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//| |
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#property copyright "www.forex-tsd.com"
#property link "www.forex-tsd.com"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 DimGray
#property indicator_color2 DeepSkyBlue
#property indicator_color3 PaleVioletRed
#property indicator_color4 DeepSkyBlue
#property indicator_color5 PaleVioletRed
#property indicator_color6 PaleVioletRed
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_style1 STYLE_DOT
#import "libSSA.dll"
void fastSingular(double& sourceArray[],int arraySize, int lag, int numberOfComputationLoops, double& destinationArray[]);
#import
//
//
//
//
//
extern int SSAPrice = PRICE_CLOSE;
extern int SSALag = 25;
extern int SSANumberOfComputations = 2;
extern int SSAPeriodNormalization = 10;
extern int SSANumberOfBars = 300;
extern int FirstBar = 400;
extern bool MultiColor = true;
extern double alertsLevel = 0.25;
extern bool alertsOn = false;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
//
//
//
//
//
double in[];
double inDa[];
double inDb[];
double inDotu[];
double inDotd[];
double ssaCurrent[];
double no[];
double ssaIn[];
double ssaOut[];
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//+--------------------------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(7);
SetIndexBuffer(0,ssaCurrent);
SetIndexBuffer(1,inDotu); SetIndexStyle(1,DRAW_ARROW); SetIndexArrow(1,159);
SetIndexBuffer(2,inDotd); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,159);
SetIndexBuffer(3,in);
SetIndexBuffer(4,inDa);
SetIndexBuffer(5,inDb);
SetIndexBuffer(6,no);
SetLevelValue(0, alertsLevel);
SetLevelValue(1,-alertsLevel);
SetLevelValue(2, 0);
IndicatorShortName("SSA normalized end-pointed");
return(0);
}
int deinit(){return(0);}
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//| |
//+--------------------------------------------------------------------------------------+
//
//
//
//
//
double trend[];
double slope[];
int start()
{
int i,r,limit,counted_bars = IndicatorCounted();
if(counted_bars < 0) return(-1);
if(counted_bars > 0) counted_bars--;
limit = MathMin(Bars-counted_bars,Bars-1);
if (ArrayRange(trend,0)!=Bars)
{
ArrayResize(trend,Bars);
ArrayResize(slope,Bars);
}
//
//
//
//
//
if (MultiColor && slope[Bars-limit-1]==-1) CleanPoint(limit,inDa,inDb);
for(i=limit, r=Bars-i-1; i>=0; i--,r++)
{
double ma = iMA(NULL,0,SSAPeriodNormalization,0,MODE_SMA,SSAPrice,i);
double dev = iStdDev(NULL,0,SSAPeriodNormalization,0,MODE_SMA,SSAPrice,i)*3.0;
double price = iMA(NULL,0,1,0,MODE_SMA,SSAPrice,i);
no[i] = (price-ma)/(MathMax(dev,0.000001));
//
//
//
//
//
trend[r] = trend[r-1];
slope[r] = slope[r-1];
if (i<=FirstBar)
{
int ssaBars = MathMin(Bars-i,SSANumberOfBars);
if (ssaBars<SSALag) continue;
if (ArraySize(ssaIn) != ssaBars)
{
ArrayResize(ssaIn ,ssaBars);
ArrayResize(ssaOut,ssaBars);
}
ArrayCopy(ssaIn,no,0,i,ssaBars);
fastSingular(ssaIn,ssaBars,SSALag,SSANumberOfComputations,ssaOut);
in[i] = ssaOut[0];
inDa[i] = EMPTY_VALUE;
inDb[i] = EMPTY_VALUE;
inDotu[i] = EMPTY_VALUE;
inDotd[i] = EMPTY_VALUE;
//
//
//
//
//
if (in[i]> alertsLevel) trend[r] = 1;
if (in[i]<-alertsLevel) trend[r] = -1;
if (in[i]>-alertsLevel && in[i]<alertsLevel) trend[r] = 0;
if (in[i]>in[i+1]) slope[r] = 1;
if (in[i]<in[i+1]) slope[r] = -1;
if (trend[r] != trend[r-1])
{
if (in[i]>0)
if (trend[r]==1)
inDotu[i] = alertsLevel;
else inDotd[i] = alertsLevel;
if (in[i]<0)
if (trend[r]==-1)
inDotd[i] = -alertsLevel;
else inDotu[i] = -alertsLevel;
}
if (MultiColor && slope[r]==-1) PlotPoint(i,inDa,inDb,in);
}
}
//
//
//
//
//
ArrayCopy(ssaCurrent,ssaOut);
//
//
//
//
//
if (alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = Bars-whichBar-1;
if (trend[whichBar] != trend[whichBar-1])
{
if (trend[whichBar] == 1) doAlert("level "+DoubleToStr( alertsLevel,2)+" crossed up");
if (trend[whichBar] ==-1) doAlert("level "+DoubleToStr(-alertsLevel,2)+" crossed down");
if (trend[whichBar-1] == 1 && trend[whichBar]!= 1) doAlert("level "+DoubleToStr( alertsLevel,2)+" crossed down");
if (trend[whichBar-1] ==-1 && trend[whichBar]!=-1) doAlert("level "+DoubleToStr(-alertsLevel,2)+" crossed up");
}
}
//
//
//
//
//
SetIndexDrawBegin(0,Bars-ssaBars);
return(0);
}
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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];
//
//
//
//
//
message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," normalized end-point SSA ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," normalized end-point SSA "),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//+-------------------------------------------------------------------
//|
//+-------------------------------------------------------------------
//
//
//
//
//
void CleanPoint(int i,double& first[],double& second[])
{
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
//
//
//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (first[i+1] == EMPTY_VALUE)
{
if (first[i+2] == EMPTY_VALUE) {
first[i] = from[i];
first[i+1] = from[i+1];
second[i] = EMPTY_VALUE;
}
else {
second[i] = from[i];
second[i+1] = from[i+1];
first[i] = EMPTY_VALUE;
}
}
else
{
first[i] = from[i];
second[i] = EMPTY_VALUE;
}
}
