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CycleIdentifier2[LW].mq4

CycleIdentifier2[LW]指标是CycleIdentifier指标的一种优化。

图表:CycleIdentifier2[LW]指标

源码:

//+------------------------------------------------------------------+
//|                                          CycleIdentifier2[LW].mq4|
//+------------------------------------------------------------------+
#property copyright ""
#property link      "http://www.125808047.com"

#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 DarkGray
#property indicator_color2 Lime
#property indicator_color3 Red
#property indicator_color4 DarkGreen
#property indicator_color5 Brown
#property indicator_minimum -1.2
#property indicator_maximum 1.2

extern int       PriceActionFilter=1;
extern int       Length=3;
extern int       MajorCycleStrength=4;
extern bool      UseCycleFilter=false;
extern int       UseFilterSMAorRSI=1;
extern int       FilterStrengthSMA=12;
extern int       FilterStrengthRSI=21;

double LineBuffer[];
double MajorCycleBuy[];
double MajorCycleSell[];
double MinorCycleBuy[];
double MinorCycleSell[];
double ZL1[];

double CyclePrice = 0.0, Strength =0.0, SweepA = 0.0, SweepB = 0.0;
int Switch = 0, Switch2 = 0,	SwitchA = 0, SwitchB = 0, SwitchC = 0, SwitchD = 0, SwitchE = 0, SwitchAA = 0, SwitchBB = 0;
double Price1BuyA = 0.0, Price2BuyA = 0.0;
int Price1BuyB = 1.0, Price2BuyB = 1.0;
double Price1SellA = 0.0, Price2SellA = 0.0;
int Price1SellB = 0.0, Price2SellB = 0.0;
bool ActiveSwitch = True, BuySwitchA = FALSE, BuySwitchB = FALSE, SellSwitchA = FALSE, SellSwitchB = FALSE;
int BuySellFac = 01;
bool Condition1, Condition2, Condition3, Condition6;

int OnInit(void)
{
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(0,LineBuffer);
   
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(1,MajorCycleBuy);
   
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(2,MajorCycleSell);
   
   SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexBuffer(3,MinorCycleBuy);
   
   SetIndexStyle(4,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexBuffer(4,MinorCycleSell);
   
   SetIndexStyle(5,DRAW_NONE);
   SetIndexBuffer(5,ZL1);
   
   SetIndexEmptyValue(1,0.0);
   SetIndexEmptyValue(2,0.0);
   SetIndexEmptyValue(3,0.0);
   SetIndexEmptyValue(4,0.0);
   SetIndexEmptyValue(5,0.0);  
   Comment("www.125808047.com");
   return(INIT_SUCCEEDED);
}

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);

   int position=Bars-counted_bars;
   if (position<0) position=0;

   int rnglength = 250;
   double range = 0.0, srange = 0.0;
   for (int pos = position; pos >=0; pos--)
   {
      srange = 0.0;
      int j = 0;
      for (int i=0;i<rnglength;i++)
      {
         j++;
         int posr = pos + i;
         if (posr >= Bars)
            break;
            
         srange = srange + (High[posr] - Low[posr]);
      }
      range = srange / j * Length;
      int BarNumber = Bars-pos; 
      if (BarNumber < 0)
            BarNumber = 0;
 
      CyclePrice = iMA(NULL, 0, PriceActionFilter, 0, MODE_LWMA, PRICE_WEIGHTED, pos);
      
      if (UseFilterSMAorRSI == 1)
            ZL1[pos] = ZeroLag(CyclePrice,FilterStrengthSMA, pos);
      if (UseFilterSMAorRSI == 2)
            ZL1[pos] = ZeroLag( iRSI(NULL, 0, 4, CyclePrice, FilterStrengthRSI ), FilterStrengthRSI, pos);

      if (ZL1[pos] > ZL1[pos+1]) 
          SwitchC = 1;
      if (ZL1[pos] < ZL1[pos+1]) 
          SwitchC = 2;
          
      if (BarNumber <= 1)
      {
         if (Strength == 0)
     		  SweepA  = range;
     		else
     		  SweepA = Strength;
         Price1BuyA  = CyclePrice;
         Price1SellA  = CyclePrice;
      }
            
      if (BarNumber > 1)
      {
         if (Switch > -1)
         {
            if (CyclePrice < Price1BuyA)
            {
               
