AverageChangeCandle

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

//|                                             AverageChangeCandle.mq5 | 

//|                                          Copyright © 2018, MT-Coder | 

//|                                                mt-coder@hotmail.com | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2018, MT-Coder"

#property link "mt-coder@hotmail.com"

//---- =><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

#property indicator_buffers 5 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrRed,clrGray,clrDeepSkyBlue

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

#property indicator_label1  "Average Change"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 1.0

#property indicator_levelcolor clrGray

#property indicator_levelstyle STYLE_DASHDOTDOT

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

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

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

#include <SmoothAlgorithms.mqh> 

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



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

CXMA XMA1,XMA2O,XMA2H,XMA2L,XMA2C;

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

//|  >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_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

  };

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

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

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 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

  }; */

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

//|  %+  " + "      |

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

input Smooth_Method MA_Method1=MODE_LWMA_; //<5B>4 CA@54=5=8O <C28=30

input uint Length1=12; //3;C18=0 CA@54=5=8O <C28=30                    

input int Phase1=15; //?0@0<5B@ CA@54=5=8O <C28=30,

//---- 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 Applied_price_ IPC1=PRICE_MEDIAN_;//F5=>20O :>=AB0=B0 4;O  <C28=30

input Smooth_Method MA_Method2=MODE_JJMA; //<5B>4 A3;06820=8O 8=48:0B>@0

input uint Length2 = 5; //3;C18=0 A3;06820=8O 8=48:0B>@0

input int Phase2=100;  //?0@0<5B@ A3;06820=8O 8=48:0B>@0,

//---- 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 double Pow=5; //AB5?5=L

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 ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];

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

int min_rates_,min_rates_total;

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

//| Average Change indicator initialization function                 | 

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

void OnInit()

  {

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

   min_rates_=XMA1.GetStartBars(MA_Method1, Length1, Phase1);

   min_rates_total=min_rates_+XMA1.GetStartBars(MA_Method2, Length2, Phase2);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("Length1", Length1);

   XMA1.XMALengthCheck("Length2", Length2);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);

   XMA1.XMAPhaseCheck("Phase2", Phase2, MA_Method2);

   

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

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);



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

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorBuffer,true);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   string shortname;

   string Smooth1=XMA1.GetString_MA_Method(MA_Method1);

   string Smooth2=XMA1.GetString_MA_Method(MA_Method2);

   StringConcatenate(shortname,"AverageChangeCandle(",Smooth1,", ",Smooth2,", ",Length1,", ",Length2,")");

//--- 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,_Digits);

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

  }

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

//| Average Change 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(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double price_1,xma,res;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int limit,bar,maxbar1,maxbar2;

   maxbar1=rates_total-1;

   maxbar2=rates_total-min_rates_;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

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

     {

      limit=rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }

     

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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);



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

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

     {

      //---- K7>2 DC=:F88 PriceSeries 4;O ?>;CG5=8O 2E>4=KE F5=

      price_1=PriceSeries(IPC1,bar,open,low,high,close);



      //---- 20 2K7>20 DC=:F88 XMASeries

      xma=XMA1.XMASeries(maxbar1,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price_1,bar,true);      

      

      res=MathPow(open[bar]/xma,Pow);           

      ExtOpenBuffer[bar]=XMA2O.XMASeries(maxbar2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res,bar,true);

      

      res=MathPow(high[bar]/xma,Pow);           

      ExtHighBuffer[bar]=XMA2H.XMASeries(maxbar2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res,bar,true);

      

      res=MathPow(low[bar]/xma,Pow);           

      ExtLowBuffer[bar]=XMA2L.XMASeries(maxbar2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res,bar,true);

      

      res=MathPow(close[bar]/xma,Pow);           

      ExtCloseBuffer[bar]=XMA2C.XMASeries(maxbar2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res,bar,true);

     }

//---- A=>2=>9 F8:; 8A?@02;5=8O 8 >:@0H820=8O A25G59

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

     {

      double Max=MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      double Min=MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);



      ExtHighBuffer[bar]=MathMax(Max,ExtHighBuffer[bar]);

      ExtLowBuffer[bar]=MathMin(Min,ExtLowBuffer[bar]);



      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;

      else ExtColorBuffer[bar]=1.0;

     }

//----     

   return(rates_total);

  }

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