2XMA_Ichimoku_Signal

ÿþ//+---------------------------------------------------------------------+

//|                                            2XMA_Ichimoku_Signal.mq5 | 

//|                                  Copyright © 2018, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\MQL5\Include         |

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru" 

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//--- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//--- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//--- 8A?>;L7>20=> 2A53> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  >1JO2;5=85 :>=AB0=B              |

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

#define RESET 0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//--- >B@8A>2:0 8=48:0B>@0 1 2 2845 A8<2>;0

#property indicator_type1   DRAW_ARROW

//--- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= @>7>2K9 F25B

#property indicator_color1  clrMagenta

//--- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 2

#property indicator_width1  2

//--- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "2XMA_Ichimoku Sell"

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

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

//--- >B@8A>2:0 8=48:0B>@0 2 2 2845 A8<2>;0

#property indicator_type2   DRAW_ARROW

//--- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= 75;5=K9 F25B

#property indicator_color2  clrLime

//--- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 2

#property indicator_width2  2

//--- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2 "2XMA_Ichimoku Buy"

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

//|  ?8A0=85 :;0AA>2 CA@54=5=89      |

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

#include <SmoothAlgorithms.mqh>

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1,XMA2;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum MODE_PRICE //"8? :>=AB0=BK

  {

   OPEN = 0,     //> F5=0< >B:@KB8O

   LOW,          //> <8=8<C<0<

   HIGH,         //> <0:A8<C<0<

   CLOSE         //> F5=0< 70:@KB8O

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price 

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA    //AMA

  }; */

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

//|  %+  " + "      |

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

input uint Up_period1=6; //1 ?5@8>4, 8A?>;L7C5<K9 4;O 2KG8A;5=8O =082KAH53> 7=0G5=8O F5=K

input uint Dn_period1=6; //1 ?5@8>4, 8A?>;L7C5<<K9 4;O 2KG8A;5=8O =08=87H53> 7=0G5=8O F5=K

//----

input uint Up_period2=9; //2 ?5@8>4, 8A?>;L7C5<K9 4;O 2KG8A;5=8O =082KAH53> 7=0G5=8O F5=K

input uint Dn_period2=9; //2 ?5@8>4, 8A?>;L7C5<<K9 4;O 2KG8A;5=8O =08=87H53> 7=0G5=8O F5=K

//---- 

input MODE_PRICE Up_mode1=HIGH;  //1 B09<A5@8O 4;O ?>8A:0 <0:A8<C<>2 

input MODE_PRICE Dn_mode1=LOW;   //1 B09<A5@8O 4;O ?>8A:0 <8=8<C<>2 

//---- 

input MODE_PRICE Up_mode2=HIGH;  //2 B09<A5@8O 4;O ?>8A:0 <0:A8<C<>2 

input MODE_PRICE Dn_mode2=LOW;   //2 B09<A5@8O 4;O ?>8A:0 <8=8<C<>2  

//---- 

input Smooth_Method XMA1_Method=MODE_SMA_; //1 <5B>4 CA@54=5=8O

input Smooth_Method XMA2_Method=MODE_SMA_; //2 <5B>4 CA@54=5=8O

//----

input int XLength1=25; //1 3;C18=0 A3;06820=8O 

input int XLength2=80; //2 3;C18=0 A3;06820=8O

//----                  

input int XPhase=15; //?0@0<5B@ CA@54=5=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

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

//--- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5< 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double SellBuffer[],BuyBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total,min_rates;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int ATR_Handle;

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

//| >8A: <0:A8<C<>2                                                 |

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

int FindMaximum

(

 const double &Open[],

 const double &High[],

 const double &Low[],

 const double &Close[],

 MODE_PRICE Mode,

 uint index,

 uint period

 )

// FindMaximum(open,high,low,close,Up_mode,bar,Up_period)

  {

//----

   int max=0;

   int Mode_=int(Mode);



   switch(Mode_)

     {

      case OPEN: max=ArrayMaximum(Open,index,period); break;

      case LOW: max=ArrayMaximum(Low,index,period); break;

      case HIGH: max=ArrayMaximum(High,index,period); break;

      case CLOSE: max=ArrayMaximum(Close,index,period); break;

     }



//----

   return(max);

  }

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

//| >8A: <8=8<C<>2                                                  |

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

int FindMinimum

(

 const double &Open[],

 const double &High[],

 const double &Low[],

 const double &Close[],

 MODE_PRICE Mode,

 uint index,

 uint period

 )

// FindMinimum(open,high,low,close,Dn_mode,bar,Dn_period)

  {

//----

   int min=0;

   int Mode_=int(Mode);



   switch(Mode_)

     {

      case OPEN: min=ArrayMinimum(Open,index,period); break;

      case LOW: min=ArrayMinimum(Low,index,period); break;

      case HIGH: min=ArrayMinimum(High,index,period); break;

      case CLOSE: min=ArrayMinimum(Close,index,period); break;

     }



//----

   return(min);

  }

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   int min_rates_1=int(MathMax(Up_period1,Dn_period1));

   min_rates=min_rates_1+=GetStartBars(XMA1_Method,XLength1,XPhase);

   int min_rates_2=int(MathMax(Up_period2,Dn_period2));

   min_rates_2+=GetStartBars(XMA2_Method,XLength2,XPhase);

   min_rates=int(MathMax(min_rates,min_rates_2));

   min_rates_total=int(MathMax(min_rates_1,min_rates_2));

   int ATR_Period=15;

   min_rates_total=int(MathMax(min_rates_total,ATR_Period))+1;

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,SellBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_ARROW,108);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(SellBuffer,true);

//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_ARROW,108);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(BuyBuffer,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname="2XMA_Ichimoku_Signal";

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- @>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double ish_Up,ish_Dn,xma1,xma2,xma_ichimoku,ATR[];

   static double xma_ichimoku_prev;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int limit,to_copy,trend,maxbar=rates_total-min_rates-1;

   static int trend_prev;



//--- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(ATR,true);



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=maxbar; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      trend_prev=0;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(close,true);



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(int bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      BuyBuffer[bar]=NULL;

      SellBuffer[bar]=NULL;

      //---

      ish_Up=high[FindMaximum(open,high,low,close,Up_mode1,bar,Up_period1)];

      ish_Dn=low[FindMinimum(open,high,low,close,Dn_mode1,bar,Dn_period1)];

      xma1=XMA1.XMASeries(maxbar,prev_calculated,rates_total,XMA1_Method,XPhase,XLength1,(ish_Up+ish_Dn)/2,bar,true);

      //----

      ish_Up=high[FindMaximum(open,high,low,close,Up_mode2,bar,Up_period2)];

      ish_Dn=low[FindMinimum(open,high,low,close,Dn_mode2,bar,Dn_period2)];

      xma2=XMA2.XMASeries(maxbar,prev_calculated,rates_total,XMA2_Method,XPhase,XLength2,(ish_Up+ish_Dn)/2,bar,true);

      //----

      trend=trend_prev;

      xma_ichimoku=xma1-xma2;

      if(xma_ichimoku>xma_ichimoku_prev) trend=+1;

      if(xma_ichimoku<xma_ichimoku_prev) trend=-1;

      

      if(trend_prev<0 && trend>0) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;

      if(trend_prev>0 && trend<0)SellBuffer[bar]=high[bar]+ATR[bar]*3/8;

      //----

      if(bar)

        {

         trend_prev=trend;

         xma_ichimoku_prev=xma_ichimoku;

        }

     }

//----     

   return(rates_total);

  }

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