AFL_WinnerV2

//+---------------------------------------------------------------------+
//|                                                    AFL_WinnerV2.mq5 | 
//|                                   Copyright © 2016, Andrey Voytenko | 
//|                           https://login.mql5.com/en/users/avoitenko | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2016, Andrey Voytenko"
#property link "https://login.mql5.com/en/users/avoitenko"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 3 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//--- íèæíåå è âåðõíåå îãðàíè÷åíèÿ øêàëû îòäåëüíîãî îêíà èíäèêàòîðà
#property indicator_maximum +60
#property indicator_minimum -60
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ìíîãîöâåòíîé ãèñòîãðàììû
#property indicator_type1   DRAW_COLOR_HISTOGRAM2
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrRed,clrViolet,clrPaleTurquoise,clrLime
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "AFL_Winner"

//+-----------------------------------+
//|  Îïèñàíèå êëàññà CXMA             |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+

//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2;
//+-----------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé          |
//+-----------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   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_SIMPL_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price
   PRICE_DEMARK_         //Demark Price
  };
//+-----------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé          |
//+-----------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
  {
   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
  }; */
//+-----------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ     |
//+-----------------------------------+
input uint iAverage=5; //Ïåðèîä äëÿ îáðàáîòêè âõîäíûõ äàííûõ
input uint iPeriod=10; //Ïåðèîä ïîèñêà ýêñòðåìóìîâ
input Smooth_Method iMA_Method=MODE_SMA_; //Ìåòîä óñðåäíåíèÿ ïåðâîãî ñãëàæèâàíèÿ 
input uint iLength=5; //Ãëóáèíà  ñãëàæèâàíèÿ                    
input int iPhase=15; //Ïàðàìåòð ñãëàæèâàíèÿ,
                     //äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
// Äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC=PRICE_WEIGHTED_;  // öåíîâàÿ êîíñòàíòà
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  //îáú¸ì
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int HighLevel=+40;                          // óðîâåíü ïåðåêóïëåííîñòè
input int LowLevel=-40;                           // óðîâåíü ïåðåïðîäàííîñòè
//+-----------------------------------+

//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpIndBuffer[],DnIndBuffer[],ColorIndBuffer[];
//---- îáúÿâëåíèå ãëîáàëüíûõ ïåðåìåííûõ
int Count1[],Count2[];
double Value[],Price[];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_1,min_rates_2,min_rates_3;
//+------------------------------------------------------------------+
//|  Ïåðåñ÷åò ïîçèöèè ñàìîãî íîâîãî ýëåìåíòà â ìàññèâå               |
//+------------------------------------------------------------------+   
void Recount_ArrayZeroPos1(int &CoArr[],// Âîçâðàò ïî ññûëêå íîìåðà òåêóùåãî çíà÷åíèÿ öåíîâîãî ðÿäà
                           int Size)
  {
//----
   int numb,Max1,Max2;
   static int count=1;

   Max2=Size;
   Max1=Max2-1;

   count--;
   if(count<0) count=Max1;

   for(int iii=0; iii<Max2; iii++)
     {
      numb=iii+count;
      if(numb>Max1) numb-=Max2;
      CoArr[iii]=numb;
     }
//----
  }
//+------------------------------------------------------------------+
//|  Ïåðåñ÷åò ïîçèöèè ñàìîãî íîâîãî ýëåìåíòà â ìàññèâå               |
//+------------------------------------------------------------------+   
void Recount_ArrayZeroPos2(int &CoArr[],// Âîçâðàò ïî ññûëêå íîìåðà òåêóùåãî çíà÷åíèÿ öåíîâîãî ðÿäà
                           int Size)
  {
//----
   int numb,Max1,Max2;
   static int count=1;

