xedginves@yahoo.com__Neutral_Hedge_osc_v4.5

#property copyright "© 2008.11.25_ICQ497827403_Man"
#property link      ""

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 MediumSeaGreen
#property indicator_color2 DeepPink
#property indicator_color3 Lime
#property indicator_color4 Aqua

#include <stdlib.mqh>

extern string SubSymbol = "";
extern int Period_Ratio = 72;
extern int nDrawBars = 144;
extern string ____Correlation____ = "1= correlated, 0=autom, -1= not correl";
extern int Pair_Correlation = 0;
extern string Trade_EntryTime = "";
extern string _____Order____ = "BUY=0,  SELL=1";
extern int Order_MainPair = -1;
extern double Factor_Threshold = 0.0;
string gs_132 = "xedginves@yahoo.com__NeutralHedge osc_v4.5";
string gs_140;
string gs_148 = "NH43_";
int gi_unused_156 = 8;
int gi_160 = 1;
int gi_164 = 80;
int gi_168 = 2;
int gi_unused_172 = 60;
int gi_unused_176 = 30;
int gi_180 = 3;
int gi_184;
int gi_188 = 10;
double g_ibuf_192[];
double g_ibuf_196[];
double g_ibuf_200[];
double g_ibuf_204[];
double g_ibuf_208[];
double g_ibuf_212[];
double g_point_216;
int gi_224;
double gd_228;
double gd_236;
int gi_244;
bool gi_248;
int gi_252 = 0;
bool gi_256 = TRUE;

void Set_DefaultPairCorrelation(string as_0, int ai_8, string &as_12, int &ai_20) {
   if (ai_8 == -1) ai_20 = 0;
   else
      if (ai_8 == 1) ai_20 = 1;
   if (as_12 == "") {
      if (as_0 == "GBPUSD") {
         as_12 = "EURUSD";
         if (ai_8 == 0) ai_20 = 0;
      } else {
         if (as_0 == "GBPJPY") {
            as_12 = "EURJPY";
            if (ai_8 == 0) ai_20 = 0;
         } else {
            if (as_0 == "EURUSD") {
               as_12 = "USDCHF";
               if (ai_8 == 0) ai_20 = 1;
            } else {
               if (as_0 == "USDJPY") {
                  as_12 = "AUDUSD";
                  if (ai_8 == 0) ai_20 = 1;
               }
            }
         }
      }
   }
}

double Get_ThresholdValue(double ad_0, double ada_8[], double ada_12[], int ai_16, int ai_20, int ai_24, int ai_28) {
   double lda_32[1000];
   ArraySetAsSeries(lda_32, TRUE);
   int l_period_36 = ai_20 - ai_16 + 1;
   int li_40 = -1;
   for (int li_44 = ai_16; li_44 < ai_20; li_44++) {
      li_40++;
      if (ada_8[li_44] != 0.0 && ada_8[li_44] != EMPTY_VALUE) lda_32[li_40] = MathAbs(ada_8[li_44]);
      else
         if (ada_12[li_44] != 0.0 && ada_12[li_44] != EMPTY_VALUE) lda_32[li_40] = MathAbs(ada_12[li_44]);
   }
   double l_ima_on_arr_48 = iMAOnArray(lda_32, 0, l_period_36, ai_24, MODE_SMA, ai_28);
   double l_istddev_on_arr_56 = iStdDevOnArray(lda_32, 0, l_period_36, ai_24, MODE_SMA, ai_28);
   double ld_ret_64 = l_ima_on_arr_48 + ad_0 * l_istddev_on_arr_56;
   return (ld_ret_64);
}

void Write_Label(int ai_0, int ai_4, string as_8, string as_16, string as_24, int ai_32, int ai_36, int ai_40) {
   int li_44 = 8;
   int li_48 = 42495;
   string ls_52 = as_8 + "1" + ai_40;
   string ls_60 = as_8 + "2" + ai_40;
   SetLabelObject(ai_0, ai_4, ls_52, as_16, li_44, li_48, ai_32, ai_40);
   SetLabelObject(ai_0, ai_4, ls_60, as_24, li_44, li_48, ai_36, ai_40);
}

