AsymmetricStochNR_Cloud

//+------------------------------------------------------------------+
//|                                      AsymmetricStochNR_Cloud.mq5 | 
//|                                    Copyright © 2010,   Svinozavr | 
//+------------------------------------------------------------------+
//| Äëÿ ðàáîòû èíäèêàòîðà ôàéë SmoothAlgorithms.mqh                  |
//| ñëåäóåò ïîëîæèòü â ïàïêó: êàòàëîã_äàííûõ_òåðìèíàëà\MQL5\Include  |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010,   Svinozavr"
#property link ""
#property description "Asymmetric Stoch NR"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//|  Îáúÿâëåíèå êîíñòàíò                         |
//+----------------------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòîâ îáëàêà
#property indicator_color1  clrDeepSkyBlue,clrPlum
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Asymmetric Stochastic NR"
//+----------------------------------------------+
//|  Îïèñàíèå êëàññà CXMA                        |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA;
//+----------------------------------------------+
//|  Îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
/*enum Smooth_Method - 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
  }; */
//+----------------------------------------------+
//|  Îáúÿâëåíèå ïåðå÷èñëåíèÿ                     |
//+----------------------------------------------+  
enum WIDTH
  {
   Width_1=1, // 1
   Width_2,   // 2
   Width_3,   // 3
   Width_4,   // 4
   Width_5    // 5
  };
//+----------------------------------------------+
//|  Îáúÿâëåíèå ïåðå÷èñëåíèÿ                     |
//+----------------------------------------------+
enum STYLE
  {
   SOLID_,       // Ñïëîøíàÿ ëèíèÿ
   DASH_,        // Øòðèõîâàÿ ëèíèÿ
   DOT_,         // Ïóíêòèðíàÿ ëèíèÿ
   DASHDOT_,     // Øòðèõ-ïóíêòèðíàÿ ëèíèÿ
   DASHDOTDOT_   // Øòðèõ-ïóíêòèðíàÿ ëèíèÿ ñ äâîéíûìè òî÷êàìè
  };
//+----------------------------------------------+
//|  Âõîäíûå ïàðàìåòðû èíäèêàòîðà                |
//+----------------------------------------------+
input uint KperiodShort=5;                   // Ïåðèîä %K
input uint KperiodLong=12;                   // Ïåðèîä %K
input Smooth_Method DMethod=MODE_SMA_;       // Ìåòîä ñãëàæèâàíèÿ ñèãíàëüíîé ëèíèè 
input uint Dperiod=7;                        // Ïåðèîä ñèãíàëüíîé ëèíèè %D
input int DPhase=15;                         // Ïàðàìåòð ñãëàæèâàíèÿ ñèãíàëüíîé ëèíèè
input uint Slowing=3;                        // Çàìåäëåíèå
input ENUM_STO_PRICE PriceField=STO_LOWHIGH; // Ïàðàìåòð âûáîðà öåí äëÿ ðàñ÷åòà
input uint Sens=7;                           // ×óâñòâèòåëüíîñòü â ïóíêòàõ
input uint OverBought=80;                    // Óðîâåíü ïåðåêóïëåííîñòè â %%
input uint OverSold=20;                      // Óðîâåíü ïåðåïðîäàííîñòè â %%
input color UpLevelsColor=clrBlue;           // Öâåò óðîâíÿ ïåðåêóïëåííîñòè
input color DnLevelsColor=clrMagenta;        // Öâåò óðîâíÿ ïåðåïðîäàííîñòè
input STYLE Levelstyle=DASH_;                // Ñòèëü óðîâíåé
input WIDTH  LevelsWidth=Width_1;            // Òîëùèíà óðîâíåé
input int Shift=0;                           // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//---- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double Stoch[],XStoch[];
double sens; // ÷óâñòâèòåëüíîñòü â öåíàõ
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_stoch;
//+------------------------------------------------------------------+   
//| Asymmetric Stoch NR indicator initialization function            | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_stoch=int(MathMax(KperiodShort,KperiodLong)+Slowing);
   min_rates_total=min_rates_stoch+XMA.GetStartBars(DMethod,Dperiod,DPhase);

//---- èíèöèàëèçàöèÿ ïåðåìåííûõ   
   sens=Sens*_Point; // ÷óâñòâèòåëüíîñòü â öåíàõ

