Description
Follow my cTrader Telegram group at https://t.me/cTraderCommunity; everyone can talk about cTrader indicators and algorithm without restrictions, though it is not allowed to spam commercial indicators to sell them. There's also a Discord Server now @ https://discord.gg/5GAPMtp and an Instagram page https://www.instagram.com/ctrader_community/
This indicator was inspired by the BTMM strategy, conceived by @eyeballpaul and developed by me.
It is a template for the btmm strategy that shows all the important levels such as previous day Min-Max, ADR, Brinks boxes, Asia session and stop hunt zones.
For any bug report or suggestion, follow my telegram group or comment below
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class BTMMWorkTime : Indicator
{
[Parameter("Boxes Opacity", Group = "Asia Box", DefaultValue = 20)]
public int BoxOpt { get; set; }
[Parameter("Asia Color", Group = "Asia Box", DefaultValue = "Cyan")]
public string AsiaColor { get; set; }
[Parameter("Asia Zones Distance", Group = "Asia Areas", DefaultValue = 25)]
public double AsiaZoneDist { get; set; }
[Parameter("Asia Zones Width", Group = "Asia Areas", DefaultValue = 25)]
public double AsiaZoneWidth { get; set; }
[Parameter("Stop Hunt Width (-1 to deactivate)", Group = "Asia Areas", DefaultValue = 50)]
public int StopHuntPips { get; set; }
[Parameter("Asia Levels Thickess", Group = "Asia Levels", DefaultValue = 1)]
public int AsiaLevelsThc { get; set; }
[Parameter("Asia Levels LineStyle", Group = "Asia Levels", DefaultValue = LineStyle.Lines)]
public LineStyle AsiaLevelsLS { get; set; }
[Parameter("Asia Levels Opacity", Group = "Asia Levels", DefaultValue = 20)]
public int AsiaLevelsOpt { get; set; }
[Parameter("Asia Levels Color", Group = "Asia Levels", DefaultValue = "Yellow")]
public string AsiaLevelsColor { get; set; }
[Parameter("Brinks Color", Group = "Brinks Box", DefaultValue = "Green")]
public string BrinksColor { get; set; }
[Parameter("Brinks Opacity", Group = "Brinks Box", DefaultValue = 20)]
public int BrinksOpt { get; set; }
[Parameter("Brinks 2 Color", Group = "Brinks Box 2", DefaultValue = "Yellow")]
public string Brinks2Color { get; set; }
[Parameter("Brinks 2 Opacity", Group = "Brinks Box 2", DefaultValue = 20)]
public int Brinks2Opt { get; set; }
[Parameter("US Color", Group = "US Box", DefaultValue = "Red")]
public string USColor { get; set; }
[Parameter("US Opacity", Group = "US Box ", DefaultValue = 20)]
public int USOpt { get; set; }
[Parameter("Daily Range Color", Group = "Daily Range", DefaultValue = "RoyalBlue")]
public string DailyColor { get; set; }
[Parameter("Daily Range Thickess", Group = "Daily Range", DefaultValue = 1)]
public int DailyThc { get; set; }
[Parameter("Daily Range LineStyle", Group = "Daily Range", DefaultValue = LineStyle.Solid)]
public LineStyle DailyLS { get; set; }
[Parameter("ADR Color", Group = "ADR", DefaultValue = "Red")]
public string ADRColor { get; set; }
[Parameter("ADR Thickess", Group = "ADR", DefaultValue = 1)]
public int ADRThc { get; set; }
[Parameter("ADR LineStyle", Group = "ADR", DefaultValue = LineStyle.Solid)]
public LineStyle ADRLS { get; set; }
[Parameter("POT", Group = "Power Of Three", DefaultValue = true)]
public bool POT { get; set; }
[Parameter("POT Color", Group = "Power Of Three", DefaultValue = "White")]
public string POTColor { get; set; }
[Parameter("POT Thickess", Group = "Power Of Three", DefaultValue = 1)]
public int POTThc { get; set; }
[Parameter("POT LineStyle", Group = "Power Of Three", DefaultValue = LineStyle.LinesDots)]
