ColorJFatl_Cloud

//+---------------------------------------------------------------------+
//|                                                ColorJFatl_Cloud.mq5 | 
//|                                  Copyright © 2016, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"

//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 6
#property indicator_buffers 6 
//---- èñïîëüçîâàíî âñåãî òðè ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   3
//+------------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ôîíà                      |
//+------------------------------------------------+
//---- îòðèñîâêà ôîíà â îáëà÷íîì âèäå
#property indicator_type1   DRAW_FILLING
#property indicator_type2   DRAW_FILLING
//---- âûáîð öâåòîâ ôîíà
#property indicator_color1  clrPaleTurquoise
#property indicator_color2  clrThistle
//---- îòîáðàæåíèå ìåòîê
#property indicator_label1  "Upper Cloud"
#property indicator_label2  "Lower Cloud"
//+------------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà                |
//+------------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ìíîãîöâåòíîé ëèíèè
#property indicator_type3   DRAW_COLOR_LINE
//---- â êà÷åñòâå öâåòîâ òðåõöâåòíîé ëèíèè èñïîëüçîâàíû
#property indicator_color3  clrMagenta,clrGray,clrGold
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 5
#property indicator_width3  5
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label3  "JFATL"
//+------------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                       |
//+------------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //PRICE_CLOSE
   PRICE_OPEN_,          //PRICE_OPEN
   PRICE_HIGH_,          //PRICE_HIGH
   PRICE_LOW_,           //PRICE_LOW
   PRICE_MEDIAN_,        //PRICE_MEDIAN
   PRICE_TYPICAL_,       //PRICE_TYPICAL
   PRICE_WEIGHTED_,      //PRICE_WEIGHTED
   PRICE_SIMPL_,         //PRICE_SIMPL_
   PRICE_QUARTER_,       //PRICE_QUARTER_
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 
   PRICE_DEMARK_         //Demark Price
  };
//+------------------------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ                  |
//+------------------------------------------------+
input int JLength=5; // ãëóáèíà JMA ñãëàæèâàíèÿ                   
input int JPhase=-100; // ïàðàìåòð JMA ñãëàæèâàíèÿ,
//---- èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100,
//---- âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
input Applied_price_ IPC=PRICE_CLOSE_;//öåíîâàÿ êîíñòàíòà
input int FATLShift=0; // ñäâèã Ôàòëà ïî ãîðèçîíòàëè â áàðàõ
input int PriceFATLShift=0; // cäâèã Ôàòëà ïî âåðòèêàëè â ïóíêòàõ
input uint Dev=20; // Äåâèàöèÿ çàëèâêè ôîíîì
//+------------------------------------------------+

//---- îáúÿâëåíèå è èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ êîëè÷åñòâà ðàñ÷¸òíûõ áàðîâ
int FATLPeriod=39;
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double LineBuffer[];
double ColorLineBuffer[];

double UpCloudBuffer1[],UpCloudBuffer2[];
double DnCloudBuffer1[],DnCloudBuffer2[];

//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,fstart,FATLSize;
double dPriceFATLShift;
//+------------------------------------------------+
//| Èíèöèàëèçàöèÿ êîýôôèöèåíòîâ öèôðîâîãî ôèëüòðà  |
//+------------------------------------------------+
double dFATLTable[]=
  {
   +0.4360409450, +0.3658689069, +0.2460452079, +0.1104506886,
   -0.0054034585, -0.0760367731, -0.0933058722, -0.0670110374,
   -0.0190795053, +0.0259609206, +0.0502044896, +0.0477818607,
   +0.0249252327, -0.0047706151, -0.0272432537, -0.0338917071,
   -0.0244141482, -0.0055774838, +0.0128149838, +0.0226522218,
   +0.0208778257, +0.0100299086, -0.0036771622, -0.0136744850,
   -0.0160483392, -0.0108597376, -0.0016060704, +0.0069480557,
   +0.0110573605, +0.0095711419, +0.0040444064, -0.0023824623,
   -0.0067093714, -0.0072003400, -0.0047717710, +0.0005541115,
   +0.0007860160, +0.0130129076, +0.0040364019
  };
//+------------------------------------------------------------------+
// Îïèñàíèå ôóíêöèè iPriceSeries()                                   |
// Îïèñàíèå ôóíêöèè iPriceSeriesAlert()                              |
// Îïèñàíèå êëàññà CJJMA                                             |
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh>  
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   FATLSize=ArraySize(dFATLTable);
   min_rates_total=FATLSize+30;
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"_Cloud(",JLength," ,",JPhase,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- Èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceFATLShift=_Point*PriceFATLShift;
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà JJMASeries_Cls.mqh
   CJJMA JMA;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   JMA.JJMALengthCheck("JLength", JLength);
   JMA.JJMAPhaseCheck("JPhase", JPhase);  
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð   
   SetIndexBuffer(0,UpCloudBuffer1,INDICATOR_DATA);
   SetIndexBuffer(1,UpCloudBuffer2,INDICATOR_DATA);
   SetIndexBuffer(2,DnCloudBuffer1,INDICATOR_DATA);
   SetIndexBuffer(3,DnCloudBuffer2,INDICATOR_DATA);
   SetIndexBuffer(4,LineBuffer,INDICATOR_DATA);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(5,ColorLineBuffer,INDICATOR_COLOR_INDEX);
   
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,FATLShift);
//---- 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,0.0);
   
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,FATLShift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
   
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 3 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,FATLShift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
//----
  }
//+------------------------------------------------------------------+
//| Custom indicator 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÷¸òà
   if(rates_total<min_rates_total) return(0);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int first,bar,clr;
   double jfatl,FATL;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=FATLPeriod-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
      fstart=first;
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ

//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà JJMASeries_Cls.mqh
   static CJJMA JMA;

//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //---- ôîðìóëà äëÿ ôèëüòðà FATL
      FATL=0.0;
      for(int iii=0; iii<FATLSize; iii++) FATL+=dFATLTable[iii]*PriceSeries(IPC,bar-iii,open,low,high,close);
      jfatl=JMA.JJMASeries(fstart,prev_calculated,rates_total,0,JPhase,JLength,FATL,bar,false);
      LineBuffer[bar]=UpCloudBuffer2[bar]=DnCloudBuffer1[bar]=jfatl+dPriceFATLShift;     
      UpCloudBuffer1[bar]=LineBuffer[bar]*Dev;
      DnCloudBuffer2[bar]=LineBuffer[bar]/Dev;
     }

//---- ïåðåñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
      first++;

//---- Îñíîâíîé öèêë ðàñêðàñêè ñèãíàëüíîé ëèíèè
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      clr=1;
      if(LineBuffer[bar-1]<LineBuffer[bar]) clr=2;
      if(LineBuffer[bar-1]>LineBuffer[bar]) clr=0;
      ColorLineBuffer[bar]=clr;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+