Code: Select all

void tma_centred_value (int lookback)
{
   x = 0;
   y = 0;
   samples = 0;
  
   for (int z = 0; z <= lookback; z++)
   {
      if ( iCustom(NULL, CTF, "TMAcentered", 5, 0, z) < iCustom(NULL, CTF, "TMAcentered", 10, 0, z) )
      {
         direction = "below";
         while ( iCustom(NULL, CTF, "TMAcentered", 5, 0, z) < iCustom(NULL, CTF, "TMAcentered", 10, 0, z) )
         {
            x++;
            z++;      
         }

         while ( iCustom(NULL, CTF, "TMAcentered", 5, 0, z + y) > iCustom(NULL, CTF, "TMAcentered", 10, 0, z + y) )
         {
            y++;
         }

         GetHurstInfo();
         samples++;
         if (samples == 14) break;
      }
   
      else
      {
         direction = "above";
         while ( iCustom(NULL, CTF, "TMAcentered", 5, 0, z) > iCustom(NULL, CTF, "TMAcentered", 10, 0, z) )
         {
            x++;
            z++;      
         }

         while ( iCustom(NULL, CTF, "TMAcentered", 5, 0, z + y) < iCustom(NULL, CTF, "TMAcentered", 10, 0, z + y) )
         {
            y++;
         }

         GetHurstInfo();
         samples++;
         if (samples == 14) break;
      }
   }
   return;
} // End void tma_centred_value ()

Code: Select all

void GetHurstInfo()
{
   datetime HPTime = 0; // Bar time of Highest High.
   datetime LPTime = 0; // Bar time of Lowest Low.
   bool UpdateAverage = false;
   if (direction == "above") 
   {
      LowPoint[TFCount] = iLow(NULL, CTF, iLowest(NULL, CTF, MODE_LOW, y, x)); // get price at lowest point of swing
      LPTime = iTime(NULL, CTF, iLowest(NULL, CTF, MODE_LOW, y, x)); // get time of swing low
      if (LPTime > LowPointTime[TFCount])
      {
         LowPointTime[TFCount] = LPTime;
         UpdateAverage = true;
      }
   }

   if (direction == "below") 
   {
      HighPoint[TFCount] = iHigh (NULL, CTF, iHighest(NULL, CTF, MODE_HIGH, y, x)); // get price at highest point of swing
      HPTime = iTime(NULL, CTF, iHighest(NULL, CTF, MODE_HIGH, y, x)); // get time of swing high
      if (HPTime > HighPointTime[TFCount])
      {
         HighPointTime[TFCount] = HPTime;
         UpdateAverage = true;
      }
   }
   //Calculation of crossover value
   double a,b,c,d;
   
   a = iCustom (NULL, CTF, "TMAcentered", 5, 0, x - 1);
   b = iCustom (NULL, CTF, "TMAcentered", 10, 0, x - 1);
   c = iCustom (NULL, CTF, "TMAcentered", 5, 0, x);
   d = iCustom (NULL, CTF, "TMAcentered", 10, 0, x);
   
   CrossOverValue[TFCount] =    NormalizeDouble (((((a+b)/2) + ((c+d)/2))/2), Digits); // get value at crossover
   CrossOverTime1[TFCount] = iTime(NULL,CTF,x);
   CrossOverTime2[TFCount] = iTime(NULL,CTF,x+y);   

   if (direction == "below")
   {
      HurstExtension[TFCount] = MathAbs(CrossOverValue[TFCount] - HighPoint[TFCount]);
   }

   if (direction == "above")
   {
      HurstExtension[TFCount] = MathAbs(CrossOverValue[TFCount] - LowPoint[TFCount]);
   }
//Alert(TimeFrame2String(CTF), "Hurst = ", DoubleToString((HurstExtension[TFCount] * factor), 2));

   if (!(ED)) // ED = Entry Detection
   {
      MATally += (HurstExtension[TFCount] * factor);
      AvgExt[TFCount] = (MATally / 14);
      gvs(cat(esp, "AvgExt"), AvgExt[TFCount]); // Set a GlobalVariable (only used for monitoring).
   }
   else if (UpdateAverage)
   {
   MATally = AvgExt[TFCount];
   AvgExt[TFCount] = (MATally / 13) + (HurstExtension[TFCount] * factor);
   gvs(cat(esp, "AvgExt"), AvgExt[TFCount]); // To be removed before EA release.
   }

} // End void GetHurstInfo()