ATR_Channels_XKPrmSt_X20

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

//|                                     ATR_Channels_XKPrmSt_X20.mq5 | 

//|    Copyright © 2005/2010, Ivan Kornilov & Luis Guilherme Damiani | 

//|                                                 excelf@gmail.com | 

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

#property copyright "Copyright © 2005/2010, Ivan Kornilov & Luis Guilherme Damiani"

#property link "excelf@gmail.com"

#property description "204F0BL AB>E0AB8:>2 !8=B88 59A 2 >4=>< >:=5"

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

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

//|  >1JO2;5=85 :>=AB0=B                             |

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

#define LINES_TOTAL         20 // >=AB0=B0 4;O :>;8G5AB20 ;8=89 8=48:0B>@0

#define RESET               0  // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers LINES_TOTAL*2+7 //LINES_TOTAL*2+7 

//---- 8A?>;L7>20=> 2A53> 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   LINES_TOTAL+7

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0                  |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type21   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=5-D8>;5B>2K9 F25B

#property indicator_color21 clrBlueViolet

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O ;8=8O

#property indicator_style21  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width21  1

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

#property indicator_label21  "ATR"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 Envelope C@>2=59 |

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

//---- >B@8A>2:0 C@>2=59 2 2845 ;8=89

#property indicator_type22   DRAW_LINE

#property indicator_type23   DRAW_LINE

#property indicator_type24   DRAW_LINE

#property indicator_type25   DRAW_LINE

#property indicator_type26   DRAW_LINE

#property indicator_type27   DRAW_LINE

//---- 2K1>@ F25B>2 C@>2=59

#property indicator_color22  clrPurple

#property indicator_color23  clrRed

#property indicator_color24  clrBlue

#property indicator_color25  clrBlue

#property indicator_color26  clrRed

#property indicator_color27  clrPurple

//---- C@>2=8 - HB@8E?C=:B8@=K5 :@82K5

#property indicator_style22 STYLE_SOLID

#property indicator_style23 STYLE_SOLID

#property indicator_style24 STYLE_SOLID

#property indicator_style25 STYLE_SOLID

#property indicator_style26 STYLE_SOLID

#property indicator_style27 STYLE_SOLID

//---- B>;I8=0 C@>2=59 @02=0 1

#property indicator_width22  1

#property indicator_width23  1

#property indicator_width24  1

#property indicator_width25  1

#property indicator_width26  1

#property indicator_width27  1

//---- >B>1@065=85 <5B>: C@>2=59

#property indicator_label22  "+3 Envelope"

#property indicator_label23  "+2 Envelope"

#property indicator_label24  "+1 Envelope"

#property indicator_label25  "-1 Envelope"

#property indicator_label26  "-2 Envelope"

#property indicator_label27  "-3 Envelope"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@>2 XKPrmSt         |

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

//--- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>3> >1;0:0

#property indicator_type1   DRAW_FILLING

//--- 2 :0G5AB25 F25B>2 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color1  C'166,233,255',C'255,179,255'

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "XKPrmSt;Signal"

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

//| 0@0<5B@K @07<5@>2 >:=0 8=48:0B>@0               |

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

#property indicator_minimum 0

#property indicator_maximum 100

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

//|  ?8A0=85 :;0AA0 CXMA                            |

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

#include <SmoothAlgorithms.mqh>

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA;

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

//|  >1JO2;5=85 ?5@5G8A;5=89                         |

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

enum Applied_price_      // "8? :>=AB0=BK

  {

   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_SIMPLE,         // Simple Price (OC/2)

   PRICE_QUARTER_,       // Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  // TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89                         |

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

/*

enum Smooth_Method

  {

   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

  };

