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LinkBack (229) | Thread Tools | Display Modes |
02-20-2006, 09:54 PM
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Multi Timeframe Indicators
Hi all,
I've been wanting to have the ability to plot indicators from different timeframes on my chart, but MT doesn't have this capability built in. (Does anyone know of any charting programs that do this natively?) As an example, if you're following the IWCR system, it'd be nice to be able to plot the Daily RSI on your 5 Min. chart. When I put together the Daily Volitily Breakout indicator, that sorta did what I wanted in that it allowed you to add it to any timeframe (Daily or less) and see where the daily breakout point would be. The problem was that it was limited to only showing the Daily value. About 2 weeks ago I came across Igorad's Price Channel Stop indicator and it seemed to do what I wanted (with regard to mulitiple timeframes). I started trying to use the Price Channel indicator as a template, adding code from other indicators and tweaking it to work within the new structure, but they never seemed to work. (I'm still not a very good coder.) Then last night I had a "breakthrough": If I can't figure out how to properly add the code from the other indicators, why not just Reference them, with their iName or iCustom? So, that's what I did. And, it works great. Here are a few things to keep in mind when using these: 1) TimeFrame is the input you use to specify what timeframe to pull the data from. 2) You must set TimeFrame in minutes (1,5,15,30,60,240,1440,10080,43200) 3) By default, TimeFrame is set to 0, which means that it will use whatever the current timeframe is, i.e it will act as the original indicator. 4) If you set TimeFrame to anything other than 0, it must be >= current timeframe. (In other words, don't use a M15 PSar on an H1 chart. The values won't be correct. An H1 PSar on an M15 chart works properly.) I've setup 5 Multi-TimeFrame (MTF) indicators to use as examples. You can open them up and use the code as a template so that you can make any existing indicator MTF. Please don't post asking for other indicators to be made, as the thread will soon turn into one big 'please do this for every MT4 indicator'. It's really, really simple to do, and if you don't know how to code, spend a week reading Coder Guru's MT4 programming guide and you'll be able to do it. If I have time, I'll add more. Hopefully others will add their MTF conversions to the thread. Multi-TimeFrame set 1 contains: #MTF_MovingAverage.mq4 #MTF_PSar.mq4 #MTF_RSI.mq4 #MTF_MACD.mq4 #MTF_CCI.mq4 The attached chart is the following: M5 Chart with LimeGreen PSar M15 PSar M60 SMA(13) H4 CCI M30 MACD H1 RSI Well, I hope these come in handy for some of you. Thanks Igor, for your fantastic coding skills. I've learned a lot just by studying your code. Keris EDIT: Added #MTF Set 2.zip on 3/4/06 ---- (Bollinger Bands, Juice, Linear Price Bar, Price, Stochastic) Last edited by keris2112; 03-05-2006 at 02:11 AM.     
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02-20-2006, 11:12 PM
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Linear Price Bar
Here's one more MTF indicator. It's based on a custom indicator (you can view the code to make your own).
It's called #MTF_LPB.mq4 (Linear Price Bar) Here's the link to the thread for info on the indicator: Linear Price Bar Attached are 2 indicators. You need both in your indicators folder as the MTF version references the original indicator. Linear Price Bar.mq4 #MTF_LPB.mq4 Keris
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02-21-2006, 06:13 AM
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Just wanted to say thanks
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02-21-2006, 05:14 PM
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Quote:
Also, since Dinapoli Targets is a custom indicator, could you add the original DinapoliTargets.mq4 file to your post. People are going to need both files to make the MTF version work. Keris
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02-21-2006, 06:26 PM
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Dinapoli
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02-22-2006, 01:39 AM
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maybe this is helpful to you
I wrote one for demarker the other day. I think I scrutinized it but can't remember exactly. Anyhow easy enough to check, just compare it with a real demarker on another chart.
Just change the getDeMarker function to getRSI() or getCustomIndicator() (and use iCustom in that function) or whatever, if you want to base it on another indicator. Last edited by ycomp; 02-22-2006 at 12:49 PM.
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02-22-2006, 08:08 PM
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small bug in MTF_DeMarker
code I posted works but DeMarker is displayed as a period of 13 only. Here is the fixed copy that actually uses the DeMarkerPeriod variable.
can't seem to upload a file anymore though... it just says page not found.. therefore here are the instructions to change it: just open in notepad and paste this text below and save it as "MTF_DeMarker_v1.mq4" Code:
//---------------------------------------------------------------
//PARAMS:
//- TimeFramePeriod: # of minutes in TF.
// NOTE: I did not test non-standard TFs or a TimeFramePeriod
// value less than that of current chart. So they probably
// won't work.
// - DeMarkerPeriod: self explanatory
//---------------------------------------------------------------
#property copyright "Copyright 2006 ycomp"
#property link "ycomp"
#define MIN_BARS_REQUIRED 200 // Just a safe amount here. Probably needs much less.
//--- Indicator Settings
#property indicator_separate_window
#property indicator_level1 0.3
#property indicator_level2 0.7
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
#property indicator_width1 2
#property indicator_maximum 1
#property indicator_minimum 0
//---- input parameters
extern int TimeFramePeriod;
extern int DeMarkerPeriod = 14;
//---- buffers
double buff[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
if (Bars < MIN_BARS_REQUIRED) return (-1);
IndicatorDigits(Digits);
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2);
SetIndexBuffer(0, buff);
string paramDesc =
"(" +
getPeriodDesc(TimeFramePeriod) + ", " +
DeMarkerPeriod +
")";
IndicatorShortName("MTF_DeMarker" + paramDesc);
// Set Index Labels
SetIndexLabel(0, "MTF_DeM" + paramDesc);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
string getPeriodDesc(int aNumMinutes) {
switch (aNumMinutes) {
case PERIOD_M1 : return("M1");
case PERIOD_M15: return("M15");
case PERIOD_M30: return("M30");
case PERIOD_H1 : return("H1");
case PERIOD_H4 : return("H4");
case PERIOD_D1 : return("D1");
case PERIOD_W1 : return("W1");
case PERIOD_MN1: return("MN1");
case 0: return ("Chart");
default: return ("M" + aNumMinutes);
}
}
double getDeMarker(int aShift) {
return (iDeMarker(NULL, TimeFramePeriod, DeMarkerPeriod, iBarShift(NULL, TimeFramePeriod, Time[aShift])));
}
int start() {
for(int shift=Bars-1;shift>=0;shift--)
{
buff[shift] = getDeMarker(shift);
}
return(0);
}
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