3d_oscilatorsign

//+------------------------------------------------------------------+
//|                                             3D_OscilatorSign.mq5 |
//|                                   Copyright © 2005, Luis Damiani |
//|                                                                  |
//+------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2005, Luis Damiani"
//---- ññûëêà íà ñàéò àâòîðà
#property link      ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî âñåãî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ñèìâîëà
#property indicator_type1   DRAW_ARROW
//--- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí ðîçîâûé öâåò
#property indicator_color1  clrMagenta
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 4
#property indicator_width1  4
//--- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label1  "3D_Oscilator Sell"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//--- â êà÷åñòâå öâåòà áû÷üåé ëèíèè èíäèêàòîðà èñïîëüçîâàí çåëåíûé öâåò
#property indicator_color2  clrLime
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 4
#property indicator_width2  4
//--- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label2 "3D_Oscilator Buy"
//+----------------------------------------------+
//|  îáúÿâëåíèå êîíñòàíò                         |
//+----------------------------------------------+
#define RESET  0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷¸ò èíäèêàòîðà
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int D1RSIPer=13;
input int D2StochPer=8;
input int D3tunnelPer=8;
input double hot=0.4;
input int sigsmooth=4;
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double SellBuffer[];
double BuyBuffer[];
//---
double sk,sk2;
int ss,min_rates_total,ATR_Handle,RSI_Handle,CCI_Handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//---- èíèöèàëèçàöèÿ ãëîáàëüíûõ ïåðåìåííûõ
   ss=sigsmooth;
   if(ss<2) ss=2;
   sk = 2.0 / (ss + 1.0);
   sk2=2.0/(ss*0.8+1.0);
   int ATR_Period=15;
   min_rates_total=int(D1RSIPer+D2StochPer+D2StochPer+hot+sigsmooth);
   min_rates_total=MathMax(min_rates_total,ATR_Period)+1;

//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà
   RSI_Handle=iRSI(NULL,0,D1RSIPer,PRICE_CLOSE);
   if(RSI_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà iRSI");
      return(INIT_FAILED);
     }
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà
   CCI_Handle=iCCI(NULL,0,D3tunnelPer,PRICE_TYPICAL);
   if(CCI_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà iCCI");
      return(INIT_FAILED);
     }
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,0,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(INIT_FAILED);
     }

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,SellBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(SellBuffer,true);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(BuyBuffer,true);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);

//---- Óñòàíîâêà ôîðìàòà òî÷íîñòè îòîáðàæåíèÿ èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- èìÿ äëÿ îêîí äàííûõ è ëýéáà äëÿ ñóáúîêîí 
   string short_name="3D OscillatorSign";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//---   
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(BarsCalculated(RSI_Handle)<rates_total
      || BarsCalculated(CCI_Handle)<rates_total
      || BarsCalculated(ATR_Handle)<rates_total
      ||rates_total<min_rates_total) return(RESET);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int to_copy,limit,bar;
   double rsi,maxrsi,minrsi,storsi,E3D,RSI[],CCI[],ATR[],rangrsi,ind,sig;
   static double prev_ind,prev_sig;

//---- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      to_copy=rates_total; // ðàñ÷¸òíîå êîëè÷åñòâî âñåõ áàðîâ
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
      to_copy=limit+D2StochPer+3; // ðàñ÷¸òíîå êîëè÷åñòâî âñåõ áàðîâ
     }

//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(RSI,true);
   ArraySetAsSeries(CCI,true);
   ArraySetAsSeries(ATR,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);

//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(RSI_Handle,0,0,to_copy,RSI)<=0) return(RESET);
   to_copy=limit+1;
   if(CopyBuffer(CCI_Handle,0,0,to_copy,CCI)<=0) return(RESET);
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);

//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      rsi=RSI[bar];
      maxrsi=rsi;
      minrsi=rsi;

      for(int iii=bar+D2StochPer; iii>=bar; iii--)
        {
         rsi=RSI[iii];
         if(rsi>maxrsi) maxrsi=rsi;
         if(rsi<minrsi) minrsi=rsi;
        }

      rangrsi=maxrsi-minrsi;
      if(rangrsi==0) storsi=0.0;
      else storsi=(rsi-minrsi)/((maxrsi-minrsi)*200)-100;
      E3D=hot*CCI[bar]+(1.0-hot)*storsi;

      ind=sk*E3D+(1.0-sk)*prev_ind;
      sig=sk2*prev_ind+(1.0-sk2)*prev_sig;

      BuyBuffer[bar]=0.0;
      SellBuffer[bar]=0.0;

      if(ind>sig && prev_ind<prev_sig) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
      if(ind<sig && prev_ind>prev_sig) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;

      if(bar)
        {
         prev_ind=ind;
         prev_sig=sig;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+