3D YenTrendLevel;

  datetime TimeArray_1[];
  ArrayCopySeries(TimeArray_1,MODE_TIME,Symbol(),TimeFrame);

  int yy;
 =20
  //limit =3D MathMax(limit, TimeFrame/Period());
 =20
  for (i=3D0, yy=3D0; i<limit; i++)
  {
    if (Time[i] < TimeArray_1[yy]) yy++;
    double ROC =3D iCustom(NULL, TimeFrame, "i-MA-ATR-ROC", MA.Length, =
MA.Type, MA.Price, ATR.Period, ROC.Period, 0, yy);
   =20
    //int shift =3D iBarShift(NULL, TimeFrame, Time[i]);
    //double ROC =3D iCustom(NULL, TimeFrame, "i-MA-ATR-ROC", MA.Length, =
MA.Type, MA.Price, ATR.Period, ROC.Period, 0, shift);

    buf1_down[i] =3D 0;
    buf1_up[i]   =3D 0; =20
    buf2_down[i] =3D 0;
    buf2_up[i]   =3D 0; =20

    if (ROC >=3D Level)=20
      buf1_up[i] =3D VertShift;
    else if(ROC < Level && ROC >=3D 0)
      buf2_up[i] =3D VertShift;
    else if(ROC < 0 && ROC >=3D -Level)
      buf1_down[i] =3D VertShift;
    else if(ROC < -Level)=20
      buf2_down[i] =3D VertShift;
  }

 =20
  //-----

/*
  buf1_up //Lime
  buf2_up //Green
  buf1_down //DarkOrange
  buf2_down //Red
*/
=20
  string MailSubject =3D "#TrendMTFROC Alert";
  string msg;
 =20
  int bar =3D 1;
 =20
  if (LastTime !=3D Time[0])
  {
    //-> Lime
    if (buf1_up[bar] !=3D 0 && buf1_up[bar+1] =3D=3D 0)
    {
      msg =3D "ROC Trend on " +Symbol()+ " " +tf2txt(TimeFrame)+ " has =
changed to Strong Long";
      if (AllowTextAlerts) Alert(msg);
      if (AllowSoundAlerts) PlaySound(LongSound);
      if (AllowEmailAlerts) SendMail(MailSubject, msg);
    }

    //<- Lime
    if (buf1_up[bar] =3D=3D 0 && buf1_up[bar+1] !=3D 0)
    {
      msg =3D "ROC Trend on " +Symbol()+ " " +tf2txt(TimeFrame)+ " has =
changed from Strong Long";
      if (AllowTextAlerts) Alert(msg);
      if (AllowSoundAlerts) PlaySound(LongSound);
      if (AllowEmailAlerts) SendMail(MailSubject, msg);
    }

    //-> Red
    if (buf2_down[bar] !=3D 0 && buf2_down[bar+1] =3D=3D 0)
    {
      msg =3D "ROC Trend on " +Symbol()+ " " +tf2txt(TimeFrame)+ " has =
changed to Strong Short";
      if (AllowTextAlerts) Alert(msg);
      if (AllowSoundAlerts) PlaySound(ShortSound);
      if (AllowEmailAlerts) SendMail(MailSubject, msg);
    }

    //<- Red
    if (buf2_down[bar] =3D=3D 0 && buf2_down[bar+1] !=3D 0)
    {
      msg =3D "ROC Trend on " +Symbol()+ " " +tf2txt(TimeFrame)+ " has =
changed from Strong Short";
      if (AllowTextAlerts) Alert(msg);
      if (AllowSoundAlerts) PlaySound(ShortSound);
      if (AllowEmailAlerts) SendMail(MailSubject, msg);
    }
   =20
    //-----
         =20
    LastTime =3D Time[0];
  }
  =20

  return(0);
}
 =20
 =20
 =20
//+------------------------------------------------------------------+
/*
void getPeriod()
{
   switch(Period())=20
      {
         case 1:=20
            Period_1=3D1; Period_2=3D5; //Period_3=3D15; Period_4=3D30;
            break;
         case 5:=20
            Period_1=3D5; Period_2=3D15;// Period_3=3D30; Period_4=3D60;
            break;
         case 15:=20
            Period_1=3D15; Period_2=3D30; //Period_3=3D60; =
Period_4=3D240;
            break;
         case 30:=20
            Period_1=3D30; Period_2=3D60; //Period_3=3D240; =
Period_4=3D1440;
            break;
         case 60:=20
            Period_1=3D60; Period_2=3D240;// Period_3=3D1440; =
Period_4=3D10080;
            break;
         case 240:=20
            Period_1=3D240; Period_2=3D1440;// Period_3=3D10080; =
Period_4=3D43200;
            break;
         case 1440:=20
            Period_1=3D1440; Period_2=3D10080; //Period_3=3D43200; =
Period_4=3D43200;
            break;
         case 10080:=20
            Period_1=3D10080; Period_2=3D43200;// Period_3=3D43200; =
Period_4=3D43200;
            break;
         case 43200:=20
            Period_1=3D43200; Period_2=3D43200;// Period_3=3D43200; =
Period_4=3D43200;
            break;
        =20
      }
}
*/
string tf2txt(int tf)
{
   if (tf =3D=3D 0) tf =3D Period();
  =20
   if (tf =3D=3D PERIOD_M1)    return("M1");
   if (tf =3D=3D PERIOD_M5)    return("M5");
   if (tf =3D=3D PERIOD_M15)   return("M15");
   if (tf =3D=3D PERIOD_M30)   return("M30");
   if (tf =3D=3D PERIOD_H1)    return("H1");
   if (tf =3D=3D PERIOD_H4)    return("H4");
   if (tf =3D=3D PERIOD_D1)    return("D1");
   if (tf =3D=3D PERIOD_W1)    return("W1");
   if (tf =3D=3D PERIOD_MN1)   return("MN");
  =20
   return("??");
}