colorjfatlacceleration_v1

Author: 2010, Nikolay Kositsin
0 Views
0 Downloads
0 Favorites
colorjfatlacceleration_v1
/*
 * Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë
 * SmoothAlgorithms.mqh
 * â ïàïêó (äèðåêòîðèþ): MetaTrader\\MQL5\Include
 */
//+------------------------------------------------------------------+
//|                                       ColorJFatlAcceleration.mq5 |
//|                               Copyright © 2010, Nikolay Kositsin |
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "2010,   Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"

//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî òðè áóôåðà
#property indicator_buffers 3
//---- èñïîëüçîâàíî âñåãî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2

//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàí ñåðûé öâåò
#property indicator_color1  Gray
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "JFATL Acceleration"

//---- îòðèñîâêà èíäèêàòîðà â âèäå çíà÷êà
#property indicator_type2   DRAW_COLOR_ARROW
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû ñåðûé, ñèçûé è êðàñíûé öâåòà
#property indicator_color2  Gray,DarkOrchid,Red
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "JFATL Acceleration"
//+-----------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ     |
//+-----------------------------------+
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_SIMPLE_
   PRICE_QUARTER_,       //PRICE_QUARTER_
   PRICE_TRENDFOLLOW0_, //PRICE_TRENDFOLLOW0_
   PRICE_TRENDFOLLOW1_  //PRICE_TRENDFOLLOW1_
  };
input int SmLength_=8; // Ïåðèîä JMA ñãëàæèâàíèÿ Fatl                   
input int SmPhase_=100; // Ïàðàìåòð JMA ñãëàæèâàíèÿ Fatl,
                      //èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100,
//âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;

input int SpeedPeriod=1;//Ïåðèîä ñêîðîñòè
input int AccelerationPeriod=1;//Ïåðèîä óñêîðåíèÿ

input int Smooth=2; // Ãëóáèíà JMA ñãëàæèâàíèÿ èíäèêàòîðà                  
input int SmPhase=100; // Ïàðàìåòð JMA ñãëàæèâàíèÿ èíäèêàòîðà,
                       //èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100,
//âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;

input Applied_price_ IPC=PRICE_CLOSE_;//Öåíîâàÿ êîíñòàíòà
/* , ïî êîòîðîé ïðîèçâîäèòñÿ ðàñ÷åò èíäèêàòîðà ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */

input int FATLShift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+

//---- îáúÿâëåíèå è èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ êîëè÷åñòâà ðàñ÷åòíûõ áàðîâ FATL
int FATLPeriod=39;

//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[];
double ColorBuffer[];
double LineIndBuffer[];

int start,fstart,jfstart,mstart,spstart,FATLSize;
double dPriceShift;
//+------------------------------------------------------------------+
// Îïèñàíèå ôóíêöèè iPriceSeries()                                   |
// Îïèñàíèå êëàññîâ CFATL, CJJMA è CMomentum                         |
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh>  
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ
   fstart=FATLPeriod;
   jfstart=fstart+30;
   mstart=jfstart+SpeedPeriod;
   spstart=mstart+30+1;
   start=spstart+AccelerationPeriod;

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà IndBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,LineIndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà FATLShift
   PlotIndexSetInteger(0,PLOT_SHIFT,FATLShift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,start);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà IndBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,IndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà FATLShift
   PlotIndexSetInteger(1,PLOT_SHIFT,FATLShift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,start);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(1,PLOT_ARROW,159);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,start);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"JFATL Speed(",SmLength_," ,",SmPhase_," ,",SpeedPeriod,")");
//---- 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,0);

//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà JJMASeries_Cls.mqh
   CJJMA JMA;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   JMA.JJMALengthCheck("Length_", SmLength_);
   JMA.JJMAPhaseCheck("Phase_", SmPhase_);
   JMA.JJMALengthCheck("SpeedMomPeriod", SpeedPeriod);
   JMA.JJMALengthCheck("Smooth", Smooth);
   JMA.JJMAPhaseCheck("SmPhase", SmPhase);
//----
  }
//+------------------------------------------------------------------+
//| 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÷åòà
   if(rates_total<start)
      return(0);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int first,bar;
   double price,jfatl,fatl,jmom1,jmom2,jfspeed;

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

//---- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CFATL, CJJMA è CMomentum èç ôàéëà JJMASeries_Cls.mqh
   static CJJMA JMA1,JMA2;
   static CFATL FATL;
   static CMomentum MOM1,MOM2;

//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total; bar++)
     {
      //---- ïîëó÷àåì âõîäíóþ öåíó price
      price=PriceSeries(IPC,bar,open,low,high,close);

      //---- ãðóçèì âõîäíóþ öåíó price â FATLSeries() è ïîëó÷àåì fatl
      fatl=FATL.FATLSeries(0,prev_calculated,rates_total,price,bar,false);

      //---- ãðóçèì fatl â JJMASeries() è ïîëó÷àåì jfatl
      jfatl=JMA1.JJMASeries(fstart,prev_calculated,rates_total,0,SmPhase_,SmLength_,fatl,bar,false);

      //---- ãðóçèì jfatl â MomentumSeries() è ïîëó÷àåì jmom
      jmom1=MOM1.MomentumSeries(jfstart,prev_calculated,rates_total,SpeedPeriod,jfatl,bar,false);

      //---- ãðóçèì jmom â JJMASeries() è ïîëó÷àåì jfspeed
      jfspeed=JMA2.JJMASeries(mstart,prev_calculated,rates_total,0,SmPhase,Smooth,jmom1,bar,false);

      jmom2=MOM2.MomentumSeries(spstart,prev_calculated,rates_total,AccelerationPeriod,jfspeed,bar,false);

      //---- ìåíÿåì ðàçìåðíîñòü èíäèêàòîðà äî öåëûõ çíà÷åíèé
      jmom2/=_Point;

      //---- ãðóçèì jfspeed â èíäèêàòîðíûé áóôåð
      IndBuffer[bar]=jmom2;
      LineIndBuffer[bar]=jmom2;
     }

//---- êîððåêòèðóåì çíà÷åíèå ñòàðòîâîãî íîìåðà äëÿ ðàñ÷åòà âñåõ áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) first=start;

//---- Îñíîâíîé öèêë ðàñêðàñêè ñèãíàëüíîé ëèíèè
   for(bar=first; bar<rates_total; bar++)
     {
      ColorBuffer[bar]=0;
      if(IndBuffer[bar]>IndBuffer[bar-1]) ColorBuffer[bar]=1;
      if(IndBuffer[bar]<IndBuffer[bar-1]) ColorBuffer[bar]=2;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+

Comments

Markdown supported. Formatting help

Markdown Formatting Guide

Element Markdown Syntax
Heading # H1
## H2
### H3
Bold **bold text**
Italic *italicized text*
Link [title](https://www.example.com)
Image ![alt text](image.jpg)
Code `code`
Code Block ```
code block
```
Quote > blockquote
Unordered List - Item 1
- Item 2
Ordered List 1. First item
2. Second item
Horizontal Rule ---