Skip to content

Instantly share code, notes, and snippets.

@currencysecrets
Last active February 9, 2018 09:42
Show Gist options
  • Star 3 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save currencysecrets/9407520 to your computer and use it in GitHub Desktop.
Save currencysecrets/9407520 to your computer and use it in GitHub Desktop.
This function helps to determine which of the currencies listed in the ccyList. It uses the metric you've defined in your function and returns a score for the currency you're chart is currently active on.
extern int EXT_METRIC = 30; // bars for metric
extern int EXT_METRIC_MIN = 1; // minimum metric value needed for each individual currency
// this function returns the active currencies "strength" value
// it displays the strength value on the active chart's upper left portion of the screen (using Comment function)
double getTrend() {
// get the active chart's symbol
string sym = Symbol();
// get the active chart's
int per = Period();
// list all obtainable currency pairs within the array (change array size if need be)
string ccyList[28] = { "AUDCAD","AUDCHF","AUDJPY","AUDNZD","AUDUSD",
"CADCHF","CADJPY","CHFJPY","EURAUD","EURCAD",
"EURCHF","EURGBP","EURJPY","EURNZD","EURUSD",
"GBPAUD","GBPCAD","GBPCHF","GBPJPY","GBPNZD",
"GBPUSD","NZDCAD","NZDCHF","NZDJPY","NZDUSD",
"USDCAD","USDCHF","USDJPY" };
string quoteCcy, baseCcy, ccy;
double baseMetric, quoteMetric, metric;
// now get the active symbol's quote currency...
string quoteSym = StringSubstr( sym, 0, 3 );
// ... and get the active symbol's base currency.
string baseSym = StringSubstr( sym, 3, 3 );
// loop through each element of the currency list array and obtain scores for each individual currency
for ( int c = 0; c < ArraySize( ccyList ); c += 1 ) {
// get currency symbol from ccyList array
ccy = ccyList[c];
// see if active symbol contains any individual currency in the selected currency from ccyList
if ( StringFind( ccy, quoteSym ) > -1 || StringFind( ccy, baseSym ) > -1 ) {
// get quote currency from current ccyList currency...
quoteCcy = StringSubstr( ccy, 0, 3 );
// ... and get base currency from currenct ccyList currency
baseCcy = StringSubstr( ccy, 3, 3 );
// DEFINE YOUR METRIC HERE (use ccy NOT sym):
metric = ( iClose( ccy, per, 0 ) - iClose( ccy, per, 1 ) / iATR( ccy, per, EXT_METRIC, 0 );
if ( quoteCcy == quoteSym ) quoteMetric += metric;
if ( quoteCcy == baseSym ) baseMetric += metric;
// needs to be subtract for the base currency as any moves down work *for* that currency
if ( baseCcy == baseSym ) baseMetric += -metric;
if ( baseCcy == quoteSym ) quoteMetric += -metric;
}
}
// output to active chart - top left part of screen
// should see something like "EUR 1.03 - CHF 2.14 = -1.11"
// the total displaying the calculated metric according to how the individual currency fares with other currency pairs
Comment( quoteSym + " " + DoubleToStr( quoteMetric, 2 ) + " - " + baseSym + " " + DoubleToStr( baseMetric, 2 ) + " = " + DoubleToStr( quoteMetric - baseMetric, 2 ) );
// return the combined individual currency metric, but test to make sure each individual currency
// has met the minimum value (could be maximum value if need be, or you can test other constraints on
// the individual nature of each currency before pushing the combined total out).
if ( MathAbs( quoteMetric ) > EXT_METRIC_MIN && MathAbs( baseMetric ) > EXT_METRIC_MIN ) return ( quoteMetric - baseMetric );
return ( 0 );
}
@kanonmicke
Copy link

On rows 27-30 you want base and quote currency.
It looks like you use base as quote and quote as base.
Isnt't this more correct:
string baseSym = SymbolInfoString(Symbol(),SYMBOL_CURRENCY_BASE);
string quoteSym = StringSubstr(Symbol(), 3, 3 );

Unfortunatly there isn't any api to get Quote like base.

Happy hakking.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment