多时间框架指标 - 页 669

新评论
 
alessandromagno:
你好，谁能把这个indi变成MTF indi？

非常感谢!

wprv2.mq4

尊敬的各位来宾

现在就试试吧

更新后的版本发布在这里：https://www.mql5.com/en/forum/173574

附加的文件：
wprv2_mtf.mq4  8 kb
 

请帮助我们!

需要时区设置。

附加的文件：
.............png  8 kb
market_hours_forexzig.zip  13 kb
 
DMNIK:
请帮忙！需要时区设置。

Dmnik，那个指标是一个反编译的版本，你是否有原始的源代码。

 

更新的新趋势指标：newtrend_mtf_nmc.mq4

最初它被张贴在这里 :https://www.mql5.com/en/forum/173574/page389

附加的文件：
newtrend_mtf_nmc.mq4  5 kb
new_trend.gif  65 kb
 
vaider:
newtrend.mq4mtf 版本_谢谢!

韦德，把它做成了mtf。

更新后的版本贴在这里：https://www.mql5.com/en/forum/173574

附加的文件：
new_trend_mtf.png  57 kb
newtrend_mtf.mq4  5 kb
 

更新的3条止损：3barstoploss_mtf_nmc.mq4

原文在此发布：https://www.mql5.com/en/forum/173574/page389

附加的文件：
3_bar_sl.gif  65 kb
3barstoploss_mtf_nmc.mq4  6 kb
 
niqcom:
你好，可以把这个指标做成MTF吗？请.....

3barstoploss.mq4

非常感谢您!

尼科姆

这里是该指标的一个多时间框架版本

最新版本发布在这里：https://www.mql5.com/en/forum/173574

附加的文件：
3_bar_stop_mtf.gif  36 kb
3barstoploss_mtf.mq4  6 kb
 

嗨，程序员们，只有一个问题是关于飞行的。

在一次回测 中，我发现这个laguerre过滤器特别有趣。它是否会重绘？我这么问是因为我在选项中看到了 "回看 "变量。

它是一种自适应/重绘的指标吗？

//------------------------------------------------------------------

//

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_color1 LimeGreen

#property indicator_color2 Orange

#property indicator_color3 Orange

#property indicator_width1 2

#property indicator_width2 2

#property indicator_width3 2

extern string TimeFrame = "Current time frame";

extern int LookBack = 20;

extern int Median = 5;

extern int Price = PRICE_MEDIAN;

double Filter[];

double Filterda[];

double Filterdb[];

double Diff[];

double Slope[];

double sortDiff[];

string indicatorFileName;

bool returnBars;

int timeFrame;

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int init()

{

IndicatorBuffers(5);

SetIndexBuffer(0,Filter);

SetIndexBuffer(1,Filterda);

SetIndexBuffer(2,Filterdb);

SetIndexBuffer(3,Diff);

SetIndexBuffer(4,Slope);

ArrayResize(sortDiff,Median);

indicatorFileName = WindowExpertName();

returnBars = TimeFrame == "returnBars"; if (returnBars) return(0);

timeFrame = stringToTimeFrame(TimeFrame);

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int start()

{

int counted_bars=IndicatorCounted();

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

int limit = MathMin(Bars-counted_bars,Bars-1);

if (returnBars) { Filter[0] = limit+1; return(0); }

if (timeFrame!=Period())

{

limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (int i=limit; i>=0; i--)

{

int y = iBarShift(NULL,timeFrame,Time);

Filter = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,0,y);

Slope = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,4,y);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return(0);

}

//

//

//

//

//

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (i=limit; i>=0; i--)

{

double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);

Diff = MathAbs(price - Filter);

double hi = Diff[ArrayMaximum(Diff,LookBack,i)];

double lo = Diff[ArrayMinimum(Diff,LookBack,i)];

double alpha = 0;

if (hi!=lo)

{

for (int j=0; j<Median; j++) sortDiff[j] = (Diff-lo)/(hi-lo);

ArraySort(sortDiff,WHOLE_ARRAY,0,MODE_ASCEND);

if (MathMod(Median,2.0) != 0) alpha = sortDiff[Median/2];

else alpha = (sortDiff[Median/2]+sortDiff[(Median/2)-1])/2;

