3XMA_Ichimoku

//+------------------------------------------------------------------+
//|                                                3XMA_Ichimoku.mq5 |
//|                               Copyright © 2011, Nikolay Kositsin |
//|                              Khabarovsk,   farria@mail.redcom.ru |
//+------------------------------------------------------------------+
//| Place the SmoothAlgorithms.mqh file                              |
//| to the terminal_data_folder\MQL5\Include                         |
//| place the XMA_Ichimoku.mq5                                       |
//| to the terminal_data_folder\MQL5\Indicators                      |
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2011, Nikolay Kositsin"
#property link "farria@mail.redcom.ru" 
#property description "3Ichimoku XMA"
//---- indicator version
#property version   "1.00"
//---- drawing the indicator in the main window
#property indicator_chart_window 
//---- number of indicator buffers 3
#property indicator_buffers 3 
//---- 2 plots are used
#property indicator_plots   2
//+-----------------------------------+ 
//|  Declaration of constants         |
//+-----------------------------------+
#define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- blue color is used for the indicator line
#property indicator_color1 Blue
//---- the indicator line is a dash-dotted curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 2
#property indicator_width1  2
//---- displaying the indicator label
#property indicator_label1  "Ichimoku XMA"
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type2   DRAW_FILLING
//---- the following colors are used for the indicator line
#property indicator_color2 Lime,Red
//---- displaying the indicator label
#property indicator_label1  "Ichimoku Cloud"
//+-----------------------------------+
//|  Smoothings classes description   |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//|  Declaration of enumerations      |
//+-----------------------------------+
enum MODE_PRICE  // type of constant
  {
   OPEN = 0,     // by open prices
   LOW,          // by lows
   HIGH,         // by highs
   CLOSE         // by close prices
  };
//+------------------------------------------------------------------+
//|  Enum                                                            |
//+------------------------------------------------------------------+
enum Applied_price_      // Type of constant
  {
   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_SIMPLE,         // Simple Price (OC/2)
   PRICE_QUARTER_,       // Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  // TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_   // TrendFollow_2 Price 
  };
/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
  {
   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
  }; */
//+-----------------------------------+
//|  Indicator input parameters       |
//+-----------------------------------+
input uint Up_period1=3; // Period 1 for the highest prices calculation
input uint Dn_period1=3; // Period 1 for the lowest prices calculation
input uint Up_period2=6; // Period 2 for the highest prices calculation
input uint Dn_period2=6; // Period 2 for the lowest prices calculation
input uint Up_period3=9; // Period 3 for the highest prices calculation
input uint Dn_period3=9; // Period 3 for the lowest prices calculation
//---- 
input MODE_PRICE Up_mode1=HIGH;  // Price type 1 for searching for highs 
input MODE_PRICE Dn_mode1=LOW;   // Price type 1 for searching for lows 
input MODE_PRICE Up_mode2=HIGH;  // Price type 2 for searching for highs 
input MODE_PRICE Dn_mode2=LOW;   // Price type 2 for searching for lows 
input MODE_PRICE Up_mode3=HIGH;  // Price type 3 for searching for highs 
input MODE_PRICE Dn_mode3=LOW;   // Price type 3 for searching for lows 
//---- 
input Smooth_Method XMA1_Method=MODE_SMA; // Smoothing method 1
input Smooth_Method XMA2_Method=MODE_SMA; // Smoothing method 2
input Smooth_Method XMA3_Method=MODE_SMA; // Smoothing method 3
//----
input int XLength1=8;  // Smoothing depth 1 
input int XLength2=25; // Smoothing depth 2
input int XLength3=80; // Smoothing depth 3
input int XPhase=15;   // Smoothing parameter
input int Shift1=0;    // Horizontal shift of the indicator 1 in bars
input int Shift2=0;    // Horizontal shift of the indicator 2 in bars
input int Shift3=0;    // Horizontal shift of the indicator 3 in bars
//+-----------------------------------+
//---- declaration of a dynamic array that
//---- will be used as an indicator buffer
double XMA1[],XMA2[],XMA3[];
//---- declaration of the integer variables for the start of data calculation
int StartBars;
//---- declaration of integer variables for the indicators handles
int XMA1_Handle,XMA2_Handle,XMA3_Handle;
//+------------------------------------------------------------------+   
//| 3 Ichimoku XMA indicator initialization function                 | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//---- declaration of the CXMA classes variables from the SmoothAlgorithms.mqh file
   CXMA XMA;
//---- initialization of variables of the start of data calculation
   int StartBars1=int(MathMax(Up_period1,Dn_period1));
   StartBars1+=XMA.GetStartBars(XMA1_Method,XLength1,XPhase);
   int StartBars2=int(MathMax(Up_period2,Dn_period2));
   StartBars1+=XMA.GetStartBars(XMA2_Method,XLength2,XPhase);
   int StartBars3=int(MathMax(Up_period3,Dn_period3));
   StartBars3+=XMA.GetStartBars(XMA3_Method,XLength3,XPhase);
   StartBars=MathMax(StartBars1,MathMax(StartBars2,StartBars));

