PB Channel.mq4

//+------------------------------------------------------------------+
//|                       TriangularMA centered asymmetric bands.mq4 |
//|                                                           mladen |
//| arrowse coded acording to idea presented by umesh                |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1  DimGray
#property indicator_color2  Red
#property indicator_color3  LimeGreen
#property indicator_color4 Aqua
#property indicator_width4 3
#property indicator_color5 Magenta
#property indicator_width5 3

extern string TimeFrame = "current time frame";
extern int HalfLength = 50;         //group1 56
extern int Price = PRICE_WEIGHTED;
extern double BandsDeviations = 3;  //group1 2.5

extern bool Interpolate = true;
extern bool alertsOn = false;
extern bool alertsOnCurrent = false;
extern bool alertsOnHighLow = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;



double tmBuffer[];
double upBuffer[];
double dnBuffer[];
double wuBuffer[];
double wdBuffer[];
double upArrow[];
double dnArrow[];



string IndicatorFileName;
bool calculatingTma = false;
bool returningBars = false;
int timeFrame;



int init() {
    timeFrame = stringToTimeFrame(TimeFrame);
    HalfLength = MathMax(HalfLength, 1);
    IndicatorBuffers(7);
    SetIndexBuffer(0, tmBuffer);
    SetIndexDrawBegin(0, HalfLength);
    SetIndexBuffer(1, upBuffer);
    SetIndexDrawBegin(1, HalfLength);
    SetIndexBuffer(2, dnBuffer);
    SetIndexDrawBegin(2, HalfLength);
    SetIndexBuffer(3, dnArrow); SetIndexStyle(3,DRAW_ARROW,SYMBOL_ARROWDOWN);
    SetIndexBuffer(4, upArrow); SetIndexStyle(4,DRAW_ARROW,SYMBOL_ARROWUP);

    SetIndexBuffer(5, wuBuffer);
    SetIndexBuffer(6, wdBuffer);

    if (TimeFrame == "calculateTma") {
        calculatingTma = true;
        return (0);
    }
    if (TimeFrame == "returnBars") {
        returningBars = true;
        return (0);
    }


    IndicatorFileName = WindowExpertName();
    return (0);
}
int deinit() {
    return (0);
}



int start() {
    int counted_bars = IndicatorCounted();
    int i, limit;

    if (counted_bars < 0) return (-1);
    if (counted_bars > 0) counted_bars--;
    limit = MathMin(Bars - 1, Bars - counted_bars + HalfLength);

    if (returningBars) {
        tmBuffer[0] = limit;
        return (0);
    }
    if (calculatingTma) {
        calculateTma(limit);
        return (0);
    }
    if (timeFrame > Period()) 
      limit = MathMax(limit, MathMin(Bars - 1, iCustom(NULL, timeFrame, IndicatorFileName, "returnBars", 0, 0) * timeFrame / Period()));



    for (i = limit; i >= 0; i--) {
        int shift1 = iBarShift(NULL, timeFrame, Time[i]);
        datetime time1 = iTime(NULL, timeFrame, shift1);

        tmBuffer[i] = iCustom(NULL, timeFrame, IndicatorFileName, "calculateTma", HalfLength, Price, BandsDeviations, 0, shift1);
        upBuffer[i] = iCustom(NULL, timeFrame, IndicatorFileName, "calculateTma", HalfLength, Price, BandsDeviations, 1, shift1);
        dnBuffer[i] = iCustom(NULL, timeFrame, IndicatorFileName, "calculateTma", HalfLength, Price, BandsDeviations, 2, shift1);

        upArrow[i] = EMPTY_VALUE;
        dnArrow[i] = EMPTY_VALUE;
        if (High[i + 1] > upBuffer[i + 1] && Close[i + 1] > Open[i + 1] && Close[i] < Open[i]) upArrow[i] = High[i] + iATR(NULL, 0, 20, i);
        if (Low[i + 1] < dnBuffer[i + 1] && Close[i + 1] < Open[i + 1] && Close[i] > Open[i]) dnArrow[i] = High[i] - iATR(NULL, 0, 20, i);

        if (timeFrame <= Period() || shift1 == iBarShift(NULL, timeFrame, Time[i - 1])) continue;
        if (!Interpolate) continue;

        for (int n = 1; i + n < Bars && Time[i + n] >= time1; n++) continue;
        double factor = 1.0 / n;
        for (int k = 1; k < n; k++) {
            tmBuffer[i + k] = k * factor * tmBuffer[i + n] + (1.0 - k * factor) * tmBuffer[i];
            upBuffer[i + k] = k * factor * upBuffer[i + n] + (1.0 - k * factor) * upBuffer[i];
            dnBuffer[i + k] = k * factor * dnBuffer[i + n] + (1.0 - k * factor) * dnBuffer[i];
        }
    }



