bernard, je viens de mettre l'indicateur mesa sine waves je pense qu'il te serait utile. il separe range du directionnel !
//+------------------------------------------------------------------+
//| Instantaneous Trend Line by John Ehlers |
//| Copyright © 2004, Poul_Trade_Forum |
//| Aborigen |
//|
http://forex.kbpauk.ru/ |
//+------------------------------------------------------------------+
#property copyright "Poul Trade Forum"
#property link "
http://forex.kbpauk.ru/"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
//---- buffers
extern int Len=40;
double SineWave[];
double LeadSine[];
double Value1[],Value2,Value3,Value4,Value5[2],Value11[2];
double RealPart,ImagPart,DCPhase;
double Pi = 3.1415926535;
double Price[],InPhase[2],Quadrature[2],Phase[2],DeltaPhase[],InstPeriod[2],Period_,Trendline;
double test[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
IndicatorBuffers(5);
//---- indicator line
SetIndexStyle(0,DRAW_LINE,EMPTY,2,Red);
SetIndexStyle(1,DRAW_LINE,EMPTY,2,Blue);
SetIndexBuffer(0,SineWave);
SetIndexBuffer(1,LeadSine);
SetIndexBuffer(2,Value1);
SetIndexBuffer(3,Price);
SetIndexBuffer(4,DeltaPhase);
SetIndexEmptyValue(0,0);
SetIndexEmptyValue(1,0);
//---- name for DataWindow and indicator subwindow label
short_name="Sine Wave Indicator";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//----
SetIndexDrawBegin(0,30);
SetIndexDrawBegin(1,30);
//----
return(0);
}
int deinit(){return(0);}
int start()
{
int counted_bars=IndicatorCounted(),i,shift,count;
if (counted_bars==0) counted_bars=100;
i=(Bars-counted_bars)-2;
for (shift=i; shift>=0;shift--)
{
InPhase[1] =InPhase[0]; Quadrature[1] =Quadrature[0];
Phase[1]=Phase[0]; InstPeriod[1] = InstPeriod[0];
Value5[1] =Value5[0];Value11[1] =Value11[0];
Price[shift]=(High[shift+1]+Low[shift+1])/2;
// {Compute InPhase and Quadrature components}
Value1[shift] = Price[shift] - Price[shift+6];
Value2 =Value1[shift+3];
Value3 =0.75*(Value1[shift] - Value1[shift+6]) + 0.25*(Value1[shift+2] - Value1[shift+4]);
InPhase[0] = 0.33*Value2 + 0.67*InPhase[1];
Quadrature[0] = 0.2*Value3 + 0.8*Quadrature[1];
// {Use ArcTangent to compute the current phase}
if (MathAbs(InPhase[0]+InPhase[1])>0) Phase[0]=MathArctan(MathAbs((Quadrature[0]+Quadrature[1])/(InPhase[0]+InPhase[1])));
// {Resolve the ArcTangent ambiguity}
if (InPhase[0] < 0 && Quadrature[0] > 0) Phase[0] = 180 - Phase[0];
if (InPhase[0] < 0 && Quadrature[0] < 0) Phase[0] = 180 + Phase[0];
if (InPhase[0] > 0 && Quadrature[0] < 0) Phase[0] = 360 - Phase[0];
// {Compute a differential phase, resolve phase wraparound, and limit delta phase errors}
DeltaPhase[shift] = Phase[1] - Phase[0];
if (Phase[1] < 90 && Phase[0] > 270) DeltaPhase[shift] = 360 + Phase[1] - Phase[0];
if (DeltaPhase[shift] < 1) DeltaPhase[shift] = 1;
if (DeltaPhase[shift] > 60) DeltaPhase[shift] = 60;
// {Sum DeltaPhases to reach 360 degrees. The sum is the instantaneous period.}
InstPeriod[0] = 0;
Value4 = 0;
for (count = 0;count<=Len;count++)
{
Value4 = Value4 + DeltaPhase[shift+count];
if (Value4 > 360 && InstPeriod[0] == 0) InstPeriod[0] = count;
}
// {Resolve Instantaneous Period errors and smooth}
if (InstPeriod[0] == 0) InstPeriod[0] = InstPeriod[1];
Value5[0] = 0.25*(InstPeriod[0]) + 0.75*Value5[1];
// {Compute Trendline as simple average over the measured dominant cycle period}
Period_ = MathCeil(Value5[0]); Trendline = 0;///Period_ = IntPortion(Value5)
RealPart=0.0;
ImagPart=0.0;
for (count = 0;count<=Period_ - 1;count++)
{ RealPart = RealPart + Price[shift+count]*MathSin(360*count/Period_*Pi/180);
ImagPart = ImagPart + Price[shift+count]*MathCos(360*count/Period_*Pi/180); }
if (MathAbs(ImagPart) > 0.001) DCPhase = 180/Pi*MathArctan(RealPart / ImagPart);
if (MathAbs(ImagPart) <= 0.001)
{
if (ImagPart>0) DCPhase = 90*RealPart;
else DCPhase = -90*RealPart;
}
DCPhase=DCPhase+90;
if (ImagPart < 0) DCPhase = DCPhase + 180;
if (DCPhase > 315) DCPhase = DCPhase - 360;
// if (Period_ > 0) Trendline = Trendline / (Period_ + 2);
// Value11[0] = 0.33*(Price[shift] + 0.5*(Price[shift] - Price[shift+3])) + 0.67*Value11[1];
SineWave[shift]=MathSin(DCPhase*Pi/180);
LeadSine[shift]=MathSin((DCPhase+45)*Pi/180);
//----
}
/*
Comment("Last Tick:",TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS),"\n",
"Instant Trendline","\n",
"Red Trend: ",SineWave[0],"\n",
"Blue Trend: ",LeadSine[0]);*/
return(0);
}
édité le : 19-05-2008 18:17:16correze for ever !
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