ADR indicator (help with setting up buffers)
//+------------------------------------------------------------------+
//| ADR 1.00.mq4 |
//| |
//| |
//+------------------------------------------------------------------+
#property indicator_chart_window
extern int TimeZoneOfData= 0; // chart time zone (from GMT)
extern int TimeZoneOfSession= 0; // dest time zone (from GMT)
int ADROpenHour= 0; // start time for range calculation (LEAVE AT 0. PROGRAM DOESN'T WORK PROPERLY OTHERWISE.)
int ADRCloseHour= 24; // end time for range calculation (LEAVE AT 24. PROGRAM DOESN'T WORK PROPERLY OTHERWISE.)
int ATRTimeFrame= PERIOD_D1; // timeframe for ATR (LEAVE AT PERIOD_D1)
extern int ATRPeriod= 5; // period for ATR
extern bool UseManualADR= false; // allows use of manual value for range
extern int ManualADRValuePips= 0; // manual value for range
extern int LineStyle= 2;
extern int LineThickness1= 1; // normal thickness
extern color LineColor1= Orange; // normal color
extern int LineThickness2= 2; // thickness for range reached state
extern color LineColor2= Blue; // color for range reached state
bool ShowLevelPrices= true; // show prices on h-lines
extern int BarForLabels= -10; // number of bars from right, where lines labels will be shown
extern bool DebugLogger = false;
//used for new adr calculation
extern int First_av = 5;
extern int Second_av = 10;
extern int Third_av = 20;
double mPoint;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
Print("Period= ", Period());
Print("Point= ", Point);
// bool jpy= StringFind(Symbol(), "JPY")!=-1;
// if ((jpy && Point!=0.01) || (!jpy && Point!=0.0001)) {
// Alert("[DailyADR] Internal Error: Incorrect Pip Size for " + Symbol() + " ("+ DoubleToStr(Point,4)+")");
// }
if(Point==0.00001) {mPoint=0.0001;}//Alpari
else if(Point==0.001) {mPoint=0.01;}
else {mPoint = Point;}//InterBankFX
if (First_av == 0 || Second_av == 0 || Third_av == 0)
Alert("(First/Second/Third)_av inputs must not equal zero. Indicator will not run.");
return(0);
}
int deinit()
{
int obj_total= ObjectsTotal();
for (int i= obj_total; i>=0; i--) {
string name= ObjectName(i);
if (StringSubstr(name,0,5)=="[ADR]")
ObjectDelete(name);
}
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
static datetime timelastupdate= 0;
static int lasttimeframe= 0,
lastfirstbar= -1;
int idxfirstbaroftoday= 0,
idxfirstbarofyesterday= 0,
idxlastbarofyesterday= 0;
//---- exit if period is greater than daily charts
if(Period() > 1440) {
Alert("Error - Chart period is greater than 1 day.");
return(-1); // then exit
}
if (DebugLogger) {
Print("Local time current bar:", TimeToStr(Time[0]));
Print("Dest time current bar: ", TimeToStr(Time[0]- (TimeZoneOfData - TimeZoneOfSession)*3600), ", tzdiff= ", TimeZoneOfData - TimeZoneOfSession);
}
// let's find out which hour bars make today and yesterday
ComputeDayIndices(TimeZoneOfData, TimeZoneOfSession, idxfirstbaroftoday, idxfirstbarofyesterday, idxlastbarofyesterday);
// no need to update these buggers too often (the code below is a bit tricky, usually just the
// timelastupdate would be sufficient, but when turning on MT after the night there is just
// the newest bar while the rest of the day is missing and updated a bit later). Don't mess
// with this unless you are absolutely sure you know what you're doing.
