www.mql5.com/ru/code/33727 здесь похожий

forexsystemsru.com/threads/deljus-graalem.76901/page-76

//+------------------------------------------------------------------+
//| TMA+CG.mq4 |
//| mladen |
//| arrowse coded acording to idea presented by rajiv |
//+------------------------------------------------------------------+
#property copyright «rajivxxx»
#property link «rajivxxx@gmail.com / MqlLab.ru»

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 DimGray
#property indicator_color2 Red
#property indicator_color3 LimeGreen
#property indicator_color4 MediumTurquoise
#property indicator_color5 Magenta
#property indicator_style1 STYLE_DOT

//
//
//
//
//

extern string TimeFrame = «current time frame»;
extern int HalfLength = 56;
extern int Price = PRICE_WEIGHTED;
extern double BandsDeviations = 2.0;
extern bool Interpolate = true;
extern bool alertsOn = false;
extern bool alertsOnCurrent = false;
extern bool alertsOnHighLow = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;

//
//
//
//
//

double tmBuffer[];
double upBuffer[];
double dnBuffer[];
double wuBuffer[];
double wdBuffer[];
double upArrow[];
double dnArrow[];

//
//
//
//
//

string IndicatorFileName;
bool calculatingTma = false;
bool returningBars = false;
int timeFrame;

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

int init()
{
timeFrame = stringToTimeFrame(TimeFrame);
HalfLength = MathMax(HalfLength,1);
IndicatorBuffers(7);
SetIndexBuffer(0,tmBuffer); SetIndexDrawBegin(0,HalfLength);
SetIndexBuffer(1,upBuffer); SetIndexDrawBegin(1,HalfLength);
SetIndexBuffer(2,dnBuffer); SetIndexDrawBegin(2,HalfLength);
SetIndexBuffer(3,dnArrow); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,233);
SetIndexBuffer(4,upArrow); SetIndexStyle(4,DRAW_ARROW); SetIndexArrow(4,234);
SetIndexBuffer(5,wuBuffer);
SetIndexBuffer(6,wdBuffer);

if (TimeFrame==«calculateTma») { calculatingTma=true; return(0); }
if (TimeFrame==«returnBars») { returningBars=true; return(0); }

IndicatorFileName = WindowExpertName();
return(0);
}
int deinit() { return(0); }

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

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

if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=MathMin(Bars-1,Bars-counted_bars+HalfLength);

if (returningBars) { tmBuffer[0] = limit; return(0); }
if (calculatingTma) { calculateTma(limit); return(0); }
if (timeFrame > Period()) limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,IndicatorFileName,«returnBars»,0,0)*timeFrame/Period()));

//
//
//
//
//
for(i = limit; i >= 0; i--)
{
int shift1 = iBarShift(NULL,timeFrame,Time[i]);
datetime time1 = iTime (NULL,timeFrame,shift1);

//
//
//
//
//
tmBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,«calculateTma»,HalfLength,Price,BandsDeviations,0,shift1);
upBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,«calculateTma»,HalfLength,Price,BandsDeviations,1,shift1);
dnBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,«calculateTma»,HalfLength,Price,BandsDeviations,2,shift1);

upArrow[i] = EMPTY_VALUE;
dnArrow[i] = EMPTY_VALUE;
if(High[i]>upBuffer[i] && Close[i]>Open[i] && (Close[i+1]<=Open[i+1] || High[i+1]<upBuffer[i+1])) upArrow[i] = High[i]+iATR(NULL,0,20,i);
if(Low[i]<dnBuffer[i] && Close[i]<Open[i] && (Close[i+1]>=Open[i+1] || Low[i+1]>dnBuffer[i+1])) dnArrow[i] = Low[i]-iATR(NULL,0,20,i);
// if (High[i+1]>upBuffer[i+1] && Close[i+1]>Open[i+1] && Close[i]<Open[i]) upArrow[i] = High[i]+iATR(NULL,0,20,i);
// if ( Low[i+1]<dnBuffer[i+1] && Close[i+1]<Open[i+1] && Close[i]>Open[i]) dnArrow[i] = Low[i]-iATR(NULL,0,20,i); // fix High — Low

if (timeFrame <= Period() || shift1==iBarShift(NULL,timeFrame,Time[i-1])) continue;
if (!Interpolate) continue;

//
//
//
//
//

for(int n = 1; i+n < Bars && Time[i+n] >= time1; n++) continue;
double factor = 1.0 / n;
for(int k = 1; k < n; k++)
{
tmBuffer[i+k] = k*factor*tmBuffer[i+n] + (1.0-k*factor)*tmBuffer[i];
upBuffer[i+k] = k*factor*upBuffer[i+n] + (1.0-k*factor)*upBuffer[i];
dnBuffer[i+k] = k*factor*dnBuffer[i+n] + (1.0-k*factor)*dnBuffer[i];
}
}

