cronexac_signal

ÿþ//+---------------------------------------------------------------------+

//|                                                 CronexAC_Signal.mq5 | 

//|                                  Copyright © 2014, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

//+---------------------------------------------------------------------+

//| Place the SmoothAlgorithms.mqh file                                 |

//| in the directory: terminal_data_folder\MQL5\Include                 |

//+---------------------------------------------------------------------+

#property copyright "Copyright © 2014, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description ""

//--- indicator version

#property version   "1.60"

//--- drawing the indicator in a separate window

#property indicator_separate_window

//--- fixed height of the indicator subwindow in pixels 

#property indicator_height 20

//--- lower and upper scale limit of a separate indicator window

#property indicator_maximum +1.9

#property indicator_minimum +0.3

//+----------------------------------------------+

//| declaration of constants                     |

//+----------------------------------------------+

#define RESET 0                    // A constant for returning the indicator recalculation command to the terminal

#define INDTOTAL 1                 // A constant for the number of displayed indicator

#define INDICATOR_NAME "CronexAC"  // A constant for the indicator name

//+----------------------------------------------+

//---- number of indicator buffers

#property indicator_buffers 4 // INDTOTAL*4

//--- total plots used

#property indicator_plots   2 // INDTOTAL*2

//+----------------------------------------------+

//| Indicator 1 drawing parameters               |

//+----------------------------------------------+

//--- drawing indicator 1 as a line

#property indicator_type1   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color1 clrDodgerBlue,clrOrange

//--- the indicator line is dashed

#property indicator_style1  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width1  2

//--- displaying the indicator label

#property indicator_label1  "Signal line"

//+----------------------------------------------+

//| Indicator 2 drawing parameters               |

//+----------------------------------------------+

//--- drawing the indicator as four-color labels

#property indicator_type2 DRAW_COLOR_ARROW

//--- colors of the five-color histogram are as follows

#property indicator_color2 clrDodgerBlue,clrOrange

//--- Indicator line is a solid one

#property indicator_style2 STYLE_SOLID

//--- indicator line width is 5

#property indicator_width2 5

//--- displaying the indicator label

#property indicator_label2  "Signal Arrow"

//+----------------------------------------------+

//| declaration of enumerations                  |

//+----------------------------------------------+

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

  };

//+----------------------------------------------+

//| Indicator input parameters                   |

//+----------------------------------------------+

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;       // Chart period

input Smooth_Method XMA_Method=MODE_SMA;         // Method of averaging

input uint FastPeriod=14;                        // Period of fast averaging

input uint SlowPeriod=25;                        // Period of slow averaging

input int XPhase=15;                             // Smoothing parameter

//+----------------------------------------------+

//--- declaration of integer variables for the start of data calculation

int min_rates_total;

//+------------------------------------------------------------------+

//| Getting a timeframe as a string                                  |

//+------------------------------------------------------------------+

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

//+------------------------------------------------------------------+

//| Indicator buffer class                                           |

//+------------------------------------------------------------------+  

class CIndBuffers

  {

   //---

public:

   double            m_LineBuffer[];

   double            m_ColorLineBuffer[];

   double            m_ArrowBuffer[];

   double            m_ColorArrowBuffer[];

   int               m_Handle;

   ENUM_TIMEFRAMES   m_TimeFrame;

   //--- 

  };

//--- declaration of dynamic arrays that will be used as indicator buffers

CIndBuffers Ind[INDTOTAL];

//+------------------------------------------------------------------+   

//| CronexAC indicator initialization function                       | 

//+------------------------------------------------------------------+

bool IndInit(uint Number)

  {

//--- checking correctness of the chart periods

   if(Ind[Number].m_TimeFrame<Period() && Ind[Number].m_TimeFrame!=PERIOD_CURRENT)

     {

      Print("IndInit(",Number,"): The CronexAC indicator chart period cannot be less than the current chart period");

      return(false);

     }

//--- Receiving indicator handles  

   Ind[Number].m_Handle=iCustom(Symbol(),Ind[Number].m_TimeFrame,"CronexAC",XMA_Method,FastPeriod,SlowPeriod,XPhase);

   if(Ind[Number].m_Handle==INVALID_HANDLE)

     {

      Print("IndInit(",Number,"): Failed to get the CronexAC indicator handle");

      return(false);

     }

//---

   uint BIndex=Number*4+0;

   uint PIndex=Number*2+0;

   InitTsIndBuffer(BIndex,PIndex,Ind[Number].m_LineBuffer,EMPTY_VALUE,min_rates_total);

   InitTsIndColorBuffer(BIndex+1,Ind[Number].m_ColorLineBuffer);

   InitTsIndArrBuffer(BIndex+2,PIndex+1,Ind[Number].m_ArrowBuffer,EMPTY_VALUE,min_rates_total);

   InitTsIndColorBuffer(BIndex+3,Ind[Number].m_ColorArrowBuffer);

//---   

   string tmf=GetStringTimeframe(Ind[Number].m_TimeFrame);

   PlotIndexSetString(PIndex+0,PLOT_LABEL,INDICATOR_NAME+"Line("+tmf+")");

   PlotIndexSetString(PIndex+1,PLOT_LABEL,INDICATOR_NAME+"Arrow("+tmf+")");

//--- end of initialization of one indicator

   return(true);

  }

//+------------------------------------------------------------------+

//| Initialization of time series indicator buffer                   |

//+------------------------------------------------------------------+  

void InitTsIndBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndBuffer,true);

