i-CAi Expert Advisor

[funyoo]

how work this EA?
i need that
if candle close over icai buy
if candle close under icai close position+sell
this EA make that?

Yes it does that.

[pillso]

i use i cai ma 65 in 5min
its great when big move like this night
but in range trading its really bad
i have a idea for limit fake signal
add elder inpulse candle in the ea
elder candle have 3 color
lime=buy
blue=wait and see
red=sell
exemple
if bar close over icai and candle lime=buy and after if bar close under icai and bar is blue always buy; if bar close under icai and bar red sell

i have look it today and it limit fake signal
so if u have other idea for limit fake signal u is welcome;-)
here the indiacator

//+------------------------------------------------------------------+
//| Heiken Ashi.mq4 |
//| Copyright c 2004, MetaQuotes Software Corp. |
//| Forex Trading Software: Forex Trading Platform MetaTrader 4 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 Lime
#property indicator_color3 Blue
#property indicator_color4 Blue
#property indicator_width1 3
#property indicator_width2 3
#property indicator_width3 3
#property indicator_width4 3

extern int TimeFrame=0;
extern int EMA_Period=13;
extern int MACD_FastPeriod=12;
extern int MACD_SlowPeriod=26;
extern int MACD_SignalPeriod=9;
extern bool UseMT4MACD=false;

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];

double MACDLineBuffer[];
double MACDSignalLineBuffer[];
double MACDHistogramBuffer[];

//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//|------------------------------------------------------------------|
int init()
{
IndicatorBuffers(7);

//---- indicators
SetIndexStyle(0,DRAW_HISTOGRAM, 0, 3);
SetIndexBuffer(0, ExtMapBuffer1);
SetIndexStyle(1,DRAW_HISTOGRAM, 0, 3);
SetIndexBuffer(1, ExtMapBuffer2);
SetIndexStyle(2,DRAW_HISTOGRAM, 0, 3);
SetIndexBuffer(2, ExtMapBuffer3);
SetIndexStyle(3,DRAW_HISTOGRAM, 0, 3);
SetIndexBuffer(3, ExtMapBuffer4);
//----
SetIndexDrawBegin(0,MACD_SlowPeriod);
SetIndexDrawBegin(1,MACD_SlowPeriod);
SetIndexDrawBegin(2,MACD_SlowPeriod);
SetIndexDrawBegin(3,MACD_SlowPeriod);

//---- indicator buffers mapping
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexBuffer(2,ExtMapBuffer3);
SetIndexBuffer(3,ExtMapBuffer4);

SetIndexEmptyValue(4,0.0);
SetIndexBuffer(4,MACDSignalLineBuffer);
SetIndexEmptyValue(5,0.0);
SetIndexBuffer(5,MACDLineBuffer);
SetIndexEmptyValue(6,0.0);
SetIndexBuffer(6,MACDHistogramBuffer);
//---- initialization done

return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here

//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit,y=0,counted_bars=IndicatorCounted();
double ema1, main1, signal1, ema0, main0, signal0, macd1, macd0, main;
double alpha = 2.0 / (MACD_SignalPeriod + 1.0);
double alpha_1 = 1.0 - alpha;
double BarValue, aOpen, aClose;

if(Bars<=10) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
int pos=Bars-ExtCountedBars-1;
while(pos>=0)
{
y = iBarShift(NULL,TimeFrame,Time[pos]);
ema0=iMA(NULL,TimeFrame,EMA_Period,0,MODE_EMA,PRIC E_CLOSE,y);
ema1=iMA(NULL,TimeFrame,EMA_Period,0,MODE_EMA,PRIC E_CLOSE,y+1);

if(UseMT4MACD)
{
main0=iMACD(NULL, TimeFrame, MACD_FastPeriod, MACD_SlowPeriod, MACD_SignalPeriod, PRICE_CLOSE,0,y);
main1=iMACD(NULL, TimeFrame, MACD_FastPeriod, MACD_SlowPeriod, MACD_SignalPeriod, PRICE_CLOSE,0,y+1);

signal0=iMACD(NULL, TimeFrame, MACD_FastPeriod, MACD_SlowPeriod, MACD_SignalPeriod, PRICE_CLOSE,1,y);
signal1=iMACD(NULL, TimeFrame, MACD_FastPeriod, MACD_SlowPeriod, MACD_SignalPeriod, PRICE_CLOSE,1,y+1);

