指标_USDCHF/EURUSD关联性

yitang

#include <stdlib.mqh>
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 OrangeRed
//----
extern string Curency = "CHF";
//----
double UsdChf[],UsdChfO[];
double Idx[];
double diff,diff1;

int init()
  {
   IndicatorShortName(Curency);
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, Idx);
   return(0);
  }

void start()
  {
   double dLastBarCLOSE, dLastBarOPEN;
int nBars = ArrayCopySeries(UsdChf, MODE_CLOSE, "USDCHF", PERIOD_M1);
   int LastError = GetLastError();
   if(LastError != 4066)
     {
       int lastBars = nBars;
       for( int k = 0; k <10; k++)
         {
           dLastBarCLOSE = UsdChf[0];
           nBars = ArrayCopySeries(UsdChf, MODE_CLOSE, "USDCHF", PERIOD_M1);
           LastError = GetLastError();
           if(dLastBarCLOSE == UsdChf[0] && lastBars==nBars && LastError == 0)
               break;
           lastBars = nBars;
         }
     }
   if(LastError != 0)
      {
        Print("Error 001: ArrayCopySeries(): Error == ", ErrorDescription(LastError), "(",
              LastError, "), k == ",k, ", PERIOD_M1, nBars == ", nBars);
        return(0);
      }
//----
   nBars = ArrayCopySeries(UsdChfO, MODE_OPEN, "USDCHF", PERIOD_M1);
   LastError = GetLastError();
   if(LastError == 4066)
     {
       lastBars = nBars;
       for(k = 0; k <10; k++)
         {
           dLastBarOPEN = UsdChf[0];
           nBars = ArrayCopySeries(UsdChfO, MODE_OPEN, "USDCHF", PERIOD_M1);
           LastError = GetLastError();
           if(dLastBarCLOSE == UsdChf[0] && lastBars==nBars && LastError == 0)
               break;
           lastBars = nBars;
         }
     }
   if(LastError != 0)
      {
        Print("Error 002: ArrayCopySeries(): Error == ", ErrorDescription(LastError), "(",
              LastError, "), k == ",k, ", PERIOD_M1, nBars == ", nBars);
        return(0);
      }
//----
   int copylimit=MathMin(ArraySize(UsdChf),ArraySize(UsdChfO))-1;
   int counted_bars = IndicatorCounted();
   double USD;
//----
   if(counted_bars < 0)
       return(-1);
   int limit = Bars - counted_bars;
   if(counted_bars==0) limit--;
   limit=MathMin(limit,copylimit);
   PrintFormat("ArraySize(UsdChf)=%d ArraySize(UsdChfO)=%d  limit=%d",ArraySize(UsdChf),ArraySize(UsdChfO),limit);
   for(int i = 0; i < limit; i++)
     {
       diff = (UsdChf[i] - UsdChfO[i]);
       diff1 = (UsdChf[i+1] - UsdChfO[i+1]);
       Comment("Before", diff1, "\nnow    ", diff);
       if(Curency == "CHF")
           Idx[i] = UsdChf[i];
       if(diff <= -0.0006 && diff < 0)
         {
           Comment("diff ",diff," Buy eur");
           Alert ("USDCHF ", diff, " Difference BUY EURUSD");
         }
       if(diff >= 0.0006 && diff > 0)  
         {
           Comment("diff ", diff, " Sell eur");
           Alert ("USDCHF ", diff, " Difference SELL EURUSD");
         }
       if(Curency == "CHF")
           Idx[i] = UsdChf[i];

     }
  }