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Re: Does anyone have the squeeze indicator
This is interesting. NT may have pulled their version of the Squeeze indicator after TTM started developing in NT.. http://www.ninjatrader-support.com/v...hlight=squeeze
For those who find this indicator of use, the original opensource code was created by Nick and eKam over at the TS forum before TTM copied it. There is a TS version here in TL: http://www.traderslaboratory.com/for...ation-662.html
eSignal version:
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function preMain() {
setStudyTitle("FPSqueeze");
setCursorLabelName("FPSqueeze", 0);
setDefaultBarFgColor(Color.blue, 0);
setPlotType(PLOTTYPE_HISTOGRAM,0);
setDefaultBarThickness(4,0);
//addBand(0,PS_SOLID,1,Color.black,"zero");
var BBlow=null;
var BBhigh=null;
var KClow=null;
var KChigh=null;
var Mom=null;
var vHigh=null;
var vLow=null;
var vClose=null;
var fp1 = new FunctionParameter("nMA", FunctionParameter.NUMBER);
fp1.setName("Squeeze Moving Average");
fp1.setLowerLimit(1);
fp1.setDefault(20);
var fp2 = new FunctionParameter("nSD", FunctionParameter.NUMBER);
fp2.setName("Standard Deviation");
fp2.setLowerLimit (1);
fp2.setDefault(2.0);
var fp3 = new FunctionParameter("nColorSqueeze", FunctionParameter.COLOR);
fp3.setName("Squeeze Color");
fp3.setDefault(Color.red);
var fp4 = new FunctionParameter("nColorAction", FunctionParameter.COLOR);
fp4.setName("Action Color");
fp4.setDefault(Color.lime);
}
function ATR(nInputLength) {
var dSum = 0;
var dH = high(0, -nInputLength);
var dL = low(0, -nInputLength);
var dC = close(-1, -nInputLength);
if (dH == null || dL == null || dC == null) {
return;
}
for (i = 0; i < nInputLength; ++i) {
var vTrueHigh = Math.max(dH[i], dC[i]);
var vTrueLow = Math.min(dL[i], dC[i]);
var vTrueRange = (vTrueHigh - vTrueLow);
dSum += vTrueRange;
}
dSum /= nInputLength;
return dSum;
}
function main(nMA, nSD, nColorSqueeze, nColorAction) {
//Bollinger Band Variables using 1.4 Standard Deviation
var myStudy1 = upperBB (nMA,nSD);
var myStudy2 = lowerBB (nMA,nSD);
var momStudy1 = ema(10,mom(12));
var macdstudy = new macdHist(12,26,9);
BBlow = myStudy2.getValue(0);
BBhigh = myStudy1.getValue(0);
Mom = momStudy1.getValue(0);
macdvalue = macdstudy.getValue(0);
var BarCntr;
var nRangeFactor = 1.5;
if (getBarState() == BARSTATE_NEWBAR)
BarCntr += 1;
if (BarCntr < nMA) {
return;
} else {
var dKeltnerBasis= call("/Library/KeltnerEMA.efs", nMA);
var dATR = ATR(nMA);
KClow = (dKeltnerBasis - (nRangeFactor * dATR));
KChigh = (dKeltnerBasis + (nRangeFactor * dATR));
}
//Logic to create red or blue squeeze signal
if ((BBhigh <= KChigh) || (BBlow >= KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,nColorSqueeze,Shape.TOP);
}
if ((BBhigh > KChigh) || (BBlow < KClow)) {
drawShapeRelative(0,0,Shape.CIRCLE,null,nColorAction,Shape.TOP);
}
if (Mom > 0) {
setBarFgColor(Color.blue);
}
else {
setBarFgColor(Color.red);
}
drawTextPixel( 1, 93, "FPSqueeze v0.1: www.forexproject.com", Color.black, null, Text.RELATIVETOLEFT | Text.RELATIVETOBOTTOM | Text.BOLD, "Arial",10 );
return ((Mom+macdvalue)/2);
} |
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Metatrader version:
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//+------------------------------------------------------------------+
//| bbsqueeze.mq4 |
//| Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link "http://metatrader.50webs.com/"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 LimeGreen
#property indicator_color2 IndianRed
#property indicator_color3 LightGreen
#property indicator_color4 LightPink
#property indicator_color5 Blue
#property indicator_color6 Red
//---- input parameters
extern int totalBars=300;
extern int bolPrd=12;
extern double bolDev=2.0;
extern int keltPrd=6;
