Delta_WPR

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

//|                                                    Delta_WPR.mq5 |

//|                                              Copyright 2016, Tor |

//|                                             http://einvestor.ru/ |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright 2016, Tor"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://einvestor.ru/"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET 0               // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define Up    0               // >=AB0=B0 4;O @0ABCI53> B@5=40

#define Pass  1               // >=AB0=B0 4;O D;5B0

#define Down  2               // >=AB0=B0 4;O ?040NI53> B@5=40

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>9 38AB>3@0<<K

#property indicator_type1 DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1 clrBlue,clrGray,clrDarkOrange

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 4

#property indicator_width1 4

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "Delta_WPR"

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum TypeGraph

  {

   Histogram=0,// Full Histogram

   Cute=1,     // Cute Histogram

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input TypeGraph            TypeGr=Histogram; // Type graph

input uint                 WPRPeriod1=14;    // Fast WPR Period

input uint                 WPRPeriod2=30;    // Slow WPR Period

input int                  Level=-50;        // Signal Level

input int                  Shift=0;          // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double wpr1[],wpr2[],delta[],IndBuffer[],ColorIndBuffer[];

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind1_Handle,Ind2_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total,maxLevel,minLevel;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 WPR 1

   Ind1_Handle=iWPR(Symbol(),PERIOD_CURRENT,WPRPeriod1);

   if(Ind1_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 WPR 1");

      return(INIT_FAILED);

     }

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 WPR 2

   Ind2_Handle=iWPR(Symbol(),PERIOD_CURRENT,WPRPeriod2);

   if(Ind2_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 WPR 2");

      return(INIT_FAILED);

     }



//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=int(MathMax(WPRPeriod1,WPRPeriod2));

   maxLevel=int(-100-(-100-Level));

   minLevel=int(-100-Level);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 1CD5@ 4;O E@0=5=8O 40==KE

   SetIndexBuffer(2,wpr1,INDICATOR_CALCULATIONS);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 1CD5@ 4;O E@0=5=8O 40==KE

   SetIndexBuffer(3,wpr2,INDICATOR_CALCULATIONS);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 1CD5@ 4;O E@0=5=8O 40==KE

   SetIndexBuffer(4,delta,INDICATOR_CALCULATIONS);

   

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);

   ArraySetAsSeries(ColorIndBuffer,true);

   ArraySetAsSeries(wpr1,true);

   ArraySetAsSeries(wpr2,true);

   ArraySetAsSeries(delta,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Delta_WPR(",WPRPeriod1,",",WPRPeriod2,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(Ind1_Handle)<rates_total 

       || BarsCalculated(Ind2_Handle)<rates_total 

       || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,to_copy,bar,clr;

   double ;





//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(Ind1_Handle,0,0,to_copy,wpr1)<=0) return(RESET);

   if(CopyBuffer(Ind2_Handle,0,0,to_copy,wpr2)<=0) return(RESET);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      delta[bar] = wpr1[bar]-wpr2[bar];

      if(TypeGr==Cute) IndBuffer[bar]=1;

      else IndBuffer[bar]=delta[bar];

      //---- 

      clr=Pass;

      if(wpr2[bar]>maxLevel && wpr1[bar]>wpr2[bar]) clr=Up;

      if(wpr2[bar]<minLevel && wpr1[bar]<wpr2[bar]) clr=Down;

      ColorIndBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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