DigBollingerBands

/*
Äëÿ  ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéëû 
PriceSeries.mqh 
GetDigVelue.mqh
â ïàïêó (äèðåêòîðèþ): MetaTrader\experts\include\
*/
//+------------------------------------------------------------------+
//|                                            DigBollingerBands.mq4 | 
//|                        Copyright © 2006,        Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Nikolay Kositsin"
#property link "farria@mail.redcom.ru" 
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôôåðîâ
#property indicator_buffers 3
//---- öâåò èíäèêàòîðà
#property indicator_color1 Lime
#property indicator_color2 Gray
#property indicator_color3 Red
//---- ñòèëü ëèíèé Bollinger Bands
#property indicator_style1 4
#property indicator_style2 4
#property indicator_style3 4
//---- ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ --------------------------------------------------------------------------------------------------+
extern int        Bands_Period = 200; // ïåðèîä  óñðåäíåíèÿ J2Bollinger Bands
extern double Bands_Deviations = 2.0; // äåâèàòàöèÿ 
extern int           MA_method = 0;   // ìåòîä óñðåäíåíèÿ
extern int             MA_Step = 6; // ïàðàìåòð, îïðåäåëÿùèé ðàçìåð êîëåáàíèé ïðèíèìàåìûõ çà ôëýò èëè øàã äèñêðåòèçàöèè ìóâèíãà
extern int          Bands_Step = 6; // ïàðàìåòð, îïðåäåëÿùèé ðàçìåð êîëåáàíèé ïðèíèìàåìûõ çà ôëýò èëè øàã äèñêðåòèçàöèè ïîëîñ Áîëëèíäæåðà
extern int         Bands_Shift = 0;   // cäâèã èíäèêàòîðà âäîëü îñè âðåìåíè 
extern int Input_Price_Customs = 0;//Âûáîð öåí, ïî êîòîðûì ïðîèçâîäèòñÿ ðàñ÷¸ò èíäèêàòîðà 
//(0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW,
//11-Heiken Ashi Low, 12-Heiken Ashi High,  13-Heiken Ashi Open, 14-Heiken Ashi Close.)
//---- -------------------------------------------------------------------------------------------------------------------------------+
//---- èíäèêàòîðíûå áóôôåðû
double UpperBuffer[];
double LowerBuffer[];
double MovingBuffer[];
double VelueBuffer[];
//---- Ââåäåíèå êîíñòàíò ñ ïëàâàþùåé òî÷êîé 
double MA_Norma,Bands_Norma;
//+------------------------------------------------------------------+  
//----+ Ââåäåíèå ôóíêöèè PriceSeries
//----+ Ââåäåíèå ôóíêöèè PriceSeriesAlert 
#include <PriceSeries.mqh>
//+------------------------------------------------------------------+ 
//----+ Ââåäåíèå ôóíêöèè GetDigVelue
#include <GetDigVelue.mqh>
//+------------------------------------------------------------------+ 
//| DigBollingerBands initialization function                        | 
//+------------------------------------------------------------------+
int init()
  {
//---- Ñòèëü èñïîëíåíèÿ ãðàôèêà 
   SetIndexStyle(0,DRAW_LINE); 
   SetIndexStyle(1,DRAW_LINE);
//---- 4 èíäèêàòîðíûõ áóôôåðîâ èñïîëüçîâàíû äëÿ ñ÷¸òà
   IndicatorBuffers(4); 
   SetIndexBuffer(0,UpperBuffer );  
   SetIndexBuffer(1,MovingBuffer);
   SetIndexBuffer(2,LowerBuffer );
   SetIndexBuffer(3,VelueBuffer);
//---- óñòàíîâêà íîìåðà áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò îòðèñîâûâàòüñÿ èíäèêàòîð 
   int drawbegin=Bands_Period+Bands_Shift; 
   SetIndexDrawBegin(0,drawbegin);
   SetIndexDrawBegin(1,drawbegin);
   SetIndexDrawBegin(2,drawbegin);
//---- ãîðèçîíòàëüíûé ñäâèã èíäèêàòîðíûõ ëèíèé  
   SetIndexShift (0, Bands_Shift); 
   SetIndexShift (1, Bands_Shift); 
   SetIndexShift (2, Bands_Shift); 
//---- èìÿ äëÿ îêîí äàííûõ è ëýéáà äëÿ ñóáúîêîí. 
   IndicatorShortName ("Bollinger Bands( Period="+Bands_Period+", Deviations="+Bands_Deviations+")"); 
