//+------------------------------------------------------------------+ //| Turbo_JVEL.mq4 | //| Copyright 2005, TrendLaboratory Ltd. | //| Modified by bluto to use Typical Price (HLC/3) | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| Thanks to Weld, Jurik Research http://weld.torguem.net| //+------------------------------------------------------------------+ #property copyright "Copyright 2005, TrendLaboratory Ltd." #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Green #property indicator_color2 Red //---- input parameters extern int Length = 14; extern int Phase = 0; //---- buffers double UpBuffer []; double DnBuffer []; double JMAValueBuffer []; double fC0Buffer []; double fA8Buffer []; double fC8Buffer []; //---- temporary buffers double list[128], ring1[128], ring2[11], buffer[62]; //---- bool flag bool initFlag; //---- integer vars int limitValue, startValue, loopParam, loopCriteria; int cycleLimit, highLimit, counterA, counterB; //---- double vars double cycleDelta, lowDValue, highDValue, absValue, paramA, paramB; double phaseParam, logParam, JMAValue, series, sValue, sqrtParam, lengthDivider; //---- temporary int variables int s58, s60, s40, s38, s68; //+------------------------------------------------------------------+ //| JMA initFlagization function | //+------------------------------------------------------------------+ int init() { double lengthParam; //---- 3 additional buffers are used for counting. IndicatorBuffers(6); //---- drawing settings SetIndexStyle (0, DRAW_HISTOGRAM); SetIndexStyle (1, DRAW_HISTOGRAM); SetIndexDrawBegin(0, 30); SetIndexDrawBegin(1, 30); //---- 4 indicator buffers mapping SetIndexBuffer (0, UpBuffer); SetIndexBuffer (1, DnBuffer); SetIndexBuffer (2, JMAValueBuffer); SetIndexBuffer (3, fC0Buffer); SetIndexBuffer (4, fA8Buffer); SetIndexBuffer (5, fC8Buffer); //---- initialize one buffer (neccessary) ArrayInitialize (ring2, 0); ArrayInitialize (ring1, 0); ArrayInitialize (buffer, 0); //---- name for DataWindow and indicator subwindow label IndicatorShortName ("JMA Slope - Typical Price(" + Length + "," + Phase + ")"); SetIndexLabel (0, "UpSlope"); SetIndexLabel (1, "DownSlope"); //---- initial part limitValue = 63; startValue = 64; //---- for (int i = 0; i <= limitValue; i++) list [i] = -1000000; for (i = startValue; i <= 127; i++) list [i] = 1000000; //---- initFlag = true; if (Length < 1.0000000002) lengthParam = 0.0000000001; else lengthParam = (Length - 1) / 2.0; //---- if (Phase < -100) phaseParam = 0.5; else if (Phase > 100) phaseParam = 2.5; else phaseParam = Phase / 100.0 + 1.5; //---- logParam = MathLog (MathSqrt (lengthParam)) / MathLog (2.0); //---- if (logParam + 2.0 < 0) logParam = 0; else logParam = logParam + 2.0; //---- sqrtParam = MathSqrt(lengthParam) * logParam; lengthParam = lengthParam * 0.9; lengthDivider = lengthParam / (lengthParam + 2.0); //---- return; } //+------------------------------------------------------------------+ //| JMA iteration function | //+------------------------------------------------------------------+ int start() { //---- get already counted bars int counted_bars = IndicatorCounted(); //---- check for possible errors if (counted_bars < 0) return (-1); int limit = Bars - counted_bars - 1; //---- main cycle for (int shift = limit; shift >= 0; shift--) { if ((Symbol()=="USDJPYm") || (Symbol()=="EURJPYm") || (Symbol()=="GBPJPYm" || Symbol()=="USDJPY") || (Symbol()=="EURJPY") || (Symbol()=="GBPJPY")) { series = ((High[shift]+Low[shift]+Close[shift])/3); } else { series = ((High[shift]*100 + Low[shift]*100 + Close[shift]*100)/3); } if (loopParam < 61) { loopParam++; buffer [loopParam] = series; } if (loopParam > 30) { if (initFlag) { initFlag = false; int diffFlag = 0; for (int i = 1; i <= 29; i++) { if (buffer [i + 1] != buffer [i]) diffFlag = 1; } highLimit = diffFlag * 30; if (highLimit == 0) paramB = series; else paramB = buffer[1]; paramA = paramB; if (highLimit > 29) highLimit = 29; } else highLimit = 0; //---- big cycle for (i = highLimit; i >= 0; i--) { if (i == 0) sValue = series; else sValue = buffer [31 - i]; if (MathAbs (sValue - paramA) > MathAbs (sValue - paramB)) absValue = MathAbs(sValue - paramA); else absValue = MathAbs(sValue - paramB); double dValue = absValue + 0.0000000001; //1.0e-10; if (counterA <= 1) counterA = 127; else counterA--; if (counterB <= 1) counterB = 10; else counterB--; if (cycleLimit < 128) cycleLimit++; cycleDelta += (dValue - ring2 [counterB]); ring2 [counterB] = dValue; if (cycleLimit > 10) highDValue = cycleDelta / 10.0; else highDValue = cycleDelta / cycleLimit; if (cycleLimit > 127) { dValue = ring1 [counterA]; ring1 [counterA] = highDValue; s68 = 64; s58 = s68; while (s68 > 1) { if (list [s58] < dValue) { s68 = s68 / 2.0; s58 += s68; } else if (list [s58] <= dValue) { s68 = 1; } else { s68 = s68 / 2.0; s58 -= s68; } } } else { ring1 [counterA] = highDValue; if ((limitValue + startValue) > 127) { startValue--; s58 = startValue; } else { limitValue++; s58 = limitValue; } if (limitValue > 96) s38 = 96; else s38 = limitValue; if (startValue < 32) s40 = 32; else s40 = startValue; } //---- s68 = 64; s60 = s68; while (s68 > 1) { if (list [s60] >= highDValue) { if (list [s60 - 1] <= highDValue) { s68 = 1; } else { s68 = s68 / 2.0; s60 -= s68; } } else { s68 = s68 / 2.0; s60 += s68; } if ((s60 == 127) && (highDValue > list[127])) s60 = 128; } if (cycleLimit > 127) { if (s58 >= s60) { if (((s38 + 1) > s60) && ((s40 - 1) < s60)) lowDValue += highDValue; else if ((s40 > s60) && ((s40 - 1) < s58)) lowDValue += list [s40 - 1]; } else if (s40 >= s60) { if (((s38 + 1) < s60) && ((s38 + 1) > s58)) lowDValue += list[s38 + 1]; } else if ((s38 + 2) > s60) lowDValue += highDValue; else if (((s38 + 1) < s60) && ((s38 + 1) > s58)) lowDValue += list[s38 + 1]; if (s58 > s60) { if (((s40 - 1) < s58) && ((s38 + 1) > s58)) lowDValue -= list [s58]; else if ((s38 < s58) && ((s38 + 1) > s60)) lowDValue -= list [s38]; } else { if (((s38 + 1) > s58) && ((s40 - 1) < s58)) lowDValue -= list [s58]; else if ((s40 > s58) && (s40 < s60)) lowDValue -= list [s40]; } } if (s58 <= s60) { if (s58 >= s60) list[s60] = highDValue; else { for (int j = s58 + 1; j <= (s60 - 1); j++) { list [j - 1] = list[j]; } list [s60 - 1] = highDValue; } } else { for (j = s58 - 1; j >= s60; j--) { list [j + 1] = list [j]; } list [s60] = highDValue; } if (cycleLimit <= 127) { lowDValue = 0; for (j = s40; j <= s38; j++) { lowDValue += list[j]; } } //---- if ((loopCriteria + 1) > 31) loopCriteria = 31; else loopCriteria++; double JMATempValue, sqrtDivider = sqrtParam / (sqrtParam + 1.0); if (loopCriteria <= 30) { if (sValue - paramA > 0) paramA = sValue; else paramA = sValue - (sValue - paramA) * sqrtDivider; if (sValue - paramB < 0) paramB = sValue; else paramB = sValue - (sValue - paramB) * sqrtDivider; JMATempValue = series; if (loopCriteria == 30) { fC0Buffer [shift] = series; int intPart; if (MathCeil(sqrtParam) >= 1) intPart = MathCeil(sqrtParam); else intPart = 1; int leftInt = IntPortion (intPart); if (MathFloor(sqrtParam) >= 1) intPart = MathFloor(sqrtParam); else intPart = 1; int rightPart = IntPortion (intPart); if (leftInt == rightPart) dValue = 1.0; else dValue = (sqrtParam - rightPart) / (leftInt - rightPart); if (rightPart <= 29) int upShift = rightPart; else upShift = 29; if (leftInt <= 29) int dnShift = leftInt; else dnShift = 29; fA8Buffer [shift] = (series - buffer [loopParam - upShift]) * (1 - dValue) / rightPart + (series - buffer[loopParam - dnShift]) * dValue / leftInt; } } else { double powerValue, squareValue; dValue = lowDValue / (s38 - s40 + 1); if (0.5 <= logParam - 2.0) powerValue = logParam - 2.0; else powerValue = 0.5; if (logParam >= MathPow(absValue/dValue, powerValue)) dValue = MathPow (absValue/dValue, powerValue); else dValue = logParam; if (dValue < 1) dValue = 1; powerValue = MathPow (sqrtDivider, MathSqrt (dValue)); if (sValue - paramA > 0) paramA = sValue; else paramA = sValue - (sValue - paramA) * powerValue; if (sValue - paramB < 0) paramB = sValue; else paramB = sValue - (sValue - paramB) * powerValue; } } // ---- end of big cycle if (loopCriteria > 30) { JMATempValue = JMAValueBuffer [shift + 1]; powerValue = MathPow (lengthDivider, dValue); squareValue = MathPow (powerValue, 2); fC0Buffer [shift] = (1 - powerValue) * series + powerValue * fC0Buffer [shift + 1]; fC8Buffer [shift] = (series - fC0Buffer [shift]) * (1 - lengthDivider) + lengthDivider * fC8Buffer [shift + 1]; fA8Buffer [shift] = (phaseParam * fC8Buffer [shift] + fC0Buffer [shift] - JMATempValue) * (powerValue * (-2.0) + squareValue + 1) + squareValue * fA8Buffer [shift + 1]; JMATempValue += fA8Buffer [shift]; } JMAValue = JMATempValue; } if (loopParam <= 30) JMAValue = 0; JMAValueBuffer [shift] = JMAValue; double rel=JMAValueBuffer [shift]-JMAValueBuffer [shift+1]; if(rel>=0) { UpBuffer[shift]=rel; DnBuffer[shift]=0; } else { DnBuffer[shift]=rel; UpBuffer[shift]=0; } //---- End of main cycle } return; } //+------------------------------------------------------------------+ int IntPortion (double param) { if (param > 0) return (MathFloor (param)); if (param < 0) return (MathCeil (param)); return (0.0); } //+------------------------------------------------------------------+