   Max2=Size;
   Max1=Max2-1;

   count--;
   if(count<0) count=Max1;

   for(int iii=0; iii<Max2; iii++)
     {
      numb=iii+count;
      if(numb>Max1) numb-=Max2;
      CoArr[iii]=numb;
     }
//----
  }
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_1=int(iAverage);
   min_rates_2=min_rates_1+int(iPeriod);
   min_rates_3=min_rates_2+XMA1.GetStartBars(iMA_Method,iLength,iPhase);
   min_rates_total=min_rates_3+XMA1.GetStartBars(iMA_Method,iLength,iPhase);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("Length",iLength);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMAPhaseCheck("Phase",iPhase,iMA_Method);

//---- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   ArrayResize(Count1,iPeriod);
   ArrayResize(Value,iPeriod);
   ArrayResize(Count2,iAverage);
   ArrayResize(Price,iAverage);
//----
   ArrayInitialize(Count1,0);
   ArrayInitialize(Value,0.0);
   ArrayInitialize(Count2,0);
   ArrayInitialize(Price,0.0);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpIndBuffer,INDICATOR_DATA);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnIndBuffer,INDICATOR_DATA);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(2,ColorIndBuffer,INDICATOR_DATA);

//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname="AFL_Winner";
//---- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//---- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);

//---- ïàðàìåòðû îòðèñîâêè óðîâíåé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_LEVELS,5);   
//---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+50);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MathMin(+50,HighLevel));
   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,0.0);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,MathMax(-50,LowLevel));
   IndicatorSetDouble(INDICATOR_LEVELVALUE,4,-50);
//---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû 
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrBlue);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrGray);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,clrRed);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,4,clrRed);
//---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_SOLID);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,4,STYLE_DASHDOT);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Custom indicator iteration function                              | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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÷åòà
   if(rates_total<min_rates_total) return(0);

//---- Îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double rsv,scost5,max,min,x1xma,x2xma;
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar,clr;
   long svolume5;

//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ

//---- Îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //---- Âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû
      Price[Count2[0]]=PriceSeries(IPC,bar,open,low,high,close);
      if(bar<min_rates_1-1)
        {
         if(bar<rates_total-1) Recount_ArrayZeroPos2(Count2,iAverage);
         continue;
        }
      //---- 
      scost5=0;
      svolume5=0;
      for(int kkk=0; kkk<int(iAverage); kkk++)
        {
         long res;
         if(VolumeType==VOLUME_TICK) res=long(tick_volume[bar-kkk]);
         else res=long(volume[bar-kkk]);
         scost5+=res*Price[Count2[kkk]];
         svolume5+=res;
        }
      svolume5=MathMax(svolume5,1);
      Value[Count1[0]]=scost5/svolume5;

      if(bar<min_rates_2-1)
        {
         if(bar<rates_total-1)
           {
            Recount_ArrayZeroPos1(Count1,iPeriod);
            Recount_ArrayZeroPos2(Count2,iAverage);
           }
         continue;
        }

      max=Value[ArrayMaximum(Value,0,iPeriod)];
      min=Value[ArrayMinimum(Value,0,iPeriod)];
      rsv=((Value[Count1[0]]-min)/MathMax(max-min,_Point))*100-50;
      x1xma=XMA1.XMASeries(min_rates_2,prev_calculated,rates_total,iMA_Method,iPhase,iLength,rsv,bar,false);
      x2xma=XMA2.XMASeries(min_rates_3,prev_calculated,rates_total,iMA_Method,iPhase,iLength,x1xma,bar,false);
      //----       
      if(x1xma>x2xma)
        {
         UpIndBuffer[bar]=x1xma;
         DnIndBuffer[bar]=x2xma;
         if((x1xma>HighLevel) || (x1xma>LowLevel && x2xma<=LowLevel)) clr=3;
         else clr=2;
        }
      else
        {
         UpIndBuffer[bar]=x2xma;
         DnIndBuffer[bar]=x1xma;
         if((x1xma<LowLevel) || ((x2xma>HighLevel && x1xma<=HighLevel))) clr=0;
         else clr=1;
        }
      ColorIndBuffer[bar]=clr;

      if(bar<rates_total-1) Recount_ArrayZeroPos1(Count1,iPeriod);
      if(bar<rates_total-1) Recount_ArrayZeroPos2(Count2,iAverage);
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+