//+--------------------------------------------------+
//|Whistler Active Volatility Energy - Price Mass |
//| Price Mass WAVE-PM |
//| Copyright 2009, fxVolatility.com |
//| Authors: Mark Whistler/EcTrader.net |
//| Mark@WallStreetRockStar.com |
//|www.WallStreetRockStar.com|www.fxVolatility.com. |
//+--------------------------------------------------+
#property copyright "Copyright 2009, Mark Whistler"
#property link "http://www.wallstreetrockstar.com"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_maximum 1
#property indicator_minimum 0
#property indicator_color5 Blue
#property indicator_color6 Red
//---- indicator parameters
extern int ShortBandsPeriod=14;
extern int ShortBandsShift=0;
extern double ShortBandsDeviations=2.2;
extern int LongBandsPeriod=55;
extern int LongBandsShift=0;
extern double LongBandsDeviations=2.2;
extern int PERIODS_CHARACTERISTIC=100;
//---- buffers
double ShortMovingBuffer[];
double LongMovingBuffer[];
double ShortDev[];
double LongDev[];
double Shortoscillator[];
double Longoscillator[];
//+---------------------------------------------------+
//| Custom indicator initialization function |
//+---------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_NONE);
SetIndexBuffer(0,ShortMovingBuffer);
SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(1,LongMovingBuffer);
SetIndexStyle(2,DRAW_NONE);
SetIndexBuffer(2,ShortDev);
SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(3,LongDev);
SetIndexStyle(4,DRAW_LINE);
SetIndexBuffer(4,Shortoscillator);
SetIndexStyle(5,DRAW_LINE);
SetIndexBuffer(5,Longoscillator);
//----
SetIndexDrawBegin(0,ShortBandsPeriod+ShortBandsShift);
SetIndexDrawBegin(1,LongBandsPeriod+LongBandsShift);
SetIndexDrawBegin(2,ShortBandsPeriod+ShortBandsShift);
SetIndexDrawBegin(3,LongBandsPeriod+LongBandsShift);
SetIndexDrawBegin(4,ShortBandsPeriod+ShortBandsShift);
SetIndexDrawBegin(5,LongBandsPeriod+LongBandsShift);
//----
return(0);
}
//+---------------------------------------------------+
//| Bollinger Bands |
//+---------------------------------------------------+
int start()
{
int i,k,counted_bars=IndicatorCounted();
double deviation;
double sum,oldval,newres;
//----
if(Bars<=LongBandsPeriod) return(0);
//---- initial zero
if(counted_bars<1)
{
for(i=1;i<=ShortBandsPeriod;i++)
{
ShortMovingBuffer[Bars-i]=EMPTY_VALUE;
}
for(i=1;i<=LongBandsPeriod;i++)
{
LongMovingBuffer[Bars-i]=EMPTY_VALUE;
}
}
//----
int limit=Bars-counted_bars;
if(counted_bars>0) limit++;
for(i=0; i<limit; i++)
{
ShortMovingBuffer[i]=iMA(NULL,0,ShortBandsPeriod,ShortBandsShift,MODE_SMA,PRICE
_CLOSE,i);
LongMovingBuffer[i]=iMA(NULL,0,LongBandsPeriod,LongBandsShift,MODE_SMA,PRICE_CL
OSE,i);
}
//----
i=Bars-ShortBandsPeriod+1;
if(counted_bars>ShortBandsPeriod-1) i=Bars-counted_bars-1;
while(i>=0)
{
sum=0.0;
k=i+ShortBandsPeriod-1;
oldval=ShortMovingBuffer[i];
while(k>=i)
{
newres=Close[k]-oldval;
sum+=newres*newres;
k--;
}
ShortDev[i]=ShortBandsDeviations*MathSqrt(sum/ShortBandsPeriod);
Shortoscillator[i]=OscillatorLine(ShortDev,i);
//UpperBuffer[i]=oldval+deviation;
//LowerBuffer[i]=oldval-deviation;
i--;
}
//----
i=Bars-LongBandsPeriod+1;
if(counted_bars>LongBandsPeriod-1) i=Bars-counted_bars-1;
while(i>=0)
{
sum=0.0;
k=i+LongBandsPeriod-1;
oldval=LongMovingBuffer[i];
while(k>=i)
{
newres=Close[k]-oldval;
sum+=newres*newres;
k--;
}
LongDev[i]=LongBandsDeviations*MathSqrt(sum/LongBandsPeriod);
Longoscillator[i]=OscillatorLine(LongDev,i);
//UpperBuffer[i]=oldval+deviation;
//LowerBuffer[i]=oldval-deviation;
i--;
}
//----
return(0);
}
double OscillatorLine(double indicator[], int StartBar)
{
double S=0;
int ArrayLong=PERIODS_CHARACTERISTIC;
Mark Whistler • Volatility Illuminated • Page 338 of 363
double Result;
for(int j=StartBar;j<ArrayLong+StartBar;j++)
{S+=MathPow((indicator[j]/Point),2);}
S/=ArrayLong;
S=MathSqrt(S)*Point;
if(S!=0)
{Result=indicator[StartBar]/S;}
Result=MathTanh(Result);
return (Result);
}
double MathTanh(double x)
{
double exp;
double returnNum;
if(x>0)
{
exp=MathExp(-2*x);
returnNum= (1-exp)/(1+exp);
return (returnNum);
}
else
{
exp=MathExp(2*x);
returnNum=(exp-1)/(1+exp);
return (returnNum);
}
}