recodage dynamic zone mt4 vers prt

• 02/24/2017 at 10:32 PM #26306
  gregoire

   

   desolé nicolas je pensais qu il fallait  mettre à la suite du fil qui nous intérrésse.

  bonjour a tous

  quelqu un pourait il recodé en prt il sagit  du dynamique zone ma, je n arrive pas a joindre le gif qui correspond mais code tres intéréssant.

  merci pour la communauté prt.

   

  voici le code:

  #property indicator_chart_window
  #property indicator_buffers 6
  #property indicator_color1  DeepSkyBlue
  #property indicator_color2  LimeGreen
  #property indicator_color3  LimeGreen
  #property indicator_color4  Red
  #property indicator_color5  Red
  #property indicator_color6  Peru
  #property indicator_style3  STYLE_DOT
  #property indicator_style4  STYLE_DOT
  #property indicator_style6  STYLE_DASH
  #property indicator_width1  3
  #property indicator_width2  2
  #property indicator_width5  2

  //
  //
  //
  //
  //

  #import “dynamicZone.dll”
  double dzBuyP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
  double dzSellP(double& sourceArray[],double probabiltyValue, int lookBack, int bars, int i, double precision);
  #import

  //
  //
  //
  //
  //

  extern int    Length                  = 21;
  extern int    Price                   = 0;
  extern bool   ShowMiddleLine          = true;
  extern int    DzLookBackBars          = 35;
  extern double DzStartBuyProbability1  = 0.10;
  extern double DzStartBuyProbability2  = 0.25;
  extern double DzStartSellProbability1 = 0.10;
  extern double DzStartSellProbability2 = 0.25;

  //
  //
  //
  //
  //

  double MABuffer[];
  double alpha[];
  double prices[];
  double bl1Buffer[];
  double bl2Buffer[];
  double sl1Buffer[];
  double sl2Buffer[];
  double zliBuffer[];
  double stored[][7];

  //+——————————————————————+
  //|                                                                  |
  //+——————————————————————+
  //
  //
  //
  //
  //

  int init()
  {
  SetIndexBuffer(0,MABuffer);
  SetIndexBuffer(1,bl1Buffer);
  SetIndexBuffer(2,bl2Buffer);
  SetIndexBuffer(3,sl2Buffer);
  SetIndexBuffer(4,sl1Buffer);
  SetIndexBuffer(5,zliBuffer);

  IndicatorShortName(“Jurik filter simple (“+Length+”)”);
  return(0);
  }
  int deinit() { return(0); }

  //+——————————————————————+
  //|                                                                  |
  //+——————————————————————+
  //
  //
  //
  //
  //

  int start()
  {
  double precision = Point*100.0;
  int counted_bars=IndicatorCounted();
  int i,r,limit;

  if(counted_bars<0) return(-1);
  if(counted_bars>0) counted_bars–;
  limit = Bars-counted_bars;
  if (ArrayRange(prices,0) != Bars) ArrayResize(prices,Bars);

  //
  //
  //
  //
  //

  for (i=limit, r=Bars-i-1; i>=0; i–,r++)
  {
  prices[r]   = iMA(NULL,0,1,0,MODE_SMA,Price,i);
  MABuffer[i] = iNoLagMa(alpha,prices,1,Length,i,r);
  if (DzStartBuyProbability1 >0) bl1Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability1,  DzLookBackBars, Bars, i, precision);
  if (DzStartBuyProbability2 >0) bl2Buffer[i] = dzBuyP (MABuffer, DzStartBuyProbability2,  DzLookBackBars, Bars, i, precision);
  if (DzStartSellProbability1>0) sl1Buffer[i] = dzSellP(MABuffer, DzStartSellProbability1, DzLookBackBars, Bars, i, precision);
  if (DzStartSellProbability2>0) sl2Buffer[i] = dzSellP(MABuffer, DzStartSellProbability2, DzLookBackBars, Bars, i, precision);
  if (ShowMiddleLine)            zliBuffer[i] = dzSellP(MABuffer, 0.5                    , DzLookBackBars, Bars, i, precision);
  }
  return(0);
  }

  //+——————————————————————+
  //|                                                                  |
  //+——————————————————————+
  //
  //
  //
  //
  //

  #define Pi 3.1415926535

  //
  //
  //
  //
  //

  double values[][3];
  #define _length  0
  #define _len     1
  #define _weight  2

  //
  //
  //
  //
  //

  double iNoLagMa(double &alpha[], double &price[], int forvalue, int length, int i, int r)
  {
  int forValue = forvalue-1;
  if (length<3) return(price[r]);

  //
  //
  //
  //
  //

  if (ArrayRange(values,0)<(forValue+1) || values[forValue][_length] != length)
  {
  double Cycle = 4.0;
  double Coeff = 3.0*Pi;
  int    Phase = length-1;

  if (ArrayRange(values,0)<forValue+1) ArrayResize(values,forValue+1);

  values[forValue][_length] = length;
  values[forValue][_len]    = length*4 + Phase;
  values[forValue][_weight] = 0;
  ArrayResize(alpha,values[forValue][_len]);

  for (int k=0; k<values[forValue][_len]-1; k++)
  {
  if (k<=Phase-1)
  double t = 1.0 * k/(Phase-1);
  else        t = 1.0 + (k-Phase+1)*(2.0*Cycle-1.0)/(Cycle*length-1.0);
  double beta = MathCos(Pi*t);
  double g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1;

  alpha[k]                   = g * beta;
  values[forValue][_weight] += alpha[k];
  }
  }

  //
  //
  //
  //
  //

  if (values[forValue][_weight]>0)
  {
  int    len = values[forValue][_len];
  double sum = 0;
  for (k=0; k < len-1; k++) sum += alpha[k]*price[r-k];
  return( sum / values[forValue][_weight]);
  }
  else return(0);
  }

  

  gregoire

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