if (Time[0]==timelastupdate && Period()==lasttimeframe && lastfirstbar==idxfirstbaroftoday) {
// return (0);
}
lasttimeframe= Period();
timelastupdate= Time[0];
lastfirstbar= idxfirstbaroftoday;
//
// okay, now we know where the days start and end
//
int tzdiff= TimeZoneOfData + TimeZoneOfSession,
tzdiffsec= tzdiff*3600;
datetime startofday= Time[idxfirstbaroftoday]; // datetime (x-value) for labes on horizontal bars
//double adr= iATR(NULL, ATRTimeFrame, ATRPeriod, 1);
double adr;
if (UseManualADR)
adr = ManualADRValuePips*Point;
else
{
int R1=0,R5=0,R10=0,R20=0, i;
R1 = (iHigh(NULL,PERIOD_D1,1)-iLow(NULL,PERIOD_D1,1))/mPoint;
for(i=1;i<=First_av;i++)
R5 = R5 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint;
for(i=1;i<=Second_av;i++)
R10 = R10 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint;
for(i=1;i<=Third_av;i++)
R20 = R20 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint;
R5 = R5/First_av;
R10 = R10/Second_av;
R20 = R20/Third_av;
adr = (R1+R5+R10+R20)/4;
adr = adr * mPoint; //this indicator expects adr in Points not Pips
}
//
// walk forward through today and collect high/lows within the same day
//
double today_high,
today_low,
today_open= 0,
today_range,
lasthigh, lastlow,last,
to_long_adr= 0,
to_short_adr= 0,
adr_high= 0,
adr_low= 0;
bool adr_reached= false, lastreached;
// new-start
for (int j= idxfirstbaroftoday; j>=0; j--) {
datetime bartime= Time[j]-tzdiffsec;
if (TimeHour(bartime)>=ADROpenHour && TimeHour(bartime)<ADRCloseHour) {
if (today_open==0) {
today_open= Open[idxfirstbaroftoday]; // should be open of today start trading hour
adr_high= today_open + adr;
adr_low= today_open - adr;
today_high= today_open;
today_low= today_open;
}
for (int k= 0; k<3; k++) {
double price;
switch (k) {
case 0: price= Low[j]; break;
case 1: price= High[j]; break;
case 2: price= Close[j]; break;
}
lasthigh= today_high;
lastlow= today_low;
lastreached= adr_reached;
today_high= MathMax(today_high, price);
today_low= MathMin(today_low, price);
today_range= today_high - today_low;
adr_reached= today_range >= adr - Point/2; // "Point/2" to avoid rounding problems (double variables)
// adr-high
if (!lastreached && !adr_reached) {
adr_high= today_low + adr;
}
else
if (!lastreached && adr_reached && price>=lasthigh) {
adr_high= today_low + adr;
}
else
if (!lastreached && adr_reached && price<lasthigh) {
adr_high= lasthigh;
}
else {
adr_high= adr_high;
}
// adr-low
if (!lastreached && !adr_reached) {
if (DebugLogger) {
Print("#: ", j, " ", "adr_low= today_high-adr ", today_high, "-", adr, "= ", today_high-adr);
}
adr_low= today_high - adr;
}
else
if (!lastreached && adr_reached && price>=lastlow) {
if (DebugLogger) {
Print("#: ", j, " ", "adr_low= today_low", today_low);
}
adr_low= today_low;
}
else
if (!lastreached && adr_reached && price<lastlow) {
if (DebugLogger) {
Print("#: ", j, " ", "adr_low= lasthigh-adr ", lasthigh, "-", adr, "= ", lasthigh-adr);
}
adr_low= lasthigh - adr;
}
else {
if (DebugLogger) {
Print("#: ", j, " ", "adr_low= adr_low ", adr_low);
}
adr_low= adr_low;
}
to_long_adr= adr_high - Close[j];
to_short_adr= Close[j] - adr_low;
if (DebugLogger) {
Print("#:", j, " ", TimeToStr(bartime, TIME_MINUTES), " High-Low/adr-Reached ", today_high-today_low, "/", adr_reached);
Print("#: ", j, " ", " Price= ", price, " (k= ", k, " [0=low, 1=high, 2=close]])");
Print("#: ", j, " ", "ADR= ", adr, ", O= ", today_high, ", P= ", today_low,
