adxw

//+------------------------------------------------------------------+
//|                                                         ADXW.mq5 |
//|                        Copyright 2009, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Average Directional Movement Index"
#property description "by Welles Wilder"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers 10
#property indicator_plots   3
#property indicator_type1   DRAW_LINE
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
#property indicator_color1  LightSeaGreen
#property indicator_type2   DRAW_LINE
#property indicator_style2  STYLE_DOT
#property indicator_width2  1
#property indicator_color2  YellowGreen
#property indicator_type3   DRAW_LINE
#property indicator_style3  STYLE_DOT
#property indicator_width3  1
#property indicator_color3  Wheat
#property indicator_label1  "ADX Wilder"
#property indicator_label2  "+DI"
#property indicator_label3  "-DI"
//--- input parameters
input int InpPeriodADXW=14; // Period
//---- buffers
double    ExtADXWBuffer[];
double    ExtPDIBuffer[];
double    ExtNDIBuffer[];
double    ExtPDSBuffer[];
double    ExtNDSBuffer[];
double    ExtPDBuffer[];
double    ExtNDBuffer[];
double    ExtTRBuffer[];
double    ExtATRBuffer[];
double    ExtDXBuffer[];
//--- global variable
int       ExtADXWPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input parameters
   if(InpPeriodADXW>=100 || InpPeriodADXW<=0)
     {
      ExtADXWPeriod=14;
      printf("Incorrect value for input variable InpPeriodADXW=%d. Indicator will use value=%d for calculations.",InpPeriodADXW,ExtADXWPeriod);
     }
   else ExtADXWPeriod=InpPeriodADXW;
//---- indicator buffers
   SetIndexBuffer(0,ExtADXWBuffer);
   SetIndexBuffer(1,ExtPDIBuffer);
   SetIndexBuffer(2,ExtNDIBuffer);
   SetIndexBuffer(3,ExtPDBuffer);
//--- calculation buffers
   SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(5,ExtDXBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(6,ExtTRBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(7,ExtATRBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(8,ExtPDSBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(9,ExtNDSBuffer,INDICATOR_CALCULATIONS);
//--- set draw begin
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXWPeriod<<1);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);
//--- indicator short name
   string short_name="ADX Wilder("+string(ExtADXWPeriod)+")";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- change 1-st index label
   PlotIndexSetString(0,PLOT_LABEL,short_name);
//--- indicator digits
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- end of initialization function
  }
//+------------------------------------------------------------------+
//| 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 &TickVolume[],
                const long &Volume[],
                const int &Spread[])
  {
//--- checking for bars count
   if(rates_total<ExtADXWPeriod)
      return(0);
//--- detect start position
   int start;
   if(prev_calculated>1) start=prev_calculated-1;
   else                  start=1;
//--- main cycle
   for(int i=start;i<rates_total;i++)
     {
      //--- get some data
      double Hi    =High[i];
      double prevHi=High[i-1];
      double Lo    =Low[i];
      double prevLo=Low[i-1];
      double prevCl=Close[i-1];
      //--- fill main positive and main negative buffers
      double dTmpP=Hi-prevHi;
      double dTmpN=prevLo-Lo;
      if(dTmpP<0.0) dTmpP=0.0;
      if(dTmpN<0.0) dTmpN=0.0;
      if(dTmpN==dTmpP)
        {
         dTmpN=0.0;
         dTmpP=0.0;
        }
      else
        {
         if(dTmpP<dTmpN) dTmpP=0.0;
         else            dTmpN=0.0;
        }
      ExtPDBuffer[i]=dTmpP;
      ExtNDBuffer[i]=dTmpN;
      //--- define TR
      double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
      //--- write down TR to TR buffer
      ExtTRBuffer[i]=tr;
      //--- fill smoothed positive and negative buffers and TR buffer
      if(i<ExtADXWPeriod)
        {
         ExtATRBuffer[i]=0.0;
         ExtPDIBuffer[i]=0.0;
         ExtNDIBuffer[i]=0.0;
        }
      else
        {
         ExtATRBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtATRBuffer[i-1],ExtTRBuffer);
         ExtPDSBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtPDSBuffer[i-1],ExtPDBuffer);
         ExtNDSBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtNDSBuffer[i-1],ExtNDBuffer);
        }
      //--- calculate PDI and NDI buffers
      if(ExtATRBuffer[i]!=0.0)
        {
         ExtPDIBuffer[i]=100.0*ExtPDSBuffer[i]/ExtATRBuffer[i];
         ExtNDIBuffer[i]=100.0*ExtNDSBuffer[i]/ExtATRBuffer[i];
        }
      else
        {
         ExtPDIBuffer[i]=0.0;
         ExtNDIBuffer[i]=0.0;
        }
      //--- Calculate DX buffer
      double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
      if(dTmp!=0.0) dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
      else          dTmp=0.0;
      ExtDXBuffer[i]=dTmp;
      //--- fill ADXW buffer as smoothed DX buffer
      ExtADXWBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtADXWBuffer[i-1],ExtDXBuffer);
     }
//---- OnCalculate done. Return new prev_calculated.
   return(rates_total);
  }
//+------------------------------------------------------------------+