Jurik TrendStrength2

Jurik TrendStrength2 最新版

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更新日期:2022-03-15 分类标签: 语言:中文 平台:没限制

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//+------------------------------------------------------------------+
//| rsx on jurik smooth |
//| mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "[email protected]"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_style1 STYLE_DASH
#property indicator_color2 LimeGreen
#property indicator_width2 2
#property indicator_color3 Red
#property indicator_width3 2

//
//
//
//
//

extern int RsxLength = 14;
extern int Price = 0;
extern int SmoothLength = 5;
extern int SmoothPhase = 0;
extern double K = 4.236; // Multiplier

//
//
//
//
//

double rsx[];
double UpTrend[];
double DnTrend[];
double smin[];
double smax[];
double atrrsx[];
double Delta[];
double trend[];

double wrkBuffer[][13];

//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//

int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0,rsx); SetIndexStyle(0,DRAW_LINE); SetIndexLabel(0,"Jrsx");
SetIndexBuffer(1,UpTrend); SetIndexStyle(1,DRAW_LINE); SetIndexLabel(1,"UpTrend");
SetIndexBuffer(2,DnTrend); SetIndexStyle(2,DRAW_LINE); SetIndexLabel(2,"DnTrend");
SetIndexBuffer(3,smin);
SetIndexBuffer(4,smax);
SetIndexBuffer(5,atrrsx);
SetIndexBuffer(6,Delta);
SetIndexBuffer(7,trend);

IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));

IndicatorShortName("jurik trend strength ("+RsxLength+","+SmoothLength+","+SmoothPhase+")");
if (StringSubstr(Symbol(),3,3)=="JPY") {
K=K/100;
}

return(0);
}

int deinit() { return(0); }

//
//
//
//
//

int start()
{
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);

//
//
//
//
//

double Kg = (3.0)/(2.0+RsxLength);
double Hg = 1.0-Kg;
for(i=limit, r=Bars-i-1; i>=0; i--, r++)
{
wrkBuffer[r][12] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,Price,i),SmoothLength,SmoothPhase,i,0);

if (i==(Bars-1)) { for (int c=0; c<12; c++) wrkBuffer[r][c] = 0; continue; }

//
//
//
//
//

double roc = wrkBuffer[r][12]-wrkBuffer[r-1][12];
double roa = MathAbs(roc);
for (int k=0; k<3; k++)
{
int kk = k*2;
wrkBuffer[r][kk+0] = Kg*roc + Hg*wrkBuffer[r-1][kk+0];
wrkBuffer[r][kk+1] = Kg*wrkBuffer[r][kk+0] + Hg*wrkBuffer[r-1][kk+1]; roc = 1.5*wrkBuffer[r][kk+0] - 0.5 * wrkBuffer[r][kk+1];
wrkBuffer[r][kk+6] = Kg*roa + Hg*wrkBuffer[r-1][kk+6];
wrkBuffer[r][kk+7] = Kg*wrkBuffer[r][kk+6] + Hg*wrkBuffer[r-1][kk+7]; roa = 1.5*wrkBuffer[r][kk+6] - 0.5 * wrkBuffer[r][kk+7];
}
if (roa != 0)
rsx[i] = MathMax(MathMin((roc/roa+1.0)*50.0,100.00),0.00);
else rsx[i] = 50.0;

if(rsx[i] > rsx[i+1]) {double hrsx = rsx[i]; double lrsx = rsx[i+1];}
else
if(rsx[i] < rsx[i+1]) {hrsx = rsx[i+1]; lrsx = rsx[i];}
else
{hrsx = rsx[i]; lrsx = rsx[i];}

atrrsx[i] = hrsx - lrsx;
Delta[i] = iSmooth(iMA(atrrsx[i],0,2*RsxLength-1,0,MODE_SMA,Price,i),SmoothLength,SmoothPhase,i,10);

smin[i] = rsx[i] - K*Delta[i];
smax[i] = rsx[i] + K*Delta[i];

trend[i] = trend[i+1];

if (rsx[i]>smax[i+1]) trend[i]= 1;
if (rsx[i]<smin[i+1]) trend[i]=-1;

if(trend[i]>0)
{
if (smin[i]<smin[i+1]) smin[i]=smin[i+1];
UpTrend[i]=smin[i];
DnTrend[i]=EMPTY_VALUE;
}
else
if(trend[i]<0)
{
if(smax[i]>smax[i+1]) smax[i]=smax[i+1];
DnTrend[i]=smax[i];
UpTrend[i]=EMPTY_VALUE;
}
}
//----
return(0);
}

double wrk[][20];

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

//
//
//
//
//

double iSmooth(double price, double length, double phase, int i, int s=0)
{
if (length <=1) return(price);
if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);

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

//
//
//
//
//

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];
double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
int forBar = MathMin(r,10);

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] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;

//
//
//
//
//

wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
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;

//
//
//
//
//

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;

//
//
//
//
//

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]);

//
//
//
//
//

return(wrk[r][4+s]);
}

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