", Q= ", today_high-today_low, ", R= ", adr_reached,
", S= ", adr_high, ", T= ", adr_low, ", U= ", to_long_adr, ", V= ", to_short_adr);
}
}
}
}
// new-end
if (DebugLogger)
Print("Timezoned values: t-open= ", today_open, ", t-high =", today_high, ", t-low= ", today_low);
// draw the vertical bars that marks the time span
SetTimeLine("today start", "ADR Start", idxfirstbaroftoday, CadetBlue, Low[idxfirstbaroftoday]- 10*Point);
color col= LineColor1;
int thickness= LineThickness1;
if (adr_reached) {
col= LineColor2;
thickness= LineThickness2;
}
SetLevel("ADR High", adr_high, col, LineStyle, thickness, startofday);
SetLevel("ADR Low", adr_low, col, LineStyle, thickness, startofday);
string reached_str= "Yes";
if (!adr_reached)
reached_str= "No";
string comment=
"ADR " + DoubleToStr(MathRound((adr/Point)),0) +
" Today " + DoubleToStr(MathRound(((today_high-today_low)/Point)),0) ;
/*if (GlobalVariableCheck(Symbol()+"[PIVOT]YesterdayHigh")) {
double
yesterday_high= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayHigh"),
yesterday_low= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayLow"),
yesterday_close= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayClose");
comment= comment + "TzPivots Yesterday: High= "+DoubleToStr(yesterday_high,Digits) +
", Low= "+DoubleToStr(yesterday_low,Digits) +
", Close= "+DoubleToStr(yesterday_close,Digits) +
"\n";
}*/
Comment(comment);
return(0);
}
//+------------------------------------------------------------------+
//| Compute index of first/last bar of yesterday and today |
//+------------------------------------------------------------------+
void ComputeDayIndices(int tzlocal, int tzdest, int &idxfirstbaroftoday, int &idxfirstbarofyesterday, int &idxlastbarofyesterday)
{
int tzdiff= tzlocal + tzdest,
tzdiffsec= tzdiff*3600,
dayminutes= 24 * 60,
barsperday= dayminutes/Period();
int dayofweektoday= TimeDayOfWeek(Time[0] - tzdiffsec), // what day is today in the dest timezone?
dayofweektofind= -1;
//
// due to gaps in the data, and shift of time around weekends (due
// to time zone) it is not as easy as to just look back for a bar
// with 00:00 time
//
idxfirstbaroftoday= 0;
idxfirstbarofyesterday= 0;
idxlastbarofyesterday= 0;
switch (dayofweektoday) {
case 6: // sat
case 0: // sun
case 1: // mon
dayofweektofind= 5; // yesterday in terms of trading was previous friday
break;
default:
dayofweektofind= dayofweektoday -1;
break;
}
if (DebugLogger) {
Print("Dayofweektoday= ", dayofweektoday);
Print("Dayofweekyesterday= ", dayofweektofind);
}
// search backwards for the last occrrence (backwards) of the day today (today's first bar)
for (int i= 0; i<=barsperday+1; i++) {
datetime timet= Time[i] - tzdiffsec;
// Print(Symbol(), " DayofWeek[", i, ,"]= ", TimeDayOfWeek(timet), " (", dayofweektoday, ") ", TimeToStr(timet));
if (TimeDayOfWeek(timet)!=dayofweektoday) {
idxfirstbaroftoday= i-1;
break;
}
}
// Print(Symbol(), " idxfirstoftoday ", idxfirstbaroftoday);
// search backwards for the first occrrence (backwards) of the weekday we are looking for (yesterday's last bar)
for (int j= 0; j<=2*barsperday+1; j++) {
datetime timey= Time[i+j] - tzdiffsec;
if (TimeDayOfWeek(timey)==dayofweektofind) { // ignore saturdays (a Sa may happen due to TZ conversion)
idxlastbarofyesterday= i+j;
break;
}
}
// search backwards for the first occurrence of weekday before yesterday (to determine yesterday's first bar)