    if (alertsOn) {
        if (alertsOnCurrent)
            int forBar = 0;
        else forBar = 1;
        if (alertsOnHighLow) {
            if (High[forBar] > upBuffer[forBar] && High[forBar + 1] < upBuffer[forBar + 1]) doAlert("high penetrated upper bar");
            if (Low[forBar] < dnBuffer[forBar] && Low[forBar + 1] > dnBuffer[forBar + 1]) doAlert("low penetrated lower bar");
        } else {
            if (Close[forBar] > upBuffer[forBar] && Close[forBar + 1] < upBuffer[forBar + 1]) doAlert("close penetrated upper bar");
            if (Close[forBar] < dnBuffer[forBar] && Close[forBar + 1] > dnBuffer[forBar + 1]) doAlert("close penetrated lower bar");
        }
    }

    return (0);
}



void calculateTma(int limit) {
    int i, j, k;
    double FullLength = 2.0 * HalfLength + 1.0;



    for (i = limit; i >= 0; i--) {
        double sum = (HalfLength + 1) * iMA(NULL, 0, 1, 0, MODE_SMA, Price, i);
        double sumw = (HalfLength + 1);
        for (j = 1, k = HalfLength; j <= HalfLength; j++, k--) {
            sum += k * iMA(NULL, 0, 1, 0, MODE_SMA, Price, i + j);
            sumw += k;

            if (j <= i) {
                sum += k * iMA(NULL, 0, 1, 0, MODE_SMA, Price, i - j);
                sumw += k;
            }
        }
        tmBuffer[i] = sum / sumw;



        double diff = iMA(NULL, 0, 1, 0, MODE_SMA, Price, i) - tmBuffer[i];
        if (i > (Bars - HalfLength - 1)) continue;
        if (i == (Bars - HalfLength - 1)) {
            upBuffer[i] = tmBuffer[i];
            dnBuffer[i] = tmBuffer[i];
            if (diff >= 0) {
                wuBuffer[i] = MathPow(diff, 2);
                wdBuffer[i] = 0;
            } else {
                wdBuffer[i] = MathPow(diff, 2);
                wuBuffer[i] = 0;
            }
            continue;
        }



        if (diff >= 0) {
            wuBuffer[i] = (wuBuffer[i + 1] * (FullLength - 1) + MathPow(diff, 2)) / FullLength;
            wdBuffer[i] = wdBuffer[i + 1] * (FullLength - 1) / FullLength;
        } else {
            wdBuffer[i] = (wdBuffer[i + 1] * (FullLength - 1) + MathPow(diff, 2)) / FullLength;
            wuBuffer[i] = wuBuffer[i + 1] * (FullLength - 1) / FullLength;
        }
        upBuffer[i] = tmBuffer[i] + BandsDeviations * MathSqrt(wuBuffer[i]);
        dnBuffer[i] = tmBuffer[i] - BandsDeviations * MathSqrt(wdBuffer[i]);
    }
}





void doAlert(string doWhat) {
    static string previousAlert = "";
    static datetime previousTime;
    string message;



    if (previousAlert != doWhat || previousTime != Time[0]) {
        previousAlert = doWhat;
        previousTime = Time[0];

        message = StringConcatenate(Symbol(), " at ", TimeToStr(TimeLocal(), TIME_SECONDS), " THA : ", doWhat);
        if (alertsMessage) Alert(message);
        if (alertsEmail) SendMail(StringConcatenate(Symbol(), "TMA "), message);
        if (alertsSound) PlaySound("alert2.wav");
    }
}



int stringToTimeFrame(string tfs) {
    for (int l = StringLen(tfs) - 1; l >= 0; l--) {
        int chars = StringGetChar(tfs, l);
        if ((chars > 96 && chars < 123) || (chars > 223 && chars < 256))
            tfs = StringSetChar(tfs, 1, chars - 32);
        else
        if (chars > -33 && chars < 0)
            tfs = StringSetChar(tfs, 1, chars + 224);
    }
    int tf = 0;
    if (tfs == "M1" || tfs == "1") tf = PERIOD_M1;
    if (tfs == "M5" || tfs == "5") tf = PERIOD_M5;
    if (tfs == "M15" || tfs == "15") tf = PERIOD_M15;
    if (tfs == "M30" || tfs == "30") tf = PERIOD_M30;
    if (tfs == "H1" || tfs == "60") tf = PERIOD_H1;
    if (tfs == "H4" || tfs == "240") tf = PERIOD_H4;
    if (tfs == "D1" || tfs == "1440") tf = PERIOD_D1;
    if (tfs == "W1" || tfs == "10080") tf = PERIOD_W1;
    if (tfs == "MN" || tfs == "43200") tf = PERIOD_MN1;
    if (tf == 0 || tf < Period()) tf = Period();
    return (tf);
}