MT4平臺下的指標——基於MACD和威廉指標的綜合考慮

//+------------------------------------------------------------------+
//|                                             southgis.com_MACD.mq4 |
//|                                 Copyright ?2014, www.southgis.com |
//|                                           http://www.southgis.com |
//+------------------------------------------------------------------+
#property copyright "www.southgis.com"
#property link      "http://www.southgis.com"

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 White
#property indicator_color2 Yellow
#property indicator_color3 Red
#property indicator_color4 Lime
//---- input parameters
extern int       FastEMA=12;
extern int       SlowEMA=26;
extern int       SignalSMA=9;
extern int       ExtWPRPeriod=14;  
extern double    WRMin=-65;
extern double    WRMax=-35;
extern double    MACDMax=0.00007;
extern double    MACDMin=-0.00007;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
int    index=0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexBuffer(2,ExtMapBuffer3);
   SetIndexStyle(3,DRAW_HISTOGRAM);
   SetIndexBuffer(3,ExtMapBuffer4);
//----

//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("MACD("+FastEMA+","+SlowEMA+","+SignalSMA+")");
   SetIndexLabel(0,"DIFF");
   SetIndexLabel(1,"DEA");
   SetIndexLabel(2,"MACD");
//---- initialization done

   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
    for(int i=0;i<index; i++)
    {
      ObjectDelete("vline"+i);
      //ObjectDelete("arrow"+i);
      ObjectDelete("text"+i);
    }
    return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
//---- 
   int limit;
//---- check for possible errors
   if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
//---- DIF counted in the 1-st buffer
   for(int i=0; i<limit; i++)
      ExtMapBuffer1[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);
//---- MACD line counted in the 2-nd buffer
   for(i=0; i<limit; i++)
      ExtMapBuffer2[i]=iMAOnArray(ExtMapBuffer1,Bars,SignalSMA,0,MODE_EMA,i);
//---- BAR line counted in the 3,4 buffer
   for(i=limit-1;i>=0;i--)
   {
       double dMaxHigh=0.0;
       double dMinLow=0.0;
       double WPR=0.0;
      if(ExtMapBuffer1[i] > ExtMapBuffer2[i]) 
      {
          ExtMapBuffer3[i] = 2*(ExtMapBuffer1[i]-ExtMapBuffer2[i]); 
          ExtMapBuffer4[i] = 0;
          //出現金叉
         if(index>15&&counted_bars>-1&&ExtMapBuffer1[i+1] < ExtMapBuffer2[i+1])
          {
              dMaxHigh=High[Highest(NULL,0,MODE_HIGH,ExtWPRPeriod,i)];// 將. 賦爲第i個週期內最高價
              dMinLow=Low[Lowest(NULL,0,MODE_LOW,ExtWPRPeriod,i)];// 將..賦爲第i個週期內最低價
             //數組(第i個威廉指標值)= 100*(周極高-當時收)/(周極高-週期極低)
              WPR=-100*(dMaxHigh-Close[i])/(dMaxHigh-dMinLow);     
               //此處可剔除盤整對MACD的影響
               if(WPR>=WRMin&&WPR<=WRMax)
               {
                  //diff上穿dea，金叉,但是要注意，0軸之下的金叉不靠譜，要排除,這裏把DIFF的值控制在一個合理的範圍，不能過低
                  if(ExtMapBuffer1[i]>MACDMin&&ExtMapBuffer2[i]>MACDMin)
                  {
                     ObjectCreate("vline"+index,OBJ_VLINE,0,Time[i],0);
                     ObjectSet("vline"+index,OBJPROP_COLOR,Red);
                     //ObjectCreate("arrow"+index,OBJ_ARROW,0,Time[i],Close[i]);
                     //ObjectSet("arrow"+index,OBJPROP_COLOR,Red);
                     ObjectCreate("text"+index,OBJ_TEXT,0,Time[i],Close[i]);
                     ObjectSetText("text"+index,"R:"+MathRound(WPR)+" "+ExtMapBuffer1[i],10,"Arial",White);
                  }
               }
               //如果是高位金叉，則靠譜
               else if(WPR>=(WRMin-20)&&WPR<=(WRMax+20)&&ExtMapBuffer1[i]>MACDMax&&ExtMapBuffer2[i]>MACDMax)
               {
                     ObjectCreate("vline"+index,OBJ_VLINE,0,Time[i],0);
                     ObjectSet("vline"+index,OBJPROP_COLOR,Red);
                     ObjectCreate("text"+index,OBJ_TEXT,0,Time[i],Close[i]);
                     ObjectSetText("text"+index,"R:"+MathRound(WPR)+" "+ExtMapBuffer1[i],10,"Arial",White);
               }
          }
      }
      else
      {
          ExtMapBuffer4[i] = 2*(ExtMapBuffer1[i]-ExtMapBuffer2[i]); 
          ExtMapBuffer3[i] = 0;
          //出現死叉
          if(index>15&&counted_bars>-1&&ExtMapBuffer1[i+1] > ExtMapBuffer2[i+1])
          {
              dMaxHigh=High[Highest(NULL,0,MODE_HIGH,ExtWPRPeriod,i)];// 將. 賦爲第i個週期內最高價
              dMinLow=Low[Lowest(NULL,0,MODE_LOW,ExtWPRPeriod,i)];// 將..賦爲第i個週期內最低價
               //數組(第i個威廉指標值)= 100*(周極高-當時收)/(周極高-週期極低)
              WPR=-100*(dMaxHigh-Close[i])/(dMaxHigh-dMinLow); 
              //此處可剔除盤整對MACD的影響  
              if(WPR>=WRMin&&WPR<=WRMax)
               {  
                  //diff下穿dea，死叉,但是要注意，0軸之上的死叉不靠譜，要排除,這裏讓DIFF不要高於零軸太多
                  if(ExtMapBuffer1[i]<MACDMax&&ExtMapBuffer2[i]<MACDMax)
                  {
                     ObjectCreate("vline"+index,OBJ_VLINE,0,Time[i],0);
                     ObjectSet("vline"+index,OBJPROP_COLOR,Lime);
                     //ObjectCreate("arrow"+index,OBJ_ARROW,0,Time[i],Close[i]);
                     //ObjectSet("arrow"+index,OBJPROP_COLOR,Lime);
                     //ObjectSet("arrow"+index,OBJPROP_ARROWCODE,242);
                     ObjectCreate("text"+index,OBJ_TEXT,0,Time[i],Close[i]);
                     ObjectSetText("text"+index,"R:"+MathRound(WPR)+" "+ExtMapBuffer1[i],10,"Arial",White);
                  }
               }//如果是低位死叉，則靠譜
               else if(WPR>=(WRMin-20)&&WPR<=(WRMax+20)&&ExtMapBuffer1[i]<MACDMin&&ExtMapBuffer2[i]<MACDMin)
               {
                  ObjectCreate("vline"+index,OBJ_VLINE,0,Time[i],0);
                  ObjectSet("vline"+index,OBJPROP_COLOR,Lime);
                  ObjectCreate("text"+index,OBJ_TEXT,0,Time[i],Close[i]);
                  ObjectSetText("text"+index,"R:"+MathRound(WPR)+" "+ExtMapBuffer1[i],10,"Arial",White);
               }
          }
     
      }
      index++;
   }      

//----
   return(0);
  }
//+------------------------------------------------------------------+

適用於歐元美元 M1，M5週期