                  if (UseCycleFilter && (SwitchC == 2) && BuySwitchA )
                  {
			           MinorCycleBuy[pos + BarNumber - Price1BuyB] = 0; 
			           LineBuffer[pos + BarNumber - Price1BuyB ] = 0; 
		            }
		      
		            if (!UseCycleFilter && BuySwitchA)
		            {
			           MinorCycleBuy[pos +BarNumber - Price1BuyB] = 0;
			           LineBuffer[pos +BarNumber - Price1BuyB] = 0;
		            }
		            Price1BuyA = CyclePrice;
                  Price1BuyB = BarNumber;
                  BuySwitchA = TRUE;
            }
            else if (CyclePrice > Price1BuyA)
            {
  
   			      SwitchA = BarNumber - Price1BuyB;
         
		            if (!UseCycleFilter)
		            {
			           MinorCycleBuy[pos +SwitchA] = -1;
			           LineBuffer[pos +SwitchA] = -1;
		            }
		      
		            if (UseCycleFilter && SwitchC  == 1)
		            {
			           MinorCycleBuy[pos +SwitchA] = -1;  
			           LineBuffer[pos +SwitchA] = -1; 
			           SwitchD = 1; 
		            }
		            else
		            {
			           SwitchD = 0;
			         }
			   
                  BuySwitchA = TRUE;
		
		            double cyclePrice1 = iMA(NULL, 0, PriceActionFilter, 0, MODE_LWMA, PRICE_WEIGHTED, pos + SwitchA);
                  if (ActiveSwitch)
                  {  
                        Condition1 = CyclePrice - cyclePrice1 >= SweepA; 
                  }
                  else
                  {
                        Condition1 = CyclePrice >= cyclePrice1 * (1 + SweepA / 1000);
                  }
                  if (Condition1 && SwitchA >= BuySellFac) 
                  {
                        Switch =  - 1;
                        Price1SellA = CyclePrice;
                        Price1SellB = BarNumber;
                        SellSwitchA = FALSE;
                        BuySwitchA = FALSE;
                  }            
            }
         }
         if(Switch < 1)
         {
            if (CyclePrice > Price1SellA)
            {
               if (UseCycleFilter && SwitchC == 1 && SellSwitchA )
               {
				     MinorCycleSell[pos +BarNumber - Price1SellB] = 0; 
				     LineBuffer[pos +BarNumber - Price1SellB ] = 0; 
			      }
			      if (!UseCycleFilter && SellSwitchA )
			      {
                   MinorCycleSell[pos +BarNumber - Price1SellB] = 0;
                   LineBuffer[pos +BarNumber - Price1SellB] = 0;
               }
               Price1SellA = CyclePrice;
               Price1SellB = BarNumber;
               SellSwitchA = TRUE;   
		       }
		       else if (CyclePrice < Price1SellA)
		       {
			      SwitchA = BarNumber - Price1SellB;
               if (!UseCycleFilter)
               {
                  MinorCycleSell[pos +SwitchA] = 1;
                  LineBuffer[pos +SwitchA] = 1;
			      }
      			if (UseCycleFilter && (SwitchC == 2))
      			{
				     MinorCycleSell[pos +SwitchA] = 1;
				     LineBuffer[pos +SwitchA] = 1;
				     SwitchD  = 2;
			      } 
			      else
			         SwitchD  = 0;

               SellSwitchA = TRUE;
			      double cyclePrice2 = iMA(NULL, 0, PriceActionFilter, 0, MODE_LWMA, PRICE_WEIGHTED, pos + SwitchA);
               
			      if (ActiveSwitch)
				     Condition1 = (cyclePrice2 - CyclePrice) >= SweepA;
			      else 
				     Condition1 = CyclePrice <= (cyclePrice2 * (1 - SweepA / 1000));

			      if (Condition1 && SwitchA >= BuySellFac)
			      {
				      Switch = 1;
                  Price1BuyA = CyclePrice;
                  Price1BuyB = BarNumber;
                  SellSwitchA = FALSE;
                  BuySwitchA = FALSE;
               }
            } 
         }
      }
      
      LineBuffer[pos] = 0;
      MinorCycleBuy[pos] = 0;
      MinorCycleSell[pos] = 0;

      if (BarNumber == 1)
      {
         if (Strength == 0)
            SweepB  = range *  MajorCycleStrength;
         else
            SweepB = Strength * MajorCycleStrength;
            