public LineStyle POTLS { get; set; }
[Parameter("TimeZone", DefaultValue = 2)]
public int TZ { get; set; }
private Color AsiaColorWAlpha, AsiaLevelColorWAlpha, BrinksColorWAlpha, Brinks2ColorWAlpha, USColorWAlpha;
private DateTime AsiaStart, AsiaEnd;
private MarketSeries DailySeries;
private ADR ADR;
private void SetDates(int index)
{
if (MarketSeries.OpenTime[index].Hour < 6)
{
DateTime PrevDay = MarketSeries.OpenTime[index].AddDays(-1);
DateTime CurrentDay = MarketSeries.OpenTime[index];
AsiaStart = new DateTime(PrevDay.Year, PrevDay.Month, PrevDay.Day, 22, 0, 0);
AsiaEnd = new DateTime(CurrentDay.Year, CurrentDay.Month, CurrentDay.Day, 6, 0, 0);
}
else if (MarketSeries.OpenTime[index].Hour >= 22)
{
DateTime PrevDay = MarketSeries.OpenTime[index];
DateTime CurrentDay = MarketSeries.OpenTime[index].AddDays(1);
AsiaStart = new DateTime(PrevDay.Year, PrevDay.Month, PrevDay.Day, 22, 0, 0);
AsiaEnd = new DateTime(CurrentDay.Year, CurrentDay.Month, CurrentDay.Day, 6, 0, 0);
}
}
protected override void Initialize()
{
BoxOpt = (int)(255 * BoxOpt * 0.01);
AsiaLevelsOpt = (int)(255 * AsiaLevelsOpt * 0.01);
BrinksOpt = (int)(255 * BrinksOpt * 0.01);
Brinks2Opt = (int)(255 * Brinks2Opt * 0.01);
USOpt = (int)(255 * USOpt * 0.01);
AsiaColorWAlpha = Color.FromArgb(BoxOpt, Color.FromName(AsiaColor).R, Color.FromName(AsiaColor).G, Color.FromName(AsiaColor).B);
AsiaLevelColorWAlpha = Color.FromArgb(AsiaLevelsOpt, Color.FromName(AsiaLevelsColor).R, Color.FromName(AsiaLevelsColor).G, Color.FromName(AsiaLevelsColor).B);
BrinksColorWAlpha = Color.FromArgb(BrinksOpt, Color.FromName(BrinksColor).R, Color.FromName(BrinksColor).G, Color.FromName(BrinksColor).B);
Brinks2ColorWAlpha = Color.FromArgb(Brinks2Opt, Color.FromName(Brinks2Color).R, Color.FromName(Brinks2Color).G, Color.FromName(Brinks2Color).B);
USColorWAlpha = Color.FromArgb(USOpt, Color.FromName(USColor).R, Color.FromName(USColor).G, Color.FromName(USColor).B);
AsiaZoneDist *= Symbol.PipSize;
AsiaZoneWidth *= Symbol.PipSize;
DailySeries = MarketData.GetSeries(TimeFrame.Daily);
TZ = -TZ;
TZ += 3;
ADR = Indicators.GetIndicator<ADR>(5);
}
public bool DailyRangeDrawn = false;
public override void Calculate(int index)
{
if (TimeFrame > TimeFrame.Minute30)
return;
if (MarketSeries.OpenTime[index].Hour < 6 || MarketSeries.OpenTime[index].Hour >= 22)
{
SetDates(index);
DrawAsiaSession(index);
}
if (MarketSeries.OpenTime[index].Hour >= 7 && MarketSeries.OpenTime[index].Hour < 8)
{
DrawBrinksBox(index);
}
if (MarketSeries.OpenTime[index].Hour >= 13 && MarketSeries.OpenTime[index].Hour < 14)
{
DrawBrinksBox2(index);
}
if (((MarketSeries.OpenTime[index].Hour >= 13 && MarketSeries.OpenTime[index].Minute >= 30) || MarketSeries.OpenTime[index].Hour >= 14) && MarketSeries.OpenTime[index].Hour < 17)
{
DrawUSSession(index);
}
if (MarketSeries.OpenTime[index - 1].Day != MarketSeries.OpenTime[index].Day)
DailyRangeDrawn = false;
if (!DailyRangeDrawn)
{
int DailyIndex = DailySeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
DrawADR(index, DailyIndex);
DrawDaily(index, DailyIndex);
DailyRangeDrawn = true;
}
}
private void DrawADR(int index, int DailyIndex)
{
Chart.DrawTrendLine("ADR High " + DailyIndex, DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Open[DailyIndex] + ADR.ADR5[index] * Symbol.PipSize, DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), DailySeries.Open[DailyIndex] + ADR.ADR5[index] * Symbol.PipSize, Color.FromName(ADRColor), ADRThc, ADRLS);
