CronexChaikin_Signal

//+---------------------------------------------------------------------+
//|                                            CronexChaikin_Signal.mq5 | 
//|                                  Copyright © 2016, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+
//| Äëÿ ðàáîòû èíäèêàòîðà ôàéë SmoothAlgorithms.mqh ñëåäóåò ïîëîæèòü    |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
#property description ""
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.60"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//--- ôèêñèðîâàííàÿ âûñîòà ïîäîêíà èíäèêàòîðà â ïèêñåëÿõ 
#property indicator_height 20
//--- íèæíåå è âåðõíåå îãðàíè÷åíèÿ øêàëû îòäåëüíîãî îêíà èíäèêàòîðà
#property indicator_maximum +1.9
#property indicator_minimum +0.3
//+----------------------------------------------+
//|  îáúÿâëåíèå êîíñòàíò                         |
//+----------------------------------------------+
#define RESET 0                           // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
#define INDTOTAL 1                        // Êîíñòàíòà äëÿ êîëè÷åñòâà îòîáðàæàåìûõ èíäèêàòîðîâ
#define INDICATOR_NAME "CronexChaikin"    // Êîíñòàíòà äëÿ èìåíè èíäèêàòîðà
//+----------------------------------------------+
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 4 // INDTOTAL*4
//--- èñïîëüçîâàíî âñåãî ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   2 // INDTOTAL*2
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1            |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ëèíèè
#property indicator_type1   DRAW_COLOR_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrYellowGreen,clrDeepPink
//--- ëèíèÿ èíäèêàòîðà - øòðèõ
#property indicator_style1  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Signal line"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2            |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ÷åòûðåõöâåòíûõ çíà÷êîâ
#property indicator_type2 DRAW_COLOR_ARROW
//--- â êà÷åñòâå öâåòîâ ïÿòèöâåòíîé ãèñòîãðàììû èñïîëüçîâàíû
#property indicator_color2  clrYellowGreen,clrDeepPink
//--- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style2 STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 5
#property indicator_width2 5
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "Signal Arrow"
//+----------------------------------------------+
//|  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 ENUM_MA_METHOD ChaikinMethod=MODE_SMA; // ìåòîä óñðåäíåíèÿ Chaikin
input uint ChaikinFastPeriod=3;              // áûñòðûé ïåðèîä Chaikin
input uint ChaikinSlowPeriod=10;             // ìåäëåííûé ïåðèîä Chaikin
input Smooth_Method XMA_Method=MODE_SMA_;    // ìåòîä óñðåäíåíèÿ
input uint FastPeriod=14;                    // ïåðèîä áûñòðîãî óñðåäíåíèÿ
input uint SlowPeriod=25;                    // ìåòîä ìåäëåííîãî óñðåäíåíèÿ
input int XPhase=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 ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // îáú¸ì
//+----------------------------------------------+
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//|  Ïîëó÷åíèå òàéìôðåéìà â âèäå ñòðîêè                              |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {return(StringSubstr(EnumToString(timeframe),7,-1));}
//+------------------------------------------------------------------+
//|  Êëàññ èíäèêàòîðíûõ áóôåðîâ                                      |
//+------------------------------------------------------------------+  
class CIndBuffers
  {
   //---
public:
   double            m_LineBuffer[];
   double            m_ColorLineBuffer[];
   double            m_ArrowBuffer[];
   double            m_ColorArrowBuffer[];
   int               m_Handle;
   ENUM_TIMEFRAMES   m_TimeFrame;
   //--- 
  };
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
CIndBuffers Ind[INDTOTAL];
//+------------------------------------------------------------------+   
//| CronexChaikin indicator initialization function                       | 
//+------------------------------------------------------------------+
bool IndInit(uint Number)
  {
//--- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(Ind[Number].m_TimeFrame<Period() && Ind[Number].m_TimeFrame!=PERIOD_CURRENT)
     {
      Print("IndInit(",Number,"): Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà CronexChaikin íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(false);
