ColorZerolagX10MA_StDev_HTF

//+------------------------------------------------------------------+ 
//|                                  ColorZerolagX10MA_StDev_HTF.mq5 | 
//|                               Copyright © 2016, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 6
#property indicator_buffers 6 
//---- èñïîëüçîâàíî âñåãî ïÿòü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   5
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0                                       // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
#define INDICATOR_NAME "ColorZerolagX10MA_StDev"      // Êîíñòàíòà äëÿ èìåíè èíäèêàòîðà
#define SIZE 6                                        // Êîíñòàíòà äëÿ êîëè÷åñòâà âûçîâîâ ôóíêöèè CountLine
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ìíîãîöâåòíîé ëèíèè
#property indicator_type1   DRAW_COLOR_LINE
//---- â êà÷åñòâå öâåòîâ òðåõöâåòíîé ëèíèè èñïîëüçîâàíû
#property indicator_color1  clrRed,clrGray,clrTeal
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width1  3
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "ColorZerolagX10MA"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí êðàñíûé öâåò
#property indicator_color2  clrRed
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label2  "Dn_Signal 1"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè áû÷üãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå ñèìâîëà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí àêâàìàðèíîâûé öâåò
#property indicator_color3  clrAqua
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 2
#property indicator_width3  2
//---- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label3  "Up_Signal 1"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå ñèìâîëà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí êðàñíûé öâåò
#property indicator_color4  clrRed
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 4
#property indicator_width4  4
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Dn_Signal 2"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè áû÷üãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 5 â âèäå ñèìâîëà
#property indicator_type5   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí àêâàìàðèíîâûé öâåò
#property indicator_color5  clrAqua
//---- òîëùèíà ëèíèè èíäèêàòîðà 5 ðàâíà 4
#property indicator_width5  4
//---- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label5  "Up_Signal 2"
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   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_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 
   PRICE_DEMARK_         //Demark Price
  };
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+  
enum Smooth_Method
  {
   MODE_SMA_,  //SMA
   MODE_EMA_,  //EMA
   MODE_SMMA_, //SMMA
   MODE_LWMA_, //LWMA
   MODE_JJMA,  //JJMA
   MODE_JurX,  //JurX
   MODE_ParMA, //ParMA
   MODE_T3,    //T3
   MODE_VIDYA, //VIDYA
   MODE_AMA,   //AMA
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+ 
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;// Ïåðèîä ãðàôèêà
input Smooth_Method XMA_Method=MODE_JJMA; //Ìåòîä óñðåäíåíèÿ 
input uint Length1=3; //Ãëóáèíà óñðåäíåíèÿ 1
input double Factor1=0.1;
input uint Length2=5; //Ãëóáèíà óñðåäíåíèÿ 2
input double Factor2=0.1;                    
input uint Length3=7; //Ãëóáèíà óñðåäíåíèÿ 3
input double Factor3=0.1;                 
input uint Length4=9; //Ãëóáèíà óñðåäíåíèÿ 4 
input double Factor4=0.1;                   
input uint Length5=11; //Ãëóáèíà óñðåäíåíèÿ 5 
input double Factor5=0.1;                  
input uint Length6=13; //Ãëóáèíà óñðåäíåíèÿ 6
input double Factor6=0.1;               
input uint Length7=15; //Ãëóáèíà óñðåäíåíèÿ 7 
input double Factor7=0.1;                
input uint Length8=17; //Ãëóáèíà óñðåäíåíèÿ 8
input double Factor8=0.1;                 
input uint Length9=21; //Ãëóáèíà óñðåäíåíèÿ 9
input double Factor9=0.1;
input uint Length10=23; //Ãëóáèíà óñðåäíåíèÿ 10 
input double Factor10=0.1;                                                    
input int XPhase=15; //Ïàðàìåòð óñðåäíåíèé,
  //äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
  // Äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Smooth_Method SmoothMethod=MODE_SMA_; //Ìåòîä ñãëàæèâàíèÿ 
input uint Smooth=3; //Ãëóáèíà ñãëàæèâàíèÿ
input int SmoothPhase=15; //Ïàðàìåòð ñãëàæèâàíèÿ,
  //äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
  // Äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC=PRICE_CLOSE_;//Öåíîâàÿ êîíñòàíòà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input double dK1=1.5;  //êîýôôèöèåíò 1 äëÿ êâàäðàòè÷íîãî ôèëüòðà
input double dK2=2.5;  //êîýôôèöèåíò 2 äëÿ êâàäðàòè÷íîãî ôèëüòðà
input uint std_period=9; //ïåðèîä êâàäðàòè÷íîãî ôèëüòðà
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[],ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];
