//------------------------------------------------------------------ #property copyright "www.forex-tsd.com" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_label1 "Super trend hull" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrLimeGreen,clrPaleVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average // Average (high+low+oprn+close)/4 }; input int hullPeriod = 12; // Hull period input enPrices Price = pr_median; // Price input int atrPeriod = 12; // ATR period input double atrMultiplier = 0.66; // ATR multiplier double st[]; double colorBuffer[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,st,INDICATOR_DATA); SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double Up[]; double Dn[]; double Direction[]; int OnCalculate(const int rates_total, const int prev_calculated, const datetime& time[], const double& open[], const double& high[], const double& low[], const double& close[], const long& tick_volume[], const long& volume[], const int& spread[]) { if (ArraySize(Direction)!=rates_total) { ArrayResize(Up,rates_total); ArrayResize(Dn,rates_total); ArrayResize(Direction,rates_total); } // // // // // for (int i=(int)MathMax(prev_calculated-1,1); i=0; k++) atr += MathMax(high[i-k],close[i-k-1])-MathMin(low[i-k],close[i-k-1]); atr /= atrPeriod; // // // // // double cprice = close[i]; double mprice = iHull(getPrice(Price,open,close,high,low,i,rates_total),hullPeriod,i,rates_total); Up[i] = mprice+atrMultiplier*atr; Dn[i] = mprice-atrMultiplier*atr; // // // // // colorBuffer[i] = colorBuffer[i-1]; Direction[i] = Direction[i-1]; if (cprice > Up[i-1]) Direction[i] = 1; if (cprice < Dn[i-1]) Direction[i] = -1; if (Direction[i] > 0) { Dn[i] = MathMax(Dn[i],Dn[i-1]); st[i] = Dn[i]; } else { Up[i] = MathMin(Up[i],Up[i-1]); st[i] = Up[i]; } if (Direction[i]== 1) colorBuffer[i] = 0; if (Direction[i]==-1) colorBuffer[i] = 1; } return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workHull[][2]; double iHull(double price, double period, int r, int bars, int instanceNo=0) { if (ArrayRange(workHull,0)!= bars) ArrayResize(workHull,bars); // // // // // int HmaPeriod = (int)MathMax(period,2); int HalfPeriod = (int)MathFloor(HmaPeriod/2); int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod)); double hma,hmw,weight; instanceNo *= 2; workHull[r][instanceNo] = price; // // // // // hmw = HalfPeriod; hma = hmw*price; for(int k=1; k=0; k++) { weight = HalfPeriod-k; hmw += weight; hma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] = 2.0*hma/hmw; hmw = HmaPeriod; hma = hmw*price; for(int k=1; k=0; k++) { weight = HmaPeriod-k; hmw += weight; hma += weight*workHull[r-k][instanceNo]; } workHull[r][instanceNo+1] -= hma/hmw; // // // // // hmw = HullPeriod; hma = hmw*workHull[r][instanceNo+1]; for(int k=1; k=0; k++) { weight = HullPeriod-k; hmw += weight; hma += weight*workHull[r-k][1+instanceNo]; } return(hma/hmw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double getPrice(enPrices price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars) { switch (price) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); } return(0); }