求把fxcm里面的EWN艾略特波浪数目指标改成MT4可以用的代码!

2011-10-09 · 11168 阅读

-- The indicator is based on EWO.
  -- The formula of EWO is described in the Kaufman \"Trading Systems and Methods\" chapter 14 \"Behavioral techniques\" (page 358-361)
  -- Indicator profile initialization routine
  -- Defines indicator profile properties and indicator parameters
  function Init()
   indicator:name(resources:get(\"name\"));
   indicator:description(resources:get(\"description\"));
   indicator:requiredSource(core.Bar);
   indicator:type(core.Oscillator);
   indicator.parameters:addInteger(\"Trigger\", resources:get(\"param_Trigger_name\"), resources:get(\"param_Trigger_description\"), 70, 2, 1000);
   indicator.parameters:addInteger(\"Period\", resources:get(\"param_Period_name\"), resources:get(\"param_Period_description\"), 20, 2, 1000);
   indicator.parameters:addColor(\"clrEWV\", resources:get(\"param_clrEWV_name\"), resources:get(\"param_clrEWV_description\"), core.rgb(255, 0, 0));
  end
  -- Indicator instance initialization routine
  -- Processes indicator parameters and creates output streams
  -- Parameters block
  local Trigger;
  local Period;
  local first;
  local source = nil;
  local hMean = nil;
  local trend = nil;
  local hiOsc = nil;
  local hiOsc2 = nil;
  local hiPrice = nil;
  local hiPrice2 = nil;
  local ewo = nil;
  -- Streams block
  local EWN = nil;
  -- Routine
  function Prepare()
   Trigger = instance.parameters.Trigger;
   Period = instance.parameters.Period;
   source = instance.source;
   first = source:first() + Period + 35;
   ewo = core.indicators:create(\"EWO\", source);
   local name = profile:id() .. \"(\" .. source:name() .. \", \" .. Trigger .. \", \" .. Period .. \")\";
   instance:name(name);
   hMean = instance:addInternalStream(0, 0);
   trend = instance:addInternalStream(0, 0);
   hiOsc = instance:addInternalStream(0, 0);
   hiOsc2 = instance:addInternalStream(0, 0);
   hiPrice = instance:addInternalStream(0, 0);
   hiPrice2 = instance:addInternalStream(0, 0);
   EWN = instance:addStream(\"EWN\", core.Line, name, \"EWN\", instance.parameters.clrEWV, first)
   EWN:addLevel(0);
   EWN:addLevel(5);
  end
  -- Indicator calculation routine
  function Update(period, mode)
   ewo:update(mode);
   hMean[period] = -100000;
   trend[period] = 0;
   hiOsc[period] = -999;
   hiOsc2[period] = -999;
   hiPrice[period] = -999;
   hiPrice2[period] = -999;
   if period >= first then
      local wave = EWN[period - 1];
      local hmean = hMean[period - 1];
      local i = 0;
      for i = period - 5, period do
            local newHMean = (source.high + source.low) / 2;
            if hmean < newHMean then
               hmean = newHMean;
            end
      end
      local range = core.rangeFrom(period - Period + 1, Period);
      local lowest = core.min(ewo.DATA, range);
      local highest = core.max(ewo.DATA, range);
      local last = ewo.DATA[period];
      local oldTrend = trend[period - 1];
      local newTrend = oldTrend;
      if newTrend == 0 then
            if (last == highest) then
               newTrend = 1;
            end
            if (last == lowest) then
               newTrend = -1;
            end
      end
      local trigger = Trigger / 100;
      if (lowest < 0 and newTrend == -1 and last > (-1 * trigger * lowest)) then
            newTrend = 1;
      end
      if (highest > 0 and newTrend == 1 and last < (-1 * trigger * highest)) then
            newTrend = -1;
      end
      local mean = (source.high[period] + source.low[period]) / 2;
      local osc = hiOsc[period - 1];
      local osc2 = hiOsc2[period - 1];
      local price = hiPrice[period - 1];
      local price2 = hiPrice2[period - 1];
      if newTrend == 1 and oldTrend == -1 and last > 0 then
            osc = last;
            price = mean;
            wave = 3;
      end
      if wave == 3 then
            if price < mean then
               price = mean;
            end
            if osc < last then
               osc = last;
            end
            if last = 0) then
            wave = 5;
            osc2 = last;
            price2 = mean;
      elseif (wave == 5) then
            if price2 < mean then
               price2 = mean;
            end
            if osc2 < last then
               osc2 = last;
            end
      end
      if (wave == 5 and osc2 > osc and newTrend == 1) then
            wave = 3;
            osc = osc2;
            price = price2;
            osc2 = -999;
            price2 = -999;
      elseif (wave == 5 and newTrend == -1) then
            wave = 3;
            osc = -999;
            osc2 = -999;
            price = -999;
            price2 = -999;
      end
      EWN[period] = wave;
      hMean[period] = hmean;
      trend[period] = newTrend;
      hiOsc[period] = osc;
      hiOsc2[period] = osc2;
      hiPrice[period] = price;
      hiPrice2[period] = price2;
   end
  end

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