индикатор Трендового цикла Шафф ( STC )

[Tэд]

Всем привет! помогите, пожалуйста, перевести на человеческий язык алгоритм данного индикатора, мне необходимо перепрограммировать его на язык метастока.

 

 

 

//+------------------------------------------------------------------+

//| Schaff Trend Cycle.mq4 |

//| Ramdass - Conversion only |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2004, FostarFX."

#property link "mail: fostar_fx@yahoo.com"

 

#property indicator_separate_window

#property indicator_minimum -10

#property indicator_maximum 110

#property indicator_buffers 1

#property indicator_color1 DarkOrchid

 

//---- input parameters

extern int MAShort=23;

extern int MALong=50;

extern double Cycle=10;

extern int CountBars=300;

//---- buffers

double MA[];

double ST[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function |

//+------------------------------------------------------------------+

int init()

{

// string short_name;

//---- indicator line

IndicatorBuffers(2);

SetIndexBuffer(0, MA);

SetIndexBuffer(1, ST);

SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2,DarkOrchid);

 

//----

//----

return(0);

}

//+------------------------------------------------------------------+

//| Schaff Trend Cycle |

//+------------------------------------------------------------------+

int start()

{

SetIndexDrawBegin(0,Bars-CountBars+MALong+MAShort+1);

int shift,u,counted_bars=IndicatorCounted();

double MCD, LLV, HHV, MA_Short, MA_Long, sum ,prev, smconst;

int n, i, s;

bool check_begin=false, check_begin_MA=false;

double MCD_Arr[100];

 

if(Bars<=MALong) return(0);

if (CountBars==0) CountBars=Bars;

//---- initial zero

if(counted_bars<MALong+MAShort)

{

for(i=1;i<=MALong;i++) MA[bars-i]=0.0;

for(i=1;i<=MALong;i++) ST[bars-i]=0.0;

}

//----

shift=CountBars-MALong-1;

// if(counted_bars>=MALong) shift=Bars-counted_bars-1;

 

check_begin = false;

check_begin_MA = false;

n = 1;

s = 1;

smconst = 2 / (1 + Cycle/2);

 

while(shift>=0)

{

MA_Short = iMA(NULL,0,MAShort,0, MODE_EMA, PRICE_TYPICAL, shift);

MA_Long = iMA(NULL,0,MALong,0, MODE_EMA, PRICE_TYPICAL, shift);

MCD_Arr[n] = MA_Short - MA_Long;

MCD = MA_Short - MA_Long;

 

if (n >= Cycle)

{

n = 1; check_begin = true; } else {n = n + 1;}

 

if (check_begin)

{

for (i = 1; i<=Cycle; i++)

{

if (i == 1) {LLV = MCD_Arr;}

else {

if (LLV > MCD_Arr) LLV = MCD_Arr;

}

 

if (i == 1) {HHV = MCD_Arr;}

else {

if (HHV < MCD_Arr) HHV = MCD_Arr;

}

}

ST[shift] = ((MCD - LLV)/(HHV - LLV))*100 + 0.01;

s = s + 1;

if (s >= (Cycle)/2)

{

s = 1;

check_begin_MA = true;

}

} else {ST[shift] = 0;}

if (check_begin_MA) {

prev = MA[shift + 1];

MA[shift] = smconst * (ST[shift] - prev) + prev; }

 

shift--;

}

 

return(0);

}

//+------------------------------------------------------------------+

[fxxx]

немного о сути (от автора)

+хотя должна быть куча описаний в нете

 

Releasing the Code to the Schaff Trend Cycle

By Doug Schaff, CEO FX-Strategy.com

Schaffcode.pdf

Изменено 22 сентября, 2009 пользователем fxxx

[ZIGANI]

Код написан с ошибками не if (i == 1) {LLV = MCD_Arr;} а if (i == 1) {LLV = MCD_Arr;} // и так везде без .

 

http://andrei.moy.su/jpg/8691402.jpg

 

 

Индикаторы для MetaStock - Oscillator - Schaff Trend Cycle by Jose Silva

hxxp://www.virtuosclub.ru/main/ind/M/macdoscillatorschafftrendcyclebyjosesilva

 

/*[[
Name := Schaff Trend Cycle
Author := Copyright © 2004, FostarFX
link := "mail: fostar_fx@yahoo.com"
Separate Window := Yes
First Color := Lime
First Draw Type := Line
First Symbol := 217
Use Second Data := No
Second Color := Red
Second Draw Type := Line
Second Symbol := 218
Minimum Chart Limits := -10.000000
Maximum Chart Limits := 110.000000	
]]*/

Inputs: MAShort(23), MALong(50), Cycle(10), BarsCount(300);

Variable : 
shift(0), 
MCD(0), LLV(0), HHV(0), 
n(0), i(0), s(0), 
MA_Short(0), MA_Long(0), ST(0), 

check_begin(false), 
check_begin_MA(false), 
	
sum(0), MA(0), prev(0), 
smconst(0), 
bars_(0);

Array : MCD_Arr[100](0); 

SetLoopCount(0);

check_begin = false;
check_begin_MA = false;
n = 1;
s = 1;
smconst = 2 / (1 + Cycle/2);

if BarsCount > 0 then {
if BarsCount > Bars then {bars_ = Bars;}
else {bars_ = BarsCount;}
}
else {bars_ = Bars;};

For shift= bars_ Downto 0 Begin
MA_Short = iMAEx(MAShort, MODE_EMA, 0, PRICE_TYPICAL, shift);
MA_Long = iMAEx(MALong, MODE_EMA, 0, PRICE_TYPICAL, shift);
MCD_Arr[n] = MA_Short - MA_Long;
MCD = MA_Short - MA_Long;

if n >= Cycle then 
Begin	
	n = 1;
	check_begin = true;
end else 
	n = n + 1;

if check_begin then 
begin
	for i = 1 to Cycle 
	Begin	
		if i = 1 then LLV = MCD_Arr[i]
		else begin
			if LLV > MCD_Arr[i] then LLV = MCD_Arr[i];
		end;
		
		if i = 1 then HHV = MCD_Arr[i]
		else begin
			if HHV < MCD_Arr[i] then HHV = MCD_Arr[i];
		end;					
	end;
	ST = ((MCD - LLV)/(HHV - LLV))*100 + 0.01;
	s = s + 1;
	if s >= (Cycle)/2 then 
	Begin 
		s = 1;
		check_begin_MA = true;
	end;
end
else ST = 0;
if check_begin_MA then begin	
	prev = GetIndexValue(shift + 1);
	MA = smconst * (ST - prev) + prev;	
	SetIndexValue(shift, MA);
end;
End;

Изменено 3 апреля, 2010 пользователем ZIGANI