main=main0;
macd0=main0-signal0;
macd1=main1-signal1;
} else
{
MACDLineBuffer[y] = iMA(NULL,TimeFrame,MACD_FastPeriod,0,MODE_EMA,PRIC E_CLOSE,y)-
iMA(NULL,TimeFrame,MACD_SlowPeriod,0,MODE_EMA,PRIC E_CLOSE,y);
MACDSignalLineBuffer[y]=(alpha*MACDLineBuffer[y]) + (alpha_1*MACDSignalLineBuffer[y+1]);
MACDHistogramBuffer[y]=MACDLineBuffer[y]-MACDSignalLineBuffer[y];

main=MACDLineBuffer[y];
macd0=MACDHistogramBuffer[y];
macd1=MACDHistogramBuffer[y+1];
}
aOpen=Open[pos];
aClose=Close[pos];
if(ema0<ema1 && macd0<macd1) //both down - Red
{
if(aOpen<aClose)
{
ExtMapBuffer1[pos]=aClose;
ExtMapBuffer2[pos]=aOpen;
ExtMapBuffer3[pos]=EMPTY_VALUE;
ExtMapBuffer4[pos]=EMPTY_VALUE;
} else
{
ExtMapBuffer1[pos]=aOpen;
ExtMapBuffer2[pos]=aClose;
ExtMapBuffer3[pos]=EMPTY_VALUE;
ExtMapBuffer4[pos]=EMPTY_VALUE;
}
} else
if(ema0>ema1 && macd0>macd1) //both up - Lime
{
if(aOpen<aClose)
{
ExtMapBuffer1[pos]=aOpen;
ExtMapBuffer2[pos]=aClose;
ExtMapBuffer3[pos]=EMPTY_VALUE;
ExtMapBuffer4[pos]=EMPTY_VALUE;
} else
{
ExtMapBuffer1[pos]=aClose;
ExtMapBuffer2[pos]=aOpen;
ExtMapBuffer3[pos]=EMPTY_VALUE;
ExtMapBuffer4[pos]=EMPTY_VALUE;
}
} else //otherwise - Blue
{
ExtMapBuffer3[pos]=aOpen;
ExtMapBuffer4[pos]=aClose;
ExtMapBuffer1[pos]=EMPTY_VALUE;
ExtMapBuffer2[pos]=EMPTY_VALUE;
}
pos--;
}
//----
return(0);
}
//+------------------------------------------------------------------+

[funyoo]

i use i cai ma 65 in 5min
its great when big move like this night
but in range trading its really bad
i have a idea for limit fake signal
add elder inpulse candle in the ea
elder candle have 3 color
lime=buy
blue=wait and see
red=sell
exemple
if bar close over icai and candle lime=buy and after if bar close under icai and bar is blue always buy; if bar close under icai and bar red sell

i have look it today and it limit fake signal
so if u have other idea for limit fake signal u is welcome;-)
here the indiacator

Hi pillso,

Interesting idea,

Here is the EA.

[pillso]

thank u funnyo great job
i test that today for watch if it work;-)

[pillso]

finnaly with sma 65 it dont look good icai dont move fast
i have optimized icai it look good now
u can add a filter to the EA?;-)

if candle lime close over icai+Laguerre RSI over 0.45=buy
if candle red close under icai+Laguerre RSI under 0.45=sell


