ATR_Channels_v1

//+---------------------------------------------------------------------+
//|                                                    ATR_Channels.mq5 |
//|                            Copyright © 2005, Luis Guilherme Damiani |
//|                                         http://www.damianifx.com.br |
///+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2005, Luis Guilherme Damiani"
#property link      "http://www.damianifx.com.br"
#property description "ATR Channels"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 7 
//---- èñïîëüçîâàíî âñåãî ñåìü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   7
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñèíå-ôèîëåòîâûé öâåò
#property indicator_color1 clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style1  STYLE_DASHDOTDOT
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "ATR"

//+--------------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà Envelope óðîâíåé |
//+--------------------------------------------------+
//---- îòðèñîâêà óðîâíåé â âèäå ëèíèé
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
#property indicator_type4   DRAW_LINE
#property indicator_type5   DRAW_LINE
#property indicator_type6   DRAW_LINE
#property indicator_type7   DRAW_LINE
//---- ââûáîð öâåòîâ óðîâíåé
#property indicator_color2  clrPurple
#property indicator_color3  clrRed
#property indicator_color4  clrBlue
#property indicator_color5  clrBlue
#property indicator_color6  clrRed
#property indicator_color7  clrPurple
//---- óðîâíè - øòðèõïóíêòèðíûå êðèâûå
#property indicator_style2 STYLE_DASHDOTDOT
#property indicator_style3 STYLE_DASHDOTDOT
#property indicator_style4 STYLE_DASHDOTDOT
#property indicator_style5 STYLE_DASHDOTDOT
#property indicator_style6 STYLE_DASHDOTDOT
#property indicator_style7 STYLE_DASHDOTDOT
//---- òîëùèíà óðîâíåé ðàâíà 1
#property indicator_width2  1
#property indicator_width3  1
#property indicator_width4  1
#property indicator_width5  1
#property indicator_width6  1
#property indicator_width7  1
//---- îòîáðàæåíèå ìåòîê óðîâíåé
#property indicator_label2  "+3 Envelope"
#property indicator_label3  "+2 Envelope"
#property indicator_label4  "+1 Envelope"
#property indicator_label5  "-1 Envelope"
#property indicator_label6  "-2 Envelope"
#property indicator_label7  "-3 Envelope"
//+-----------------------------------+
//| îáúÿâëåíèå êîíñòàíò               |
//+-----------------------------------+
#define RESET 0                    // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+-----------------------------------+
//|  Îïèñàíèå êëàññîâ óñðåäíåíèé      |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA;
//+-----------------------------------+
//|  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    ATRPeriod=18;
input double Mult_Factor1= 1.6;
input double Mult_Factor2= 3.2;
input double Mult_Factor3= 4.8;
//----
input Smooth_Method XMA_Method=MODE_SMA_; //ìåòîä óñðåäíåíèÿ
input uint XLength=100; //ãëóáèíà  ñãëàæèâàíèÿ                    
input int XPhase=15; //ïàðàìåòð óñðåäíåíèÿ,
//---- 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_CLOSE_;//öåíîâàÿ êîíñòàíòà
input int Shift=0; // ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // cäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+-----------------------------------+

//---- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé áóäåò â 
// äàëüíåéøåì èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double ExtLineBuffer0[];

//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];
double ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];

//---- Îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ìóâèíãà
double dPriceShift;
//---- Îáúÿâëåíèå ïåðåìåííîé äëÿ õðàíåíèÿ õåíäëà èíäèêàòîðà
int ATR_Handle;
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_XMA,min_rates_ATR,min_rates_total;
//+------------------------------------------------------------------+   
//| ATR Channels indicator initialization function                   | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,PERIOD_CURRENT,ATRPeriod);
   if(ATR_Handle==INVALID_HANDLE)
     {
     Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
     return(INIT_FAILED);
     }
   
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_XMA=GetStartBars(XMA_Method,XLength,XPhase)+1;
   min_rates_ATR=min_rates_XMA+int(ATRPeriod);
   min_rates_total=min_rates_XMA+min_rates_ATR;

//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA.XMALengthCheck("XLength",XLength);
   XMA.XMAPhaseCheck("XPhase",XPhase,XMA_Method);

//---- Èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtLineBuffer0,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà 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,0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(ExtLineBuffer0,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);
   SetIndexBuffer(3,ExtLineBuffer3,INDICATOR_DATA);
   SetIndexBuffer(4,ExtLineBuffer4,INDICATOR_DATA);
   SetIndexBuffer(5,ExtLineBuffer5,INDICATOR_DATA);
   SetIndexBuffer(6,ExtLineBuffer6,INDICATOR_DATA);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà óðîâíåé
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(ExtLineBuffer1,true);
   ArraySetAsSeries(ExtLineBuffer2,true);
   ArraySetAsSeries(ExtLineBuffer3,true);
   ArraySetAsSeries(ExtLineBuffer4,true);
   ArraySetAsSeries(ExtLineBuffer5,true);
   ArraySetAsSeries(ExtLineBuffer6,true);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   string Smooth=XMA.GetString_MA_Method(XMA_Method);
   StringConcatenate(shortname,"ATR Channels(",XLength," ",Smooth,")");
//--- 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,_Digits+1);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
   }
//+------------------------------------------------------------------+ 
//| ATR Channels 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÷¸òà
   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);

//---- Îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price_,xxma,Range[];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int to_copy,limit,bar;

//---- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      to_copy=rates_total; // ðàñ÷¸òíîå êîëè÷åñòâî âñåõ áàðîâ
      limit=rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
      to_copy=limit+1; // ðàñ÷¸òíîå êîëè÷åñòâî òîëüêî íîâûõ áàðîâ
     }
     
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ Range[]
   if(CopyBuffer(ATR_Handle,0,0,to_copy,Range)<=0) return(RESET);

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


//---- Îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- Âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price_
      price_=PriceSeries(IPC,bar,open,low,high,close);
 
      xxma = XMA.XMASeries(rates_total-1,prev_calculated,rates_total,XMA_Method,XPhase,XLength,price_,bar,true);
      //----       
      ExtLineBuffer0[bar]=xxma+dPriceShift;
      
      ExtLineBuffer1[bar]=xxma+Range[bar]*Mult_Factor3+dPriceShift;
      ExtLineBuffer2[bar]=xxma+Range[bar]*Mult_Factor2+dPriceShift;
      ExtLineBuffer3[bar]=xxma+Range[bar]*Mult_Factor1+dPriceShift;
      ExtLineBuffer4[bar]=xxma-Range[bar]*Mult_Factor1+dPriceShift;
      ExtLineBuffer5[bar]=xxma-Range[bar]*Mult_Factor2+dPriceShift;
      ExtLineBuffer6[bar]=xxma-Range[bar]*Mult_Factor3+dPriceShift;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+