blauergodicmdi

//+---------------------------------------------------------------------+
//|                                                  BlauErgodicMDI.mq5 |
//|                                  Copyright © 2013, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Place the SmoothAlgorithms.mqh file                                 |
//| in the directory: terminal_data_folder\MQL5\Include                 |
//+---------------------------------------------------------------------+
//--- Copyright
#property copyright "Copyright © 2013, Nikolay Kositsin"
//--- link to the website of the author
#property link "farria@mail.redcom.ru" 
#property description "Ergodic MDI-Oscillator"
//--- Indicator version
#property version   "1.00"
//--- drawing the indicator in a separate window
#property indicator_separate_window
//--- four buffers are used for indicator calculation and drawing
#property indicator_buffers 4
//--- two plots are used
#property indicator_plots   2
//+----------------------------------------------+
//|  Indicator 1 drawing parameters              |
//+----------------------------------------------+
//---- drawing the indicator as a colored cloud
#property indicator_type1   DRAW_FILLING
//---- the following colors are used as the indicator colors
#property indicator_color1  clrLime,clrViolet
//--- displaying the indicator label
#property indicator_label1  "Blau Ergodic MDI Signal"
//+----------------------------------------------+
//|  Indicator 2 drawing parameters              |
//+----------------------------------------------+
//---- drawing indicator as a four-color histogram
#property indicator_type2 DRAW_COLOR_HISTOGRAM
//--- colors of the five-color histogram are as follows
#property indicator_color2 clrDeepPink,clrOrange,clrGray,clrYellowGreen,clrTeal
//--- Indicator line is a solid one
#property indicator_style2 STYLE_SOLID
//--- indicator line width is 2
#property indicator_width2 2
//--- displaying the indicator label
#property indicator_label2  "Blau Ergodic MDI"
//+----------------------------------------------+
//|  CXMA class description                      |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//--- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1,XMA2,XMA3,XMA4;
//+----------------------------------------------+
//|  declaration of enumerations                 |
//+----------------------------------------------+
enum Applied_price_      // type of constant
  {
   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_,         // Simple Price (OC/2)
   PRICE_QUARTER_,       // Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  // TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  // TrendFollow_2 Price 
   PRICE_DEMARK_         // Demark Price
  };
//+----------------------------------------------+
//| Indicator input parameters                   |
//+----------------------------------------------+
input Smooth_Method XMA_Method=MODE_EMA; // Averaging method
input uint XLength=20;                   // Depth of price averaging 
input uint XLength1=5;                   // Depth of the first averaging
input uint XLength2=3;                   // Depth of the second averaging
input uint XLength3=8;                   // Depth of averaging of the signal line
input int XPhase=15;                     // Smoothing parameter
//--- XPhase: for JJMA it varies within the range -100 ... +100 and influences the quality of the transient period;
//--- XPhase: for VIDIA it is a CMO period, for AMA it is a slow average period
input Applied_price_ IPC=PRICE_CLOSE;    // Price constant
//--- declaration of dynamic arrays that
//--- will be used as indicator buffers
double IndBuffer[],ColorIndBuffer[];
double UpBuffer[],DnBuffer[];
//--- declaration of the integer variables for the start of data calculation
int min_rates_total,min_rates_1,min_rates_2,min_rates_3;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//--- initialization of variables of the start of data calculation
   min_rates_1=XMA1.GetStartBars(XMA_Method,XLength,XPhase);
   min_rates_2=min_rates_1+XMA1.GetStartBars(XMA_Method,XLength1,XPhase);
   min_rates_3=min_rates_2+XMA1.GetStartBars(XMA_Method,XLength2,XPhase);
   min_rates_total=min_rates_3+XMA1.GetStartBars(XMA_Method,XLength3,XPhase);   
//--- Set dynamic array as an indicator buffer
   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);
//--- Set dynamic array as an indicator buffer
   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);
//--- Set dynamic array as an indicator buffer
   SetIndexBuffer(2,IndBuffer,INDICATOR_DATA);
//--- Setting a dynamic array as a color index buffer   
   SetIndexBuffer(3,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//--- shifting the start of drawing of the indicator
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- shifting the start of drawing of the indicator
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//--- Creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,"BlauErgodicMDI");
//--- Determining the accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---
  }
//+------------------------------------------------------------------+
//| Custom indicator 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[],     // price array of price maximums for the indicator calculation
                const double& low[],      // price array of minimums of price for the indicator calculation
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- checking if the number of bars is enough for the calculation
   if(rates_total<min_rates_total) return(0);

//--- declarations of local variables 
   double price,xprice,dif,xdif,xxdif,xxxdif;
   int first,bar;

//--- calculation of the 'first' starting index for the bars recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
     {
      first=0; // starting index for calculation of all bars
     }
   else first=prev_calculated-1; // starting number for calculation of new bars

//--- main indicator calculation loop
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {

      price=PriceSeries(IPC,bar,open,low,high,close);   
      xprice=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength,price,bar,false);     
      dif=(price-xprice)/_Point;    
      xdif=XMA2.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,dif,bar,false);
      xxdif=XMA3.XMASeries(min_rates_2,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,xdif,bar,false);
      xxxdif=XMA4.XMASeries(min_rates_3,prev_calculated,rates_total,XMA_Method,XPhase,XLength3,xxdif,bar,false);
      
      IndBuffer[bar]=xxdif;
      UpBuffer[bar]=xxdif;
      DnBuffer[bar]=xxxdif;
     }

   if(prev_calculated>rates_total || prev_calculated<=0) first++;
//--- Îñíîâíîé öèêë ðàñêðàñêè èíäèêàòîðà Ind
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      int clr=2;

      if(IndBuffer[bar]>0)
        {
         if(IndBuffer[bar]>IndBuffer[bar-1]) clr=4;
         if(IndBuffer[bar]<IndBuffer[bar-1]) clr=3;
        }

      if(IndBuffer[bar]<0)
        {
         if(IndBuffer[bar]<IndBuffer[bar-1]) clr=0;
         if(IndBuffer[bar]>IndBuffer[bar-1]) clr=1;
        }

      ColorIndBuffer[bar]=clr;
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+