T3MA

Indikátor postavený na klouzavých průměrech a průměrech průměrů.

 

 

//+——————————————————————+
//|                                                         T3MA.mq4 |
//|                                     Copyright © 2005, Nick Bilak |
//|                                        http://www.forex-tsd.com/ |
//+——————————————————————+
#property copyright „Copyright © 2005, Nick Bilak“
#property link      „http://www.forex-tsd.com/“

//—- indicator settings
#property  indicator_chart_window
#property  indicator_buffers 1
#property  indicator_color1  Aqua

/*
Overview
T3 is an excellent data-fitting technique by Tim Tillson (cf. „Smoothing Techniques For More Accurate Signals“ in Technical Analysis of Stocks and Commodities – January 1998)

Calculation
N is the Exponential Moving Average Period a is the amplification percentage of the filter’s response to price movement (0 < a < 1)

e1 = N-days EMA of Close Prices
e2 = N-days EMA of e1
e3 = N-days EMA of e2
e4 = N-days EMA of e3
e5 = N-days EMA of e4
e6 = N-days EMA of e5

c1 = (-a)^3
c2 = 3 * a^2
c3 = – 6 * a^2 – 3 * a – 3 * a^3
c4 = 1 + 3 * a + a^3 + 3 * a^2

T3 = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3

Parameters
The default values are : N = 5 a = 0.7

Examples
GT::Indicators::T3->new() GT::Indicators::T3->new([5, 0.7])

*/

//—- indicator parameters
extern int Periods=12;
//—- indicator buffers
double e1[];
double e2[];
double e3[];
double e4[];
double e5[];
double e6[];
double e7[];
//+——————————————————————+
//| Custom indicator initialization function                         |
//+——————————————————————+
int init()
{
IndicatorBuffers(7);
//—- drawing settings
SetIndexStyle(0,DRAW_LINE);
SetIndexDrawBegin(0,Periods);
if(
!SetIndexBuffer(0,e7) &&
!SetIndexBuffer(1,e2) &&
!SetIndexBuffer(2,e3) &&
!SetIndexBuffer(3,e4) &&
!SetIndexBuffer(4,e5) &&
!SetIndexBuffer(5,e6) &&
!SetIndexBuffer(6,e1)
)
Print(„cannot set indicator buffers!“);
//—- name for DataWindow and indicator subwindow label
IndicatorShortName(„T3MA(„+Periods+“)“);
//—- initialization done
return(0);

}
//+——————————————————————+
//| Moving Average of Oscillator                                     |
//+——————————————————————+
int start()
{
int i,limit;
int counted_bars=IndicatorCounted();
//—- check for possible errors
if(counted_bars<0) return(-1);
//—- last counted bar will be recounted
if(counted_bars>0) counted_bars–;
limit=Bars-Periods-1-counted_bars;

//—- main loop
for(i=limit; i>=0; i–) {
e1[i]=iMA(NULL,0,Periods,0,MODE_EMA,PRICE_CLOSE,i);
}
for(i=limit; i>=0; i–) {
e2[i]=iMAOnArray(e1,0,Periods,0,MODE_EMA,i);
}
for(i=limit; i>=0; i–) {
e3[i]=iMAOnArray(e2,0,Periods,0,MODE_EMA,i);
}
for(i=limit; i>=0; i–) {
e4[i]=iMAOnArray(e3,0,Periods,0,MODE_EMA,i);
}
for(i=limit; i>=0; i–) {
e5[i]=iMAOnArray(e4,0,Periods,0,MODE_EMA,i);
}
double a=0.8;
double c1=-a*a*a;
double c2=3*a*a+3*a*a*a;
double c3=-6*a*a-3*a-3*a*a*a;
double c4=1+3*a+a*a*a+3*a*a;
//T3MA=c1*e6+c2*e5+c3*e4+c4*e3;
for(i=limit; i>=0; i–) {
e6[i]=iMAOnArray(e5,0,Periods,0,MODE_EMA,i);
e7[i]=c1*e6[i]+c2*e5[i]+c3*e4[i]+c4*e3[i];
}
//—- done
return(0);
}
//+——————————————————————+

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