here the indicator

//+------------------------------------------------------------------+
//| Laguerre RSI.mq4 |
//| Copyright © 2005, David W. Thomas |
//| mailto:davidwt@usa.net |
//+------------------------------------------------------------------+
// based on http://www.mesasoftware.com/TimeWarp.doc.
#property copyright "Copyright © 2005, David W. Thomas"
#property link "mailto:davidwt@usa.net"
//----
#property indicator_separate_window
#property indicator_level2 0.75
#property indicator_level3 0.45
#property indicator_level4 0.15
#property indicator_minimum 0
#property indicator_maximum 1
#property indicator_buffers 1
#property indicator_color1 MediumPurple
//---- input parameters
extern double gamma=0.7;
//---- buffers
double RSI[];
double L0[];
double L1[];
double L2[];
double L3[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(5);
//---- indicators
SetIndexStyle(0, DRAW_LINE);
SetIndexDrawBegin(0, 1);
SetIndexLabel(0, "Laguerre RSI");
SetIndexEmptyValue(0, -0.01);
SetIndexBuffer(0, RSI);
SetIndexBuffer(1, L0);
SetIndexBuffer(2, L1);
SetIndexBuffer(3, L2);
SetIndexBuffer(4, L3);
//----
string short_name="LaguerreRSI(" + DoubleToStr(gamma, 2) + ")";
IndicatorShortName(short_name);
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars=IndicatorCounted();
double CU, CD;
//---- last counted bar will be recounted
if (counted_bars>0)
counted_bars--;
else
counted_bars=1;
limit=Bars - counted_bars;
//---- computations for RSI
for(int i=limit; i>=0; i--)
{
L0[i]=(1.0 - gamma)*Close[i] + gamma*L0[i+1];
L1[i]=-gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
L2[i]=-gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
L3[i]=-gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
//Print(i," Close[i]=",Close[i],", (1.0 - gamma)*Close[i]=",(1.0 - gamma)*Close[i],", gamma*L0[i+1]=",gamma*L0[i+1]);
//Print(i," L0=",L0[i],",L1=",L1[i],",L2=",L2[i],",L3=",L3[i]);
CU=0;
CD=0;
if (L0[i]>=L1[i])
CU=L0[i] - L1[i];
else
CD=L1[i] - L0[i];
if (L1[i]>=L2[i])
CU=CU + L1[i] - L2[i];
else
CD=CD + L2[i] - L1[i];
if (L2[i]>=L3[i])
CU=CU + L2[i] - L3[i];
else
CD=CD + L3[i] - L2[i];
if (CU + CD!=0)
RSI[i]=CU/(CU + CD);
}
return(0);
}
//+------------------------------------------------------------------+

[funyoo]

Ok here it is.

EU H1. On one year. System reversed.

Total net profit : 236.38%
RDD : 29.01%

[pillso]

thank u
i have a last demand ;-)
u can make a version with this indicator for test the best

//+------------------------------------------------------------------+
//| Inverse Fisher Transform of RSI.mq4 |
//| Treberk's Conversion |
//| Treberk's Conversion |
//+------------------------------------------------------------------+
#property copyright "Treberk's Conversion"
#property link "Treberk's Conversion"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 DimGray


//Inputs

extern int RsiBars=5; // default=5
extern int WmaBars=9; // default=9
extern int HiTrigger=0.5; // default=0.5
extern int LoTrigger=-0.5; // default=-0.5
extern bool info=0; // default=0


//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ExtMapBuffer2);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
//----

// SetLoopCount(0);
//--------------------------------------------------------

//Variables: // Generic
int shift;
int loopBegin;
bool is_First=True;
double prevbars;
int count;

//Variables: // Specific
// Name(\"InvFisher RSI\"),
double Value2;
double IFish;
// for manual calc. RSI
double SumUp;
double SumDn;
double AvgUp;
double AvgDn;
double Delta;
double RSI;
// for calc. WMA
double WmaNumerator;
double WmaDenominator;
datetime LastTime;
double PrevAvgUp;
double PrevAvgDn;
int cntdown;

//Arrays:
// for ( calc. generic WMA (weighted moving average)
double Value1[40];




// Usage
/*[if (info ) {
Alert(\"See Terminal>Journal Tab for ( usage of \\n\",Name);
Print(\"|___________________\");
Print(\"|* \",Name,\" *\");
Print(\"| \",\"Sell: cross under HiTrigger (or under LoTrigger if (no prior cross under HiTrigger)\");
Print(\"| \",\"Buy: cross over LoTrigger (or over HiTrigger if (no prior cross over LoTrigger)\");
Print(\"|* \",Name,\" *\");
Print(\"|```````````````````\");
}]*/
//--------------------------------------------------------

