Download indicators kase permission stochastic smoothed

kase permission stochastic smoothed + alertskase permission stochastic smoothed + alerts.mq4

 

 

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//|                                    kase permision stochastic.mq4 |
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#property copyright “mladen”
#property link      “[email protected]

#property indicator_separate_window
#property indicator_buffers  2
#property indicator_color1   Magenta
#property indicator_color2   DimGray
#property indicator_width1   2
#property indicator_width2   1
#property indicator_minimum  0
#property indicator_maximum  100
#property indicator_level1   25
#property indicator_level2   75
#property indicator_levelcolor DimGray

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extern int  pstLength     =   9;
extern int  pstX          =   5;
extern int  pstSmooth     =   3;
extern int  smoothPeriod  =  10;
extern int  smoothPhase   = 100;

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extern bool  alertsOn        = false;
extern bool  alertsOnCurrent = true;
extern bool  alertsMessage   = true;
extern bool  alertsSound     = false;
extern bool  alertsEmail     = false;

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double pstBuffer[];
double pssBuffer[];
double wrkBuffer[][5];
double trend[];

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int init()
{
IndicatorBuffers(3);
SetIndexBuffer(0,pstBuffer); SetIndexLabel(0,”Stochastic”);
SetIndexBuffer(1,pssBuffer); SetIndexLabel(1,”Signal”);
SetIndexBuffer(2,trend);

pstSmooth    = MathMax(pstSmooth,1);
smoothPeriod = MathMax(smoothPeriod,1);

IndicatorShortName(“Kase permission stochastic smoothed (“+pstLength+”,”+pstX+”)”);
return(0);
}
int deinit() { return(0); }

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#define TripleK   0
#define TripleDF  1
#define TripleDFs 2
#define TripleDS  3
#define TripleDSs 4

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int start()
{
double alpha = 2.0/(1.0+pstSmooth);
int lookBackPeriod = pstLength*pstX;
int counted_bars   = IndicatorCounted();
int i,r,limit;

if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars–;
limit = MathMin(Bars-counted_bars,Bars-1);
if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars);

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for(i=limit,r=Bars-i-1; i>=0; i–,r++)
{
double min = Low [iLowest (NULL,0,MODE_LOW ,lookBackPeriod,i)];
double max = High[iHighest(NULL,0,MODE_HIGH,lookBackPeriod,i)]-min;
if (max>0)
wrkBuffer[r][TripleK] = 100.0*(Close[i]-min)/max;
else  wrkBuffer[r][TripleK] =   0.0;
if (i==(Bars-1))
{
wrkBuffer[r][TripleDF] = wrkBuffer[r][TripleK];
wrkBuffer[r][TripleDS] = wrkBuffer[r][TripleK];
continue;
}
wrkBuffer[r][TripleDF] =  wrkBuffer[r-pstX][TripleDF]+alpha*(wrkBuffer[r][TripleK]-wrkBuffer[r-pstX][TripleDF]);
wrkBuffer[r][TripleDS] = (wrkBuffer[r-pstX][TripleDS]*2.0+wrkBuffer[r][TripleDF])/3.0;

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wrkBuffer[r][TripleDSs] = iSma(TripleDS ,3,r);
pssBuffer[i]            = iSmooth(wrkBuffer[r][TripleDSs],smoothPeriod,smoothPhase,i, 0);
wrkBuffer[r][TripleDFs] = iSma(TripleDF ,3,r);
pstBuffer[i]            = iSmooth(wrkBuffer[r][TripleDFs],smoothPeriod,smoothPhase,i,10);

//
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trend[i] = trend[i+1];
if (pstBuffer[i] > pssBuffer[i]) trend[i] =  1;
if (pstBuffer[i] < pssBuffer[i]) trend[i] = -1;
}

//
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if (alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else     whichBar = 1;
if (trend[whichBar] != trend[whichBar+1])
if (trend[whichBar] == 1)
doAlert(“up”);
else  doAlert(“down”);
}

//
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return(0);
}

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double iSma(int forDim, int period, int pos)
{
double sum = wrkBuffer[pos][forDim];
for(int i=1; i<period; i++) sum += wrkBuffer[pos-i][forDim];
return(sum/period);
}

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//
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void doAlert(string doWhat)
{
static string   previousAlert=”nothing”;
static datetime previousTime;
string message;

if (previousAlert != doWhat || previousTime != Time[0]) {
previousAlert  = doWhat;
previousTime   = Time[0];

//
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message =  StringConcatenate(Symbol(),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),” Kase PS trend changed to “,doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail)   SendMail(StringConcatenate(Symbol(),”Kase PS “),message);
if (alertsSound)   PlaySound(“alert2.wav”);
}
}

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double wrk[][20];

#define bsmax  5
#define bsmin  6
#define volty  7
#define vsum   8
#define avolty 9

//
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double iSmooth(double price, double length, double phase, int i, int s=0)
{
if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);

int r = Bars-i-1;
if (r==0) { for(int k=0; k<7; k++) wrk[0][k+s]= price; for(; k<10; k++) wrk[0][k+s]= 0; return(price); }

//
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double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
double pow1 = MathMax(len1-2.0,0.5);
double del1 = price – wrk[r-1][bsmax+s];
double del2 = price – wrk[r-1][bsmin+s];

wrk[r][volty+s] = 0;
if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1);
if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2);
wrk[r][vsum+s] =    wrk[r-1][vsum+s] + 0.1*(wrk[r][volty+s]-wrk[r-10][volty+s]);

//
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double avgLen = MathMin(MathMax(4.0*length,30),150);
if (r<avgLen)
{
double avg = wrk[r][vsum+s];  for (k=1; k<avgLen && (r-k)>=0 ; k++) avg += wrk[r-k][vsum+s];
avg /= k;
}
else avg = (wrk[r-1][avolty+s]*avgLen-wrk[r-toInt(avgLen)][vsum+s]+wrk[r][vsum+s])/avgLen;

//
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wrk[r][avolty+s] = avg;
if (wrk[r][avolty+s] > 0)
double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0;
if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
if (dVolty < 1)                      dVolty = 1.0;

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double pow2 = MathPow(dVolty, pow1);
double len2 = MathSqrt(0.5*(length-1))*len1;
double Kv   = MathPow(len2/(len2+1), MathSqrt(pow2));

if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price – Kv*del1;
if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price – Kv*del2;

//
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double R     = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
double beta  = 0.45*(length-1)/(0.45*(length-1)+2);
double alpha = MathPow(beta,pow2);

wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
wrk[r][1+s] = (price – wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
wrk[r][3+s] = (wrk[r][2+s] – wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]);

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return(wrk[r][4+s]);
}
int toInt(double value) { return(value); }
[/php]

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