Chart.DrawTrendLine("ADR Low " + DailyIndex, DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Open[DailyIndex] - ADR.ADR5[index] * Symbol.PipSize, DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), DailySeries.Open[DailyIndex] - ADR.ADR5[index] * Symbol.PipSize, Color.FromName(ADRColor), ADRThc, ADRLS);
Chart.DrawText("ADR High Label", "ADR H " + (DailySeries.Open[DailyIndex] + ADR.ADR5[index] * Symbol.PipSize), DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Open[DailyIndex] + ADR.ADR5[index] * Symbol.PipSize, Color.FromName(ADRColor));
Chart.DrawText("ADR Low Label", "ADR L " + (DailySeries.Open[DailyIndex] - ADR.ADR5[index] * Symbol.PipSize), DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Open[DailyIndex] - ADR.ADR5[index] * Symbol.PipSize, Color.FromName(ADRColor));
}
private void DrawDaily(int index, int DailyIndex)
{
Chart.DrawTrendLine("Daily High " + DailyIndex, DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.High[DailyIndex - 1], DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), DailySeries.High[DailyIndex - 1], Color.FromName(DailyColor), DailyThc, DailyLS);
Chart.DrawTrendLine("Daily Low " + DailyIndex, DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Low[DailyIndex - 1], DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), DailySeries.Low[DailyIndex - 1], Color.FromName(DailyColor), DailyThc, DailyLS);
Chart.DrawText("Daily High Label", "YH " + DailySeries.High[DailyIndex - 1], DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.High[DailyIndex - 1], Color.FromName(DailyColor));
Chart.DrawText("Daily Low Label", "YL " + DailySeries.Low[DailyIndex - 1], DailySeries.OpenTime[DailyIndex].AddHours(TZ), DailySeries.Low[DailyIndex - 1], Color.FromName(DailyColor));
}
//
// Drawing Asia Session
//
private void DrawAsiaSession(int index)
{
double AsiaMax = FindAsiaMax(index);
double AsiaMin = FindAsiaMin(index);
string RectangleLabel = "AsiaSession" + AsiaStart.Day + " " + AsiaStart.Month + " " + AsiaStart.Year;
Chart.DrawRectangle(RectangleLabel, AsiaStart, AsiaMax, AsiaEnd, AsiaMin, AsiaColorWAlpha).IsFilled = true;
Chart.DrawText(RectangleLabel + " Pips", "PIPS: " + Math.Round((AsiaMax - AsiaMin) / Symbol.PipSize, 2), AsiaStart, AsiaMin, AsiaColor);
DateTime AsiaLastQuarterStart = DrawAsiaBoxDivision(AsiaMax, AsiaMin);
if (AsiaMax - AsiaMin < StopHuntPips * Symbol.PipSize || StopHuntPips == -1)
DrawAsiaRangeZones(AsiaMax, AsiaMin);
else
DrawAsiaRangeZoneStopHunt(AsiaLastQuarterStart);
DrawAsiaLevels(AsiaMax, AsiaMin);
if (POT)
DrawPOT(AsiaLastQuarterStart, index);
}
private double FindAsiaMax(int index)
{
int AsiaStartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart);
double AsiaMax = 0;
while (index >= AsiaStartIndex)
{
AsiaMax = Math.Max(AsiaMax, MarketSeries.High[index]);
index--;
}
return AsiaMax;
}
private double FindAsiaMin(int index)
{
int AsiaStartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart);
double AsiaMin = double.PositiveInfinity;
while (index >= AsiaStartIndex)
{
AsiaMin = Math.Min(AsiaMin, MarketSeries.Low[index]);
index--;
}
return AsiaMin;
}
private void DrawAsiaRangeZones(double AsiaMax, double AsiaMin)
{
Chart.DrawRectangle("AsiaUpperZone " + AsiaEnd, AsiaEnd, AsiaMax + AsiaZoneDist, AsiaEnd.AddHours(7), AsiaMax + AsiaZoneDist + AsiaZoneWidth, AsiaColorWAlpha).IsFilled = true;
Chart.DrawRectangle("AsiaLowerZone " + AsiaEnd, AsiaEnd, AsiaMin - AsiaZoneDist, AsiaEnd.AddHours(7), AsiaMin - AsiaZoneDist - AsiaZoneWidth, AsiaColorWAlpha).IsFilled = true;
}
private void DrawAsiaRangeZoneStopHunt(DateTime AsiaLastQuarterStart)
{
int AsiaLastQuarterStartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaLastQuarterStart);
int index = MarketSeries.OpenTime.GetIndexByTime(AsiaEnd);
double LastQuarterMax = 0;
double LastQuarterMin = double.PositiveInfinity;
while (index >= AsiaLastQuarterStartIndex)
{
LastQuarterMax = Math.Max(LastQuarterMax, MarketSeries.High[index]);
LastQuarterMin = Math.Min(LastQuarterMin, MarketSeries.Low[index]);
index--;
}
Chart.DrawRectangle("AsiaUpperZone " + AsiaEnd, AsiaEnd, LastQuarterMax + AsiaZoneDist, AsiaEnd.AddHours(7), LastQuarterMax + AsiaZoneDist + AsiaZoneWidth, Color.FromArgb(BoxOpt, 255, 0, 0), 2, LineStyle.Lines).IsFilled = true;
Chart.DrawRectangle("AsiaLowerZone " + AsiaEnd, AsiaEnd, LastQuarterMin - AsiaZoneDist, AsiaEnd.AddHours(7), LastQuarterMin - AsiaZoneDist - AsiaZoneWidth, Color.FromArgb(BoxOpt, 255, 0, 0), 2, LineStyle.Lines).IsFilled = true;
Chart.DrawRectangle("AsiaLastQuarter " + AsiaEnd, AsiaLastQuarterStart, LastQuarterMax, AsiaEnd, LastQuarterMin, Color.Red);
}
private void DrawAsiaLevels(double AsiaMax, double AsiaMin)
{
Chart.DrawTrendLine("Asia Top Level" + AsiaEnd, AsiaEnd, AsiaMax, AsiaEnd.AddHours(8), AsiaMax, AsiaLevelColorWAlpha, AsiaLevelsThc, AsiaLevelsLS);
Chart.DrawTrendLine("Asia Mid Level" + AsiaEnd, AsiaEnd, (AsiaMax + AsiaMin) / 2, AsiaEnd.AddHours(8), (AsiaMax + AsiaMin) / 2, AsiaLevelColorWAlpha, AsiaLevelsThc, AsiaLevelsLS);
Chart.DrawTrendLine("Asia Bottom Level" + AsiaEnd, AsiaEnd, AsiaMin, AsiaEnd.AddHours(8), AsiaMin, AsiaLevelColorWAlpha, AsiaLevelsThc, AsiaLevelsLS);
}
private DateTime DrawAsiaBoxDivision(double AsiaMax, double AsiaMin)
{
int MinutesInAsiaSession = 0;
while (AsiaStart.AddMinutes(MinutesInAsiaSession) < AsiaEnd)
MinutesInAsiaSession++;
MinutesInAsiaSession = (int)(MinutesInAsiaSession / 4);
for (int i = 1; i < 4; ++i)
{
Chart.DrawTrendLine("Asia Divisor " + i + " " + AsiaEnd, AsiaStart.AddMinutes(MinutesInAsiaSession * i), AsiaMax, AsiaStart.AddMinutes(MinutesInAsiaSession * i), AsiaMin, AsiaLevelColorWAlpha, 1, AsiaLevelsLS);
}
return AsiaStart.AddMinutes(MinutesInAsiaSession * 3);
}
private void DrawPOT(DateTime AsiaLastQuarterStart, int ChartIndex)
{
int AsiaStartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart);
int index = MarketSeries.OpenTime.GetIndexByTime(AsiaLastQuarterStart);
int DailyIndex = DailySeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[ChartIndex]);
double ThreeQuarterMax = 0;
double ThreeQuarterMin = double.PositiveInfinity;
while (index >= AsiaStartIndex)
{
ThreeQuarterMax = Math.Max(ThreeQuarterMax, MarketSeries.High[index]);
ThreeQuarterMin = Math.Min(ThreeQuarterMin, MarketSeries.Low[index]);
index--;
}
for (int i = 1; i <= 3; ++i)
{
Chart.DrawTrendLine("POT UP" + i + " " + AsiaEnd, DailySeries.OpenTime[DailyIndex].AddHours(TZ), ThreeQuarterMax + (ThreeQuarterMax - ThreeQuarterMin) * i, DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), ThreeQuarterMax + (ThreeQuarterMax - ThreeQuarterMin) * i, Color.FromName(POTColor), POTThc, POTLS);
Chart.DrawTrendLine("POT DOWN" + i + " " + AsiaEnd, DailySeries.OpenTime[DailyIndex].AddHours(TZ), ThreeQuarterMin - (ThreeQuarterMax - ThreeQuarterMin) * i, DailySeries.OpenTime[DailyIndex].AddDays(1).AddHours(TZ), ThreeQuarterMin - (ThreeQuarterMax - ThreeQuarterMin) * i, Color.FromName(POTColor), POTThc, POTLS);
}
}
//
// End Asia Session
//
//
// Brinks Box 1
//
private void DrawBrinksBox(int index)
{
double Max = FindBrinksMax(index);
double Min = FindBrinksMin(index);
Chart.DrawRectangle("Brinks Area " + AsiaStart, AsiaStart.AddHours(9), Max, AsiaStart.AddHours(10), Min, BrinksColorWAlpha).IsFilled = true;