// Check Inputs
if (0>HiTrigger || HiTrigger>1 ) {
Alert("Input Error: must be 0< HiTrigger <1, Cannot=",HiTrigger);
return(0);
}
if (-1>LoTrigger || LoTrigger>0 ) {
Alert("Input Error: must be -1< LoTrigger <0, Cannot=",LoTrigger);
return(0);
}
if (0>RsiBars || RsiBars>50 ) {
Alert("Input Error: must be 0< RsiBars <50, Cannot=",RsiBars);
return(0);
}
//--------------------------------------------------------

// Check for ( additional bars loading or total reloadng.
if (Bars<prevbars || Bars-prevbars>1 ) is_First=True;
prevbars=Bars;
//--------------------------------------------------------

// Pre-Loop setup
// loopbegin prevents counting of previously plotted bars excluding current Bars
if (is_First ) {
loopBegin=Bars-1-1;// BarIndexNumber=Shift=Bars-1...0

// Compute the initial AvgUp & AvgDn for RSI
for ( shift=loopBegin; shift>=loopBegin-RsiBars; shift--) {
Delta=Close[shift]-Close[shift+1];
SumUp=SumUp+MathMax(0,Delta);
SumDn=SumDn-MathMin(0,Delta);
}
AvgUp=SumUp/RsiBars;
AvgDn=SumDn/RsiBars;
loopBegin=loopBegin-RsiBars;
}
//--------------------------------------------------------

// loop from loopbegin to current bar (shift=0)
if (! is_First ) {
if ((Time[0]!=LastTime) ) {
PrevAvgUp = AvgUp;
PrevAvgDn = AvgDn;
AvgUp = 0;
AvgDn = 0;
for ( count=WmaBars-1; count>=1; count--) {
Value1[count]=Value1[count-1];
}
LastTime = Time[0];
}
} else {
cntdown = 1;
}

for ( shift=loopBegin; shift>=cntdown; shift--) {
// Calc RSI manually
Delta=Close[shift]-Close[shift+1];
if (is_First ) {
AvgUp=((RsiBars-1)*AvgUp+MathMax(0,Delta))/RsiBars;
AvgDn=((RsiBars-1)*AvgDn-MathMin(0,Delta))/RsiBars;
} else {
AvgUp=((RsiBars-1)*PrevAvgUp+MathMax(0,Delta))/RsiBars;
AvgDn=((RsiBars-1)*PrevAvgDn-MathMin(0,Delta))/RsiBars;
}
RSI=100-100/(1+AvgUp/AvgDn);
// ) scale RSI to between -5 and +5
/* Do not use iRSI fctn because it\'s too slow
Value1=0.1*(iRSI(RsiBars,shift)-50); */
Value1[0]=0.1*(RSI-50);

// Use weighted moving average to smooth Value1.
// Ehler suggests could also use EMA, which would be simpler coding at the expense of Alpha.
WmaNumerator=0;
WmaDenominator=0;
for ( count=WmaBars; count>= 1; count--) {
WmaNumerator=WmaNumerator+count*Value1[WmaBars-count-1];
WmaDenominator=WmaDenominator+count;
}
Value2=WmaNumerator/WmaDenominator;
IFish=(MathExp(2*Value2)-1)/(MathExp(2*Value2)+1);

ExtMapBuffer1[shift]=IFish;
// SetIndexValue[shift]=RSI;

// Plot dual-value Trigger Line
if (IFish >0 )
ExtMapBuffer2[shift]=HiTrigger;
else
ExtMapBuffer2[shift]=LoTrigger;
//--------------------------------------------------------

// Update arrays. This technique minimizes array storage and thus allows more signal bars.
if (is_First ) for ( count=WmaBars-1; count>= 1; count--) {
Value1[count]=Value1[count-1];
}
//--------------------------------------------------------
}

is_First = False;
cntdown = 0;
loopBegin = 0;


//----
return(0);
}
//+------------------------------------------------------------------+

[pillso]

i have a problem with EA
it work good
but after 4 to 5 trade
it dont work no more trade
same problem this afternoon and tonight
who can help?

[funyoo]

i have a problem with EA
it work good
but after 4 to 5 trade
it dont work no more trade
same problem this afternoon and tonight
who can help?

You have maybe enabled the time filter ?

Here is the version with Inverse Fisher Transform of RSI. I have not tested it as we can't backtest this indicator.

[pillso]

thank for your fantastic job!

i have time filter false

its maybe because its demo account?