void Write_LabelComment(int ai_0, int ai_4, string as_8, string as_16, string as_24, int ai_32, int ai_36, int ai_40) {
   int li_44 = 8;
   int li_48 = 42495;
   string ls_52 = as_8 + "C1" + ai_40;
   string ls_60 = as_8 + "C2" + ai_40;
   SetLabelObject(ai_0, ai_4, ls_52, as_16, li_44, li_48, ai_32, ai_40);
   SetLabelObject(ai_0, ai_4, ls_60, as_24, li_44, li_48, ai_36, ai_40);
}

void SetLabelObject(int a_window_0, int a_corner_4, string a_name_8, string a_text_16, int a_fontsize_24, color a_color_28, int a_x_32, int a_y_36) {
   ObjectCreate(a_name_8, OBJ_LABEL, a_window_0, 0, 0);
   ObjectSetText(a_name_8, a_text_16, a_fontsize_24, "Arial Bold", a_color_28);
   ObjectSet(a_name_8, OBJPROP_CORNER, a_corner_4);
   ObjectSet(a_name_8, OBJPROP_XDISTANCE, a_x_32);
   ObjectSet(a_name_8, OBJPROP_YDISTANCE, a_y_36);
}

void DeleteOwnObjects(string as_0) {
   int li_8 = 0;
   while (li_8 <= ObjectsTotal()) {
      if (StringFind(ObjectName(li_8), as_0) >= 0) ObjectDelete(ObjectName(li_8));
      else li_8++;
   }
}

int init() {
   int l_str2time_0;
   string ls_4;
   Set_DefaultPairCorrelation(Symbol(), Pair_Correlation, SubSymbol, gi_256);
   if (SubSymbol == "") {
      Alert("SubSymbol is missing!");
      return;
   }
   if (nDrawBars == 0) nDrawBars = Period_Ratio;
   if (Trade_EntryTime != "") {
      l_str2time_0 = StrToTime(Trade_EntryTime);
      if (l_str2time_0 > iTime(Symbol(), 0, 0)) {
         gi_248 = FALSE;
         ls_4 = Symbol() + " input ERROR: false Trade_EntryTime (" + Trade_EntryTime + ")";
         Alert(ls_4);
      } else gi_248 = TRUE;
   }
   if (gi_248 == TRUE) {
      if (Order_MainPair == -1) {
         ls_4 = Symbol() + "  " + "Order_MainPair is missing! Enter BUY=0 or SELL=1";
         Alert(ls_4);
         gi_248 = FALSE;
      }
   }
   g_point_216 = MarketInfo(Symbol(), MODE_POINT);
   gs_140 = gs_132 + " (" + Symbol() + "-" + SubSymbol + ", " + Period_Ratio + ") ";
   IndicatorShortName(gs_140);
   IndicatorBuffers(6);
   SetIndexBuffer(0, g_ibuf_196);
   SetIndexBuffer(1, g_ibuf_192);
   SetIndexBuffer(2, g_ibuf_208);
   SetIndexBuffer(3, g_ibuf_212);
   SetIndexBuffer(4, g_ibuf_200);
   SetIndexBuffer(5, g_ibuf_204);
   SetIndexStyle(0, DRAW_HISTOGRAM, STYLE_SOLID, 2);
   SetIndexStyle(1, DRAW_HISTOGRAM, STYLE_SOLID, 2);
   SetIndexStyle(2, DRAW_ARROW, EMPTY, 1);
   SetIndexArrow(2, 159);
   SetIndexStyle(3, DRAW_ARROW, EMPTY, 1);
   SetIndexArrow(3, 159);
   SetIndexEmptyValue(0, 0.0);
   SetIndexEmptyValue(1, 0.0);
   SetIndexEmptyValue(2, 0.0);
   SetIndexEmptyValue(3, 0.0);
   SetIndexEmptyValue(4, 0.0);
   SetIndexEmptyValue(5, 0.0);
   SetIndexLabel(0, "BUY -" + Symbol());
   SetIndexLabel(1, "SELL-" + Symbol());
   SetIndexLabel(2, "Thresh UP");
   SetIndexLabel(3, "Thresh DN");
   IndicatorDigits(Digits);
   ArrayInitialize(g_ibuf_192, 0.0);
   ArrayInitialize(g_ibuf_196, 0.0);
   ArrayInitialize(g_ibuf_200, 0.0);
   ArrayInitialize(g_ibuf_204, 0.0);
   ArrayInitialize(g_ibuf_208, 0.0);
   ArrayInitialize(g_ibuf_212, 0.0);
   DeleteOwnObjects(gs_148);
   gi_224 = WindowFind(gs_140);
   return (0);
}

