ADXCrossingMA

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

//|                                                ADXCrossingMA.mq5 |

//|                                           Copyright © 2012, Amir |

//|                                http://www.forex-instruments.info |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2012, Amir"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://www.forex-instruments.info"

//---- =><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

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

//|  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 <54256L53> 8=48:0B>@0 8A?>;L7>20= >@0=652K9 F25B

#property indicator_color1  clrOrange

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

#property indicator_width1  1

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

#property indicator_label1  "ADXCrossingMA 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 1KGL53> 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 1

#property indicator_width2  1

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

#property indicator_label2 "ADXCrossingMA Buy"

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

//|  >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

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

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

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

input int    period = 14;

input double alpha1 = 0.25;

input double alpha2 = 0.33;

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

//--- >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[];

//---

int ADX_Handle,ATR_Handle,min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   int ATR_Period=15;

   min_rates_total=int(MathMax(period,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);

     }



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

   ADX_Handle=iADX(NULL,0,period);

   if(ADX_Handle==INVALID_HANDLE)

     {

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

      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);

//--- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//--- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O ?>4>:>= 

   string short_name="ADXCrossingMA";

   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[])

  {

//--- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(BarsCalculated(ADX_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 to_copy,limit,bar;

   double ATR[],DIP[],DIM[],DiPlus,DiMinus,SDiPlus,SDiMinus,diff_DI,diff_DI_;

   static double DiPlus_,DiMinus_,SDiPlus_,SDiMinus_;



//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      SDiPlus_=0.0;

      SDiMinus_=0.0;

      DiPlus_=0.0;

      DiMinus_=0.0;

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>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);

   to_copy++;

   if(CopyBuffer(ADX_Handle,1,0,to_copy,DIP)<=0) return(RESET);

   if(CopyBuffer(ADX_Handle,2,0,to_copy,DIM)<=0) return(RESET);



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

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(DIP,true);

   ArraySetAsSeries(DIM,true);



//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      BuyBuffer[bar]=NULL;

      SellBuffer[bar]=NULL;

      //---

      DiPlus=2*DIP[bar]+(alpha1-2)*DIP[bar+1]+(1-alpha1)*DiPlus_;

      DiMinus=2*DIM[bar]+(alpha1-2)*DIM[bar+1]+(1-alpha1)*DiMinus_;

      //---

      SDiPlus=alpha2*DiPlus+(1-alpha2)*SDiPlus_;

      SDiMinus=alpha2*DiMinus+(1-alpha2)*SDiMinus_;

      //---

      diff_DI=SDiPlus-SDiMinus;

      diff_DI_=SDiPlus_-SDiMinus_;

      //---

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

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

      

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(bar)

        {

         DiPlus_=DiPlus;

         DiMinus_=DiMinus;

         SDiPlus_=SDiPlus;

         SDiMinus_=SDiMinus;

        }

     }

//---     

   return(rates_total);

  }

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