   SetIndexLabel (0, "Upper Bands, Deviations=+"+Bands_Deviations+""); 
   SetIndexLabel (2, "Lower Bands, Deviations=-"+Bands_Deviations+""); 
   string JMoving;
   switch(MA_method)
           {
            case  0: JMoving="JSMA"; break;
            case  1: JMoving="JEMA"; break;
            case  2: JMoving="JSSMA";break;
            case  3: JMoving="JLWMA";break;
            default: JMoving="JSMA";
           }
    SetIndexLabel (1, "JMoving Avereges "+JMoving+" ("+Bands_Period+")");
//----          
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âõîäíûõ ïàðàìåòðîâ ======================================================================================+ 
if(Bands_Period<1)   {Alert("Ïàðàìåòð Bands_Period äîëæåí áûòü íå ìåíåå 1 "+ " Âû ââåëè íåäîïóñòèìîå " +Bands_Period+ " áóäåò èñïîëüçîâàíî  1");}//////////|
if(MA_method<0)      {Alert("Ïàðàìåòð MA_method äîëæåí áûòü îò 0 äî 3"   + " Âû ââåëè íåäîïóñòèìîå " +MA_method+ " áóäåò èñïîëüçîâàíî 0");}////////////////|
if(MA_method>3)      {Alert("Ïàðàìåòð MA_method äîëæåí áûòü îò 0 äî 3"   + " Âû ââåëè íåäîïóñòèìîå " +MA_method+ " áóäåò èñïîëüçîâàíî 0");}////////////////|
PriceSeriesAlert(Input_Price_Customs);//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////|
//+========================================================================================================================================================+ 
//---- êîðåêöèÿ íåäîïóñòèìîãî çíà÷åíèÿ ïàðàìåòðà Bands_Period
if(Bands_Period<1)Bands_Period=1; 
//---- Èíèöèàëèçàöèÿ êîíñòàíò
MA_Norma=MA_Step*Point;
Bands_Norma=Bands_Step*Point;
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(0);
  }
//+------------------------------------------------------------------+
//| DigBollingerBands iteration function                             | 
//+------------------------------------------------------------------+
int start()
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
if(Bars<=Bands_Period) return(0);
//----+ Ââåäåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
double sum,midline,Velue,priceswing,deviation;
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
int bar,kk,MaxBarBB,limit,counted_bars=IndicatorCounted();
//---- ïðîâåðêà íà âîçìîæíûå îøèáêè
if (counted_bars<0)return(-1);
//---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí
if (counted_bars>0) counted_bars--;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïåðåñ÷¸ò íîâûõ áàðîâ
limit=Bars-counted_bars-1; MaxBarBB=Bars-1-Bands_Period;
//----+ çàãðóçêà âõîäíûõ öåí â áóôôåð äëÿ ðàñ÷¸òà       
for(bar=limit;bar>=0;bar--)VelueBuffer[bar]=PriceSeries(Input_Price_Customs,bar);
//---- ïðîâåðêà áàðà íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà Bollinger Bands 
if (limit>MaxBarBB)limit=MaxBarBB;

for(bar=limit;bar>=0;bar--)
     {
      //----+ ôîðìóëà äëÿ ðàñ÷¸òà Moving Avereges
      midline=iMAOnArray(VelueBuffer,0,Bands_Period,0,MA_method, bar);
      MovingBuffer[bar]=GetDigVelue(MA_Norma,midline);
      
      //---- ÐÀÑ×¨Ò Bollinger Bands
      sum=0.0;
      kk=bar+Bands_Period-1;
      while(kk>=bar)
        {
         priceswing=PriceSeries(Input_Price_Customs,kk)-midline;
         sum+=priceswing*priceswing;
         kk--;
        }
      deviation=Bands_Deviations*MathSqrt(sum/Bands_Period);
      //----
      UpperBuffer[bar]=GetDigVelue(Bands_Norma,midline+deviation);
      //----
      LowerBuffer[bar]=GetDigVelue(Bands_Norma,midline-deviation);
      //----
    }
//----
   return(0);
  }
//+-----------------------------------------------------------+