Stochastic Indicator - problem with SAR filtering

Melpheos · #1 (**permalink**) 09-10-2007, 07:40 PM

I have made the following indicator, it put up/down arrow when 3 stoch with different K value (10-20-40 accordingly) goes in the same direction on their signal line (well this is details only)

Here is the code

Code:

//+------------------------------------------------------------------+
//|                                         Melpheos_Stoch.mq4       |
//|         Copyright © 2007, A.Meignan                              |
//|                   http://www.forexfactory.com                    |
//+------------------------------------------------------------------+

/*
  +------------------------------------------------------------------+
  | Shows up and down arrow when 3 stoch are going in the same       |
  | direction                                                        |
  |                                                                  |
  +------------------------------------------------------------------+
  
*/   
#property copyright "Copyright © 2007, Melpheos"
#property link      "http://www.forexfactory.com"

#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 Lime
#property indicator_color2 Magenta
#property indicator_width1 1
#property indicator_width2 1


extern int K1 = 10;
extern int D1 = 2;
extern int S1 = 2;
extern int M1 = 3; //0=sma, 1=ema, 2=smma, 3=lwma
extern int K2 = 20;
extern int D2 = 2;
extern int S2 = 2;
extern int M2 = 3; //0=sma, 1=ema, 2=smma, 3=lwma
extern int K3 = 40;
extern int D3 = 2;
extern int S3 = 2;
extern int M3 = 3; //0=sma, 1=ema, 2=smma, 3=lwma


double up[];
double down[];


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0, DRAW_ARROW, EMPTY);
   SetIndexArrow(0, 233);
   SetIndexBuffer(0, up);
   SetIndexStyle(1, DRAW_ARROW, EMPTY);
   SetIndexArrow(1, 234);
   SetIndexBuffer(1, down);

   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
  ObjectDelete("up");
  ObjectDelete("down");
  
  
//---- 

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   int limit, i, counter;
   double stoch4now, stoch4previous;
   double stoch8now, stoch8previous;
   double stoch16now, stoch16previous;
   double RSI, SAR;
   double Range, AvgRange;
   
   int counted_bars=IndicatorCounted();
//---- 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;
   
   for(i = 0; i <= limit; i++) {
   
      counter=i;
      Range=0;
      AvgRange=0;
      for (counter=i ;counter<=i+9;counter++)
      {
         AvgRange=AvgRange+MathAbs(High[counter]-Low[counter]);
      }
      Range=AvgRange/10;

      stoch4now = iStochastic( NULL, 0, K1, D1, S1, M1, 1, MODE_SIGNAL, i+1);
      stoch4previous = iStochastic( NULL, 0, K1, D1, S1, M1, 1, MODE_SIGNAL, i+2);

      stoch8now = iStochastic( NULL, 0, K2, D2, S2, M2, 1, MODE_SIGNAL, i+1);
      stoch8previous = iStochastic( NULL,0, K2, D2, S2, M2, 1, MODE_SIGNAL, i+2);

      stoch16now = iStochastic( NULL, 0, K3, D3, S3, M3, 1, MODE_SIGNAL, i+1);
      stoch16previous = iStochastic( NULL, 0, K3, D3, S3, M3, 1, MODE_SIGNAL, i+2);
   
      RSI = iRSI (NULL, 0, 14, 1, i+1);
      SAR = iSAR (NULL, 0, 0.02, 0.2, i+1);

// Tests starts here

      if ((stoch4now > stoch4previous) 
       && (stoch8now > stoch8previous) 
       && (stoch16now > stoch16previous ) 
       && (stoch16now > 15 )
       && (RSI > 45)){
      up[i] = Low[i] - Range*0.8;
      
      }
      

      if ((stoch4now < stoch4previous) 
       && (stoch8now < stoch8previous) 
       && (stoch16now < stoch16previous ) 
       && (stoch16now < 85 )
       && (RSI <55)){
      down[i] = High[i] + Range*0.8;
      
      }
      }

   return(0);
   
}

My problem is that when i add the following lines to the tests, it wont work, more specificaly, i wont affect the down arrow (no filtering) and it will delete all up arrows.

This is the code i add

Code:

&& (Price_close > SAR)

This is for the up test arrow. Of course reverse for the other test.

Any clue ?

lodol2 · #2 (**permalink**) 09-11-2007, 01:51 AM

very nice indicator thx