Price Data Components
Indicators Used
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bb_3htf
//+------------------------------------------------------------------+
//| BB_3HTF.mq5 |
//| Copyright © 2013, Nikolay Kositsin |
//| Khabarovsk, farria@mail.redcom.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2013, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//--- Indicator version number
#property version "1.00"
#property description "Three Bollinger Bands with different timeframes with the same parameters on one chart."
//--- drawing the indicator in the main window
#property indicator_chart_window
//--- number of indicator buffers 6
#property indicator_buffers 6
//--- 6 plots are used
#property indicator_plots 6
//+----------------------------------------------+
//| declaring constants |
//+----------------------------------------------+
#define RESET 0 // The constant for getting the command for the indicator recalculation back to the terminal
#define INDICATOR_NAME "BollingerBands" // A constant for the indicator name
#define SIZE 6 // A constant for the number of calls of the CountIndicator function
//+----------------------------------------------+
//| Indicator 1 drawing parameters |
//+----------------------------------------------+
//--- drawing indicator 1 as a line
#property indicator_type1 DRAW_LINE
//--- the color of the indicator
#property indicator_color1 clrBlueViolet
//--- indicator 1 line width is equal to 2
#property indicator_width1 2
//--- displaying the indicator label
#property indicator_label1 INDICATOR_NAME+"Up 1"
//+----------------------------------------------+
//| Indicator 2 drawing parameters |
//+----------------------------------------------+
//--- dawing the indicator 2 as a line
#property indicator_type2 DRAW_LINE
//--- the color of the indicator
#property indicator_color2 clrBlueViolet
//--- indicator 2 line width is equal to 2
#property indicator_width2 2
//--- displaying the indicator label
#property indicator_label2 INDICATOR_NAME+"Down 1"
//+----------------------------------------------+
//| Indicator 3 drawing parameters |
//+----------------------------------------------+
//--- Drawing indicator 3 as line
#property indicator_type3 DRAW_LINE
//--- the color of the indicator
#property indicator_color3 clrRoyalBlue
//--- the width of the indicator 3 line is 4
#property indicator_width3 4
//--- displaying the indicator label
#property indicator_label3 INDICATOR_NAME+"Up 2"
//+----------------------------------------------+
//| Indicator 4 drawing parameters |
//+----------------------------------------------+
//--- drawing the indicator 4 as a line
#property indicator_type4 DRAW_LINE
//--- the color of the indicator
#property indicator_color4 clrRoyalBlue
//--- the width of the indicator 4 line is equal to 4
#property indicator_width4 4
//--- displaying the indicator label
#property indicator_label4 INDICATOR_NAME+"Down 2"
//+----------------------------------------------+
//| Indicator 5 drawing parameters |
//+----------------------------------------------+
//--- drawing the indicator 5 as a line
#property indicator_type5 DRAW_LINE
//--- the color of the indicator
#property indicator_color5 clrDeepPink
//--- thickness of the indicator 5 line is equal to 5
#property indicator_width5 5
//--- displaying the indicator label
#property indicator_label5 INDICATOR_NAME+"Up 3"
//+----------------------------------------------+
//| Indicator 6 drawing parameters |
//+----------------------------------------------+
//--- Drawing indicator 6 as line
#property indicator_type6 DRAW_LINE
//--- the color of the indicator
#property indicator_color6 clrDeepPink
//--- thickness of the indicator 6 line is equal to 5
#property indicator_width6 5
//--- displaying the indicator label
#property indicator_label6 INDICATOR_NAME+"Down 3"
//+-------------------------------------+
//| Indicator input parameters |
//+-------------------------------------+
input ENUM_TIMEFRAMES TimeFrame1=PERIOD_M30; // Indicator 1 chart period (smallest timeframe)