}

Filter = iLaGuerreFilter(price, 1.0-alpha, i, 0);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

Slope = Slope;

if (Filter>Filter) Slope = 1;

if (Filter<Filter) Slope = -1;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

double workLagFil[][4];

double iLaGuerreFilter(double price, double gamma, int i, int instanceNo=0)

{

if (ArrayRange(workLagFil,0)!=Bars) ArrayResize(workLagFil,Bars); i=Bars-i-1; instanceNo*=4;

if (gamma<=0) return(price);

//

//

//

//

//

workLagFil = (1.0 - gamma)*price + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

//

//

//

//

//

return((workLagFil+2.0*workLagFil+2.0*workLagFil+workLagFil)/6.0);

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

void CleanPoint(int i,double& first[],double& second[])

{

if ((second != EMPTY_VALUE) && (second != EMPTY_VALUE))

second = EMPTY_VALUE;

else

if ((first != EMPTY_VALUE) && (first != EMPTY_VALUE) && (first == EMPTY_VALUE))

first = EMPTY_VALUE;

}

//

//

//

//

//

void PlotPoint(int i,double& first[],double& second[],double& from[])

{

if (first == EMPTY_VALUE)

{

if (first == EMPTY_VALUE) {

first = from;

first = from;

second = EMPTY_VALUE;

}

else {

second = from;

second = from;

first = EMPTY_VALUE;

}

}

else

{

first = from;

second = EMPTY_VALUE;

}

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};

int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

//

//

//

//

//

int stringToTimeFrame(string tfs)

{

tfs = stringUpperCase(tfs);

for (int i=ArraySize(iTfTable)-1; i>=0; i--)

if (tfs==sTfTable || tfs==""+iTfTable) return(MathMax(iTfTable,Period()));

return(Period());

}

//

//

//

//

//

string stringUpperCase(string str)

{

string s = str;

for (int length=StringLen(str)-1; length>=0; length--)

{

int tchar = StringGetChar(s, length);

if((tchar > 96 && tchar 223 && tchar < 256))

s = StringSetChar(s, length, tchar - 32);

else if(tchar > -33 && tchar < 0)

s = StringSetChar(s, length, tchar + 224);

}

return(s);

}

 
thefxpros:
嗨，程序员们，只有一个关于飞行的问题。

在一次回溯测试中，我发现这个Laguerre过滤器特别有趣。它是否会重绘？我这么问是因为我在选项中看到了 "回看 "变量。

它是一种自适应/重新绘制的指标吗？

//------------------------------------------------------------------

//

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_color1 LimeGreen

#property indicator_color2 Orange

#property indicator_color3 Orange

#property indicator_width1 2

#property indicator_width2 2

#property indicator_width3 2

extern string TimeFrame = "Current time frame";

extern int LookBack = 20;

extern int Median = 5;

extern int Price = PRICE_MEDIAN;

double Filter[];

double Filterda[];

double Filterdb[];

double Diff[];

double Slope[];

double sortDiff[];

string indicatorFileName;

bool returnBars;

int timeFrame;

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int init()

{

IndicatorBuffers(5);

SetIndexBuffer(0,Filter);

SetIndexBuffer(1,Filterda);

SetIndexBuffer(2,Filterdb);

SetIndexBuffer(3,Diff);

SetIndexBuffer(4,Slope);

ArrayResize(sortDiff,Median);

indicatorFileName = WindowExpertName();

returnBars = TimeFrame == "returnBars"; if (returnBars) return(0);

timeFrame = stringToTimeFrame(TimeFrame);

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int start()

{

int counted_bars=IndicatorCounted();

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

int limit = MathMin(Bars-counted_bars,Bars-1);

if (returnBars) { Filter[0] = limit+1; return(0); }

if (timeFrame!=Period())

{

limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (int i=limit; i>=0; i--)

{

int y = iBarShift(NULL,timeFrame,Time);

Filter = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,0,y);

Slope = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,4,y);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return(0);

}

//

//

//

//

//

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (i=limit; i>=0; i--)

{

double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);

