coppockhist

//+---------------------------------------------------------------------+
//|                                                     CoppockHist.mq5 |
//|                                 Based on Coppock.mq4 by Robert Hill |
//|                                     Copyright © 2010, EarnForex.com |
//|                                           http://www.earnforex.com/ |
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2010, EarnForex.com"
#property link      "http://www.earnforex.com/"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//---- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå 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 clrDeepPink,clrViolet,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 "Coppock"
//+-----------------------------------+
//| 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 uint ROC1Period = 14;
input uint ROC2Period = 11;
input uint SmoothPeriod=3; // Ïåðèîä ñãëàæèâàíèÿ ñèãíàëüíîé ëèíèè
input ENUM_MA_METHOD MA_Method_=MODE_SMA; // Ìåòîä óñðåäíåíèÿ ñèãíàëüíîé ëèíèè
input Applied_price_ AppliedPrice=PRICE_CLOSE_;// Öåíîâàÿ êîíñòàíòà
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtBuffer[];
double ColorExtBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Îïèñàíèå ôóíêöèè iPriceSeries                                    |
//| Îïèñàíèå êëàññà Moving_Average                                   | 
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh> 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ êîíñòàíò
   min_rates_total=int(MathMax(ROC1Period,ROC2Period)+SmoothPeriod+2);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà MAMABuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(1,ColorExtBuffer,INDICATOR_COLOR_INDEX);
//---- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"Coppock");
//---- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
  }
//+------------------------------------------------------------------+
//| 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<min_rates_total) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price0,price1,price2,diff,ROCSum;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int first,bar,clr;
   static int startbar1;
//---- èíèöèàëèçàöèÿ èíäèêàòîðà â áëîêå OnCalculate()
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      first=int(MathMax(ROC1Period,ROC2Period)); // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ ïåðâîãî öèêëà
      startbar1=first;
     }
   else // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     {
      first=prev_calculated-1;
     }
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà Moving_Average
   static CMoving_Average SMOOTH;
//---- îñíîâíîé öèêë ðàñ÷åòà ñðåäíåé ëèíèè êàíàëà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //---- âûçîâû ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû Series
      price0=PriceSeries(AppliedPrice,bar,open,low,high,close);
      price1=PriceSeries(AppliedPrice,bar-ROC1Period,open,low,high,close);
      price2=PriceSeries(AppliedPrice,bar-ROC2Period,open,low,high,close);
      ROCSum=(price0-price1)/price1+(price0-price2)/price2;
      ExtBuffer[bar]=SMOOTH.MASeries(startbar1,prev_calculated,rates_total,SmoothPeriod,MA_Method_,ROCSum,bar,false);
     }

   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=min_rates_total;
//---- îñíîâíîé öèêë ðàñêðàñêè ñèãíàëüíîé ëèíèè
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      clr=2;
      diff=ExtBuffer[bar]-ExtBuffer[bar-1];
      //---
      if(ExtBuffer[bar]>0)
        {
         if(diff>0) clr=4;
         if(diff<0) clr=3;
        }
      //---
      if(ExtBuffer[bar]<0)
        {
         if(diff<0) clr=0;
         if(diff>0) clr=1;
        }
      //---
      ColorExtBuffer[bar]=clr;
     }
//----    
   return(rates_total);
  }
//+------------------------------------------------------------------+