input ENUM_TIMEFRAMES TimeFrame2=PERIOD_H1; // Indicator 2 chart period (medium timeframe)
input ENUM_TIMEFRAMES TimeFrame3=PERIOD_H4; // Indicator 3 chart period (highest timeframe)
//---
input uint BBPeriod=20; // Average line calculation period
input double StdDeviation=2; // Number of deviations
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // Price type
input int Shift=0; // Horizontal shift of the indicator in bars
//--- declaration of dynamic arrays that
//--- will be used as indicator buffers
double Ind1Buffer[];
double Ind2Buffer[];
double Ind3Buffer[];
double Ind4Buffer[];
double Ind5Buffer[];
double Ind6Buffer[];
//--- declaration of the integer variables for the start of data calculation
int min_rates_total;
//--- Declaration of integer variables for indicators handles
int Ind1_Handle,Ind2_Handle,Ind3_Handle;
//+------------------------------------------------------------------+
//| Get timeframe as string |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
{return(StringSubstr(EnumToString(timeframe),7,-1));}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- checking correctness of the chart periods
if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame1,TimeFrame2,TimeFrame3)) return(INIT_FAILED);
//--- initialization of variables
min_rates_total=2;
//--- getting handle of the iBands 1 indicator
Ind1_Handle=iBands(Symbol(),TimeFrame1,BBPeriod,0,StdDeviation,applied_price);
if(Ind1_Handle==INVALID_HANDLE)
{
Print(" Failed to get the handle of iBands 1");
return(INIT_FAILED);
}
//--- getting handle of the iBands 2 indicator
Ind2_Handle=iBands(Symbol(),TimeFrame2,BBPeriod,0,StdDeviation,applied_price);
if(Ind2_Handle==INVALID_HANDLE)
{
Print(" Failed to get the handle of iBands 2");
return(INIT_FAILED);
}
//--- getting handle of the iBands 3 indicator
Ind3_Handle=iBands(Symbol(),TimeFrame3,BBPeriod,0,StdDeviation,applied_price);
if(Ind3_Handle==INVALID_HANDLE)
{
Print(" Failed to get the handle of iBands 3");
return(INIT_FAILED);
}
//--- initialize indicator buffers
IndInit(0,Ind1Buffer,0.0,min_rates_total,Shift);
IndInit(1,Ind2Buffer,0.0,min_rates_total,Shift);
IndInit(2,Ind3Buffer,0.0,min_rates_total,Shift);
IndInit(3,Ind4Buffer,0.0,min_rates_total,Shift);
IndInit(4,Ind5Buffer,0.0,min_rates_total,Shift);
IndInit(5,Ind6Buffer,0.0,min_rates_total,Shift);
//--- creating a name for displaying in a separate sub-window and in tooltip
string shortname;
StringConcatenate(shortname,INDICATOR_NAME,"(",
GetStringTimeframe(TimeFrame1),", ",
GetStringTimeframe(TimeFrame2),", ",
GetStringTimeframe(TimeFrame3),", ",
DoubleToString(StdDeviation,1)," ,",EnumToString(applied_price),")");
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- set accuracy of displaying for the indicator values
IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- initialization end
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, // number of bars in history at the current tick
const int prev_calculated,// amount of history in bars at the previous tick
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[])
{
//--- checking the number of bars to be enough for the calculation
if(rates_total<min_rates_total) return(RESET);
if(BarsCalculated(Ind1_Handle)<Bars(Symbol(),TimeFrame1)) return(prev_calculated);
if(BarsCalculated(Ind2_Handle)<Bars(Symbol(),TimeFrame2)) return(prev_calculated);
if(BarsCalculated(Ind3_Handle)<Bars(Symbol(),TimeFrame3)) return(prev_calculated);
//--- indexing elements in arrays as in timeseries
ArraySetAsSeries(time,true);
//---
if(!CountIndicator(0,NULL,TimeFrame1,Ind1_Handle,UPPER_BAND,Ind1Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
if(!CountIndicator(1,NULL,TimeFrame1,Ind1_Handle,LOWER_BAND,Ind2Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
if(!CountIndicator(2,NULL,TimeFrame2,Ind2_Handle,UPPER_BAND,Ind3Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
if(!CountIndicator(3,NULL,TimeFrame2,Ind2_Handle,LOWER_BAND,Ind4Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
if(!CountIndicator(4,NULL,TimeFrame3,Ind3_Handle,UPPER_BAND,Ind5Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