int deinit() {
   DeleteOwnObjects(gs_148);
   return (0);
}

int start() {
   double l_high_0;
   double l_low_8;
   double ld_16;
   double ld_32;
   double ld_40;
   double ld_48;
   double ld_56;
   double ld_64;
   double ld_80;
   double l_iclose_88;
   double ld_96;
   if (SubSymbol == "") return (-1);
   RefreshRates();
   ArrayInitialize(g_ibuf_200, 0.0);
   ArrayInitialize(g_ibuf_204, 0.0);
   for (int li_76 = 0; li_76 < nDrawBars; li_76++) {
      l_high_0 = High[iHighest(Symbol(), 0, MODE_HIGH, Period_Ratio, li_76)];
      l_low_8 = Low[iLowest(Symbol(), 0, MODE_LOW, Period_Ratio, li_76)];
      ld_16 = (l_high_0 + l_low_8) / 2.0;
      if (gi_256 == FALSE) {
         ld_32 = iLow(SubSymbol, 0, iLowest(SubSymbol, 0, MODE_LOW, Period_Ratio, li_76));
         ld_40 = iHigh(SubSymbol, 0, iHighest(SubSymbol, 0, MODE_HIGH, Period_Ratio, li_76));
      } else {
         ld_32 = iHigh(SubSymbol, 0, iHighest(SubSymbol, 0, MODE_HIGH, Period_Ratio, li_76));
         ld_40 = iLow(SubSymbol, 0, iLowest(SubSymbol, 0, MODE_LOW, Period_Ratio, li_76));
      }
      ld_48 = (ld_32 + ld_40) / 2.0;
      ld_64 = (l_high_0 - l_low_8) / (ld_32 - ld_40);
      ld_56 = iClose(SubSymbol, 0, li_76) - ld_48;
      ld_80 = ld_16 + ld_56 * ld_64;
      l_iclose_88 = iClose(Symbol(), 0, li_76);
      ld_96 = (l_iclose_88 - ld_80) / g_point_216;
      if (ld_96 > 0.0) g_ibuf_192[li_76] = ld_96;
      else g_ibuf_196[li_76] = ld_96;
      if (li_76 == 0) gd_228 = ld_96;
      for (int li_72 = li_76; li_72 < li_76 + Period_Ratio; li_72++) {
         ld_56 = iClose(SubSymbol, 0, li_72) - ld_48;
         ld_80 = ld_16 + ld_56 * ld_64;
         l_iclose_88 = iClose(Symbol(), 0, li_72);
         ld_96 = (l_iclose_88 - ld_80) / g_point_216;
         if (ld_96 > 0.0) g_ibuf_200[li_72] = ld_96;
         else g_ibuf_204[li_72] = ld_96;
      }
      gi_244 = Get_ThresholdValue(Factor_Threshold, g_ibuf_200, g_ibuf_204, li_76, li_76 + Period_Ratio, 1, 0);
      g_ibuf_208[li_76] = gi_244;
      g_ibuf_212[li_76] = -gi_244;
      if (li_76 == 0) gd_236 = gi_244;
   }
   if (gi_248) Write_WinLossTrading();
   Write_CommentTrading();
   return (0);
}

