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arbitragetrader

Convert Mt4 to Tradstation

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Hello,

I was wondering if someone could help me convert an mt4 language into tradestation language. I have looked online for the ts code but cannot find it so any help would be greatly appreciated. It is called the zerolagstochvbob indicator...

Thanks in advance,

 

#property copyright "Copyright © 2004, MetaQuotes Software Corp."

#property link "perky_z@yahoo.com"

 

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1 Lime

#property indicator_color2 Red

#property indicator_width1 3

#property indicator_width2 3

#property indicator_level1 0

#property indicator_level2 10

#property indicator_level3 20

#property indicator_level4 50

#property indicator_level5 80

#property indicator_level6 90

#property indicator_level7 100

 

#property indicator_levelcolor White

 

//---- input parameters

 

 

double stok1=0,stok2=0,stok3=0,stok4=0,stok5=0,mov=0,stoksmoothed=0,smoothing=15;

int shift=0, MAType=1, cnt=0, prevbars=0,loopbegin=0;

 

bool first=true;

//---- buffers

double TrendBuffer[];

double LoBuffer[];

double HiBuffer[];

double PlusSdiBuffer[];

double MinusSdiBuffer[];

double TempBuffer[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function |

//+------------------------------------------------------------------+

int init()

{

//---- 3 additional buffers are used for counting.

IndicatorBuffers(3);

//---- indicator buffers

SetIndexBuffer(0,TrendBuffer);

SetIndexBuffer(1,LoBuffer);

 

SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3,Lime);

SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,3,Red);

IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));

//---- name for DataWindow and indicator subwindow label

IndicatorShortName("ZLS");

 

SetIndexDrawBegin(0,TrendBuffer);

SetIndexDrawBegin(1,LoBuffer);

 

return(0);

}

//+------------------------------------------------------------------+

//| Average Directional Movement Index |

//+------------------------------------------------------------------+

int start()

{

// initial checkings

// check for additional bars loading or total reloading

if (Bars < prevbars ) first = true;

if (Bars-prevbars>1) first = true;

prevbars = Bars;

if (first)

{

// loopbegin prevent couning of counted bars exclude current

loopbegin = Bars-1;

if (loopbegin < 0) return(0); // not enough bars for counting

 

 

first = False;

}

 

 

loopbegin = loopbegin+1;

// Comment( loopbegin); // current bar is to be recounted too

for (shift = loopbegin; shift>= 0 ;shift--)

{

 

stok1 = (iStochastic(NULL,0,8,3,3,MODE_SMA,NULL,MODE_MAIN,shift))*0.05;

stok2 = (iStochastic(NULL,0,89,21,3,MODE_SMA,NULL,MODE_MAIN,shift))*0.43;

stok3 = (iStochastic(NULL,0,55,13,3,MODE_SMA,NULL,MODE_MAIN,shift))*0.26;

stok4 = (iStochastic(NULL,0,34,8,3,MODE_SMA,NULL,MODE_MAIN,shift))*0.16;

stok5 = (iStochastic(NULL,0,21,5,3,MODE_SMA,NULL,MODE_MAIN,shift))*0.10;

mov = stok1+stok2+stok3+stok4+stok5;

stoksmoothed = mov/smoothing + LoBuffer[shift+1]*(smoothing-1)/smoothing;

 

TrendBuffer[shift]=mov;

LoBuffer[shift]=stoksmoothed;

 

loopbegin = loopbegin-1;

}}

return(0);

// prevent to previous bars recounting

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input: 
smoothing(15);


vars:
stok1(0),
stok2(0),  
stok3(0),  
stok4(0), 
stok5(0),  
mov(0),  
stoksmoothed(0);  


stok1 = SlowDCustomOrig(H, L, C, 8, 3, 3) * 0.05;
stok2 = SlowDCustomOrig(H, L, C, 89, 21, 3) * 0.43;
stok3 = SlowDCustomOrig(H, L, C, 55, 13, 3) * 0.26;
stok4 = SlowDCustomOrig(H, L, C, 34, 8, 3) * 0.16;
stok5 = SlowDCustomOrig(H, L, C, 21, 5, 3) * 0.10;
mov = stok1 + stok2 + stok3 + stok4 + stok5;
stoksmoothed = mov/smoothing + stoksmoothed[1] * (smoothing - 1) / smoothing;

plot1(mov);
plot2(stoksmoothed);


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Hello,

Thanks for the indicator. I just had a question that you or someone might be able to answer. Attached is a chart of tradestation with the zero lag indicator and MT4 with the zero lag. As you can see there is quite a difference between the two. Do you know why this is?

Thanks,

zls.thumb.jpg.7d9f3fa82f2013172b6ac8282ce91b72.jpg

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Metatrader is unsupported so I had no way of knowing what formula they use for stochastics. This one looks like it. Any differences could be data differences - will be different for each broker (forex).

 


input: 
smoothing(15);

vars:
stok1(0),
stok2(0),  
stok3(0),  
stok4(0), 
stok5(0),  
mov(0),  
stoksmoothed(0);  

stok1 = SlowDCustom(H, L, C, 8) * 0.05;
stok2 = SlowDCustom(H, L, C, 89) * 0.43;
stok3 = SlowDCustom(H, L, C, 55) * 0.26;
stok4 = SlowDCustom(H, L, C, 34) * 0.16;
stok5 = SlowDCustom(H, L, C, 21) * 0.10;
mov = stok1 + stok2 + stok3 + stok4 + stok5;
stoksmoothed = mov / smoothing + stoksmoothed[1] * (smoothing - 1) / smoothing;

plot1(mov);
plot2(stoksmoothed);

Edited by statsign

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