*/

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                     |

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

input uint  Per1=14;                               //?5@8>4 ?>8A:0 M:AB@5<0;L=KE M:AB@5<C<>2

input Smooth_Method MA_Method2=MODE_T3;            //<5B>4 CA@54=5=8O 2B>@>3> A3;06820=8O 

input uint StartPer2=5;                            //AB0@B>2K9 ?5@8>4 2B>@>3> CA@54=5=8O

input uint  step=1;                                //H03 ?5@8>40 2B>@>3> CA@54=5=8O

input int Phase2=15;  //?0@0<5B@ 2B>@>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Smooth_Method MA_Method3=MODE_JJMA;          //<5B>4 CA@54=5=8O B@5BL53> A3;06820=8O 

input int Per3=3;                                  //3;C18=0  B@5BL53> A3;06820=8O                    

input int Phase3=15;                               //?0@0<5B@ B@5BL53> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input uint  Per4=5;                                //?5@8>4 ?>8A:0 M:AB@5<C<>2

//----

input uint   ATRPeriod=18;

input double Mult_Factor1=10000;

input double Mult_Factor2=20000;

input double Mult_Factor3=30000;

input Smooth_Method XMA_Method=MODE_SMA_;          //<5B>4 CA@54=5=8O

input uint XLength=100;                            //3;C18=0  A3;06820=8O                    

input int XPhase=15;                               //?0@0<5B@ CA@54=5=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

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

//---- >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 ExtLineBuffer0[];

double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];

double ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle[LINES_TOTAL];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_1,min_rates_total;

//---- 1JO2;5=85 ?5@5<5==>9 4;O E@0=5=8O E5=4;0 8=48:0B>@0

int ATR_Handle;

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

//|  0AA82K ?5@5<5==KE 4;O A>740=8O 8=48:0B>@=KE 1CD5@>2            |

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

class CIndicatorsBuffers

  {

public: double    UpIndBuffer[];

public: double    DnIndBuffer[];

  };

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

//| !>740=85 8=48:0B>@=KE 1CD5@>2                                    |

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

CIndicatorsBuffers Ind[LINES_TOTAL];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE   

   min_rates_1=int(Per1+Per4);

   min_rates_1+=GetStartBars(MA_Method2,int(StartPer2+step*(LINES_TOTAL-1)),Phase2);

   min_rates_1+=GetStartBars(MA_Method3,Per3,Phase3);

   min_rates_total=min_rates_1+GetStartBars(XMA_Method,XLength,XPhase);

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

   

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

   ATR_Handle=iATR(NULL,PERIOD_CURRENT,ATRPeriod);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }



   uint Maxrange=StartPer2+LINES_TOTAL*(step-1+1)*2;

//----

   uint period=StartPer2;

   for(int numb=0; numb<LINES_TOTAL; numb++)

     {

      period+=step;

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

      Ind_Handle[numb]=iCustom(Symbol(),PERIOD_CURRENT,"XKPrmSt",Per1,MA_Method2,period,Phase2,MA_Method3,Per3,Phase3,Per4,0);

      if(Ind_Handle[numb]==INVALID_HANDLE)

        {

         Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 XKPrmSt ",numb);

         return(INIT_FAILED);

        }



      string shortname="";

      StringConcatenate(shortname,"XKPrmSt X",LINES_TOTAL,"*",period,")");

      //--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

      PlotIndexSetString(numb,PLOT_LABEL,shortname);

      //---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

      PlotIndexSetDouble(numb,PLOT_EMPTY_VALUE,EMPTY_VALUE);

      //---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

      PlotIndexSetInteger(numb,PLOT_DRAW_BEGIN,min_rates_total);

      //---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

      SetIndexBuffer(2*numb,Ind[numb].UpIndBuffer,INDICATOR_DATA);

      //---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

      ArraySetAsSeries(Ind[numb].UpIndBuffer,true);

      //---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

      SetIndexBuffer(2*numb+1,Ind[numb].DnIndBuffer,INDICATOR_DATA);

      //---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

      ArraySetAsSeries(Ind[numb].DnIndBuffer,true);

