Triangular Moving Average (TMA) Bands

amibrokerfans · Oct 26, 2012

KelvinHand said:

dear can u do yr magic on it plsssssss...........

KelvinHand · Oct 26, 2012

amibrokerfans said:

plsssssss........... leave me alone. Simple and Easy.

handy148 · Oct 26, 2012

has anyone got the MT4 indi for the SSA end pointed please

amibrokerfans · Oct 26, 2012

KelvinHand said:

ok nevermind dear.

Bewinner · Oct 26, 2012

Hi KelvinHand/Amibrokerfans,
could u please tell me what timeframe is best for TMA? Is it hourly or daily?

amibrokerfans · Oct 26, 2012

Bewinner said:

Bewinner

for me, TMA is not standalone indicator. it can be use to spot for overbrought oversold zone or filter other indicator. TMA posted here by Mr.KelvinHand, i think non-repaint one. but orginal TMA repaint.

few words about TMA said by mladen

"some stage of TA development people like Hurst and Brian Millard were thinking how can that be made better (since obviously there is a lag in the data that TMA is calculating - the most significant price in calculation is in the middle if the length so it is a half way from the current price, current price has less weight in that calculation) and they came to an idea that was already used in some other indicators : to "center" it.
Now centering is simply shifting values to the left on the chart by half length bars."

"As it is obvious, by shifting it to the left, it fits perfectly the data but it starts lacking data from the right."

"And for the end : one thing that is less known. The way how the centered triangular moving average is extrapolated makes the current bars value equal to one very well known moving average : linear weighted moving average. Current bar value of centered TMA is exactly the same as half length + 1 period LWMA. "

"And which makes the answer to the following question obvious : can it be "end-pointed" as SSA in order to make it non-repainting. The answer is yes and linear weighted moving average (LWMA) is the end-pointed centered TMA (so it is the non-repainting version of the centered TMA) "

abdel01s · Oct 27, 2012

amibrokerfans said:

any way my freind, thanks very well for your hard work

:thumb:

amibrokerfans · Oct 27, 2012

abdel01s bro..

i am becoming great fan of two guys in TJ.
1.KelvinHand
2.RamDas

keep yr eye on them, they can make the difference :thumb:

KelvinHand · Oct 27, 2012

handy148 said:

Hey, you ask in the other forum replied your request

Code:

//+--------------------------------------------------------------------------------------+
//|                                                                                      |
//+--------------------------------------------------------------------------------------+
#property copyright "www.forex-tsd.com"
#property link      "www.forex-tsd.com"

#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1  DimGray
#property indicator_color2  DeepSkyBlue
#property indicator_color3  PaleVioletRed
#property indicator_color4  DeepSkyBlue
#property indicator_color5  PaleVioletRed
#property indicator_color6  PaleVioletRed
#property indicator_width2  2
#property indicator_width3  2
#property indicator_width4  2
#property indicator_width5  2
#property indicator_width6  2
#property indicator_style1 STYLE_DOT

#import "libSSA.dll"
   void fastSingular(double& sourceArray[],int arraySize, int lag, int numberOfComputationLoops, double& destinationArray[]);
#import

//
//
//
//
//

extern int    SSAPrice                =  PRICE_CLOSE;
extern int    SSALag                  = 25;
extern int    SSANumberOfComputations =  2;
extern int    SSAPeriodNormalization  = 10;
extern int    SSANumberOfBars         = 300;
extern int    FirstBar                = 400; 
extern bool   MultiColor              = true;
extern double alertsLevel             = 0.25;
extern bool   alertsOn                = false;
extern bool   alertsOnCurrent         = true;
extern bool   alertsMessage           = true;
extern bool   alertsSound             = false;
extern bool   alertsEmail             = false;

//
//
//
//
//

double in[];
double inDa[];
double inDb[];
double inDotu[];
double inDotd[];
double ssaCurrent[];
double no[];
double ssaIn[];
double ssaOut[];

//+--------------------------------------------------------------------------------------+
//|                                                                                      |
//+--------------------------------------------------------------------------------------+
//
//
//
//
//

int init()
{
   IndicatorBuffers(7);
      SetIndexBuffer(0,ssaCurrent);
      SetIndexBuffer(1,inDotu); SetIndexStyle(1,DRAW_ARROW); SetIndexArrow(1,159);
      SetIndexBuffer(2,inDotd); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,159);
      SetIndexBuffer(3,in);
      SetIndexBuffer(4,inDa);
      SetIndexBuffer(5,inDb);
      SetIndexBuffer(6,no);
         SetLevelValue(0, alertsLevel);
         SetLevelValue(1,-alertsLevel);
         SetLevelValue(2,           0);
   IndicatorShortName("SSA normalized end-pointed");
   return(0);
}
int deinit(){return(0);}

//+--------------------------------------------------------------------------------------+
//|                                                                                      |
//+--------------------------------------------------------------------------------------+
//
//
//
//
//

double trend[];
double slope[];

int start()
{
   int i,r,limit,counted_bars = IndicatorCounted();

      if(counted_bars < 0) return(-1);
      if(counted_bars > 0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-1);
         if (ArrayRange(trend,0)!=Bars)
            {
               ArrayResize(trend,Bars);
               ArrayResize(slope,Bars);
            }