void Write_WinLossTrading() {
   double ld_0;
   string ls_8;
   string ls_16;
   string ls_unused_24;
   int l_digits_32;
   double l_point_36;
   int l_shift_44;
   double l_iclose_48;
   double l_iclose_56;
   double l_iclose_64;
   double l_iclose_72;
   double ld_80;
   double ld_88;
   string ls_96;
   string ls_104;
   double ld_112;
   double l_iclose_120;
   double l_iclose_128;
   double ld_136;
   double ld_144;
   double ld_152;
   if (Trade_EntryTime != "") {
      ls_unused_24 = "EMPTY";
      gi_184 = gi_180;
      gi_224 = WindowFind(gs_140);
      gi_160 = TRUE;
      l_digits_32 = MarketInfo(SubSymbol, MODE_DIGITS);
      l_point_36 = MarketInfo(SubSymbol, MODE_POINT);
      l_shift_44 = iBarShift(Symbol(), 0, StrToTime(Trade_EntryTime), TRUE);
      l_iclose_48 = iClose(Symbol(), 0, l_shift_44);
      l_iclose_56 = iClose(SubSymbol, 0, l_shift_44);
      l_iclose_64 = iClose(Symbol(), 0, 0);
      l_iclose_72 = iClose(SubSymbol, 0, 0);
      ld_0 = 0;
      if (Order_MainPair == 0) {
         ld_80 = (l_iclose_64 - l_iclose_48) / g_point_216;
         ld_88 = (l_iclose_56 - l_iclose_72) / l_point_36;
         ld_0 = ld_80 + ld_88;
         ls_96 = "buy " + Symbol() + ": " + DoubleToStr(l_iclose_48, Digits) + " / " + DoubleToStr(l_iclose_64, Digits) + " = " + DoubleToStr(ld_80, 0);
         ls_104 = "sell " + SubSymbol + ": " + DoubleToStr(l_iclose_56, l_digits_32) + " / " + DoubleToStr(l_iclose_72, l_digits_32) + " = " + DoubleToStr(ld_88, 0);
      } else {
         if (Order_MainPair == 1) {
            ld_80 = (-(l_iclose_64 - l_iclose_48)) / g_point_216;
            ld_88 = (-(l_iclose_56 - l_iclose_72)) / l_point_36;
            ld_0 = ld_80 + ld_88;
            ls_96 = "sell " + Symbol() + ": " + DoubleToStr(l_iclose_48, Digits) + " / " + DoubleToStr(l_iclose_64, Digits) + " = " + DoubleToStr(ld_80, 0);
            ls_104 = "buy " + SubSymbol + ": " + DoubleToStr(l_iclose_56, l_digits_32) + " / " + DoubleToStr(l_iclose_72, l_digits_32) + " = " + DoubleToStr(ld_88, 0);
         } else {
            ls_96 = "trade " + Symbol() + ": " + "NONE" + " / " + DoubleToStr(l_iclose_64, Digits);
            ls_104 = "trade " + SubSymbol + ": " + "NONE" + " / " + DoubleToStr(l_iclose_72, l_digits_32);
         }
      }
      ld_112 = -2147483647;
      if (Order_MainPair == 0) {
         for (int li_160 = 0; li_160 < l_shift_44; li_160++) {
            l_iclose_120 = iClose(Symbol(), 0, li_160);
            l_iclose_128 = iClose(SubSymbol, 0, li_160);
            ld_136 = (l_iclose_120 - l_iclose_48) / g_point_216;
            ld_144 = (l_iclose_56 - l_iclose_128) / l_point_36;
            ld_152 = ld_136 + ld_144;
            if (ld_152 > ld_112) ld_112 = ld_152;
         }
      } else {
         if (Order_MainPair == 1) {
            for (li_160 = 0; li_160 < l_shift_44; li_160++) {
               l_iclose_120 = iClose(Symbol(), 0, li_160);
               l_iclose_128 = iClose(SubSymbol, 0, li_160);
               ld_136 = (-(l_iclose_120 - l_iclose_48)) / g_point_216;
               ld_144 = (-(l_iclose_56 - l_iclose_128)) / l_point_36;
               ld_152 = ld_136 + ld_144;
               if (ld_152 > ld_112) ld_112 = ld_152;
            }
         }
      }
      ls_8 = "Entry time:";
      ls_16 = Trade_EntryTime;
      Write_Label(gi_224, gi_160, gs_148, ls_8, ls_16, gi_164 + 10, gi_168, gi_184);
      gi_184 += gi_188;
      Write_Label(gi_224, gi_160, gs_148, ls_96, "", gi_168, gi_168, gi_184);
      gi_184 += gi_188;
      Write_Label(gi_224, gi_160, gs_148, ls_104, "", gi_168, gi_168, gi_184);
      gi_184 += gi_188;
      ls_8 = "WinLoss: " + DoubleToStr(ld_0, 0) + " (max= " + DoubleToStr(ld_112, 0) + ")";
      Write_Label(gi_224, gi_160, gs_148, ls_8, "", gi_168, gi_168, gi_184);
      gi_184 += gi_188;
   }
}

