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Торговые системы / Re: Торговая система на основе трендового индикатора WATR
« : 25.09.2007 15:49 »
Осталось сказать о мелочах. В статье Константина Копыркина приводится код индикатора WATR для Omega TradeStation, для MetaTrader код представлен ниже.
Код: [Выделить]
//+------------------------------------------------------------------+
//| WATR.mq4
//| Written WizardSerg under article konkop in "Modern trading" #4/2001
//| http://www.wizardserg.inweb.ru
//| wizardserg@gmail.com
//+------------------------------------------------------------------+
#property copyright "Written WizardSerg under article konkop in #4/2001"
#property link "http://www.wizardserg.inweb.ru"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Coral
#property indicator_color2 DodgerBlue
//---- input parameters
extern int WATR_K = 10;
extern double WATR_M = 4.0;
extern int ATR = 21;
//---- buffers
double ExtMapBufferUp[];
double ExtMapBufferDown[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(2);
SetIndexBuffer(0, ExtMapBufferUp);
ArraySetAsSeries(ExtMapBufferUp, true);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexBuffer(1, ExtMapBufferDown);
ArraySetAsSeries(ExtMapBufferDown, true);
SetIndexStyle(1, DRAW_LINE, STYLE_SOLID, 2);
IndicatorShortName("WATR(" + WATR_K + ", " + WATR_M + ")");
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator function |
//+------------------------------------------------------------------+
bool AntiTrendBar(int i)
{
bool res = (TrendUp(i) && (Close[i] < Open[i])) ||
(!TrendUp(i) && (Close[i] > Open[i]));
return(res);
}
//+------------------------------------------------------------------+
//| Custom indicator function |
//+------------------------------------------------------------------+
double CalcIndicValue(int i, bool trend)
{
double res = Close[i];
if(trend)
res -= (WATR_K*Point + WATR_M*iATR(NULL, 0, ATR, i));
else
res += (WATR_K*Point + WATR_M*iATR(NULL, 0, ATR, i));
return(res);
}
//+------------------------------------------------------------------+
//| Custom indicator function |
//+------------------------------------------------------------------+
bool TrendUp(int i)
{
return((Close[i+1] > ExtMapBufferUp[i+1]) && (ExtMapBufferUp[i+1] != EMPTY_VALUE));
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars = IndicatorCounted();
//---- последний посчитанный бар будет пересчитан
// if(counted_bars > 0) counted_bars--;
//---- первое значение индикатора == цене-1 point, т.е. считает тренд восходящим
ExtMapBufferUp[Bars] = Close[Bars] - WATR_K*Point;
// limit = (counted_bars > 0) ? (Bars - counted_bars) : (Bars - 1);
limit = Bars - counted_bars;
//if(limit == Bars) limit--;
//---- основной цикл
for(int i = limit; i >= 0; i--)
{
if( AntiTrendBar(i) )
{
ExtMapBufferUp[i] = ExtMapBufferUp[i+1];
ExtMapBufferDown[i] = ExtMapBufferDown[i+1];
}
else
{
if(TrendUp(i))
{
ExtMapBufferUp[i] = CalcIndicValue(i, true);
if(ExtMapBufferUp[i] < ExtMapBufferUp[i+1])
ExtMapBufferUp[i] = ExtMapBufferUp[i+1];
ExtMapBufferDown[i] = EMPTY_VALUE;
}
else
{
ExtMapBufferDown[i] = CalcIndicValue(i, false);
if(ExtMapBufferDown[i] > ExtMapBufferDown[i+1])
ExtMapBufferDown[i] = ExtMapBufferDown[i+1];
ExtMapBufferUp[i] = EMPTY_VALUE;
}
}
// пересечения с ценой
if(TrendUp(i) && (Close[i] < ExtMapBufferUp[i]))
{
ExtMapBufferDown[i] = CalcIndicValue(i, false);
ExtMapBufferUp[i] = EMPTY_VALUE;
}
if((!TrendUp(i)) && (Close[i] > ExtMapBufferDown[i]))
{
ExtMapBufferUp[i] = CalcIndicValue(i, true);
ExtMapBufferDown[i] = EMPTY_VALUE;
}
}
return(0);
}
//+------------------------------------------------------------------+
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