for (j= 1; j<=barsperday; j++) {
datetime timey2= Time[idxlastbarofyesterday+j] - tzdiffsec;
if (TimeDayOfWeek(timey2)!=dayofweektofind) { // ignore saturdays (a Sa may happen due to TZ conversion)
idxfirstbarofyesterday= idxlastbarofyesterday+j-1;
break;
}
}
if (DebugLogger) {
Print("Dest time zone\'s current day starts:", TimeToStr(Time[idxfirstbaroftoday]),
" (local time), idxbar= ", idxfirstbaroftoday);
Print("Dest time zone\'s previous day starts:", TimeToStr(Time[idxfirstbarofyesterday]),
" (local time), idxbar= ", idxfirstbarofyesterday);
Print("Dest time zone\'s previous day ends:", TimeToStr(Time[idxlastbarofyesterday]),
" (local time), idxbar= ", idxlastbarofyesterday);
}
}
//+------------------------------------------------------------------+
//| Helper |
//+------------------------------------------------------------------+
void SetLevel(string text, double level, color col1, int linestyle, int thickness, datetime startofday)
{
int digits= Digits;
string labelname= "[ADR] " + text + " Label",
linename= "[ADR] " + text + " Line",
pricelabel;
// create or move the horizontal line
if (ObjectFind(linename) != 0) {
ObjectCreate(linename, OBJ_TREND, 0, startofday, level, Time[0],level);
}
ObjectSet(linename, OBJPROP_BACK, true);
ObjectSet(linename, OBJPROP_STYLE, linestyle);
ObjectSet(linename, OBJPROP_COLOR, col1);
ObjectSet(linename, OBJPROP_WIDTH, thickness);
ObjectMove(linename, 1, Time[0],level);
ObjectMove(linename, 0, startofday, level);
// put a label on the line
if (ObjectFind(labelname) != 0)
ObjectCreate(labelname, OBJ_TEXT, 0, Time[0]/* MathMin(Time[BarForLabels], startofday + 2*Period()*60)*/, level);
ObjectMove(labelname, 0, Time[0] - BarForLabels*Period()*60, level);
pricelabel= " " + text;
if (ShowLevelPrices && StrToInteger(text)==0)
pricelabel= pricelabel + ": "+DoubleToStr(level, Digits);
ObjectSetText(labelname, pricelabel, 8, "Arial", col1);
}
//+------------------------------------------------------------------+
//| Helper |
//+------------------------------------------------------------------+
void SetTimeLine(string objname, string text, int idx, color col1, double vleveltext)
{
string name= "[ADR] " + objname;
int x= Time[idx];
if (ObjectFind(name) != 0)
ObjectCreate(name, OBJ_TREND, 0, x, 0, x, 100);
ObjectMove(name, 0, x, 0);
ObjectMove(name, 1, x, 100);
ObjectSet(name, OBJPROP_BACK, true);
ObjectSet(name, OBJPROP_STYLE, STYLE_DOT);
ObjectSet(name, OBJPROP_COLOR, DarkGray);
if (ObjectFind(name + " Label") != 0)
ObjectCreate(name + " Label", OBJ_TEXT, 0, x, vleveltext);
ObjectMove(name + " Label", 0, x, vleveltext);
ObjectSetText(name + " Label", text, 8, "Arial", col1);
}
//+------------------------------------------------------------------+ //| ADR 1.00.mq4 | //| | //| | //+------------------------------------------------------------------+ #property indicator_chart_window extern int TimeZoneOfData= 0; // chart time zone (from GMT) extern int TimeZoneOfSession= 0; // dest time zone (from GMT) int ADROpenHour= 0; // start time for range calculation (LEAVE AT 0. PROGRAM DOESN'T WORK PROPERLY OTHERWISE.) int ADRCloseHour= 24; // end time for range calculation (LEAVE AT 24. PROGRAM DOESN'T WORK PROPERLY OTHERWISE.) int ATRTimeFrame= PERIOD_D1; // timeframe for ATR (LEAVE AT PERIOD_D1) extern int ATRPeriod= 5; // period for ATR extern bool UseManualADR= false; // allows use of manual value for range extern int ManualADRValuePips= 