parabolic-sar-signals最新版

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#property copyright “”
#property link “”
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#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 LimeGreen
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_minimum 0
#property indicator_maximum 1

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extern string TimeFrame = “Current time frame”;
extern double AccStep = 0.01;
extern double AccLimit = 0.1;
extern int PriceHigh = PRICE_HIGH;
extern int PriceLow = PRICE_LOW;
extern bool alertsOn = true;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsNotify = true;
extern bool alertsEmail = true;
extern string soundFile = “alert2.wav”;

extern bool ShowArrows = true;
extern string arrowsIdentifier = “sar Arrows”;
extern double arrowsUpperGap = 1.0;
extern double arrowsLowerGap = 1.0;

extern color arrowsUpColor = LimeGreen;
extern color arrowsDnColor = Red;
extern color arrowsNuColor = Gray;
extern int arrowsUpCode = 241;
extern int arrowsDnCode = 242;

double sarUp[];
double sarDn[];
double saraUp[];
double saraDn[];
double trend[];
int timeFrame;

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int init()
{
IndicatorBuffers(5);
SetIndexBuffer(0,sarUp); SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(1,sarDn); SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(2,saraUp);
SetIndexBuffer(3,saraDn);
SetIndexBuffer(4,trend);

timeFrame = stringToTimeFrame(TimeFrame);
IndicatorShortName(timeFrameToString(timeFrame)+” Parabolic SAR Histo”);
return(0);
}
int deinit()
{
deleteArrows();

return(0);
}

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int start()
{
int counted_bars=IndicatorCounted();
if(counted_bars < 0) return(-1);
if(counted_bars>0) counted_bars–;
int limit=MathMax(Bars-counted_bars,3*timeFrame/Period());

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for(int i = limit; i >= 0; i–)
{
double sarClose;
double sarOpen;
double sarPosition;
double sarChange;
int y = iBarShift(NULL,timeFrame,Time[i]);
double pHigh = iMA(NULL,timeFrame,1,0,MODE_SMA,PriceHigh,y);
double pLow = iMA(NULL,timeFrame,1,0,MODE_SMA,PriceLow ,y);
iParabolic(MathMax(pHigh,pLow),MathMin(pHigh,pLow),AccStep,AccLimit,sarClose,sarOpen,sarPosition,sarChange,i);
sarUp[i] = EMPTY_VALUE;
sarDn[i] = EMPTY_VALUE;
saraUp[i] = EMPTY_VALUE;
saraDn[i] = EMPTY_VALUE;
if (sarPosition==1)
sarUp[i] = sarClose;
else sarDn[i] = sarClose;
if (sarChange!=0)
if (sarChange==1)
saraUp[i] = sarClose;
else saraDn[i] = sarClose;
trend[i] = trend[i+1];
if (sarUp[i] != EMPTY_VALUE) trend[i] = 1;
if (sarDn[i] != EMPTY_VALUE) trend[i] =-1;
if (trend[i] == 1) sarUp[i] = 1;
if (trend[i] ==-1) sarDn[i] = 1;
manageArrow(i);
}
manageAlerts();
return(0);
}

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double workSar[][7];
#define _high 0
#define _low 1
#define _ohigh 2
#define _olow 3
#define _open 4
#define _position 5
#define _af 6

void iParabolic(double high, double low, double step, double limit, double& pClose, double& pOpen, double& pPosition, double& pChange, int i)
{
if (ArrayRange(workSar,0)!=Bars) ArrayResize(workSar,Bars); i = Bars-i-1;

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pChange = 0;
workSar[i][_ohigh] = high;
workSar[i][_olow] = low;
if (i<1)
{
workSar[i][_high] = high;
workSar[i][_low] = low;
workSar[i][_open] = high;
workSar[i][_position] = -1;
return;
}
workSar[i][_open] = workSar[i-1][_open];
workSar[i][_af] = workSar[i-1][_af];
workSar[i][_position] = workSar[i-1][_position];
workSar[i][_high] = MathMax(workSar[i-1][_high],high);
workSar[i][_low] = MathMin(workSar[i-1][_low] ,low );

