bollinger_squeeze_v9_htf

//+------------------------------------------------------------------+ 
//|                                     Bollinger_Squeeze_v9_HTF.mq5 | 
//|                               Copyright © 2015, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2015, Nikolay Kositsin"
#property link "farria@mail.redcom.ru" 
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.60"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêèå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ÷åòûðåõöâåòíîé ãèñòîãðàììû
#property indicator_type1 DRAW_COLOR_HISTOGRAM
//---- â êà÷åñòâå öâåòîâ ÷åòûðåõöâåòíîé ãèñòîãðàììû èñïîëüçîâàíû
#property indicator_color1 clrRed,clrOrchid,clrGray,clrDodgerBlue,clrLime
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1 "Bollinger_Squeeze_v9 HISTOGRAM"
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Mode //òèï êîíñòàíòû
  {
   ENAME_STOCHASTIC = 1,     //stochastic
   ENAME_CCI,                //cci
   ENAME_RSI,                //rsi
   ENAME_MACD,               //macd
   ENAME_MOMENTUM            //momentum
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4; // Ïåðèîä ãðàôèêà
input Mode triggerType=ENAME_MACD;
input uint stochPeriod_trigger1=14;
input uint cciPeriod_trigger2=50;
input uint rsiPeriod_trigger3=10;
input uint macd_fastEMA_trigger4=5;
input uint macd_slowEMA_trigger4=13;
input uint macd_macdEMA_trigger4=1;
input uint momentumPeriod_trigger5=14;
input bool ReDraw=true;                    // Ïîâòîð îòîáðàæåíèÿ èíôîìàöèè íà ïóñòûõ áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---- îáúÿâëåíèå öåëî÷èñëûííåõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[],ColorIndBuffer[];
//+------------------------------------------------------------------+
//| Ïîëó÷åíèå òàéìôðåéìà â âèäå ñòðîêè                               |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {
//----
   return(StringSubstr(EnumToString(timeframe),7,-1));
  }
//+------------------------------------------------------------------+    
//| Bollinger_Squeeze_v9 indicator initialization function           | 
//+------------------------------------------------------------------+  
int OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=3;
//---- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà Bollinger_Squeeze_v9 íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(INIT_FAILED);
     }
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà Bollinger_Squeeze_v9
   Ind_Handle=iCustom(Symbol(),TimeFrame,"Bollinger_Squeeze_v9",triggerType,stochPeriod_trigger1,cciPeriod_trigger2,rsiPeriod_trigger3,macd_fastEMA_trigger4,
                      macd_slowEMA_trigger4,macd_macdEMA_trigger4,momentumPeriod_trigger5);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Bollinger_Squeeze_v9");
      return(INIT_FAILED);
     }
//---- óñòàíîâêà óðîâíåé   
   switch(triggerType)
     {
      case 1:
         //---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetInteger(INDICATOR_LEVELS,2);
         //---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+30);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-30);
         //---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñåðûé è ðîçîâûé öâåòà  
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrMagenta);
         //---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
         break;
      case 2:
         //---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetInteger(INDICATOR_LEVELS,4);
         //---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+200);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,+100);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,2,-100);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,3,-200);
         //---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñåðûé è ðîçîâûé öâåòà  
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,clrMagenta);
         //---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,STYLE_DASHDOTDOT);
         break;
      case 3:
         //---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetInteger(INDICATOR_LEVELS,2);
         //---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+20);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-20);
         //---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñåðûé è ðîçîâûé öâåòà  
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrMagenta);
         //---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
         break;
      case 4:
         //---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetInteger(INDICATOR_LEVELS,0);
         break;
      case 5:
         //---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetInteger(INDICATOR_LEVELS,2);
         //---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+1);
         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-1);
         //---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñåðûé è ðîçîâûé öâåòà  
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrMagenta);
         IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrMagenta);
         //---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
         IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
         break;
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà IndBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(IndBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ColorIndBuffer,true);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   switch(triggerType)
     {
      case 1: IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Squeeze with Stochastic ("+string(stochPeriod_trigger1)+",3,3)"); break;
      case 2: IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Squeeze with CCI ("+string(cciPeriod_trigger2)+",CLOSE)"); break;
      case 3: IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Squeeze with RSI ("+string(rsiPeriod_trigger3)+",CLOSE)"); break;
      case 4: IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Squeeze with MACD (5,13,1,CLOSE)"); break;
      case 5: IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Squeeze with Momentum ("+string(momentumPeriod_trigger5)+",CLOSE)"); break;
     }
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Bollinger_Squeeze_v9 iteration function                          | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(RESET);
   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int limit,bar;
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double Ind[1],Col[1];
   datetime IndTime[1];
   static uint LastCountBar;
//---- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//---- ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      LastCountBar=rates_total;
     }
   else limit=int(LastCountBar)+rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      IndBuffer[bar]=EMPTY_VALUE;
      ColorIndBuffer[bar]=0;
      //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
      if(CopyTime(Symbol(),TimeFrame,time[bar],1,IndTime)<=0) return(RESET);
      //----
      if(time[bar]>=IndTime[0] && time[bar+1]<IndTime[0])
        {
         LastCountBar=bar;
         //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
         if(CopyBuffer(Ind_Handle,0,time[bar],1,Ind)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,1,time[bar],1,Col)<=0) return(RESET);
         //---- çàãðóçêà ïîëó÷åííûõ çíà÷åíèé â èíäèêàòîðíûå áóôåðû
         IndBuffer[bar]=Ind[0];
         ColorIndBuffer[bar]=Col[0];
        }
      if(ReDraw)
        {
         if(IndBuffer[bar+1]!=EMPTY_VALUE && IndBuffer[bar]==EMPTY_VALUE)
           {
            IndBuffer[bar]=IndBuffer[bar+1];
            ColorIndBuffer[bar]=ColorIndBuffer[bar+1];
           }
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+