0; // manual value for range extern int LineStyle= 2; extern int LineThickness1= 1; // normal thickness extern color LineColor1= Orange; // normal color extern int LineThickness2= 2; // thickness for range reached state extern color LineColor2= Blue; // color for range reached state bool ShowLevelPrices= true; // show prices on h-lines extern int BarForLabels= -10; // number of bars from right, where lines labels will be shown extern bool DebugLogger = false; //used for new adr calculation extern int First_av = 5; extern int Second_av = 10; extern int Third_av = 20; double mPoint; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- Print("Period= ", Period()); Print("Point= ", Point); // bool jpy= StringFind(Symbol(), "JPY")!=-1; // if ((jpy && Point!=0.01) || (!jpy && Point!=0.0001)) { // Alert("[DailyADR] Internal Error: Incorrect Pip Size for " + Symbol() + " ("+ DoubleToStr(Point,4)+")"); // } if(Point==0.00001) {mPoint=0.0001;}//Alpari else if(Point==0.001) {mPoint=0.01;} else {mPoint = Point;}//InterBankFX if (First_av == 0 || Second_av == 0 || Third_av == 0) Alert("(First/Second/Third)_av inputs must not equal zero. Indicator will not run."); return(0); } int deinit() { int obj_total= ObjectsTotal(); for (int i= obj_total; i>=0; i--) { string name= ObjectName(i); if (StringSubstr(name,0,5)=="[ADR]") ObjectDelete(name); } return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { static datetime timelastupdate= 0; static int lasttimeframe= 0, lastfirstbar= -1; int idxfirstbaroftoday= 0, idxfirstbarofyesterday= 0, idxlastbarofyesterday= 0; //---- exit if period is greater than daily charts if(Period() > 1440) { Alert("Error - Chart period is greater than 1 day."); return(-1); // then exit } if (DebugLogger) { Print("Local time current bar:", TimeToStr(Time[0])); Print("Dest time current bar: ", TimeToStr(Time[0]- (TimeZoneOfData - TimeZoneOfSession)*3600), ", tzdiff= ", TimeZoneOfData - TimeZoneOfSession); } // let's find out which hour bars make today and yesterday ComputeDayIndices(TimeZoneOfData, TimeZoneOfSession, idxfirstbaroftoday, idxfirstbarofyesterday, idxlastbarofyesterday); // no need to update these buggers too often (the code below is a bit tricky, usually just the // timelastupdate would be sufficient, but when turning on MT after the night there is just // the newest bar while the rest of the day is missing and updated a bit later). Don't mess // with this unless you are absolutely sure you know what you're doing. if (Time[0]==timelastupdate && Period()==lasttimeframe && lastfirstbar==idxfirstbaroftoday) { // return (0); } lasttimeframe= Period(); timelastupdate= Time[0]; lastfirstbar= idxfirstbaroftoday; // // okay, now we know where the days start and end // int tzdiff= TimeZoneOfData + TimeZoneOfSession, tzdiffsec= tzdiff*3600; datetime startofday= Time[idxfirstbaroftoday]; // datetime (x-value) for labes on horizontal bars //double adr= iATR(NULL, ATRTimeFrame, ATRPeriod, 1); double adr; if (UseManualADR) adr = ManualADRValuePips*Point; else { int R1=0,R5=0,R10=0,R20=0, i; R1 = (iHigh(NULL,PERIOD_D1,1)-iLow(NULL,PERIOD_D1,1))/mPoint; for(i=1;i<=First_av;i++) R5 = R5 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; for(i=1;i<=Second_av;i++) R10 = R10 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; for(i=1;i<=Third_av;i++) R20 = R20 + (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; R5 = R5/First_av; R10 = R10/Second_av; R20 = R20/Third_av; adr = (R1+R5+R10+R20)/4; adr = adr * mPoint; //this indicator expects adr in Points not Pips } // // walk forward through today and collect high/lows within the same day // double today_high, today_low, today_open= 0, today_range, lasthigh, lastlow,last, to_long_adr= 0, to_short_adr= 0, adr_high= 0, adr_low= 0; bool adr_reached= false, lastreached; // new-start for (int j= idxfirstbaroftoday; j>=0; j--) { datetime bartime= Time[j]-tzdiffsec; if (TimeHour(bartime)>=ADROpenHour && TimeHour(bartime)<ADRCloseHour) { if (today_open==0) { today_open= Open[idxfirstbaroftoday]; // should be open of today start trading hour adr_high= today_open + adr; adr_low= today_open - adr; today_high= today_open; today_low= today_open; } for (int k= 0; k<3; k++) { double price; switch (k) { case 0: price= Low[j]; break; case 1: price= High[j]; break; case 2: price= Close[j]; break; } lasthigh= today_high; lastlow= today_low; lastreached= adr_reached; today_high= MathMax(today_high, price); today_low= MathMin(today_low, price); today_range= today_high - today_low; adr_reached= today_range >= adr - Point/2; // "Point/2" to avoid rounding problems (double variables) // adr-high if (!lastreached && !adr_reached) { adr_high= today_low + adr; } else if (!lastreached && adr_reached && price>=lasthigh) { adr_high= today_low + adr; } else if (!lastreached && adr_reached && price<lasthigh) { adr_high= lasthigh; } else { adr_high= adr_high; } // adr-low if (!lastreached && !adr_reached) { if (DebugLogger) { Print("#: ", j, " ", "adr_low= today_high-adr ", today_high, "-", adr, "= ", today_high-adr); } adr_low= today_high - adr; } else if (!lastreached && adr_reached && price>=lastlow) { if (DebugLogger) { Print("#: ", j, " ", "adr_low= today_low", today_low); } adr_low= today_low; } else if (!lastreached && adr_reached && price<lastlow) { if (DebugLogger) { Print("#: ", j, " ", "adr_low= lasthigh-adr ", lasthigh, "-", adr, "= ", lasthigh-adr); } adr_low= lasthigh - adr; } else { if (DebugLogger) { Print("#: ", j, " ", "adr_low= adr_low ", adr_low); } adr_low= adr_low; } to_long_adr= adr_high - Close[j]; to_short_adr= Close[j] - adr_low; if (DebugLogger) { Print("#:", j, " ", TimeToStr(bartime, TIME_MINUTES), " High-Low/adr-Reached ", today_high-today_low, "/", adr_reached); Print("#: ", j, " ", " Price= ", price, " (k= ", k, " [0=low, 1=high, 2=close]])"); Print("#: ", j, " ", "ADR= ", adr, ", O= ", today_high, ", P= ", today_low, ", Q= ", today_high-today_low, ", R= ", adr_reached, ", S= ", adr_high, ", T= ", adr_low, ", U= ", to_long_adr, ", V= ", to_short_adr); } } } } // new-end if (DebugLogger) Print("Timezoned values: t-open= ", today_open, ", t-high =", today_high, ", t-low= ", today_low); // draw the vertical bars that marks the time span SetTimeLine("today start", "ADR Start", idxfirstbaroftoday, CadetBlue, Low[idxfirstbaroftoday]- 10*Point); color col= LineColor1; int thickness= LineThickness1; if (adr_reached) { col= LineColor2; thickness= LineThickness2; } SetLevel("ADR High", adr_high, col, LineStyle, thickness, startofday); SetLevel("ADR Low", adr_low, col, LineStyle, thickness, startofday); string reached_str= "Yes"; if (!adr_reached) reached_str= "No"; string comment= "ADR " + DoubleToStr(MathRound((adr/Point)),0) + " Today " + DoubleToStr(MathRound(((today_high-today_low)/Point)),0) ; /*if (GlobalVariableCheck(Symbol()+"[PIVOT]YesterdayHigh")) { double