ATR_Normalize_Histogram_HTF

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

//|                                  ATR_Normalize_Histogram_HTF.mq5 | 

//|                               Copyright © 2018, Nikolay Kositsin | 

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

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

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

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

#property version   "1.00"

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

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 3

#property indicator_buffers 3 

//---- 8A?>;L7>20=> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

#define RESET 0                                        // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define INDICATOR_NAME "ATR_Normalize_Histogram"       // >=AB0=B0 4;O 8<5=8 8=48:0B>@0

#define SIZE 3                                         // >=AB0=B0 4;O :>;8G5AB20 2K7>2>2 DC=:F88 CountLine

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

//|  0@0<5B@K >B@8A>2:8 38AB>3@0<<K             |

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

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM2

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

#property indicator_color1  clrAqua,clrRoyalBlue,clrSlateGray,clrPurple,clrMagenta

//---- ;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 2

#property indicator_width1 2

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

#property indicator_label1  "ATR_Normalize_Histogram"

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

//|  >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 ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;       // 5@8>4 3@0D8:0

input uint AlertCount=0;//:>;8G5AB2> ?>40205<KE 0;5@B>2

input uint SignalBar=1;//=><5@ 10@0 4;O A83=0;0, 0-B5:CI89 10@

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

input Smooth_Method MA_Method1=MODE_SMA_; //<5B>4 CA@54=5=8O ?5@2>3> A3;06820=8O 

input int Length1=14; //3;C18=0  ?5@2>3> A3;06820=8O                    

input int Phase1=15; //?0@0<5B@ ?5@2>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_Method2=MODE_SMA_; //<5B>4 CA@54=5=8O 2B>@>3> A3;06820=8O 

input int Length2=14; //3;C18=0  2B>@>3> A3;06820=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 int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input uint inHighLevel=60; //C@>25=L A>?@>B82;5=8O 480?07>=0   

input uint inMiddleLevel=50; //C@>25=L A5@548=K 480?07>=0    

input uint inLowLevel=40;  //C@>25=L ?>445@6:8 480?07>=0 

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

//---- >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 ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];

//--- >1JO2;5=85 AB@>:>2KE ?5@5<5==KE

string Symbol_,Word;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

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

//| >;CG5=85 B09<D@59<0 2 2845 AB@>:8                               |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)

     {

      Print("5@8>4 3@0D8:0 4;O 8=48:0B>@0 ATR_Normalize_Histogram =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0");

      return(INIT_FAILED);

     }

//--- 8=8F80;870F8O ?5@5<5==KE 

   min_rates_total=2;

   Symbol_=Symbol();

   Word=INDICATOR_NAME+" 8=48:0B>@: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);

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

   Ind_Handle=iCustom(Symbol_,TimeFrame,"ATR_Normalize_Histogram",MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0,inHighLevel,inMiddleLevel,inLowLevel);

   if(Ind_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLineBuffer3,INDICATOR_COLOR_INDEX);

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

   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,EMPTY_VALUE);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

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

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME"(",GetStringTimeframe(TimeFrame),")");

   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);  

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,inHighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,inMiddleLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,inLowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K F25B0  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrMagenta);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom 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 @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

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

   ArraySetAsSeries(time,true);

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

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,ExtLineBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,1,ExtLineBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,2,ExtLineBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

//----  

   static uint UpCount,DnCount;

   static uint UpCount_,DnCount_;

//---- A1@>A AGQBG8:>2 0;5@B>2 2 =C;8

   if(rates_total!=prev_calculated)

     {

      UpCount=0;

      DnCount=0;

      UpCount_=0;

      DnCount_=0;

     }



//---- ?>40G0 0;5@B0 4;O ?>:C?:8

   if(UpCount<AlertCount && ExtLineBuffer3[SignalBar+1]!=0 && ExtLineBuffer3[SignalBar]==0)

     {

      UpCount++;

      Alert(Word+": !83=0; =0 ?>:C?:C ?> "+Symbol_);

     }



//---- ?>40G0 0;5@B0 4;O ?@>4068

   if(DnCount<AlertCount && ExtLineBuffer3[SignalBar+1]!=4 && ExtLineBuffer3[SignalBar]==4)

     {

      DnCount++;

      Alert(Word+": !83=0; =0 ?@>406C ?> "+Symbol_);

     }

//----     

   return(rates_total);

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // ><5@ DC=:F88 CountLine ?> A?8A:C 2 :>45 8=48:0B>@0 (AB0@B>2K9 =><5@ - 0)

                    string   Symb,            // !8<2>; 3@0D8:0

                    ENUM_TIMEFRAMES TFrame,   // 5@8>4 3@0D8:0

                    int      IndHandle,       // %5=4; >1@010BK205<>3> 8=48:0B>@0

                    uint     BuffNumb,        // ><5@ 1CD5@0 >1@010BK205<>3> 8=48:0B>@0

                    double&  IndBuf[],        // @85<=K9 1CD5@ 8=48:0B>@0

                    const datetime& iTime[],  // "09<A5@8O 2@5<5=8

                    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 int Min_Rates_Total)// <8=8<0;L=>5 :>;8G5AB2> 8AB>@88 2 10@0E 4;O @0AG5B0

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- @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-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 

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

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

     {

      //--- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AG5B0

      IndBuf[bar]=0.0;

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

      if(CopyTime(Symbol_,TimeFrame,iTime[bar],1,IndTime)<=0) return(RESET);

      //---

      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])

        {

         LastCountBar[Numb]=bar;

         double Arr[1];

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

         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);

         IndBuf[bar]=Arr[0];

        }

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

     }

//---     

   return(true);

  }

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