anchoredmomentum_v2

//+------------------------------------------------------------------+
//|                                             AnchoredMomentum.mq5 | 
//|                              Copyright © 2010, Umnyashkin Victor | 
//|                                       http://www.metaquotes.net/ | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, Umnyashkin Victor"
#property link "http://www.metaquotes.net/"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî ÷åòûðå ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñåðûé öâåò
#property indicator_color1 clrGray
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Momentum"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà        |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí ñàëàòîâûé öâåò
#property indicator_color2 clrSpringGreen
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width2 3
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label2 "Up_Signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí òåìíî-ðîçîâûé öâåò
#property indicator_color3  clrDeepPink
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width3 3
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label3 "Dn_Signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áåçòðåíäîâîãî èíäèêàòîðà |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áåçòðåíäîâîãî èíäèêàòîðà èñïîëüçîâàí ñåðûé
#property indicator_color4  clrGray
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width4 3
//---- îòîáðàæåíèå áåçòðåíäîâîé ìåòêè èíäèêàòîðà
#property indicator_label4 "No_Signal"
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint MomPeriod=8;    // Ïåðèîä SMA 
input uint SmoothPeriod=6; // Ïåðèîä EMA
input ENUM_APPLIED_PRICE IPC=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà, ïî êîòîðîé ïðîèçâîäèòñÿ ðàñ÷åò èíäèêàòîðà
input double UpLevel=+0.025; // Âåðõíèé ïðîáîéíûé óðîâåíü
input double DnLevel=-0.025; // Íèæíèé ïðîáîéíûé óðîâåíü
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//----  äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double MomBuffer[];
double UpBuffer[];
double DnBuffer[];
double FlBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int SMA_Handle,EMA_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+   
//| Momentum indicator initialization function                       | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà SMA
   SMA_Handle=iMA(NULL,0,MomPeriod,0,MODE_SMA,IPC);
   if(SMA_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà SMA");
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà SMA
   EMA_Handle=iMA(NULL,0,MomPeriod,0,MODE_EMA,IPC);
   if(EMA_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà EMA");
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(MomPeriod);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,MomBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   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);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(MomBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,UpBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(1,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(UpBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,DnBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(2,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(DnBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,FlBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 3
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(3,PLOT_LABEL,"No Signal");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(3,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(FlBuffer,true);
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Momentum(",MomPeriod,", ",SmoothPeriod,", ",Shift,")");
//--- 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,3);
//---- êîëè÷åñòâî ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà 2   
   IndicatorSetInteger(INDICATOR_LEVELS,2);
//---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,UpLevel);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,DnLevel);
//---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñèíèé è ðîçîâûé öâåòà  
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrMagenta);
//---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//|  Momentum 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(BarsCalculated(SMA_Handle)<rates_total
      || BarsCalculated(EMA_Handle)<rates_total
      || rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double res,Momentum,SMA[],EMA[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int to_copy,limit,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-1-min_rates_total; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
//---
   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(SMA_Handle,0,0,to_copy,SMA)<=0) return(RESET);
   if(CopyBuffer(EMA_Handle,0,0,to_copy,EMA)<=0) return(RESET);
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(SMA,true);
   ArraySetAsSeries(EMA,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      res=SMA[bar];
      if(res) Momentum=100*(EMA[bar]/SMA[bar]-1);
      else Momentum=EMPTY_VALUE;
      //---
      MomBuffer[bar]=Momentum;
      //---- èíèöèàëèçàöèÿ ÿ÷ååê èíäèêàòîðíûõ áóôåðîâ íóëÿìè
      UpBuffer[bar]=EMPTY_VALUE;
      DnBuffer[bar]=EMPTY_VALUE;
      FlBuffer[bar]=EMPTY_VALUE;
      //---
      if(Momentum==EMPTY_VALUE) continue;
      //---- èíèöèàëèçàöèÿ ÿ÷ååê èíäèêàòîðíûõ áóôåðîâ ïîëó÷åííûìè çíà÷åíèÿìè 
      if(Momentum>UpLevel) UpBuffer[bar]=Momentum; //åñòü âîñõîäÿùèé òðåíä
      else if(Momentum<DnLevel) DnBuffer[bar]=Momentum; //åñòü íèñõîäÿùèé òðåíä
      else FlBuffer[bar]=Momentum; //íåò òðåíäà
     }
//----     
   return(rates_total);
  }