yesterday_high= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayHigh"), yesterday_low= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayLow"), yesterday_close= GlobalVariableGet(Symbol()+"[PIVOT]YesterdayClose"); comment= comment + "TzPivots Yesterday: High= "+DoubleToStr(yesterday_high,Digits) + ", Low= "+DoubleToStr(yesterday_low,Digits) + ", Close= "+DoubleToStr(yesterday_close,Digits) + "\n"; }*/ Comment(comment); return(0); } //+------------------------------------------------------------------+ //| Compute index of first/last bar of yesterday and today | //+------------------------------------------------------------------+ void ComputeDayIndices(int tzlocal, int tzdest, int &idxfirstbaroftoday, int &idxfirstbarofyesterday, int &idxlastbarofyesterday) { int tzdiff= tzlocal + tzdest, tzdiffsec= tzdiff*3600, dayminutes= 24 * 60, barsperday= dayminutes/Period(); int dayofweektoday= TimeDayOfWeek(Time[0] - tzdiffsec), // what day is today in the dest timezone? dayofweektofind= -1; // // due to gaps in the data, and shift of time around weekends (due // to time zone) it is not as easy as to just look back for a bar // with 00:00 time // idxfirstbaroftoday= 0; idxfirstbarofyesterday= 0; idxlastbarofyesterday= 0; switch (dayofweektoday) { case 6: // sat case 0: // sun case 1: // mon dayofweektofind= 5; // yesterday in terms of trading was previous friday break; default: dayofweektofind= dayofweektoday -1; break; } if (DebugLogger) { Print("Dayofweektoday= ", dayofweektoday); Print("Dayofweekyesterday= ", dayofweektofind); } // search backwards for the last occrrence (backwards) of the day today (today's first bar) for (int i= 0; i<=barsperday+1; i++) { datetime timet= Time[i] - tzdiffsec; // Print(Symbol(), " DayofWeek[", i, ,"]= ", TimeDayOfWeek(timet), " (", dayofweektoday, ") ", TimeToStr(timet)); if (TimeDayOfWeek(timet)!=dayofweektoday) { idxfirstbaroftoday= i-1; break; } } // Print(Symbol(), " idxfirstoftoday ", idxfirstbaroftoday); // search backwards for the first occrrence (backwards) of the weekday we are looking for (yesterday's last bar) for (int j= 0; j<=2*barsperday+1; j++) { datetime timey= Time[i+j] - tzdiffsec; if (TimeDayOfWeek(timey)==dayofweektofind) { // ignore saturdays (a Sa may happen due to TZ conversion) idxlastbarofyesterday= i+j; break; } } // search backwards for the first occurrence of weekday before yesterday (to determine yesterday's first bar) for (j= 1; j<=barsperday; j++) { datetime timey2= Time[idxlastbarofyesterday+j] - tzdiffsec; if (TimeDayOfWeek(timey2)!=dayofweektofind) { // ignore saturdays (a Sa may happen due to TZ conversion) idxfirstbarofyesterday= idxlastbarofyesterday+j-1; break; } } if (DebugLogger) { Print("Dest time zone\'s current day starts:", TimeToStr(Time[idxfirstbaroftoday]), " (local time), idxbar= ", idxfirstbaroftoday); Print("Dest time zone\'s previous day starts:", TimeToStr(Time[idxfirstbarofyesterday]), " (local time), idxbar= ", idxfirstbarofyesterday); Print("Dest time zone\'s previous day ends:", TimeToStr(Time[idxlastbarofyesterday]), " (local time), idxbar= ", idxlastbarofyesterday); } } //+------------------------------------------------------------------+ //| Helper | //+------------------------------------------------------------------+ void SetLevel(string text, double level, color col1, int linestyle, int thickness, datetime startofday) { int