I'm not to familiar with MT4 code. I'm trying to convert this to Zorro Lite C - can anyone help??

:

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1 Navy
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2

#property indicator_color2 Red
#property indicator_style2 STYLE_DOT


extern int RSI_Period = 14;
extern int SF = 5;
extern double WF = 4.236;

int Wilders_Period;
int StartBar;

double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];

int init()
{
Wilders_Period = RSI_Period * 2 - 1;
if (Wilders_Period < SF)
StartBar = SF;
else
StartBar = Wilders_Period;

IndicatorBuffers(6);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexLabel(0, "Value 1");
SetIndexDrawBegin(0, StartBar);
SetIndexStyle(1, DRAW_LINE, STYLE_DOT);
SetIndexLabel(1, "Value 2");
SetIndexDrawBegin(1, StartBar);
IndicatorShortName(StringConcatenate("QQE(", SF, ")"));

SetIndexBuffer(0, RsiMa);
SetIndexBuffer(1, TrLevelSlow);
SetIndexBuffer(2, Rsi);
SetIndexBuffer(3, AtrRsi);
SetIndexBuffer(4, MaAtrRsi);

return(0);
}


int start()
{
int counted, i;
double rsi0, rsi1, dar, tr, dv;

if(Bars <= StartBar)
return (0);

counted = IndicatorCounted();
if(counted < 1)
for(i = Bars - StartBar; i < Bars; i++)
{
TrLevelSlow[i] = 0.0;
AtrRsi[i] = 0.0;
MaAtrRsi[i] = 0.0;
Rsi[i] = 0.0;
RsiMa[i] = 0.0;
}

counted = Bars - counted - 1;

for (i = counted; i >= 0; i--)
Rsi[i] = iRSI(NULL, 0, RSI_Period, PRICE_CLOSE, i);

for (i = counted; i >= 0; i--)
{
RsiMa[i] = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
}

for (i = counted; i >= 0; i--)
MaAtrRsi[i] = iMAOnArray(AtrRsi, 0, Wilders_Period, 0, MODE_EMA, i);

i = counted + 1;
tr = TrLevelSlow[i];
rsi1 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
while (i > 0)
{
i--;
rsi0 = iMAOnArray(Rsi, 0, SF, 0, MODE_EMA, i);
dar = iMAOnArray(MaAtrRsi, 0, Wilders_Period, 0, MODE_EMA, i) * WF; //* 4.236;

dv = tr;
if (rsi0 < tr)
{
tr = rsi0 + dar;
if (rsi1 < dv)
if (tr > dv)
tr = dv;
}
else if (rsi0 > tr)
{
tr = rsi0 - dar;
if (rsi1 > dv)
if (tr < dv)
tr = dv;
}
TrLevelSlow[i] = tr;
rsi1 = rsi0;
}

return(0);
}

Hi,
I'm also looking for a QQE indicator for Zorro.
MetaTrader coding is not a simple task.
Yesterday I found a QQE version for Amibroker.
I will try to convert it to Zorro.

QQE_Periods = 14;
QQE_SF = 5;

QQE_RSI_MA = EMA(RSI(QQE_Periods),QQE_SF);
QQE_ATR_RSI = abs(Ref(QQE_RSI_MA,-1)-QQE_RSI_MA);
QQE_MA_ATR_RSI = EMA(QQE_ATR_RSI, 2*QQE_Periods-1);
QQE_DAR = EMA(QQE_MA_ATR_RSI, 2*QQE_Periods-1)*4.236;
QQE_DAR_Fast = EMA(QQE_MA_ATR_RSI, 2*QQE_Periods-1)*2.618;

function QQE_TR(RSIMA, DARFACTOR)
{
result[0] = 0;
for(i=1; i<BarCount; i++)
{
if(RSIMA[i] < result[i-1])
{
result[i] = RSIMA[i]+DARFACTOR[i];
if((RSIMA[i-1] < result[i-1]) AND (result[i] > result[i-1]))
{
result[i] = result[i-1];
}
}
else
{
if(RSIMA[i] > result[i-1])
{
result[i] = RSIMA[i]-DARFACTOR[i];
if ((RSIMA[i-1] > result[i-1]) AND (result[i] < result[i-1]))
{
result[i] = result[i-1];
}
}
}
}
return result;
}

QQE_FastSignal = QQE_TR(QQE_RSI_MA,QQE_DAR_Fast);
QQE_SlowSignal = QQE_TR(QQE_RSI_MA,QQE_DAR);

Plot(QQE_RSI_MA,"QQE"+_PARAM_VALUES(),ParamColor("QQE color",colorRed),ParamStyle("QQE style",styleThick));
Plot(QQE_FastSignal,"FastSignal",ParamColor("FastSignal color",colorOrange),ParamStyle("FastSignal style",styleDashed));
Plot(QQE_SlowSignal,"SlowSignal",ParamColor("SlowSignal color",colorBlue),ParamStyle("SlowSignal style",styleDashed));