//---

  }

//+------------------------------------------------------------------+

//| Initialization of time series indicator buffer                   |

//+------------------------------------------------------------------+  

void InitTsIndArrBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);

//--- selecting symbol for drawing

   PlotIndexSetInteger(Plot,PLOT_ARROW,172);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndBuffer,true);

//---

  }

//+------------------------------------------------------------------+

//| Initialization of time series color indicator buffer             |

//+------------------------------------------------------------------+  

void InitTsIndColorBuffer(uint Number,double &IndColorBuffer[])

  {

//--- set dynamic array as a color index buffer   

   SetIndexBuffer(Number,IndColorBuffer,INDICATOR_COLOR_INDEX);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndColorBuffer,true);

//---

  }

//+------------------------------------------------------------------+ 

//| IndOnCalculate                                                   | 

//+------------------------------------------------------------------+ 

bool IndOnCalculate(int Number,int Limit,const datetime &Time[],uint Rates_Total,uint Prev_Calculated)

  {

//--- Declaration of integer variables

   int limit_;

//--- declaration of local variables

   datetime Time_[1],Time0;

   static int LastCountBar[INDTOTAL];

//--- calculations of the necessary amount of data to be copied

//--- and the 'limit' starting index for the bars recalculation loop

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// checking for the first start of the indicator calculation

     {

      limit_=Limit;

      LastCountBar[Number]=limit_;

     }

   else limit_=int(MathMin(LastCountBar[Number]+Limit,Rates_Total-2)); // starting index for calculating new bars

//--- main indicator calculation loop

   for(int bar=int(limit_); bar>=0 && !IsStopped(); bar--)

     {

      //---- reset the contents of the indicator buffers for calculation

      Ind[Number].m_LineBuffer[bar]=Number+1.0;

      Ind[Number].m_ArrowBuffer[bar]=EMPTY_VALUE;

      Ind[Number].m_ColorLineBuffer[bar]=EMPTY_VALUE;



      Time0=Time[bar];

      //--- copy newly appeared data in the array

      if(CopyTime(Symbol(),Ind[Number].m_TimeFrame,Time0,1,Time_)<=0) return(RESET);



      if(Time0>=Time_[0] && Time[bar+1]<Time_[0])

        {

         LastCountBar[Number]=bar;

         Ind[Number].m_ArrowBuffer[bar]=Number+1.0;

         Ind[Number].m_ColorLineBuffer[bar]=2;



         double Up[1],Dn[1];

         //--- copy newly appeared data in the arrays

         if(CopyBuffer(Ind[Number].m_Handle,0,Time0,1,Up)<=0) return(RESET);

         if(CopyBuffer(Ind[Number].m_Handle,1,Time0,1,Dn)<=0) return(RESET);



         if(Up[0]>=Dn[0])

           {

            Ind[Number].m_ColorLineBuffer[bar]=0;

            Ind[Number].m_ColorArrowBuffer[bar]=0;

           }

         else

           {

            Ind[Number].m_ColorLineBuffer[bar]=1;

            Ind[Number].m_ColorArrowBuffer[bar]=1;

           }

        }

      if(Ind[Number].m_ColorLineBuffer[bar+1]!=EMPTY_VALUE && Ind[Number].m_ColorLineBuffer[bar]==EMPTY_VALUE)

        {

         Ind[Number].m_ColorLineBuffer[bar]=Ind[Number].m_ColorLineBuffer[bar+1];

        }

     }

//--- end of calculation of one indicator    

   return(true);

  }

//+------------------------------------------------------------------+   

//| CronexAC indicator initialization function                       | 

//+------------------------------------------------------------------+ 

int OnInit()

  {

//--- initialization of variables of data calculation start

   min_rates_total=3;

//--- initialization of variables 

   Ind[0].m_TimeFrame=TimeFrame;

//--- Initialization of indicator buffers

   for(int count=0; count<INDTOTAL; count++) if(!IndInit(count)) return(INIT_FAILED);

//--- creation of the name to be displayed in a separate sub-window and in a pop up help

   IndicatorSetString(INDICATOR_SHORTNAME,"CronexAC("+GetStringTimeframe(Ind[0].m_TimeFrame)+")");

//--- determining the accuracy of the indicator values

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- initialization end

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+ 

//| CronexAC iteration function                                      | 

//+------------------------------------------------------------------+ 

int OnCalculate(const int rates_total,    // number of bars in history at the current tick

                const int prev_calculated,// amount of history in bars at the previous tick

                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[])

  {

//--- checking if the number of bars is enough for the calculation

   if(rates_total<min_rates_total) return(RESET);

   for(int count=0; count<INDTOTAL; count++)

      if(BarsCalculated(Ind[count].m_Handle)<Bars(Symbol(),Ind[count].m_TimeFrame))

         return(prev_calculated);

//--- declaration of integer variables

   int limit;

//--- calculation of the 'limit' starting index for the bars recalculation loop

   if(prev_calculated>rates_total || prev_calculated<=0)// Checking for the first start of the indicator calculation

      limit=rates_total-min_rates_total-1; // Starting index for calculation of all bars

   else limit=rates_total-prev_calculated; // Starting index for the calculation of new bars 

//--- apply timeseries indexing to array elements  

   ArraySetAsSeries(time,true);

   for(int count=0; count<INDTOTAL; count++) if(!IndOnCalculate(count,limit,time,rates_total,prev_calculated)) return(RESET);

//---   

   return(rates_total);

  }

//+------------------------------------------------------------------+