   //
   //
   //
   //
   //
      
   if (MultiColor && slope[Bars-limit-1]==-1) CleanPoint(limit,inDa,inDb);
   for(i=limit, r=Bars-i-1; i>=0; i--,r++)
   {
      double ma    = iMA(NULL,0,SSAPeriodNormalization,0,MODE_SMA,SSAPrice,i);
      double dev   = iStdDev(NULL,0,SSAPeriodNormalization,0,MODE_SMA,SSAPrice,i)*3.0;
      double price = iMA(NULL,0,1,0,MODE_SMA,SSAPrice,i);
             no[i] = (price-ma)/(MathMax(dev,0.000001));
            
         //
         //
         //
         //
         //
 
         trend[r] = trend[r-1];
         slope[r] = slope[r-1];
         if (i<=FirstBar)
         {
            int ssaBars = MathMin(Bars-i,SSANumberOfBars);
            if (ssaBars<SSALag) continue;
               if (ArraySize(ssaIn) != ssaBars)
               {
                  ArrayResize(ssaIn ,ssaBars);
                  ArrayResize(ssaOut,ssaBars);
               }
               ArrayCopy(ssaIn,no,0,i,ssaBars);
 
            fastSingular(ssaIn,ssaBars,SSALag,SSANumberOfComputations,ssaOut);
            in[i]     = ssaOut[0];
            inDa[i]   = EMPTY_VALUE;
            inDb[i]   = EMPTY_VALUE;
            inDotu[i] = EMPTY_VALUE;
            inDotd[i] = EMPTY_VALUE;

            //
            //
            //
            //
            //
            
            if (in[i]> alertsLevel)                      trend[r] =  1;
            if (in[i]<-alertsLevel)                      trend[r] = -1;
            if (in[i]>-alertsLevel && in[i]<alertsLevel) trend[r] =  0;
            if (in[i]>in[i+1])                           slope[r] =  1;
            if (in[i]<in[i+1])                           slope[r] = -1;
            if (trend[r] != trend[r-1])
            {
               if (in[i]>0)
                  if (trend[r]==1)
                        inDotu[i] = alertsLevel;
                  else  inDotd[i] = alertsLevel;
               if (in[i]<0)
                  if (trend[r]==-1)
                        inDotd[i] = -alertsLevel;
                  else  inDotu[i] = -alertsLevel;
            }               
            if (MultiColor && slope[r]==-1) PlotPoint(i,inDa,inDb,in);
         }                   
   }

   //
   //
   //
   //
   //
   
   ArrayCopy(ssaCurrent,ssaOut);

   //
   //
   //
   //
   //

   if (alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; whichBar = Bars-whichBar-1;
      if (trend[whichBar] != trend[whichBar-1])
      {
         if (trend[whichBar]   == 1)                        doAlert("level "+DoubleToStr( alertsLevel,2)+" crossed up");
         if (trend[whichBar]   ==-1)                        doAlert("level "+DoubleToStr(-alertsLevel,2)+" crossed down");
         if (trend[whichBar-1] == 1 && trend[whichBar]!= 1) doAlert("level "+DoubleToStr( alertsLevel,2)+" crossed down");
         if (trend[whichBar-1] ==-1 && trend[whichBar]!=-1) doAlert("level "+DoubleToStr(-alertsLevel,2)+" crossed up");
      }         
   }
   
   //
   //
   //
   //
   //
   
   SetIndexDrawBegin(0,Bars-ssaBars);
   return(0); 
}


//+--------------------------------------------------------------------------------------+
//|                                                                                      |
//+--------------------------------------------------------------------------------------+
//
//
//
//
//

void doAlert(string doWhat)
{
   static string   previousAlert="nothing";
   static datetime previousTime;
   string message;
   
      if (previousAlert != doWhat || previousTime != Time[0]) {
          previousAlert  = doWhat;
          previousTime   = Time[0];

          //
          //
          //
          //
          //

          message =  StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," normalized end-point SSA ",doWhat);
             if (alertsMessage) Alert(message);
             if (alertsEmail)   SendMail(StringConcatenate(Symbol()," normalized end-point SSA "),message);
             if (alertsSound)   PlaySound("alert2.wav");
      }
}

//+-------------------------------------------------------------------
//|                                                                  
//+-------------------------------------------------------------------
//
//
//
//
//

void CleanPoint(int i,double& first[],double& second[])
{
   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
        second[i+1] = EMPTY_VALUE;
   else
      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
          first[i+1] = EMPTY_VALUE;
}

//
//
//
//
//

void PlotPoint(int i,double& first[],double& second[],double& from[])
{
   if (first[i+1] == EMPTY_VALUE)
      {
         if (first[i+2] == EMPTY_VALUE) {
                first[i]   = from[i];
                first[i+1] = from[i+1];
                second[i]  = EMPTY_VALUE;
            }
         else {
                second[i]   =  from[i];
                second[i+1] =  from[i+1];
                first[i]    = EMPTY_VALUE;
            }
      }
   else
      {
         first[i]  = from[i];
         second[i] = EMPTY_VALUE;
      }
}

majidlars · Dec 9, 2014

amibrokerfans said:

hi dear

can I ask u to put the tma band indicator shown in the pic ? plz

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Triangular Moving Average (TMA) Bands

amibrokerfans

Well-Known Member

KelvinHand

Well-Known Member

handy148

New Member

amibrokerfans

Well-Known Member

Bewinner

Well-Known Member

amibrokerfans

Well-Known Member

abdel01s

Member

amibrokerfans

Well-Known Member

KelvinHand

Well-Known Member

majidlars

New Member

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