//---- ïàðàìåòðû îòðèñîâêè ëèíèé  
   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,OverSold);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,DnLevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,0,LevelsWidth);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,OverBought);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,UpLevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,1,LevelsWidth);

//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA.XMALengthCheck("Dperiod",Dperiod);
   XMA.XMALengthCheck("Dperiod",Dperiod);
   XMA.XMAPhaseCheck("DPhase",DPhase,DMethod);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà Stoch[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,Stoch,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);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå, êàê â òàéìñåðèè
   ArraySetAsSeries(Stoch,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà XStoch[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,XStoch,INDICATOR_DATA);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå, êàê â òàéìñåðèè
   ArraySetAsSeries(XStoch,true);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname,Smooth;
   Smooth=XMA.GetString_MA_Method(DMethod);
   StringConcatenate(shortname,"Asymmetric Stochastic NR(",KperiodShort,",",KperiodLong,",",Dperiod,",",Smooth,",",Slowing,")");
//---- 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);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Asymmetric Stoch NR 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(RESET);

//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int limit,bar,maxbar;

//---- îáúÿâëåíèå ñòàòè÷åñêèõ ïåðåìåííûõ ïàìÿòè
   static uint Kperiod0,Kperiod1;

//---- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//---- 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_stoch; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      Kperiod0=KperiodShort;
      Kperiod1=KperiodShort;
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 

//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ, êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);

   maxbar=rates_total-1-min_rates_stoch;

//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      Stoch[bar]=Stoch(Kperiod0,Kperiod1,Slowing,PriceField,sens,bar,low,high,close);
      //----
      XStoch[bar]=XMA.XMASeries(maxbar,prev_calculated,rates_total,DMethod,DPhase,Dperiod,Stoch[bar],bar,true);

      //--- ïåðåêëþ÷åíèå íàïðàâëåíèÿ
      if(XStoch[bar+1]>OverBought)
        { // âîñõîäÿùèé òðåíä
         Kperiod0=KperiodShort;
         Kperiod1=KperiodLong;
        }

      if(XStoch[bar+1]<OverSold)
        { // íèñõîäÿùèé òðåíä
         Kperiod0=KperiodLong;
         Kperiod1=KperiodShort;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Ðàñ÷åò ñòîõàñòèêà ñ øóìîïîäàâëåíèåì                              |
//+------------------------------------------------------------------+    
double Stoch(
             int Kperiod0,
             int Kperiod1,
             int Slowing_,
             int PriceField_,
             double sens_,
             int Bar,
             const double &Low[],
             const double &High[],
             const double &Close[])
  {
//----
   double max,min,c,delta,diff;

   c=0.0;
   max=0.0;
   min=0.0;
   int end=Bar+Slowing_;;

   for(int j=Bar; j<end; j++)
     {
      if(PriceField_==STO_CLOSECLOSE)
        {
         max+=Close[ArrayMaximum(Close,j,Kperiod0)];
         min+=Close[ArrayMinimum(Close,j,Kperiod1)];
        }

      if(PriceField_==STO_LOWHIGH)
        {
         max+=High[ArrayMaximum(High,j,Kperiod0)];
         min+=Low[ArrayMinimum(Low,j,Kperiod1)];
        }

      c+=Close[j];
     }

//--- øóìîïîäàâëåíèå
   sens_*=Slowing_; // ïðèâåäåíèå ÷óâñòâèòåëüíîñòè â ñîîòâåòñòâèå ñ ïåðèîäîì çàìåäëåíèÿ
   delta=max-min;   // ðàçìàõ
   diff=sens-delta; // ðàçíèöà ìåæäó ïîðîãîì ÷óâñòâèòåëüíîñòè è ðàçìàõîì

//--- åñëè ðàçíèöà >0 (ðàçìàõ ìåíüøå ïîðîãà)
   if(diff>0)
     {
      delta=sens;   // ðàçìàõ = ïîðîãó
      min-=diff/2;  // íîâîå çíà÷åíèå ìèíèìóìà
     }
//--- âû÷èñëåíèå îñöèëëÿòîðà
   if(delta) return(100*(c-min)/delta); // ñòîõàñòèê
//----
   return(-2);
  }
//+------------------------------------------------------------------+