digital_cci_woodies

//+---------------------------------------------------------------------+
//|                                             Digital_CCI_Woodies.mq5 | 
//|                                           Copyright © 2015, Ramdass | 
//|                                                                     | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2015, Ramdass"
#property link ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//---- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrHotPink,clrMediumAquamarine
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Digital_CCI_Woodies"
//+-----------------------------------+
//| Îïèñàíèå êëàññà CXMA              |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3,XMA4;
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //Close
   PRICE_OPEN_,          //Open
   PRICE_HIGH_,          //High
   PRICE_LOW_,           //Low
   PRICE_MEDIAN_,        //Median Price (HL/2)
   PRICE_TYPICAL_,       //Typical Price (HLC/3)
   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)
   PRICE_SIMPL_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 
   PRICE_DEMARK_         //Demark Price
  };
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
  {
   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 Smooth_Method MA_Method1=MODE_SMA; // Ìåòîä óñðåäíåíèÿ ïåðâîãî ñãëàæèâàíèÿ
input int Length1=14; // Ãëóáèíà  ïåðâîãî ñãëàæèâàíèÿ
input int Phase1=15;  // Ïàðàìåòð ïåðâîãî 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 Smooth_Method MA_Method2=MODE_SMA; // Ìåòîä óñðåäíåíèÿ âòîðîãî ñãëàæèâàíèÿ
input int Length2=6; // Ãëóáèíà  âòîðîãî ñãëàæèâàíèÿ
input int Phase2=15; // Ïàðàìåòð âòîðîãî 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 Applied_price_ IPC=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtABuffer[],ExtBBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_,min_rates_1,min_rates_2;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_=26;
   min_rates_1=min_rates_+GetStartBars(MA_Method1,Length1,Phase1);
   min_rates_2=min_rates_+GetStartBars(MA_Method2,Length2,Phase2);
   min_rates_total=2*(MathMax(min_rates_1,min_rates_2)-min_rates_)+min_rates_;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("Length1", Length1);
   XMA2.XMALengthCheck("Length2", Length2);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);
   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtABuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtBBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   string Smooth1=XMA1.GetString_MA_Method(MA_Method1);
   string Smooth2=XMA1.GetString_MA_Method(MA_Method2);
   StringConcatenate(shortname,"Digital_CCI_Woodies(",Length1,", ",Length2,", ",Smooth1,", ",Smooth2,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Custom indicator 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(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double res,xres1,xres2,rel1,rel2,dev1,dev2;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=min_rates_; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      res=Get_Filter(IPC,open,low,high,close,bar);
      xres1=XMA1.XMASeries(min_rates_,prev_calculated,rates_total,MA_Method1,Phase1,Length1,res,bar,false);
      xres2=XMA2.XMASeries(min_rates_,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res,bar,false);
      rel1=res-xres1;
      rel2=res-xres2;
      dev1=0.015*XMA3.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method1,Phase1,Length1,MathAbs(rel1),bar,false);
      dev2=0.015*XMA4.XMASeries(min_rates_2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,MathAbs(rel2),bar,false);
      if(dev1) ExtABuffer[bar]=rel1/dev1; else ExtABuffer[bar]=0.0;
      if(dev2) ExtBBuffer[bar]=rel2/dev2; else ExtBBuffer[bar]=0.0;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Ïîëó÷åíèå çíà÷åíèé öèôðîâîãî ôèëüòðà                             |
//+------------------------------------------------------------------+   
double Get_Filter(Applied_price_ Price,const double  &Open[],const double  &Low[],const double  &High[],const double  &Close[],int index)
  {
//---- 
   double sum=0.225654509516691000*PriceSeries(Price,index-0,Open,Low,High,Close)
              +0.21924126458513900*PriceSeries(Price,index-1,Open,Low,High,Close)
              +0.20068847968989900*PriceSeries(Price,index-2,Open,Low,High,Close)
              +0.17199251376592300*PriceSeries(Price,index-3,Open,Low,High,Close)
              +0.13627040812928600*PriceSeries(Price,index-4,Open,Low,High,Close)
              +0.09716444691033020*PriceSeries(Price,index-5,Open,Low,High,Close)
              +0.05850647966034450*PriceSeries(Price,index-6,Open,Low,High,Close)
              +0.02374481402976710*PriceSeries(Price,index-7,Open,Low,High,Close)
              -0.00442869436477854*PriceSeries(Price,index-8,Open,Low,High,Close)
              -0.02436367832290450*PriceSeries(Price,index-9,Open,Low,High,Close)
              -0.03556173658348070*PriceSeries(Price,index-10,Open,Low,High,Close)
              -0.03863068174342280*PriceSeries(Price,index-11,Open,Low,High,Close)
              -0.03505645644492430*PriceSeries(Price,index-12,Open,Low,High,Close)
              -0.02689634908050020*PriceSeries(Price,index-13,Open,Low,High,Close)
              -0.01641578870330520*PriceSeries(Price,index-14,Open,Low,High,Close)
              -0.00573862260748731*PriceSeries(Price,index-15,Open,Low,High,Close)
              +0.00342620684434000*PriceSeries(Price,index-16,Open,Low,High,Close)
              +0.00996574022237624*PriceSeries(Price,index-17,Open,Low,High,Close)
              +0.01342232808872480*PriceSeries(Price,index-18,Open,Low,High,Close)
              +0.01393940042379780*PriceSeries(Price,index-19,Open,Low,High,Close)
              +0.01211499384832860*PriceSeries(Price,index-20,Open,Low,High,Close)
              +0.00883315067608292*PriceSeries(Price,index-21,Open,Low,High,Close)
              +0.00502356811075590*PriceSeries(Price,index-22,Open,Low,High,Close)
              +0.00151954406404245*PriceSeries(Price,index-23,Open,Low,High,Close)
              -0.00108567173532015*PriceSeries(Price,index-24,Open,Low,High,Close)
              -0.01333016897970480*PriceSeries(Price,index-25,Open,Low,High,Close);
//----
   return(sum);
  }
//+------------------------------------------------------------------+