Chart.DrawText("Brinks Area Pips " + AsiaStart, "PIPS: " + Math.Round((Max - Min) / Symbol.PipSize, 2), AsiaStart.AddHours(9), Min, Color.FromName(BrinksColor));
}
private double FindBrinksMax(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(9));
double Max = 0;
while (index >= StartIndex)
{
Max = Math.Max(Max, MarketSeries.High[index]);
index--;
}
return Max;
}
private double FindBrinksMin(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(9));
double Min = double.PositiveInfinity;
while (index >= StartIndex)
{
Min = Math.Min(Min, MarketSeries.Low[index]);
index--;
}
return Min;
}
//
// End Brinks Box 1
//
//
// Brinks Box 2
//
private void DrawBrinksBox2(int index)
{
double Max = FindBrinks2Max(index);
double Min = FindBrinks2Min(index);
Chart.DrawRectangle("Brinks Area 2 " + AsiaStart, AsiaStart.AddHours(15), Max, AsiaStart.AddHours(16), Min, Brinks2ColorWAlpha).IsFilled = true;
Chart.DrawText("Brinks Area Pips 2 " + AsiaStart, "PIPS: " + Math.Round((Max - Min) / Symbol.PipSize, 2), AsiaStart.AddHours(15), Min, Color.FromName(Brinks2Color));
}
private double FindBrinks2Max(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(15));
double Max = 0;
while (index >= StartIndex)
{
Max = Math.Max(Max, MarketSeries.High[index]);
index--;
}
return Max;
}
private double FindBrinks2Min(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(15));
double Min = double.PositiveInfinity;
while (index >= StartIndex)
{
Min = Math.Min(Min, MarketSeries.Low[index]);
index--;
}
return Min;
}
//
// End Brinks Box 2
//
//
// US Session
//
private void DrawUSSession(int index)
{
double Max = FindUSMax(index);
double Min = FindUSMin(index);
Chart.DrawRectangle("US Area " + AsiaStart, AsiaStart.AddHours(15).AddMinutes(30), Max, AsiaStart.AddHours(19), Min, USColorWAlpha).IsFilled = true;
Chart.DrawText("US Area Pips " + AsiaStart, "PIPS: " + Math.Round((Max - Min) / Symbol.PipSize, 2), AsiaStart.AddHours(15).AddMinutes(30), Min, Color.FromName(USColor));
}
private double FindUSMax(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(15).AddMinutes(30));
double Max = 0;
while (index >= StartIndex)
{
Max = Math.Max(Max, MarketSeries.High[index]);
index--;
}
return Max;
}
private double FindUSMin(int index)
{
int StartIndex = MarketSeries.OpenTime.GetIndexByTime(AsiaStart.AddHours(15).AddMinutes(30));
double Min = double.PositiveInfinity;
while (index >= StartIndex)
{
Min = Math.Min(Min, MarketSeries.Low[index]);
index--;
}
return Min;
}
//
// End US Session
//
}
}
CY
cysecsbin.01
Joined on 10.11.2018 Blocked
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: BTMM.algo
- Rating: 0
- Installs: 9639
- Modified: 13/10/2021 09:54
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Comments
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JE
I am sorry not being able to join as I am living in a country where both Instagram and Telegram aren't allowed to be accessed. Can you provide with an example the ADR indicator as that indicator is necessary ?
AL
I ask the same thing to the telegram group. Go there and find the solution. Sorry but you are right.
JE
BTMM is caling the ADR, Average Daily Range indicator. There is a "myADR indicator" but it seems a different one. Can your provide the ADR indicator to make it work properly? Thanks
JE
Using default settings on M15 or M30, I have the High Low lines but none of the "Brinks" zones in green or red opacity.
Doesn't map anything on TF>30 min. Why is this so? Any suggestion to rectify the same?