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if (workSar[i][_position] == 1)
if (low<=workSar[i][_open])
{
workSar[i][_position] = -1;
pChange = -1;
pClose = workSar[i][_high];
workSar[i][_high] = high;
workSar[i][_low] = low;
workSar[i][_af] = step;
workSar[i][_open] = pClose + workSar[i][_af]*(workSar[i][_low]-pClose);
if (workSar[i][_open]<workSar[i ][_ohigh]) workSar[i][_open] = workSar[i ][_ohigh];
if (workSar[i][_open]<workSar[i-1][_ohigh]) workSar[i][_open] = workSar[i-1][_ohigh];
}
else
{
pClose = workSar[i][_open];
if (workSar[i][_high]>workSar[i-1][_high] && workSar[i][_af]<limit) workSar[i][_af] = MathMin(workSar[i][_af]+step,limit);
workSar[i][_open] = pClose + workSar[i][_af]*(workSar[i][_high]-pClose);
if (workSar[i][_open]>workSar[i ][_olow]) workSar[i][_open] = workSar[i ][_olow];
if (workSar[i][_open]>workSar[i-1][_olow]) workSar[i][_open] = workSar[i-1][_olow];
}
else
if (high>=workSar[i][_open])
{
workSar[i][_position] = 1;
pChange = 1;
pClose = workSar[i][_low];
workSar[i][_low] = low;
workSar[i][_high] = high;
workSar[i][_af] = step;
workSar[i][_open] = pClose + workSar[i][_af]*(workSar[i][_high]-pClose);
if (workSar[i][_open]>workSar[i ][_olow]) workSar[i][_open] = workSar[i ][_olow];
if (workSar[i][_open]>workSar[i-1][_olow]) workSar[i][_open] = workSar[i-1][_olow];
}
else
{
pClose = workSar[i][_open];
if (workSar[i][_low]<workSar[i-1][_low] && workSar[i][_af]<limit) workSar[i][_af] = MathMin(workSar[i][_af]+step,limit);
workSar[i][_open] = pClose + workSar[i][_af]*(workSar[i][_low]-pClose);
if (workSar[i][_open]<workSar[i ][_ohigh]) workSar[i][_open] = workSar[i ][_ohigh];
if (workSar[i][_open]<workSar[i-1][_ohigh]) workSar[i][_open] = workSar[i-1][_ohigh];
}

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pOpen = workSar[i][_open];
pPosition = workSar[i][_position];
}

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void manageAlerts()
{
if (alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
{
if (trend[whichBar] == 1) doAlert(whichBar,”up”);
if (trend[whichBar] ==-1) doAlert(whichBar,”down”);
}
}
}

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

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

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message = StringConcatenate(Symbol(),” “,timeFrameToString(timeFrame),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),” Parabolic Sar trend changed to “,doWhat);
if (alertsMessage) Alert(message);
if (alertsNotify) SendNotification(StringConcatenate(Symbol(), Period() ,” parabolic sar ” +” “+message));
if (alertsEmail) SendMail(StringConcatenate(Symbol(),”parabolic sar”),message);
if (alertsSound) PlaySound(soundFile);
}
}

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void manageArrow(int i)
{
if (ShowArrows)
{
deleteArrow(Time[i]);
if (trend[i] != trend[i+1])
{
if (trend[i] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,false);
if (trend[i] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode, true);
}
}
}

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void drawArrow(int i,color theColor,int theCode,bool up)
{
string name = arrowsIdentifier+”:”+Time[i];
double gap = iATR(NULL,0,20,i);

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ObjectCreate(name,OBJ_ARROW,0,Time[i],0);
ObjectSet(name,OBJPROP_ARROWCODE,theCode);
ObjectSet(name,OBJPROP_COLOR,theColor);
if (up)
ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap);
else ObjectSet(name,OBJPROP_PRICE1,Low[i] – arrowsLowerGap * gap);
}

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void deleteArrows()
{
string lookFor = arrowsIdentifier+”:”;
int lookForLength = StringLen(lookFor);
for (int i=ObjectsTotal()-1; i>=0; i–)
{
string objectName = ObjectName(i);
if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
}
}

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void deleteArrow(datetime time)
{
string lookFor = arrowsIdentifier+”:”+time; ObjectDelete(lookFor);
}

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string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

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int stringToTimeFrame(string tfs)
{
tfs = stringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i–)
if (tfs==sTfTable[i] || tfs==””+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
}

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string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i–)
if (tf==iTfTable[i]) return(sTfTable[i]);
return(“”);
}

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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 < 123) || (tchar > 223 && tchar < 256))
s = StringSetChar(s, length, tchar – 32);
else if(tchar > -33 && tchar < 0)
s = StringSetChar(s, length, tchar + 224);
}
return(s);
}