BBSqueeze

Indikátor využívá dle autora kombinaci Bollinger Bands a Keltner Channels. Zelený histogram značí long, červený short, pokud je kulička na zero line modrá. Pokud je fialová do trhu nevstupujeme, pokud jsem v pozici tak ji držíme.

 

Kód do MT4: 

//+——————————————————————+
//|                                                    bbsqueeze.mq4 |
//|                Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//+——————————————————————+
#property copyright “Copyright © 2005, Nick Bilak”
#property link      “http://metatrader.50webs.com/”

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 Red
#property indicator_color3 Magenta
#property indicator_color4 Aqua
//—- input parameters
extern int       bolPrd=20;
extern double    bolDev=2.0;
extern int       keltPrd=20;
extern double    keltFactor=1.5;
extern int       momPrd=12;
//—- buffers
double upB[];
double loB[];
double upK[];
double loK[];

int i,j,slippage=3;
double breakpoint=0.0;
double ema=0.0;
int peakf=0;
int peaks=0;
int valleyf=0;
int valleys=0, limit=0;
double ccis[61],ccif[61];
double delta=0;
double ugol=0;
//+——————————————————————+
//| Custom indicator initialization function                         |
//+——————————————————————+
int init()
{
//—- indicators
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,upB);
SetIndexEmptyValue(0,EMPTY_VALUE);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(1,loB);
SetIndexEmptyValue(1,EMPTY_VALUE);

SetIndexStyle(2,DRAW_ARROW);
SetIndexBuffer(2,upK);
SetIndexEmptyValue(2,EMPTY_VALUE);
SetIndexArrow(2,159);
SetIndexStyle(3,DRAW_ARROW);
SetIndexBuffer(3,loK);
SetIndexEmptyValue(3,EMPTY_VALUE);
SetIndexArrow(3,159);
//—-
return(0);
}
//+——————————————————————+
//| Custor indicator deinitialization function                       |
//+——————————————————————+
int deinit()
{
//—-

//—-
return(0);
}
//+——————————————————————+
//| Custom indicator iteration function                              |
//+——————————————————————+
int start()
{
int counted_bars=IndicatorCounted();
int shift,limit;
double diff,d,std,bbs;

if (counted_bars<0) return(-1);
if (counted_bars>0) counted_bars–;
limit=Bars-31;
if(counted_bars>=31) limit=Bars-counted_bars-1;

for (shift=limit;shift>=0;shift–)   {
//d=iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift);
d=LinearRegressionValue(bolPrd,shift);
if(d>0) {
upB[shift]=d;
loB[shift]=0;
} else {
upB[shift]=0;
loB[shift]=d;
}
diff = iATR(NULL,0,keltPrd,shift)*keltFactor;
std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift);
bbs = bolDev * std / diff;
if(bbs<1) {
upK[shift]=0;
loK[shift]=EMPTY_VALUE;
} else {
loK[shift]=0;
upK[shift]=EMPTY_VALUE;
}
}
return(0);
}
//+——————————————————————+
double LinearRegressionValue(int Len,int shift) {
double SumBars = 0;
double SumSqrBars = 0;
double SumY = 0;
double Sum1 = 0;
double Sum2 = 0;
double Slope = 0;

SumBars = Len * (Len-1) * 0.5;
SumSqrBars = (Len – 1) * Len * (2 * Len – 1)/6;

for (int x=0; x<=Len-1;x++) {
double HH = Low[x+shift];
double LL = High[x+shift];
for (int y=x; y<=(x+Len)-1; y++) {
HH = MathMax(HH, High[y+shift]);
LL = MathMin(LL, Low[y+shift]);
}
Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
SumY += (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
}
Sum2 = SumBars * SumY;
double Num1 = Len * Sum1 – Sum2;
double Num2 = SumBars * SumBars-Len * SumSqrBars;

if (Num2 != 0.0)  {
Slope = Num1/Num2;
} else {
Slope = 0;
}

double Intercept = (SumY – Slope*SumBars) /Len;
//debugPrintln(Intercept+” : “+Slope);
double LinearRegValue = Intercept+Slope * (Len – 1);

return (LinearRegValue);

}

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