extern double keltFactor=1;
extern int momPrd=8;
extern bool alertBox=false;
extern bool audioAlert=false;
//---- buffers
double upB[];
double loB[];
double upK[];
double loK[];
double upB2[];
double loB2[];
int i,j,slippage=3;
double breakpoint=0.0;
double ema=0.0;
int peakf=0;
int peaks=0;
int valleyf=0;
int valleys=0, limit=0;
double ccis[61],ccif[61];
double delta=0;
double ugol=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_HISTOGRAM,0,2);
SetIndexBuffer(0,upB);
SetIndexEmptyValue(0,0);
SetIndexStyle(1,DRAW_HISTOGRAM,0,2);
SetIndexBuffer(1,loB);
SetIndexEmptyValue(1,0);
SetIndexStyle(4,DRAW_ARROW);
SetIndexBuffer(4,upK);
SetIndexEmptyValue(42,0);
SetIndexArrow(4,167);
SetIndexStyle(5,DRAW_ARROW);
SetIndexBuffer(5,loK);
SetIndexEmptyValue(5,EMPTY_VALUE);
SetIndexArrow(5,167);
SetIndexStyle(2,DRAW_HISTOGRAM,0,2);
SetIndexBuffer(2,upB2);
SetIndexEmptyValue(2,0);
SetIndexStyle(3,DRAW_HISTOGRAM,0,2);
SetIndexBuffer(3,loB2);
SetIndexEmptyValue(3,0);
//----
return(0);
}
int start() {
int counted_bars=IndicatorCounted();
int shift,limit;
double diff,d[],std,bbs;
/* if (counted_bars<0) return(-1);
if (counted_bars>0) counted_bars--;
limit=Bars-31;
if(counted_bars>=31) limit=Bars-counted_bars-1;*/
if (counted_bars<0) return(-1);
limit=totalBars; //Bars-31;
ArrayResize(d,limit);
for (shift=limit;shift>=0;shift--) {
/*upB[shift]=0;
upB2[shift]=0;
loB[shift]=0;
loB2[shift]=0;*/
//d[shift]=(iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift) - iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift+1));
d[shift]=LinearRegressionValue(momPrd,shift);
//d[shift]=0;//FindDirection(shift);
if (shift == 1) Print (d[shift]);
if(d[shift]>0) {
if (d[shift] >= d[shift+1]) {
upB[shift]=d[shift];
upB2[shift]=0;
} else {
upB2[shift]=d[shift];
upB[shift]=0;
}
loB[shift]=0;
loB2[shift]=0;
} else if (d[shift] < 0) {
if (d[shift] <= d[shift+1]) {
loB[shift]=d[shift];
loB2[shift]=0;
} else {
loB2[shift]=d[shift];
loB[shift]=0;
}
upB[shift]=0;
upB2[shift]=0;
} else {
upB[shift]=0.01;
upB2[shift]=0.01;
loB[shift]=-0.01;
loB2[shift]=-0.01;
}
diff = iATR(NULL,0,keltPrd,shift)*keltFactor;
std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift);
bbs = bolDev * std / diff;
if(bbs<1) {
upK[shift]=0;
loK[shift]=EMPTY_VALUE;
if (alertBox == true && shift == 0) Alert("Warning for ", Symbol(), " on ", Period(), " chart!");
if (audioAlert == true && shift == 0) PlaySound("alert.wav");
} else {
loK[shift]=0;
upK[shift]=EMPTY_VALUE;
}
}
return(0);
}
//+------------------------------------------------------------------+
double FindDirection (int i) {
int j;
double val;
double bulls, bears;
for (j=i+8; j>i; j--) {
bulls += High[j]-Close[j];
bears += Close[j]-Low[j];
if (bulls > bears) {
val = 0.5;
} else if (bears > bulls) {
val = -0.5;
}
//sum += (Close[j] - Open[j]);
//val = sum/j;
}
return (val);
}
double LinearRegressionValue(int Len,int shift) {
double SumBars = 0;
double SumSqrBars = 0;
double SumY = 0;
double Sum1 = 0;
double Sum2 = 0;
double Slope = 0;
SumBars = Len * (Len-1) * 0.5;
SumSqrBars = (Len - 1) * Len * (2 * Len - 1)/6;
for (int x=0; x<=Len-1;x++) {
double HH = Low[x+shift];
double LL = High[x+shift];
for (int y=x; y<=(x+Len)-1; y++) {
HH = MathMax(HH, High[y+shift]);
LL = MathMin(LL, Low[y+shift]);
}
Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
SumY += (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2);
}
Sum2 = SumBars * SumY;
double Num1 = Len * Sum1 - Sum2;
double Num2 = SumBars * SumBars-Len * SumSqrBars;
if (Num2 != 0.0) {
Slope = Num1/Num2;
} else {
Slope = 0;
}
double Intercept = (SumY - Slope*SumBars) /Len;
//debugPrintln(Intercept+" : "+Slope);
double LinearRegValue = Intercept+Slope * (Len - 1);
return (LinearRegValue);
} |
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