Diff = MathAbs(price - Filter);

double hi = Diff[ArrayMaximum(Diff,LookBack,i)];

double lo = Diff[ArrayMinimum(Diff,LookBack,i)];

double alpha = 0;

if (hi!=lo)

{

for (int j=0; j<Median; j++) sortDiff[j] = (Diff-lo)/(hi-lo);

ArraySort(sortDiff,WHOLE_ARRAY,0,MODE_ASCEND);

if (MathMod(Median,2.0) != 0) alpha = sortDiff[Median/2];

else alpha = (sortDiff[Median/2]+sortDiff[(Median/2)-1])/2;

}

Filter = iLaGuerreFilter(price, 1.0-alpha, i, 0);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

Slope = Slope;

if (Filter>Filter) Slope = 1;

if (Filter<Filter) Slope = -1;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

double workLagFil[][4];

double iLaGuerreFilter(double price, double gamma, int i, int instanceNo=0)

{

if (ArrayRange(workLagFil,0)!=Bars) ArrayResize(workLagFil,Bars); i=Bars-i-1; instanceNo*=4;

if (gamma<=0) return(price);

//

//

//

//

//

workLagFil = (1.0 - gamma)*price + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

//

//

//

//

//

return((workLagFil+2.0*workLagFil+2.0*workLagFil+workLagFil)/6.0);

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

void CleanPoint(int i,double& first[],double& second[])

{

if ((second != EMPTY_VALUE) && (second != EMPTY_VALUE))

second = EMPTY_VALUE;

else

if ((first != EMPTY_VALUE) && (first != EMPTY_VALUE) && (first == EMPTY_VALUE))

first = EMPTY_VALUE;

}

//

//

//

//

//

void PlotPoint(int i,double& first[],double& second[],double& from[])

{

if (first == EMPTY_VALUE)

{

if (first == EMPTY_VALUE) {

first = from;

first = from;

second = EMPTY_VALUE;

}

else {

second = from;

second = from;

first = EMPTY_VALUE;

}

}

else

{

first = from;

second = EMPTY_VALUE;

}

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};

int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

//

//

//

//

//

int stringToTimeFrame(string tfs)

{

tfs = stringUpperCase(tfs);

for (int i=ArraySize(iTfTable)-1; i>=0; i--)

if (tfs==sTfTable || tfs==""+iTfTable) return(MathMax(iTfTable,Period()));

return(Period());

}

//

//

//

//

//

string stringUpperCase(string str)

{

string s = str;

for (int length=StringLen(str)-1; length>=0; length--)

{

int tchar = StringGetChar(s, length);

if((tchar > 96 && tchar 223 && tchar < 256))

s = StringSetChar(s, length, tchar - 32);

else if(tchar > -33 && tchar < 0)

s = StringSetChar(s, length, tchar + 224);

}

return(s);

}

Thefxpros，我认为是自适应的，但不是重绘的。

 
thefxpros:
嗨，程序员们，只有一个关于飞行的问题。

在一次回溯测试中，我发现这个Laguerre过滤器特别有趣。它是否会重绘？我这么问是因为我在选项中看到了 "回看 "变量。

它是一种自适应/重新绘制的指标吗？

//------------------------------------------------------------------

//

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_color1 LimeGreen

#property indicator_color2 Orange

#property indicator_color3 Orange

#property indicator_width1 2

#property indicator_width2 2

#property indicator_width3 2

extern string TimeFrame = "Current time frame";

extern int LookBack = 20;

extern int Median = 5;

extern int Price = PRICE_MEDIAN;

double Filter[];

double Filterda[];

double Filterdb[];

double Diff[];

double Slope[];

double sortDiff[];

string indicatorFileName;

bool returnBars;

int timeFrame;

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int init()

{

IndicatorBuffers(5);

SetIndexBuffer(0,Filter);

SetIndexBuffer(1,Filterda);

SetIndexBuffer(2,Filterdb);

SetIndexBuffer(3,Diff);

SetIndexBuffer(4,Slope);

ArrayResize(sortDiff,Median);

indicatorFileName = WindowExpertName();

returnBars = TimeFrame == "returnBars"; if (returnBars) return(0);

timeFrame = stringToTimeFrame(TimeFrame);

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

int start()

{

int counted_bars=IndicatorCounted();