void Write_CommentTrading() {
   string ls_0;
   string ls_16;
   string ls_44;
   string ls_52;
   int li_8 = 3;
   int li_12 = 12;
   gi_160 = FALSE;
   if (gi_256 == FALSE) ls_16 = "Correlation= false";
   else ls_16 = "Correlation= true";
   Write_LabelComment(gi_224, gi_160, gs_148, ls_16, "", li_8, li_8, li_12);
   li_12 += gi_188;
   string ls_24 = "HedgeRange= " + DoubleToStr(gd_228, 1);
   Write_LabelComment(gi_224, gi_160, gs_148, ls_24, "", li_8, li_8, li_12);
   li_12 += gi_188;
   if (gd_228 < 0.0) ls_0 = "Threshold= " + DoubleToStr(-gd_236, 1);
   else ls_0 = "Threshold= " + DoubleToStr(gd_236, 1);
   Write_LabelComment(gi_224, gi_160, gs_148, ls_0, "", li_8, li_8, li_12);
   li_12 += gi_188;
   int l_datetime_32 = iTime(Symbol(), 0, gi_252);
   string ls_36 = "(lastBar= " + TimeToStr(l_datetime_32) + ")";
   Write_LabelComment(gi_224, gi_160, gs_148, ls_36, "", li_8, li_8, li_12);
   if (gd_228 < 0.0) {
      ls_44 = "buy " + Symbol() + ", sell " + SubSymbol;
      if (gd_228 < -gd_236) {
         ls_52 = "Trading: OK";
         GlobalVariableSet("OK", 1);
      } else {
         ls_52 = "Trading: NONE";
         GlobalVariableSet("OK", 0);
      }
   } else {
      ls_44 = "sell " + Symbol() + ", buy " + SubSymbol;
      if (gd_228 > gd_236) {
         ls_52 = "Trading: OK";
         GlobalVariableSet("OK", 1);
      } else {
         ls_52 = "Trading: NONE";
         GlobalVariableSet("OK", 0);
      }
   }
   li_12 += gi_188;
   Write_LabelComment(gi_224, gi_160, gs_148, ls_52, "", li_8, li_8, li_12);
   li_12 += gi_188;
   Write_LabelComment(gi_224, gi_160, gs_148, ls_44, "", li_8, li_8, li_12);
}