PPO Indicator Improvement

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Abnormal candlestick size measurement

Use Price increment as source of the data.

Source code: (https://www.mql5.com/ru/code/18896)

3 new changable mode of calculation (only show 1 mode type at a time - changable in setting)

1. Current open to high low
1. When close > oprn (bull candle) = high - open (Show +ve histogram)
2. When close < open (bear candle) = low - open (Show -ve histogram)
3. When close = open (doji candle) = Reference to prevous candle. (If is bull, then it consider this candle as bull = +ve histogram)
2. ATR period = (1) / High to low of current candle
1. Bull candle = ATR (1) +ve histogram
2. Bear candle = ATR (1) - ve histogram
3. Doiji = Reference to prevous candle. (If is bull, then it consider this candle as bull = +ve histogram)
3. Current high or low to a moving average
1. Moving aveage = EMA (2), Price Typical, shift 0
2. Above MA = High to MA distance (+ve histogram)
3. Below MA = Low to MA distance (-ve historgram)

Colour settings

+ve histogram = DarkGreen

-ve histogram = Maroon

Histogram size = 2

Peak capturing algorithm

Here I want to use 3 changable mode to capture abnormality (only show 1 mode type at a time - changable in setting)

1. Standard diaviation (SD) band on the data above
1. Mean Period = 400
2. Standard deviation (Seperate up and down as I need adjustment later, but this is the default)
1. Up = 2.0
2. Down = 2.0
3. I want to filter outlier in the standard deviation and mean calculation
1. Setting: Filter outlier = True
2. Any value outside +- 2.698 SD is consider as outlier
3. Approach = ignore it as part of meand and SD calculation
1. Eg. 400 data initially, 5 discovered to be larger than +-2.698 SD
2. 400-5 = 395 (only 395 data will take to count mean and SD)
3. The 395 mean and SD will plotted in the 1 bar before current bar data
4. It is a rolling standard deviation and mean calculation, but it will not count on the current candle before it close
1. Hence current bar SD and mean just copy from previous
2. Based on time zone
1. 3 major timezone (in 24 hour format)
1. Tokyo = 00 - 08
2. London = 08 - 13
3. New York = 13 - 22
4. Note: No overlap. Is from hour = 00 to hour < 08 and so on
5. 22 to 00 will be the last final one. ( Please check 22 to the next 01 in case day light saving changed this will no occur any problem)
2. Calculate the mean data within this time zone for the past (400 sample size)
1. For example London = 08-13. The indicator scan all the way back to past 400 history within 08-13 hours to find out the mean value.
2. Then SD (using the same 2 up and 2 down SD setting as above) is calculted around the mean and each indicator data
3. Similarly, current mean and SD will not calculate but copy forward from the last bar
4. Note: must robust usable in forex and non-forex market
3. Based on reset timeframe 
1. Same as VWAP reset time = Daily, week, month, quater, year
2. Mean line is just normal average with respect to the indicator data
3. SD based on mean to the indicator data with 2.0 SD on top and bottom (follow the SD settings on 1)
4. No need button, just allow to set the reset Time on the settings
5. A verticle line in the indicator is drawn to show the place where it reset the time

When the indicator is outside of the standard deviation band, a (white) dot will be marked on the indicator as well as the price chart.

Note: Some time the market is new to the broker and only have limited number of candle. In backtesting as well, the max candles i believe is 999. Hence in case insufficient data, it will take whatever posible

Note: When current price break toward outside of SD bands, an alert (Option = ) will 1.  pop out, or just 2.  play sound with textin the expert tab, or 3.  just in the expert tab or 4.  totally do nothing (Default = OFF).

Save the data

1. Can store the value into excel for further analysis.

1. Having the setting to export the data out and store in CSV. The indicator value for the past  500 candles will be first store. The CSV will continue append the latest data every new data. The required data are:

1. Symbol
2. Broker time
3. Local Time
4. High price
5. Low price
6. Close price
7. Indicator calculated data
8. Mean
9. Standard deviation
10. Outside SD? (TRUE/FALSE)

Expected input in the settings

Indicator settings--------------------------

Calculation mode

1. Open to High Low
2. Current ATR
3. Moving Average to High Low

MA type = EMA

MA period = 2

Price = Typical

Peak capture settings--------------------------

Peak capture mode

1. Standard deviation (SD - rolling)
2. Time zone
3. Timeframe reset period

Time zone 3 = 13

Time zone 4 = 22

Timeframe settings--------------------------

Timeframe = Daily / Weekly / Monthly / Quaterly/ Yearly

Custom Design settings--------------------------

Dot -- ??? Anything?

Export settings--------------------------

Export = False

Note: A 0 level line is needed.

Note: The indicator must able to run in backtesting

Source code is needed by the end of the project.

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When the export setting is true, create a "Debugging" Yellow text at the top right of the chart so I know the CSV is collecting.

The file name is following the format: custom_name ( Default=PPOIndi) + PPO/ATR + broker short name + symbol + date (year.month.day)