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

int limit = MathMin(Bars-counted_bars,Bars-1);

if (returnBars) { Filter[0] = limit+1; return(0); }

if (timeFrame!=Period())

{

limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (int i=limit; i>=0; i--)

{

int y = iBarShift(NULL,timeFrame,Time);

Filter = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,0,y);

Slope = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",LookBack,Median,Price,4,y);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return(0);

}

//

//

//

//

//

if (Slope[limit]==-1) CleanPoint(limit,Filterda,Filterdb);

for (i=limit; i>=0; i--)

{

double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);

Diff = MathAbs(price - Filter);

double hi = Diff[ArrayMaximum(Diff,LookBack,i)];

double lo = Diff[ArrayMinimum(Diff,LookBack,i)];

double alpha = 0;

if (hi!=lo)

{

for (int j=0; j<Median; j++) sortDiff[j] = (Diff-lo)/(hi-lo);

ArraySort(sortDiff,WHOLE_ARRAY,0,MODE_ASCEND);

if (MathMod(Median,2.0) != 0) alpha = sortDiff[Median/2];

else alpha = (sortDiff[Median/2]+sortDiff[(Median/2)-1])/2;

}

Filter = iLaGuerreFilter(price, 1.0-alpha, i, 0);

Filterda = EMPTY_VALUE;

Filterdb = EMPTY_VALUE;

Slope = Slope;

if (Filter>Filter) Slope = 1;

if (Filter<Filter) Slope = -1;

if (Slope == -1) PlotPoint(i,Filterda,Filterdb,Filter);

}

return (0);

}

//------------------------------------------------------------------

//

//------------------------------------------------------------------

//

//

//

//

//

double workLagFil[][4];

double iLaGuerreFilter(double price, double gamma, int i, int instanceNo=0)

{

if (ArrayRange(workLagFil,0)!=Bars) ArrayResize(workLagFil,Bars); i=Bars-i-1; instanceNo*=4;

if (gamma<=0) return(price);

//

//

//

//

//

workLagFil = (1.0 - gamma)*price + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

workLagFil = -gamma*workLagFil + workLagFil + gamma*workLagFil;

//

//

//

//

//

return((workLagFil+2.0*workLagFil+2.0*workLagFil+workLagFil)/6.0);

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

void CleanPoint(int i,double& first[],double& second[])

{

if ((second != EMPTY_VALUE) && (second != EMPTY_VALUE))

second = EMPTY_VALUE;

else

if ((first != EMPTY_VALUE) && (first != EMPTY_VALUE) && (first == EMPTY_VALUE))

first = EMPTY_VALUE;

}

//

//

//

//

//

void PlotPoint(int i,double& first[],double& second[],double& from[])

{

if (first == EMPTY_VALUE)

{

if (first == EMPTY_VALUE) {

first = from;

first = from;

second = EMPTY_VALUE;

}

else {

second = from;

second = from;

first = EMPTY_VALUE;

}

}

else

{

first = from;

second = EMPTY_VALUE;

}

}

//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//

//

//

//

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};

int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

//

//

//

//

//

int stringToTimeFrame(string tfs)

{

tfs = stringUpperCase(tfs);

for (int i=ArraySize(iTfTable)-1; i>=0; i--)

if (tfs==sTfTable || tfs==""+iTfTable) return(MathMax(iTfTable,Period()));

return(Period());

}

//

//

//

//

//

string stringUpperCase(string str)

{

string s = str;

for (int length=StringLen(str)-1; length>=0; length--)

{

int tchar = StringGetChar(s, length);

if((tchar > 96 && tchar 223 && tchar < 256))

s = StringSetChar(s, length, tchar - 32);

else if(tchar > -33 && tchar < 0)

s = StringSetChar(s, length, tchar + 224);

}

return(s);

}

Thefxpros

使一个指标具有适应性并不意味着使其重新绘制 适应性从来不意味着重新绘制（在许多适应性指标中，现在我想不起有哪一个会重新绘制）。适应是完全不同的东西。

至于那个laguerre：不，它不会重绘。回头看是一个简单的时期，用于采样数据，然后用于适应（它使用一种 "原始随机"的价格和以前的滞后值的差异/时刻来适应）。

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