From August 2010 "Time-adjusted range and volume" by Caspar Marney:
Indicator Strategy code:
{***********************************************}
{Copyright Caspar Marney 2010}
{***********************************************}
input: VolumeMultiple(1), RangeMultiple(1), HoursBack(24);
var: start(0), end1(0), end2(0), x(0), p(-1), count(0),
avg(0), avgrange(0), barsinday(0), DayNumber(0), DayHigh(-999999),
DayLow(999999),
mins.in.session(1440), autobars(True), upcolor(cyan), dncolor(red);
array: xv[199,1440](0), xr[199,1440](0);
if bartype < 2 then begin
start= (Sessionstarttime(1,1));
end1= (sessionendtime(1,1));
end2= (sessionendtime(1,2));
value1 = timetominutes(start);
value2 = timetominutes(end2);
if start > end2 then
value3 = 1440+(value2-value1);
if start < end2 then
value3 = -(value1-value2);
if autobars = false then value3 = mins.in.session;
barsinday = ceiling(value3/barinterval);
if d<>d[1] then begin
if count=barsinday then begin
p=iff(p<HoursBack-1,p+1,0);
for x=1 to barsinday begin
xv[p,x]=ticks[barsinday+1-x];
xr[p,x]=truerange[barsinday+1-x]/Close*100;
end;
end;
count=1;
end else count=count+1;
if xv[HoursBack-1,count]>0 then begin
avg=0;
for x=0 to HoursBack-1 begin
avg=avg+xv[x,count];
end;
avg=avg/HoursBack;
end;
if xr[HoursBack-1,count]>0 then begin
avgrange=0;
for x=0 to HoursBack-1 begin
avgrange=avgrange+xr[x,count];
end;
avgrange=avgrange/HoursBack;
end;
end;
{**************************STRATEGY*************************}
If ticks>avg*VolumeMultiple AND truerange/Close*100 > avgrange*RangeMultiple then begin;
If High >= Highest(High, HoursBack) then Buy 100000 Contracts this bar;
If Low <= Lowest(Low, HoursBack) then SellShort 10000 Contracts this bar;
End;
{********************EXITS******************}
If MarketPosition = 1 and Low <= Lowest(Low, 24) then Sell this bar;
If MarketPosition = -1 and High >= Highest(High, 24) then BuytoCover this bar;
SMA Strategy Code
{***********************************************}
{Copyright Caspar Marney 2010}
{***********************************************}
input: VolumeMultiple(1), RangeMultiple(1), HoursBack(24);
var: Avg(0), AvgRange(0);
{**************************STRATEGY*************************}
avg = averageFC(ticks, HoursBack);
avgRange = averageFC(trueRange, HoursBack)/Close*100;
If ticks>avg*VolumeMultiple AND truerange/Close*100 > avgrange*RangeMultiple then begin;
If High >= Highest(High, HoursBack) then Buy 100000 Contracts this bar;
If Low <= Lowest(Low, HoursBack) then SellShort 100000 Contracts this bar;
End;
{********************EXITS******************}
If MarketPosition = 1 and Low <= Lowest(Low, 24) then Sell this bar;
If MarketPosition = -1 and High >= Highest(High, 24) then BuytoCover this bar;
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From June 2011 "The Total Power Indicator" by Daniel Fernandez:|
Right-click
here and choose a "Save" option to download strategy code for this article.
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From July 2011 "Algorithmic support and resistance: Trading Widner oscillators in FX" by Daniel Fernandez
Widner oscillator MetaTrader code
// implemented by Daniel Fernandez, Asirikuy.com 2011
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 LightSeaGreen
#property indicator_color3 Crimson
#property indicator_color4 DarkGreen
//---- buffers
double WSO[];
double WRO[];
double WSO_Average[];
double WRO_Average[];
double resistance[6];
double support[6];
extern int averagePeriod = 4;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- 2 additional buffers are used for counting.
