ADX_Cross_Hull_Style_NRTR

Author: Copyright © 2005, .
Indicators Used
Movement directional indexIndicator of the average true range
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ADX_Cross_Hull_Style_NRTR
ÿþ//+------------------------------------------------------------------+

//|                                    ADX_Cross_Hull_Style_NRTR.mq5 | 

//|                                             Copyright © 2005,  . |

//|                                                                  |

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

#property copyright "Copyright © 2005, ."

#property link      ""

#property description ""

//---- =><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 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 4

#property indicator_buffers 4 

//---- 8A?>;L7>20=> 2A53> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type1 DRAW_ARROW

//---- 2 :0G5AB25 >:@0A:8 8=48:0B>@0 8A?>;L7>20=

#property indicator_color1 clrLime

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

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

#property indicator_width1 1

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label1  "NRTR Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type2 DRAW_ARROW

//---- 2 :0G5AB25 >:@0A:8 8=48:0B>@0 8A?>;L7>20=

#property indicator_color2 clrRed

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style2 STYLE_SOLID

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

#property indicator_width2 1

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label2  "NRTR Down"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 7=0G:0

#property indicator_type3   DRAW_ARROW

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

#property indicator_color3  clrTeal

//---- ;8=8O 8=48:0B>@0 3 - =5?@5@K2=0O :@820O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 3 @02=0 2

#property indicator_width3  2

//---- >B>1@065=85 1KGL59 <5B:8 8=48:0B>@0

#property indicator_label3  "Buy NRTR signal"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 7=0G:0

#property indicator_type4   DRAW_ARROW

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

#property indicator_color4  clrMagenta

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style4  STYLE_SOLID

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

#property indicator_width4  2

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

#property indicator_label4  "Sell NRTR signal"

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

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

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

#define RESET 0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input uint ADXPeriod=14;//?5@8>4 8=48:0B>@0

input int Shift=0; //A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

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

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

double TrendUp[],TrendDown[];

double SignUp[],SignDown[];

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

int ADX1_Handle,ADX2_Handle,ATR_Handle;

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

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   int AtrPeriod=10;

   min_rates_total=int(MathMax(ADXPeriod+1,AtrPeriod));



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ADX1

   ADX1_Handle=iADX(NULL,0,ADXPeriod);

   if(ADX1_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ADX1");



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ADX2

   ADX2_Handle=iADX(NULL,0,int(MathFloor(ADXPeriod/2.0)));

   if(ADX2_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ADX2");



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

   ATR_Handle=iATR(NULL,0,AtrPeriod);

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



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

   SetIndexBuffer(0,TrendUp,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

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

   ArraySetAsSeries(TrendUp,true);



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

   SetIndexBuffer(1,TrendDown,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

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

   ArraySetAsSeries(TrendDown,true);



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

   SetIndexBuffer(2,SignUp,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(SignUp,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);

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

   PlotIndexSetInteger(2,PLOT_ARROW,171);



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

   SetIndexBuffer(3,SignDown,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(SignDown,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);

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

   PlotIndexSetInteger(3,PLOT_ARROW,171);



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

   string shortname;

   StringConcatenate(shortname,"ADX_Cross_Hull_Style_NRTR(",ADXPeriod,", ",Shift,")");

//--- 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);

//----

  }

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

//| 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[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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(ADX1_Handle)<rates_total

      || BarsCalculated(ADX2_Handle)<rates_total

      || BarsCalculated(ATR_Handle)<rates_total

      || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,to_copy,bar,trend;

   double pADX1[],pADX2[],mADX1[],mADX2[],ATR[];

   double b4plusdi,nowplusdi,b4minusdi,nowminusdi,newstop;

   static int trend_prev;

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

   ArraySetAsSeries(pADX1,true);

   ArraySetAsSeries(pADX2,true);

   ArraySetAsSeries(mADX1,true);

   ArraySetAsSeries(mADX2,true);

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



//---- @0AGQB AB0@B>2>3> =><5@0 first 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=rates_total-1-min_rates_total; // 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+2;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82

   if(CopyBuffer(ADX1_Handle,PLUSDI_LINE,0,to_copy,pADX1)<=0) return(RESET);

   if(CopyBuffer(ADX2_Handle,PLUSDI_LINE,0,to_copy,pADX2)<=0) return(RESET);

   if(CopyBuffer(ADX1_Handle,MINUSDI_LINE,0,to_copy,mADX1)<=0) return(RESET);

   if(CopyBuffer(ADX2_Handle,MINUSDI_LINE,0,to_copy,mADX2)<=0) return(RESET);

   if(CopyBuffer(ATR_Handle,0,0,to_copy-1,ATR)<=0) return(RESET);



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

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

     {

      TrendUp[bar]=NULL;

      TrendDown[bar]=NULL;

      SignUp[bar]=NULL;

      SignDown[bar]=NULL;

      trend=trend_prev;

      //----

      b4plusdi=pADX2[bar+1]*2-pADX1[bar+1];

      nowplusdi=pADX2[bar]*2-pADX1[bar];

      b4minusdi=mADX2[bar+1]*2-mADX1[bar+1];

      nowminusdi=mADX2[bar]*2-mADX1[bar];

      //----

      if(b4plusdi < b4minusdi && nowplusdi > nowminusdi) trend=+1;

      if(b4plusdi > b4minusdi && nowplusdi < nowminusdi) trend=-1;

      //----

      if(trend>0)

        {

         newstop=low[bar]-0.25*ATR[bar];

         if(trend_prev>0)

           {

            if(newstop>TrendUp[bar+1]) TrendUp[bar]=newstop;

            else TrendUp[bar]=TrendUp[bar+1];

           }

         else

           {

            SignUp[bar]=TrendUp[bar]=newstop;

           }

        }

      //---- 

      if(trend<0)

        {

         newstop=high[bar]+0.25*ATR[bar];

         if(trend_prev<0)

           {

            if(newstop<TrendDown[bar+1]) TrendDown[bar]=newstop;

            else TrendDown[bar]=TrendDown[bar+1];

           }

         else

           {

            SignDown[bar]=TrendDown[bar]=newstop;

           }

        }

      //----

      if(bar) trend_prev=trend;

     }

//----     

   return(rates_total);

  }

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

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