         Price2BuyA = CyclePrice;
         Price2SellA = CyclePrice;
      }     
            
      if (BarNumber > 1)
      {
         if (Switch2  >  - 1)
         {
            if (CyclePrice < Price2BuyA)
            {
               if (UseCycleFilter && SwitchC == 2 && BuySwitchB )
				   {
				      MajorCycleBuy [pos +BarNumber - Price2BuyB] = 0; 
               }
               if (!UseCycleFilter && BuySwitchB )
               {
                  MajorCycleBuy [pos +BarNumber - Price2BuyB] = 0;
               }
			      Price2BuyA = CyclePrice;
               Price2BuyB = BarNumber;
               BuySwitchB = TRUE;
            } 
            else if (CyclePrice > Price2BuyA)
            {
			      SwitchB = BarNumber - Price2BuyB;

               if (!UseCycleFilter)
               {  
                     MajorCycleBuy [pos +SwitchB] = -1; 
               }
               if (UseCycleFilter && SwitchC  == 1)
               {
                  MajorCycleBuy [pos +SwitchB] = -1;
                  SwitchE  = 1;
               } 
               else
				     SwitchE  = 0;

               BuySwitchB = TRUE;
			      double cyclePrice3 = iMA(NULL, 0, PriceActionFilter, 0, MODE_LWMA, PRICE_WEIGHTED, pos + SwitchB);
               if (ActiveSwitch) 
                  Condition6 = CyclePrice - cyclePrice3 >= SweepB;
               else
                  Condition6 = CyclePrice >= cyclePrice3 * (1 + SweepB / 1000);

			      if (Condition6 && SwitchB >= BuySellFac)
			      {
                     Switch2 =  - 1;
                     Price2SellA = CyclePrice;
                     Price2SellB = BarNumber;
                     SellSwitchB = FALSE;
                     BuySwitchB = FALSE;
               }
            }
         }

         if (Switch2  < 1)
         {
            if (CyclePrice  > Price2SellA )
            {
			      if (UseCycleFilter && SwitchC  == 1 && SellSwitchB )
				   { 
				         MajorCycleSell [pos +BarNumber - Price2SellB] = 0; 
			     }
			      if (!UseCycleFilter && SellSwitchB )
				   {
				       MajorCycleSell [pos +BarNumber - Price2SellB] = 0;
               }
			      Price2SellA = CyclePrice;
               Price2SellB = BarNumber;
               SellSwitchB = TRUE;
		       }
		       else if (CyclePrice < Price2SellA)
		       {
               SwitchB = BarNumber - Price2SellB ;

      			if (!UseCycleFilter) 
      			{
      			   MajorCycleSell[pos + SwitchB] = 1; 
			      }
		         if (UseCycleFilter && SwitchC  == 2)
		         {
      				MajorCycleSell [pos + SwitchB] = 1; 
		       		SwitchE  = 2;
			      }
			      else
				     SwitchE  = 0;

               SellSwitchB = TRUE;
	            double cyclePrice4 = iMA(NULL, 0, PriceActionFilter, 0, MODE_LWMA, PRICE_WEIGHTED, pos + SwitchB);
			      if (ActiveSwitch)
                  Condition6 = cyclePrice4 - CyclePrice >= SweepB;
			      else
                  Condition6 = CyclePrice <= cyclePrice4 * (1.0 - SweepB / 1000.0);

			      if (Condition6 && SwitchB >= BuySellFac)
			      {
				        Switch2 = 1;
                     Price2BuyA = CyclePrice;
                     Price2BuyB = BarNumber;
                     SellSwitchB = FALSE;
                     BuySwitchB = FALSE;
               }
            }
         }
      }
      LineBuffer[pos] = 0;
      MajorCycleSell[pos] = 0;
      MajorCycleBuy[pos] = 0;
   }
   return(rates_total);
}

double ZeroLag(double price, int length, int pos)
{   
   if (length < 3)
   {
      return(price);
   }
   double aa = MathExp(-1.414*3.14159 / length);
   double bb = 2*aa*MathCos(1.414*180 / length);
   double CB = bb;
   double CC = -aa*aa;
   double CA = 1 - CB - CC;
   double CD = CA*price + CB*ZL1[pos+1] + CC*ZL1[pos+2];
   return(CD);
}
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