附图指标， mt4指标类型：趋势指标 是否能用在mt4手机版上：否 是否含有未来函数：无 //+------------------------------------------------------------------+ //| J_TPO_Clean.mq4 | //| Copyright ? 2005, | //| | //+------------------------------------------------------------------+ // // J_TPO_Clean is a cleanup of the original J_TPO code, which // was incomprehensible, and obviously translated poorly from some // other implementation. Some bugs have been eliminated. // It now does J_TPO on Close and High and Low, in // white, green and red respectively. If you want classic J_TPO, // then just turn the colors of the green and red to 'none'. // // Matt ([email protected]) // // This code is released under the terms of the GNU General Public License V2 // #property copyright "Copyright ? 2005" #property link "www.metatrader.org" #property indicator_separate_window #property indicator_minimum -1 #property indicator_maximum 1 #property indicator_buffers 3 #property indicator_color1 White #property indicator_color2 Green #property indicator_color3 Red //---- input parameters extern int Len=14; //---- buffers double ExtMapBuffer1; double ExtMapBuffer2; double ExtMapBuffer3; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0, ExtMapBuffer1); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1, ExtMapBuffer2); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(2, ExtMapBuffer3); //---- return(0); } //+------------------------------------------------------------------+ //| J_TPO indicatop | //+------------------------------------------------------------------+ int start() { int limit; int counted_bars=IndicatorCounted(); //---- check for possible errors if(counted_bars<0) return(-1); //---- last counted bar will be recounted if(counted_bars>0) counted_bars--; limit=MathMin(Bars-counted_bars-Len,Bars-Len-1); if (Len < 3) { Print("J_TPO_B: length must be at least 3"); return(0); // } for (int i=limit; i>=0; i--) { ExtMapBuffer1=J_TPO_value(Close,Len,i); ExtMapBuffer2=J_TPO_value(High,Len,i); ExtMapBuffer3=J_TPO_value(Low,Len,i); } //---- done return(0); } //+------------------------------------------------------------------+ double J_TPO_value(double input, int Len, int shift) { // // compute the J_TPO function on input[shift], looking back up to Len data previous // double value, normalization, Lenp1half; double accum, tmp, maxval; int j, maxloc, m; double arr1, arr2, arr3; bool flag; accum=0; ArrayResize(arr1,Len+1); ArrayResize(arr2,Len+1); ArrayResize(arr3,Len+1); for (m=1; m<=Len; m++) { arr2[m] = m; arr3[m] = m; arr1[m] = input[shift+Len-m]; } // sort arr1 in ascending order, arr2 is the permutation index // Note, this is a poor quadratic search, and will not scale well with Len for (m=1; m<=(Len-1); m++) { // // find max value & its location in arr1 [m..m+Len] // maxval = arr1[m]; maxloc = m; for (j=m+1; j<=Len; j++) { if (arr1[j] < maxval) { maxval = arr1[j]; maxloc = j; } } // // Swap arr1[m] with its max value // amd similarly for arr2. tmp = arr1[m]; arr1[m] = arr1[maxloc]; arr1[maxloc] = tmp; tmp = arr2[m]; arr2[m] = arr2[maxloc]; arr2[maxloc] = tmp; } // // arr3[1..Len] is nominally 1..m, but this here adjusts for // ties. m = 1; while (m < Len) { // Search for repeated values. j = m + 1; flag = true; accum = arr3[m]; while (flag) { if (arr1[m] != arr1[j]){ if ((j - m) > 1) { // a streak of repeated values was found // and so replace arr3 for those with // its average accum = accum/(j - m); for (int n=m; n<=(j-1); n++) arr3[n] = accum; } flag = false; } else { accum += arr3[j]; j++; } // if } // while flag m = j; } // while (Len > m) // This is the real guts of the J_TPO // it is a simple statistic to see if the ranks, when applied in sorted order are // "correlated" with 1..Len, a simple cross correlation of ranks. // so if they are sorted then this gives 1, and if they are anti-sorted they give -1 // and similarly for intermediate values. normalization = 12.0 / (Len*(Len-1)*(Len+1)); Lenp1half = (Len + 1) * 0.5; for (accum=0,m=1; m<=Len; m++) { // Print("m="+m+"Arr2[m] ="+arr2[m]+" arr3[m]="+arr3[m]); accum += (arr3[m] - Lenp1half) * (arr2[m] - Lenp1half); } value = normalization * accum; // Print("JTPO_B: accum = "+accum+" norm = "+normalization); return(value); }J_TPO_Clean.jpg

阅尽天下指标