      //---- :>?8@>20=85 A2>9AB2 ?5@2>9 ;8=88 8=48:0B>@0 4;O 2A5E >AB0;L=KE

      PlotIndexSetInteger(numb,PLOT_DRAW_TYPE,PlotIndexGetInteger(0,PLOT_DRAW_TYPE));

      PlotIndexSetInteger(numb,PLOT_LINE_STYLE,PlotIndexGetInteger(0,PLOT_LINE_STYLE));

      PlotIndexSetInteger(numb,PLOT_LINE_WIDTH,PlotIndexGetInteger(0,PLOT_LINE_WIDTH));

      PlotIndexSetInteger(numb,PLOT_COLOR_INDEXES,2);

      PlotIndexSetInteger(numb,PLOT_LINE_COLOR,0,PlotIndexGetInteger(0,PLOT_LINE_COLOR,0));

      PlotIndexSetInteger(numb,PLOT_LINE_COLOR,1,PlotIndexGetInteger(0,PLOT_LINE_COLOR,1));

      //---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

      PlotIndexSetInteger(numb,PLOT_SHOW_DATA,false);

     }



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(40,ExtLineBuffer0,INDICATOR_DATA);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtLineBuffer0,true);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(41,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(42,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(43,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(44,ExtLineBuffer4,INDICATOR_DATA);

   SetIndexBuffer(45,ExtLineBuffer5,INDICATOR_DATA);

   SetIndexBuffer(46,ExtLineBuffer6,INDICATOR_DATA);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0 C@>2=59

   PlotIndexSetInteger(20,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(21,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(22,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(23,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(24,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(25,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(26,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(20,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(21,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(22,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(23,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(24,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(25,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(26,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(20,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(21,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(22,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(23,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(24,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(25,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(26,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ExtLineBuffer4,true);

   ArraySetAsSeries(ExtLineBuffer5,true);

   ArraySetAsSeries(ExtLineBuffer6,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"ATR_Channels_XKPrmSt X",LINES_TOTAL,"(",StartPer2,",",step,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

   }

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

//| Custom indicator iteration function                              | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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 @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);

   for(int numb=0; numb<LINES_TOTAL; numb++) if(BarsCalculated(Ind_Handle[numb])<min_rates_total) return(RESET);

   for(int numb=0; numb<LINES_TOTAL; numb++) if(BarsCalculated(Ind_Handle[numb])<rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int to_copy,limit,maxbar=rates_total-min_rates_total-1;

   double res,xres,Range[];



//---- @0AGQB =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-1;

     }

   else limit=rates_total-prev_calculated;

   to_copy=limit+1;



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

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



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

   ArraySetAsSeries(Range,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 8=48:0B>@=K5 1CD5@K

   for(int numb=0; numb<LINES_TOTAL; numb++) if(CopyBuffer(Ind_Handle[numb],0,0,to_copy,Ind[numb].UpIndBuffer)<=0) return(RESET);

   for(int numb=0; numb<LINES_TOTAL; numb++) if(CopyBuffer(Ind_Handle[numb],1,0,to_copy,Ind[numb].DnIndBuffer)<=0) return(RESET);



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      //---- 45;05< @0AGQB C@>2=59 ATR

      res=Ind[0].UpIndBuffer[bar];

      xres=XMA.XMASeries(maxbar,prev_calculated,rates_total,XMA_Method,XPhase,XLength,res,bar,true);

      ExtLineBuffer0[bar]=xres;

      ExtLineBuffer1[bar]=xres+Range[bar]*Mult_Factor3;

      ExtLineBuffer2[bar]=xres+Range[bar]*Mult_Factor2;

      ExtLineBuffer3[bar]=xres+Range[bar]*Mult_Factor1;

      ExtLineBuffer4[bar]=xres-Range[bar]*Mult_Factor1;

      ExtLineBuffer5[bar]=xres-Range[bar]*Mult_Factor2;

      ExtLineBuffer6[bar]=xres-Range[bar]*Mult_Factor3;

     }

//----     

   return(rates_total);

  }

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