IndicatorBuffers(4);
//---- indicator lines
SetIndexStyle(0,DRAW_LINE, 1, 1);
SetIndexBuffer(0, WSO);
SetIndexStyle(1,DRAW_LINE, 1, 1);
SetIndexBuffer(1, WRO);
SetIndexStyle(2,DRAW_LINE, 1, 3);
SetIndexBuffer(2, WSO_Average);
SetIndexStyle(3,DRAW_LINE, 1, 3);
SetIndexBuffer(3, WRO_Average);
return(0);
}
//+------------------------------------------------------------------+
//| WSO and WRO |
//+------------------------------------------------------------------+
int start()
{
int i,k;
Comment("Coded by Daniel Fernandez, please visit my blog at mechanicalforex.com");
i=Bars-50 ;
while (i >= 0)
{
if (High[i+4] == High[ iHighest( NULL, 0, MODE_HIGH, 9, i ) ])
{
k = 0 ;
while (k <= 4)
{
resistance[k+1] = resistance [k] ;
k++ ;
}
resistance[0] = High[i+4] ;
}
if (Low[i+4] == Low[ iLowest( NULL, 0, MODE_LOW, 9, i ) ])
{
k = 0 ;
while (k <= 4)
{
support[k+1] = support[k] ;
k++ ;
}
support[0] = Low[i+4] ;
}
WSO[i] = 100*( 1-(MathFloor(support[0]/Close[i]) + MathFloor(support[1]/Close[i]) + MathFloor(support[2]/Close[i]) +
MathFloor(support[3]/Close[i]) + MathFloor(support[4]/Close[i]) + MathFloor(support[5]/Close[i])) / 6) ;
WRO[i] = 100*( 1-(MathFloor(resistance[0]/Close[i]) + MathFloor(resistance[1]/Close[i]) + MathFloor(resistance[2]/Close[i]) +
MathFloor(resistance[3]/Close[i]) + MathFloor(resistance[4]/Close[i]) + MathFloor(resistance[5]/Close[i])) / 6) ;
i-- ;
}
int limit=Bars-50;
i = 0 ;
while (i<limit)
{
WSO_Average[i] = iMAOnArray(WSO,Bars,averagePeriod ,0,MODE_SMA,i);
WRO_Average[i] = iMAOnArray(WRO,Bars,averagePeriod ,0,MODE_SMA,i);
i += 1 ;
}
return(0);
}
//+------------------------------------------------------------------+
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From August 2011 "Tackling trending and ranging markets with CMI" by Daniel Fernandez
****************
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
#property
indicator_separate_window
#property indicator_minimum 0
#property
indicator_maximum 100
#property indicator_level1 80
#property
indicator_level2 75
#property indicator_level3 50
#property
indicator_level4 25
#property indicator_level5 20
#property
indicator_buffers 2
#property indicator_color1 Red
#property
indicator_color2 Blue
//---- input parameters
extern int
periodCMI=50;
extern int periodSig=10;
//---- buffers
double
CMIBuffer[];
double MABuffer[];
double high1, low1
;
//+------------------------------------------------------------------+
//|
Custom indicator initialization function
|
//+------------------------------------------------------------------+
int
init()
{
string short_name;
//---- 2 additional buffers are used
for counting.
IndicatorBuffers(2);
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,CMIBuffer);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,MABuffer);
//----
name for DataWindow and indicator subwindow label
short_name="CMI("+periodCMI+","+periodSig+")";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
SetIndexLabel(1,"CMI");
SetIndexLabel(1,"CMI Signal");
//----
SetIndexDrawBegin(0,periodCMI+periodSig);
SetIndexDrawBegin(1,periodCMI+periodSig);
//----
return(0);
}
//+------------------------------------------------------------------+
//|
MA and Relative Strength Index
|
//+------------------------------------------------------------------+
int
start()
{
int i,counted_bars=IndicatorCounted();
double
rel,negative,positive;
Comment("Please visit my blog at
mechanicalforex.com");
//----
if(Bars<=periodCMI)
return(0);
//---- initial zero
if(counted_bars<1)
for(i=1;i<=periodCMI;i++) CMIBuffer[Bars-i]=0.0;
//----
i=Bars-periodCMI-1;
if(counted_bars>=periodCMI)
i=Bars-counted_bars-1;
int MAPeriod=1;
while(i>=0)
{
high1=High[iHighest(NULL, 0, MODE_HIGH , periodCMI, i)] ;
low1=Low[iLowest(NULL, 0, MODE_LOW , periodCMI, i)] ;
CMIBuffer[i] =
(((MathAbs(Close[i]-Close[i+periodCMI-1]))/(high1-low1))*100);
i--;
}
int total=0;
for
(i=Bars-periodSig-periodSig-1;i>=0;i--)
{
MABuffer[i]=iMAOnArray(CMIBuffer,total,periodSig,0,0,i);
}
//----
return(0);
}
//+------------------------------------------------------------------+
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From September 2011 "Filtering trend signals with the Parabolic Time Indicator
" by Daniel Fernandez
Right-click
here and choose a "Save" option to download strategy code for this article.
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