digits= Digits; string labelname= "[ADR] " + text + " Label", linename= "[ADR] " + text + " Line", pricelabel; // create or move the horizontal line if (ObjectFind(linename) != 0) { ObjectCreate(linename, OBJ_TREND, 0, startofday, level, Time[0],level); } ObjectSet(linename, OBJPROP_BACK, true); ObjectSet(linename, OBJPROP_STYLE, linestyle); ObjectSet(linename, OBJPROP_COLOR, col1); ObjectSet(linename, OBJPROP_WIDTH, thickness); ObjectMove(linename, 1, Time[0],level); ObjectMove(linename, 0, startofday, level); // put a label on the line if (ObjectFind(labelname) != 0) ObjectCreate(labelname, OBJ_TEXT, 0, Time[0]/* MathMin(Time[BarForLabels], startofday + 2*Period()*60)*/, level); ObjectMove(labelname, 0, Time[0] - BarForLabels*Period()*60, level); pricelabel= " " + text; if (ShowLevelPrices && StrToInteger(text)==0) pricelabel= pricelabel + ": "+DoubleToStr(level, Digits); ObjectSetText(labelname, pricelabel, 8, "Arial", col1); } //+------------------------------------------------------------------+ //| Helper | //+------------------------------------------------------------------+ void SetTimeLine(string objname, string text, int idx, color col1, double vleveltext) { string name= "[ADR] " + objname; int x= Time[idx]; if (ObjectFind(name) != 0) ObjectCreate(name, OBJ_TREND, 0, x, 0, x, 100); ObjectMove(name, 0, x, 0); ObjectMove(name, 1, x, 100); ObjectSet(name, OBJPROP_BACK, true); ObjectSet(name, OBJPROP_STYLE, STYLE_DOT); ObjectSet(name, OBJPROP_COLOR, DarkGray); if (ObjectFind(name + " Label") != 0) ObjectCreate(name + " Label", OBJ_TEXT, 0, x, vleveltext); ObjectMove(name + " Label", 0, x, vleveltext); ObjectSetText(name + " Label", text, 8, "Arial", col1); }
Phenyo Modisane:
else { int R1=0, i, R5a, R10a, R20a; double R5[],R10[],R20[]; ArrayInitialize(R5,0); ArrayInitialize(R10,0);ArrayInitialize(R20,0); ArrayResize(R5,First_av+1); ArrayResize(R10,Second_av+1); ArrayResize(R20,Third_av+1); R1 = (iHigh(NULL,PERIOD_D1,1)-iLow(NULL,PERIOD_D1,1))/mPoint; for(i=First_av;i>=1;i--){ R5[i] = (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; R5a += R5[i]/(ArraySize(R5)-1);} for(i=Second_av;i>=1;i--){ R10[i] = (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; R10a += R10[i]/(ArraySize(R10)-1);} for(i=Third_av;i>=1;i--){ R20[i] = (iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i))/mPoint; R20a += R20[i]/(ArraySize(R20)-1);} } adr = (R1+NormalizeDouble(R5a+R10a+R20a,0))/4; adr = adr * mPoint; //this indicator expects adr in Points not PipsThere's a difference with the original in the final result but I didn't have time to do the calcs by hand to see which is correct.
Thanasis Filippidis:
There's a difference with the original in the final result but I didn't have time to do the calcs by hand to see which is correct.
There's a difference with the original in the final result but I didn't have time to do the calcs by hand to see which is correct.
Thanks for reviewing the code Thanasis. Im also looking for a solution for inserting the buffers in the data window for adr high and low
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Hi
I am trying to add two buffers in this ADR indicator i found online, so that i xan use the buffers in an expert advisor. I want the ADR High's price and ADR Low's price to appear as buffer 1 and buffer 2 in the data window on the Mt4 platform, as show in the picture attached.
Can someone please help me
Regards