     }
//--- ïîëó÷åíèå õåíäëîâ èíäèêàòîðîâ  
   Ind[Number].m_Handle=iCustom(Symbol(),Ind[Number].m_TimeFrame,"CronexChaikin",
               ChaikinMethod,ChaikinFastPeriod,ChaikinSlowPeriod,XMA_Method,FastPeriod,SlowPeriod,XPhase,VolumeType);
   if(Ind[Number].m_Handle==INVALID_HANDLE)
     {
      Print("IndInit(",Number,"): Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà CronexChaikin");
      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+")");
//--- çàâåðøåíèå èíèöèàëèçàöèè îäíîãî èíäèêàòîðà
   return(true);
  }
//+------------------------------------------------------------------+
//|  Èíèöèàëèçàöèÿ èíäèêàòîðíîãî áóôåðà òàéìñåðèè                    |
//+------------------------------------------------------------------+  
void InitTsIndBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)
  {
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(IndBuffer,true);
//---
  }
//+------------------------------------------------------------------+
//|  Èíèöèàëèçàöèÿ èíäèêàòîðíîãî áóôåðà òàéìñåðèè                    |
//+------------------------------------------------------------------+  
void InitTsIndArrBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)
  {
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(Plot,PLOT_ARROW,172);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(IndBuffer,true);
//---
  }
//+------------------------------------------------------------------+
//|  Èíèöèàëèçàöèÿ èíäèêàòîðíîãî áóôåðà öâåòà òàéìñåðèè              |
//+------------------------------------------------------------------+  
void InitTsIndColorBuffer(uint Number,double &IndColorBuffer[])
  {
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé èíäåêñíûé áóôåð   
   SetIndexBuffer(Number,IndColorBuffer,INDICATOR_COLOR_INDEX);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(IndColorBuffer,true);
//---
  }
//+------------------------------------------------------------------+ 
//| IndOnCalculate                                                   | 
//+------------------------------------------------------------------+ 
bool IndOnCalculate(int Number,int Limit,const datetime &Time[],uint Rates_Total,uint Prev_Calculated)
  {
//--- îáúÿâëåíèå öåëî÷èñëåíííûõ ïåðåìåííûõ
   int limit_;
//--- îáúÿâëåíèå ëîêàëüíûõ ïåðåìåííûõ
   datetime Time_[1],Time0;
   static int LastCountBar[INDTOTAL];
//--- 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_=Limit;
      LastCountBar[Number]=limit_;
     }
   else limit_=int(MathMin(LastCountBar[Number]+Limit,Rates_Total-2)); // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=int(limit_); bar>=0 && !IsStopped(); bar--)
     {
      //--- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      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];
      //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
      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];
         //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
         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];
        }
     }
//--- çàâåðøåíèå ðàñ÷åòà îäíîãî èíäèêàòîðà    
   return(true);
  }
//+------------------------------------------------------------------+   
//| CronexChaikin indicator initialization function                       | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=3;
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   Ind[0].m_TimeFrame=TimeFrame;
//--- èíèöèàëèçàöèÿ áóôåðîâ èíäèêàòîðîâ
   for(int count=0; count<INDTOTAL; count++) if(!IndInit(count)) return(INIT_FAILED);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"CronexChaikin("+GetStringTimeframe(Ind[0].m_TimeFrame)+")");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+ 
//| CronexChaikin 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);
   for(int count=0; count<INDTOTAL; count++)
      if(BarsCalculated(Ind[count].m_Handle)<Bars(Symbol(),Ind[count].m_TimeFrame))
         return(prev_calculated);
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int limit;
//--- ðàñ÷åò 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
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
   for(int count=0; count<INDTOTAL; count++) if(!IndOnCalculate(count,limit,time,rates_total,prev_calculated)) return(RESET);
//---   
   return(rates_total);
  }
//+------------------------------------------------------------------+