//--- îáúÿâëåíèå ñòðîêîâûõ ïåðåìåííûõ
string Symbol_,Word;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//+------------------------------------------------------------------+
//| Ïîëó÷åíèå òàéìôðåéìà â âèäå ñòðîêè                               |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {return(StringSubstr(EnumToString(timeframe),7,-1));}
//+------------------------------------------------------------------+    
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+  
int OnInit()
  {
//--- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà ColorZerolagX10MA_StDev íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(INIT_FAILED);
     }
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   min_rates_total=2;
   Symbol_=Symbol();
   Word=INDICATOR_NAME+" èíäèêàòîð: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ColorZerolagX10MA_StDev
   Ind_Handle=iCustom(Symbol_,TimeFrame,"ColorZerolagX10MA_StDev",
                      XMA_Method,Length1,Factor1,Length2,Factor2,Length3,Factor3,Length4,Factor4,
                      Length5,Factor5,Length6,Factor6,Length7,Factor7,Length8,Factor8,Length9,Factor9,
                      Length10,Factor10,XPhase,SmoothMethod,Smooth,SmoothPhase,IPC,0,dK1,dK2,std_period,PriceShift);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ColorZerolagX10MA_StDev");
      return(INIT_FAILED);
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,ExtLineBuffer3,INDICATOR_DATA);
   SetIndexBuffer(3,ExtLineBuffer4,INDICATOR_DATA);
   SetIndexBuffer(4,ExtLineBuffer5,INDICATOR_DATA);
   SetIndexBuffer(5,ExtLineBuffer6,INDICATOR_DATA);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà óðîâíåé
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(1,PLOT_ARROW,159);
   PlotIndexSetInteger(2,PLOT_ARROW,159);
   PlotIndexSetInteger(3,PLOT_ARROW,159);
   PlotIndexSetInteger(4,PLOT_ARROW,159);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtLineBuffer1,true);
   ArraySetAsSeries(ExtLineBuffer2,true);
   ArraySetAsSeries(ExtLineBuffer3,true);
   ArraySetAsSeries(ExtLineBuffer4,true);
   ArraySetAsSeries(ExtLineBuffer5,true);
   ArraySetAsSeries(ExtLineBuffer6,true);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   string shortname;
   StringConcatenate(shortname,INDICATOR_NAME"(",GetStringTimeframe(TimeFrame),")");
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Custom 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);
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,ExtLineBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,1,ExtLineBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,2,ExtLineBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(3,NULL,TimeFrame,Ind_Handle,3,ExtLineBuffer4,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(4,NULL,TimeFrame,Ind_Handle,4,ExtLineBuffer5,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(5,NULL,TimeFrame,Ind_Handle,5,ExtLineBuffer6,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| CountLine                                                        |
//+------------------------------------------------------------------+
bool CountIndicator(uint     Numb,            // Íîìåð ôóíêöèè CountLine ïî ñïèñêó â êîäå èíäèêàòîðà (ñòàðòîâûé íîìåð - 0)
                    string   Symb,            // Ñèìâîë ãðàôèêà
                    ENUM_TIMEFRAMES TFrame,   // Ïåðèîä ãðàôèêà
                    int      IndHandle,       // Õåíäë îáðàáàòûâàåìîãî èíäèêàòîðà
                    uint     BuffNumb,        // Íîìåð áóôåðà îáðàáàòûâàåìîãî èíäèêàòîðà
                    double&  IndBuf[],        // Ïðèåìíûé áóôåð èíäèêàòîðà
                    const datetime& iTime[],  // Òàéìñåðèÿ âðåìåíè
                    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 int Min_Rates_Total)// ìèíèìàëüíîå êîëè÷åñòâî èñòîðèè â áàðàõ äëÿ ðàñ÷åòà
  {
//---
   static int LastCountBar[SIZE];
   datetime IndTime[1];
   int limit;
//--- 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[Numb]=limit;
     }
   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //--- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      IndBuf[bar]=0.0;
      //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ IndTime
      if(CopyTime(Symbol_,TimeFrame,iTime[bar],1,IndTime)<=0) return(RESET);
      //---
      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])
        {
         LastCountBar[Numb]=bar;
         double Arr[1];
         //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ Arr
         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);
         IndBuf[bar]=Arr[0];
        }
      else IndBuf[bar]=IndBuf[bar+1];
     }
//---     
   return(true);
  }
//+------------------------------------------------------------------+