//---- getting handle of the XMA_Ichimoku 1 indicator
   XMA1_Handle=iCustom(Symbol(),PERIOD_CURRENT,"XMA_Ichimoku",
                       Up_period1,Dn_period1,Up_mode1,Dn_mode1,XMA1_Method,XLength1,XPhase,Shift1,0);
   if(XMA1_Handle==INVALID_HANDLE)
     {
      Print(" Failed to get handle of the XMA_Ichimoku 1 indicator");
      return(1);
     }

//---- getting handle of the XMA_Ichimoku 2 indicator
   XMA2_Handle=iCustom(Symbol(),PERIOD_CURRENT,"XMA_Ichimoku",
                       Up_period2,Dn_period2,Up_mode2,Dn_mode2,XMA2_Method,XLength2,XPhase,Shift2,0);
   if(XMA2_Handle==INVALID_HANDLE)
     {
      Print(" Failed to get handle of the XMA_Ichimoku 2 indicator");
      return(1);
     }

//---- getting handle of the XMA_Ichimoku 3 indicator
   XMA3_Handle=iCustom(Symbol(),PERIOD_CURRENT,"XMA_Ichimoku",
                       Up_period3,Dn_period3,Up_mode3,Dn_mode3,XMA3_Method,XLength3,XPhase,Shift3,0);
   if(XMA3_Handle==INVALID_HANDLE)
     {
      Print(" Failed to get handle of the XMA_Ichimoku 3 indicator");
      return(1);
     }

//---- set XMA1[] dynamic array as an indicator buffer
   SetIndexBuffer(0,XMA1,INDICATOR_DATA);
//---- moving the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift1);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBars);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- indexing the elements in the buffer as timeseries
   ArraySetAsSeries(XMA1,true);

//---- set XMA2[] dynamic array as an indicator buffer
   SetIndexBuffer(1,XMA2,INDICATOR_DATA);
//---- shifting the indicator 2 horizontally
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift2);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartBars);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- indexing the elements in the buffer as timeseries
   ArraySetAsSeries(XMA2,true);

//---- set XMA3[] dynamic array as an indicator buffer
   SetIndexBuffer(2,XMA3,INDICATOR_DATA);
//---- shifting the indicator 3 horizontally
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift3);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,StartBars);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- indexing the elements in the buffer as timeseries
   ArraySetAsSeries(XMA3,true);

//---- initializations of a variable for the indicator short name
   string shortname="3 Ichimoku XMA";
//--- creation of the name to be displayed in a separate sub-window and in a tooltip
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- initialization end
   return(0);
  }
//+------------------------------------------------------------------+ 
//| 3 Ichimoku XMA iteration function                                | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // number of bars in history at the current tick
                const int prev_calculated,// number of bars calculated at previous call
                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[])
  {
//---- checking the number of bars to be enough for the calculation
   if(BarsCalculated(XMA1_Handle)<rates_total
      || BarsCalculated(XMA2_Handle)<rates_total
      || BarsCalculated(XMA3_Handle)<rates_total
      || StartBars>rates_total) return(RESET);

//---- declarations of local variables 
   int to_copy;

//---- calculation of the data amount to be copied
   if(prev_calculated>rates_total || prev_calculated<=0)
      to_copy=rates_total-1;
   else to_copy=rates_total-prev_calculated+1;

//--- copy newly appeared data in the arrays
   if(CopyBuffer(XMA1_Handle,0,0,to_copy,XMA1)<=0) return(RESET);
   if(CopyBuffer(XMA2_Handle,0,0,to_copy,XMA2)<=0) return(RESET);
   if(CopyBuffer(XMA3_Handle,0,0,to_copy,XMA3)<=0) return(RESET);
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+