Volatility Pivot

Autor tohoto indikátoru nezanechal přesný popis funkce a obchodování tohoto indikátoru. Nicméně je to indikátor postavený na volatilitě trhu a ke svému výpočtu využívá ATR (Average True Range).

 

Kód do MT4:

//+——————————————————————+
//|                                             Volatility.Pivot.mq4 |
//+——————————————————————+
#property copyright „thanks to S.B.T. (Japan)“
#property link      „http://sufx.core.t3-ism.net/“ //<<< convert this from VT, thanks mate !!!

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 DarkSeaGreen
//—- input parameters
extern double     atr_range=100;
extern double     ima_range = 10;
extern double     atr_factor=3;
extern int        Mode = 0;
extern double     DeltaPrice = 30;
//—- buffers
double TrStop[];
double ATR[];

//+——————————————————————+
//| Custom indicator initialization function                         |
//+——————————————————————+
int init()
{
//—- indicators
SetIndexStyle(0, DRAW_LINE,STYLE_SOLID,1);
SetIndexBuffer(0, TrStop);

SetIndexStyle(1, DRAW_NONE);
SetIndexBuffer(1, ATR);

string short_name = „!! RisenbergVolatilityCapture“;
IndicatorShortName(short_name);
SetIndexLabel(1,“range base“);
//—-
return(0);
}
//+——————————————————————+
//| Custor indicator deinitialization function                       |
//+——————————————————————+
int deinit()
{
//—-

//—-
return(0);
}
//+——————————————————————+
//| Custom indicator iteration function                              |
//+——————————————————————+
int start()
{
int counted_bars = IndicatorCounted();
int limit;
int i;

double DeltaStop;

limit = Bars;

for(i = 0; i < limit; i ++) {
ATR[i] = iATR(NULL,0,atr_range,i);
}

for(i = limit – 1; i >= 0; i –) {
if (Mode == 0) {
DeltaStop = iMAOnArray(ATR,0,ima_range,0,MODE_EMA,i) * atr_factor;
//DeltaStop = iATR(NULL,0,atr_range,i) * atr_factor;
} else {
DeltaStop = DeltaPrice*Point;
}

if (Close[i] == TrStop[i + 1]) {
TrStop[i] = TrStop[i + 1];
} else {
if (Close[i+1]<TrStop[i+1] && Close[i]<TrStop[i+1]) {
TrStop[i] = MathMin(TrStop[i + 1], Close[i] + DeltaStop);
} else {
if (Close[i+1]>TrStop[i+1] && Close[i]>TrStop[i+1]) {
TrStop[i] = MathMax(TrStop[i+1], Close[i] – DeltaStop);
} else {
if (Close[i] > TrStop[i+1]) TrStop[i] = Close[i] – DeltaStop; else TrStop[i] = Close[i] + DeltaStop;
}
}
}
}

//—-
return(0);
}
//+——————————————————————+

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