ASCtrend_NRTR

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

//|                                                ASCtrend_NRTR.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "ASCtrend_NRTR"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >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 clrDodgerBlue

//---- ;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  "ASCtrend 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  "ASCtrend 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 Blue

#property indicator_color3  clrBlue

//---- ;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 4

#property indicator_width3  4

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

#property indicator_label3  "ASCtrend Buy 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 4

#property indicator_width4  4

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

#property indicator_label4  "ASCtrend Sell signal"

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

//|  >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 RISK=4;

input double AtrRatio=0.24;  // :>MD8F85=B ATR C40;5=8O NRTR

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 =0G0;0 >BAG5B0 40==KE

int min_rates_total;

int  x1,x2,value10,value11,WPR_Handle[3],ATR_Handle;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   x1=67+RISK;

   x2=33-RISK;

   value10=2;

   value11=value10;

   min_rates_total=int(MathMax(3+RISK*2,9)+1);

   int AtrPeriod=10;

   min_rates_total=int(MathMax(min_rates_total,AtrPeriod));



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iWPR 1

   WPR_Handle[0]=iWPR(NULL,0,3);

   if(WPR_Handle[0]==INVALID_HANDLE)Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iWPR 1");

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iWPR 2

   WPR_Handle[1]=iWPR(NULL,0,4);

   if(WPR_Handle[1]==INVALID_HANDLE)Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iWPR 2");

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iWPR 3

   WPR_Handle[2]=iWPR(NULL,0,3+RISK*2);

   if(WPR_Handle[2]==INVALID_HANDLE)Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iWPR 3");

//---- ?>;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,108);



//---- ?@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,108);



//---- #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="ASCtrend_NRTR";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//----   

  }

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

//| 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(WPR_Handle[0])<rates_total

      || BarsCalculated(WPR_Handle[1])<rates_total

      || BarsCalculated(WPR_Handle[2])<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,count,iii,trend;

   double value2,value3,Vel=0,WPR[],ATR[];

   double TrueCount,Range,AvgRange,MRO1,MRO2,newstop;

   static int trend_prev;



//---- @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

      trend_prev=0;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

   to_copy=limit+1;



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

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(WPR,true);

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

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

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



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

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

     {

      trend=trend_prev;

      Range=0.0;

      AvgRange=0.0;

      for(count=bar; count<=bar+9; count++) AvgRange=AvgRange+MathAbs(high[count]-low[count]);



      Range=AvgRange/10;

      count=bar;

      TrueCount=0;



      while(count<bar+9 && TrueCount<1)

        {

         if(MathAbs(open[count]-close[count+1])>=Range*2.0) TrueCount++;

         count++;

        }



      if(TrueCount>=1) MRO1=count;

      else             MRO1=-1;



      count=bar;

      TrueCount=0;



      while(count<bar+6 && TrueCount<1)

        {

         if(MathAbs(close[count+3]-close[count])>=Range*4.6) TrueCount++;

         count++;

        }



      if(TrueCount>=1) MRO2=count;

      else             MRO2=-1;



      if(MRO1>-1) {value11=0;} else {value11=value10;}

      if(MRO2>-1) {value11=1;} else {value11=value10;}



      if(CopyBuffer(WPR_Handle[value11],0,bar,1,WPR)<=0) return(RESET);



      value2=100-MathAbs(WPR[0]); // PercentR(value11=9)



      SignUp[bar]=NULL;

      SignDown[bar]=NULL;



      value3=0;



      if(value2<x2)

        {

         iii=1;

         while(bar+iii<rates_total)

           {

            if(CopyBuffer(WPR_Handle[value11],0,bar+iii,1,WPR)<=0) return(RESET);

            Vel=100-MathAbs(WPR[0]);

            if(Vel>=x2 && Vel<=x1) iii++;

            else break;

           }



         if(Vel>x1)

           {

            value3=high[bar]+Range*0.5;

            SignDown[bar]=value3;

            trend=-1;

           }

        }

      if(value2>x1)

        {

         iii=1;

         while(bar+iii<rates_total)

           {

            if(CopyBuffer(WPR_Handle[value11],0,bar+iii,1,WPR)<=0) return(RESET);

            Vel=100-MathAbs(WPR[0]);

            if(Vel>=x2 && Vel<=x1) iii++;

            else break;

           }



         if(Vel<x2)

           {

            value3=low[bar]-Range*0.5;

            SignUp[bar]=value3;

            trend=+1;

           }

        }

      

      TrendUp[bar]=NULL;

      TrendDown[bar]=NULL;

      //----

      if(trend>0)

        {

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

         if(trend_prev>0)

           {

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

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

           }

         else

           {

            TrendUp[bar]=newstop;

           }

        }

      //---- 

      if(trend<0)

        {

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

         if(trend_prev<0)

           {

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

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

           }

         else

           {

            TrendDown[bar]=newstop;

           }

        }

      //----

      if(bar) trend_prev=trend;

     }

//----     

   return(rates_total);

  }

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