//
//
//
//
//
if (alertsOn)
{
if (alertsOnCurrent)
int forBar = 0;
else forBar = 1;
if (alertsOnHighLow)
{
if (High[forBar] > upBuffer[forBar] && High[forBar+1] < upBuffer[forBar+1]) doAlert(«high penetrated upper bar»);
if (Low[forBar] < dnBuffer[forBar] && Low[forBar+1] > dnBuffer[forBar+1]) doAlert(«low penetrated lower bar»);
}
else
{
if (Close[forBar] > upBuffer[forBar] && Close[forBar+1] < upBuffer[forBar+1]) doAlert(«close penetrated upper bar»);
if (Close[forBar] < dnBuffer[forBar] && Close[forBar+1] > dnBuffer[forBar+1]) doAlert(«close penetrated lower bar»);
}
}

return(0);
}

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

void calculateTma(int limit)
{
int i,j,k;
double FullLength = 2.0*HalfLength+1.0;
//
//
//
//
//
for (i=limit; i>=0; i--)
{
double sum = (HalfLength+1)*iMA(NULL,0,1,0,MODE_SMA,Price,i);
double sumw = (HalfLength+1);
for(j=1, k=HalfLength; j<=HalfLength; j++, k--)
{
sum += k*iMA(NULL,0,1,0,MODE_SMA,Price,i+j);
sumw += k;

if (j<=i)
{
sum += k*iMA(NULL,0,1,0,MODE_SMA,Price,i-j);
sumw += k;
}
}
tmBuffer[i] = sum/sumw;

//
//
//
//
//
double diff = iMA(NULL,0,1,0,MODE_SMA,Price,i)-tmBuffer[i];
if (i> (Bars-HalfLength-1)) continue;
if (i==(Bars-HalfLength-1))
{
upBuffer[i] = tmBuffer[i];
dnBuffer[i] = tmBuffer[i];
if (diff>=0)
{
wuBuffer[i] = MathPow(diff,2);
wdBuffer[i] = 0;
}
else
{
wdBuffer[i] = MathPow(diff,2);
wuBuffer[i] = 0;
}
continue;
}
//
//
//
//
//
if(diff>=0)
{
wuBuffer[i] = (wuBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
wdBuffer[i] = wdBuffer[i+1]*(FullLength-1)/FullLength;
}
else
{
wdBuffer[i] = (wdBuffer[i+1]*(FullLength-1)+MathPow(diff,2))/FullLength;
wuBuffer[i] = wuBuffer[i+1]*(FullLength-1)/FullLength;
}
upBuffer[i] = tmBuffer[i] + BandsDeviations*MathSqrt(wuBuffer[i]);
dnBuffer[i] = tmBuffer[i] — BandsDeviations*MathSqrt(wdBuffer[i]);
}
}

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

void doAlert(string doWhat)
{
static string previousAlert="";
static datetime previousTime;
string message;

//
//
//
//
//
if (previousAlert!=doWhat || previousTime!=Time[0])
{
previousAlert = doWhat;
previousTime = Time[0];

message= StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," THA: ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),«TMA „),message);
if (alertsSound) PlaySound(“alert2.wav»);
}
}

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
for(int l = StringLen(tfs)-1; l >= 0; l--)
{
int k = StringGetChar(tfs,l);
if((k > 96 && k < 123) || (k > 223 && k < 256))
tfs = StringSetChar(tfs, 1, l — 32);
else
if(k > -33 && k < 0)
tfs = StringSetChar(tfs, 1, l + 224);
}
int tf=0;
if (tfs==«M1» || tfs==«1») tf=PERIOD_M1;
if (tfs==«M5» || tfs==«5») tf=PERIOD_M5;
if (tfs==«M15»|| tfs==«15») tf=PERIOD_M15;
if (tfs==«M30»|| tfs==«30») tf=PERIOD_M30;
if (tfs==«H1» || tfs==«60») tf=PERIOD_H1;
if (tfs==«H4» || tfs==«240») tf=PERIOD_H4;
if (tfs==«D1» || tfs==«1440») tf=PERIOD_D1;
if (tfs==«W1» || tfs==«10080») tf=PERIOD_W1;
if (tfs==«MN» || tfs==«43200») tf=PERIOD_MN1;
if (tf==0 || tf<Period()) tf=Period();
return(tf);
}