Difference Two iMA

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

//|                                           Difference Two iMA.mq5 |

//|                              Copyright © 2021, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43161 |

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

#property copyright "Copyright © 2021, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43161"

#property version   "1.00"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

//--- plot Diff_Two_iMA

#property indicator_label1  "Diff_Two_iMA"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrYellowGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input group             "Fast MA"

input int                  Inp_MA_Fast_ma_period      = 9;              // MA Fast: averaging period

input int                  Inp_MA_Fast_ma_shift       = 0;              // MA Fast: horizontal shift

input ENUM_MA_METHOD       Inp_MA_Fast_ma_method      = MODE_SMA;       // MA Fast: smoothing type

input ENUM_APPLIED_PRICE   Inp_MA_Fast_applied_price  = PRICE_CLOSE;    // MA Fast: type of price

input group             "Slow MA"

input int                  Inp_MA_Slow_ma_period      = 26;             // MA Slow: averaging period

input int                  Inp_MA_Slow_ma_shift       = 0;              // MA Slow: horizontal shift

input ENUM_MA_METHOD       Inp_MA_Slow_ma_method      = MODE_SMA;       // MA Slow: smoothing type

input ENUM_APPLIED_PRICE   Inp_MA_Slow_applied_price  = PRICE_CLOSE;    // MA Slow: type of price

//--- indicator buffers

double   Diff_Two_iMABuffer[];

double   FastBuffer[];

double   SlowBuffer[];

//---

int      handle_iMA_Fast;              // variable for storing the handle of the iMA indicator

int      handle_iMA_Slow;              // variable for storing the handle of the iMA indicator

//---

int      bars_calculated   = 0;        // we will keep the number of values in the Moving Average indicator

bool     m_init_error      = false;    // error on InInit

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,Diff_Two_iMABuffer,INDICATOR_DATA);

   SetIndexBuffer(1,FastBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,SlowBuffer,INDICATOR_DATA);

//--- create handle of the indicator iMA

   handle_iMA_Fast=iMA(Symbol(),Period(),Inp_MA_Fast_ma_period,Inp_MA_Fast_ma_shift,

                       Inp_MA_Fast_ma_method,Inp_MA_Fast_applied_price);

//--- if the handle is not created

   if(handle_iMA_Fast==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iMA ('Fast') indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iMA

   handle_iMA_Slow=iMA(Symbol(),Period(),Inp_MA_Slow_ma_period,Inp_MA_Slow_ma_shift,

                       Inp_MA_Slow_ma_method,Inp_MA_Slow_applied_price);

//--- if the handle is not created

   if(handle_iMA_Slow==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iMA ('Slow') indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

     //--- Fast

   string mode_fast;

   switch(Inp_MA_Fast_ma_method)

     {

      case MODE_EMA :

         mode_fast="EMA";

         break;

      case MODE_LWMA :

         mode_fast="LWMA";

         break;

      case MODE_SMA :

         mode_fast="SMA";

         break;

      case MODE_SMMA :

         mode_fast="SMMA";

         break;

      default :

         mode_fast="unknown mode";

     }

   string price_fast=StringSubstr(EnumToString(Inp_MA_Fast_applied_price),6,-1);

   //--- Slow

   string mode_slow;

   switch(Inp_MA_Slow_ma_method)

     {

      case MODE_EMA :

         mode_slow="EMA";

         break;

      case MODE_LWMA :

         mode_slow="LWMA";

         break;

      case MODE_SMA :

         mode_slow="SMA";

         break;

      case MODE_SMMA :

         mode_slow="SMMA";

         break;

      default :

         mode_slow="unknown mode";

     }

   string price_slow=StringSubstr(EnumToString(Inp_MA_Fast_applied_price),6,-1);

//--- name for indicator subwindow label

   string short_name=StringFormat("Difference Two iMA(%d,%d,%s,%s)(%d,%d,%s,%s)",

                                  Inp_MA_Fast_ma_period,Inp_MA_Fast_ma_shift,mode_fast,price_fast,

                                  Inp_MA_Slow_ma_period,Inp_MA_Slow_ma_shift,mode_slow,price_slow);

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

   if(m_init_error)

      return(0);

//--- number of values copied from the iMA indicator

   int values_to_copy;

//--- determine the number of values calculated in the indicator

   int calculated_fast=BarsCalculated(handle_iMA_Fast);

   if(calculated_fast<=0)

     {

      PrintFormat("BarsCalculated(handle_iMA_Fast) returned %d, error code %d",calculated_fast,GetLastError());

      return(0);

     }

   int calculated_slow=BarsCalculated(handle_iMA_Slow);

   if(calculated_slow<=0)

     {

      PrintFormat("BarsCalculated(handle_iMA_Slow) returned %d, error code %d",calculated_slow,GetLastError());

      return(0);

     }

   if(calculated_fast!=calculated_slow)

     {

      PrintFormat("BarsCalculated(handle_iMA_Fast) returned %d, BarsCalculated(handle_iMA_Slow) returned %d",calculated_fast,calculated_slow);

      return(0);

     }

   int calculated=calculated_fast;

//--- if it is the first start of calculation of the indicator or if the number of values in the iMA indicator changed

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the iMABuffer array is greater than the number of values in the iMA indicator for symbol/period, then we don't copy everything

      //--- otherwise, we copy less than the size of indicator buffers

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()

      //--- for calculation not more than one bar is added

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the iMABuffer array with values of the Moving Average indicator

//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArrayFromBuffer(FastBuffer,Inp_MA_Fast_ma_shift,handle_iMA_Fast,values_to_copy))

      return(0);

   if(!FillArrayFromBuffer(SlowBuffer,Inp_MA_Slow_ma_shift,handle_iMA_Slow,values_to_copy))

      return(0);

//--- memorize the number of values in the Moving Average indicator

   bars_calculated=calculated;

//--- main loop

   int limit=prev_calculated-1;

   if(prev_calculated==0)

      limit=0;

   for(int i=limit; i<rates_total; i++)

     {

      Diff_Two_iMABuffer[i]=FastBuffer[i]-SlowBuffer[i];

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| Filling indicator buffers from the MA indicator                  |

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

bool FillArrayFromBuffer(double &values[],   // indicator buffer of Moving Average values

                         int shift,          // shift

                         int ind_handle,     // handle of the iMA indicator

                         int amount          // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

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

//| Indicator deinitialization function                              |

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

void OnDeinit(const int reason)

  {

   if(handle_iMA_Fast!=INVALID_HANDLE)

      IndicatorRelease(handle_iMA_Fast);

   if(handle_iMA_Slow!=INVALID_HANDLE)

      IndicatorRelease(handle_iMA_Slow);

  }

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