if(!CountIndicator(5,NULL,TimeFrame3,Ind3_Handle,LOWER_BAND,Ind6Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
//---
return(rates_total);
}
//---
//+------------------------------------------------------------------+
//| Indicator buffer initialization |
//+------------------------------------------------------------------+
void IndInit(int Number,double &Buffer[],double Empty_Value,int Draw_Begin,int nShift)
{
//--- Set dynamic array as an indicator buffer
SetIndexBuffer(Number,Buffer,INDICATOR_DATA);
//--- shifting the start of drawing of the indicator
PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);
//--- Setting the indicator values that won't be visible on a chart
PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Draw_Begin);
//--- shifting the indicator 2 horizontally by Shift
PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);
//--- Indexing elements in the buffer as in timeseries
ArraySetAsSeries(Buffer,true);
//---
}
//+------------------------------------------------------------------+
//| CountIndicator |
//+------------------------------------------------------------------+
bool CountIndicator(uint Numb, // The number of the CountLine function in the list in the indicator code (starting number - 0)
string Symb, // Chart symbol
ENUM_TIMEFRAMES TFrame, // Chart period
int IndHandle, // The handle of the processed indicator
uint BuffNumb, // The number of the buffer of the processed indicator
double& IndBuf[], // receiving buffer of the indicator
const datetime& iTime[], // Timeseries of time
const int Rates_Total, // Amount of history in bars on the current tick
const int Prev_Calculated,// amount of history in bars at the previous tick
const int Min_Rates_Total)// minimum amount of history in bars for calculation
{
//---
static int LastCountBar[SIZE];
datetime IndTime[1];
int limit;
//--- calculations of the necessary amount of data to be copied and
//--- the limit starting index for loop of bars recalculation
if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// Checking for the first start of the indicator calculation
{
limit=Rates_Total-Min_Rates_Total-1; // Starting index for calculation of all bars
LastCountBar[Numb]=limit;
}
else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // Starting index for calculation of new bars
//--- the main loop of the indicator calculation
for(int bar=limit; bar>=0 && !IsStopped(); bar--)
{
//--- reset the contents of the indicator buffers for calculation
IndBuf[bar]=0.0;
//--- Copy new data to the IndTime array
if(CopyTime(Symbol(),TFrame,iTime[bar],1,IndTime)<=0) return(RESET);
if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])
{
LastCountBar[Numb]=bar;
double Arr[1];
//--- Copy new data to the Arr array
if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);
IndBuf[bar]=Arr[0];
}
else IndBuf[bar]=IndBuf[bar+1];
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| TimeFramesCheck() |
//+------------------------------------------------------------------+
bool TimeFramesCheck(string IndName,
ENUM_TIMEFRAMES TFrame1, //Indicator 1 chart period (smallest timeframe)
ENUM_TIMEFRAMES TFrame2, //Indicator 2 chart period (medium timeframe)
ENUM_TIMEFRAMES TFrame3) //Indicator 3 chart period (highest timeframe)
{
//--- ñhecking correctness of the chart periods
if(TFrame1<Period() && TFrame1!=PERIOD_CURRENT)
{
Print("Chart 1 period for the "+IndName+" indicator cannot be less than the period of the current chart!");
Print ("You must change the indicator input parameters!");
return(RESET);
}
//---
if(TFrame2<=TFrame1)
{
Print ("Chart 2 period for the "+IndName+" indicator should be greater than the period of chart 1");
Print ("You must change the indicator input parameters!");
return(RESET);
}
//---
if(TFrame3<=TFrame2)
{
Print ("Chart 3 period for the "+IndName+" indicator should be greater than the period of chart 2!");
Print ("You must change the indicator input parameters!");
return(RESET);
}
//---
return(true);
}
//+------------------------------------------------------------------+
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