Maybe better to work from the scratch based on QQE definition:
The QQE indicator consists of a smoothed Relative Strength Index (RSI) indicator and two volatility-based trailing levels (fast and slow). The Fast Trailing Level (TL) and Slow TL are constructed by calculating the ATR of the smoothed RSI over n-periods and then further smoothing the ATR using an additional n-periods Wilders smoothing function. This smoothed ATR of RSI is then multiplied by the Fast and Slow ATR Multipliers to calculate the final Fast and Slow Trailing Levels.

On tradingview they had this:

//By Glaz
study("QQE MT4")
RSI_Period = input(14,title='RSI')
SF = input(5,title='Slow Factor')
QQE=input(4.236)

Wilders_Period = RSI_Period * 2 - 1


Rsi = rsi(close,RSI_Period)
RsiMa = ema(Rsi, SF)
AtrRsi = abs(RsiMa[1] - RsiMa)
MaAtrRsi = ema(AtrRsi, Wilders_Period)
dar = ema(MaAtrRsi,Wilders_Period) * QQE


DeltaFastAtrRsi= dar
RSIndex=RsiMa
newshortband= RSIndex + DeltaFastAtrRsi
newlongband= RSIndex - DeltaFastAtrRsi
longband=RSIndex[1] > longband[1] and RSIndex > longband[1]?
max(longband[1],newlongband):newlongband
shortband=RSIndex[1] < shortband[1] and RSIndex < shortband[1]?
min(shortband[1], newshortband):newshortband
trend=cross(RSIndex, shortband[1])?1:cross(longband[1], RSIndex)?-1:nz(trend[1],1)
FastAtrRsiTL = trend==1? longband: shortband

plot(FastAtrRsiTL,color=red)
plot(RsiMa,color=yellow)

Will be interesting to see what you come up with, I'm trying to give it a go myself

This is what I have so far, isn't working properly yet... not sure why.




var QQE_TR(vars RSIMA, vars DARFACTOR) ;

function run(){

StartDate = 2018;
BarPeriod = 60;
LookBack = 1000;

set( PLOTNOW);



int QQE_Periods = 14;
int QQE_SF = 5;
int QQE_Wilders_Period = QQE_Periods * 2 - 1;


vars Price = series( price() );

vars QQE_RSI = series( RSI( Price, QQE_Periods));
vars QQE_RSI_MA = series( EMA(QQE_RSI,QQE_SF));
vars QQE_ATR_RSI = series( abs( QQE_RSI_MA[1]-QQE_RSI_MA[0] ));
vars QQE_MA_ATR_RSI = series( EMA(QQE_ATR_RSI, QQE_Wilders_Period));
vars QQE_DAR = series( EMA(QQE_MA_ATR_RSI, QQE_Wilders_Period)*4.236 );
vars QQE_DAR_Fast = series( EMA(QQE_MA_ATR_RSI, QQE_Wilders_Period)*2.618);


var QQE_FastSignal = QQE_TR(QQE_RSI_MA,QQE_DAR_Fast) ;
var QQE_SlowSignal = QQE_TR(QQE_RSI_MA,QQE_DAR) ;



plot("QQE Fast Signal", QQE_FastSignal, NEW, BLUE );
plot("QQE Slow Signal", QQE_SlowSignal, 0, RED);

plot("QQE_RSI", QQE_RSI, NEW, BLUE );
plot("QQE_RSI MA", QQE_RSI_MA, 0, RED );

plot("QQE_ATR_RSI", QQE_ATR_RSI, NEW, BLUE );
plot("QQE_MA_ATR_RSI MA", QQE_MA_ATR_RSI, 0, RED );

plot("QQE_DAR", QQE_DAR, NEW, BLUE );
plot("QQE_DAR_Fast MA", QQE_DAR_Fast, 0, RED );
}


var QQE_TR(vars RSIMA, vars DARFACTOR)
{


vars result = series();
result[0] = result[1] = 0;

int i;

for(i=1; i<3; i++)
{

if(RSIMA[i] < result[i-1])
{
result[i] = RSIMA[i]+DARFACTOR[i];
if((RSIMA[i-1] < result[i-1]) && (result[i] > result[i-1]))
{
result[i] = result[i-1];
}
}
else
{
if(RSIMA[i] > result[i-1])
{
result[i] = RSIMA[i]-DARFACTOR[i];
if ((RSIMA[i-1] > result[i-1]) && (result[i] < result[i-1]))
{
result[i] = result[i-1];
}
}
}

}

return result[1];


}