Directed_Movement_Candle

//+------------------------------------------------------------------+
//|                                     Directed_Movement_Candle.mq5 |
//|                               Copyright © 2016, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
#property description "Directed_MovementCandle"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî ïÿòü áóôåðîâ
#property indicator_buffers 5
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//---- â êà÷åñòâå èíäèêàòîðà èñïîëüçîâàíû öâåòíûå ñâå÷è
#property indicator_type1   DRAW_COLOR_CANDLES
#property indicator_color1   clrDeepPink,clrGray,clrDodgerBlue
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Directed_Movement_Candle Open;High;Low;Close"
//+----------------------------------------------+
//|  îáúÿâëåíèå êîíñòàíò                         |
//+----------------------------------------------+
#define RESET  0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷¸ò èíäèêàòîðà
//+----------------------------------------------+
//|  Îïèñàíèå êëàññà CXMA                        |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
/*enum Smooth_Method - 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
  }; */
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
enum Smooth
  {
   MODE_FIRST=0, //ïåðâîå
   MODE_SECOND   //âòîðîå
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth Mode=MODE_SECOND;                   // óñðåäíåíèå RSI
input uint                 RSIPeriod=14;         // ïåðèîä èíäèêàòîðà
input Smooth_Method MA_Method1=MODE_SMA_;        // ìåòîä óñðåäíåíèÿ ïåðâîãî ñãëàæèâàíèÿ 
input int Length1=12;                            // 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_JJMA;        // ìåòîä óñðåäíåíèÿ âòîðîãî ñãëàæèâàíèÿ 
input int Length2 = 5;                           // 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 int Shift=0;                               // ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int HighLevel=70;                          // âåðõíèé óðîâåíü ñðàáàòûâàíèÿ
input int MiddleLevel=50;                        // ñåðåäèíà äèàïàçîíà
input int LowLevel=30;                           // íèæíèé óðîâåíü ñðàáàòûâàíèÿ
//+----------------------------------------------+

//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtOpenBuffer[];
double ExtHighBuffer[];
double ExtLowBuffer[];
double ExtCloseBuffer[];
double ExtColorBuffer[];

//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total;
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle[4];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//----
   min_rates_total=int(RSIPeriod);
   min_rates_total+=GetStartBars(MA_Method1,Length1,Phase1);
   min_rates_total+=GetStartBars(MA_Method2,Length2,Phase2);
   min_rates_total+=2;

//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà Directed_Movement
   Ind_Handle[0]=iCustom(NULL,0,"Directed_Movement",RSIPeriod,PRICE_OPEN,MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0);
   if(Ind_Handle[0]==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Directed_Movement["+string(0)+"]!");
      return(INIT_FAILED);
     }

   Ind_Handle[1]=iCustom(NULL,0,"Directed_Movement",RSIPeriod,PRICE_HIGH,MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0);
   if(Ind_Handle[1]==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Directed_Movement["+string(1)+"]!");
      return(INIT_FAILED);
     }

   Ind_Handle[2]=iCustom(NULL,0,"Directed_Movement",RSIPeriod,PRICE_LOW,MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0);
   if(Ind_Handle[2]==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Directed_Movement["+string(2)+"]!");
      return(INIT_FAILED);
     }

   Ind_Handle[3]=iCustom(NULL,0,"Directed_Movement",RSIPeriod,PRICE_CLOSE,MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0);
   if(Ind_Handle[3]==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Directed_Movement["+string(3)+"]!");
      return(INIT_FAILED);
     }

//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);

//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ
   ArraySetAsSeries(ExtOpenBuffer,true);
   ArraySetAsSeries(ExtHighBuffer,true);
   ArraySetAsSeries(ExtLowBuffer,true);
   ArraySetAsSeries(ExtCloseBuffer,true);
   ArraySetAsSeries(ExtColorBuffer,true);

//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//---- Óñòàíîâêà ôîðìàòà òî÷íîñòè îòîáðàæåíèÿ èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- èìÿ äëÿ îêîí äàííûõ è ìåòêà äëÿ ñóáúîêîí 
   string short_name="Directed_Movement_Candl";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà 3   
   IndicatorSetInteger(INDICATOR_LEVELS,3);
//---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,70);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,30);
//---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû öâåòà  
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrMagenta);
//---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASH);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(BarsCalculated(Ind_Handle[0])<rates_total
      || BarsCalculated(Ind_Handle[1])<rates_total
      || BarsCalculated(Ind_Handle[2])<rates_total
      || BarsCalculated(Ind_Handle[3])<rates_total
      || rates_total<min_rates_total)
      return(RESET);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int to_copy,limit,bar;

//---- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      limit=rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
     }

   to_copy=limit+1;

//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(Ind_Handle[0],Mode,0,to_copy,ExtOpenBuffer)<=0) return(RESET);
   if(CopyBuffer(Ind_Handle[1],Mode,0,to_copy,ExtHighBuffer)<=0) return(RESET);
   if(CopyBuffer(Ind_Handle[2],Mode,0,to_copy,ExtLowBuffer)<=0) return(RESET);
   if(CopyBuffer(Ind_Handle[3],Mode,0,to_copy,ExtCloseBuffer)<=0) return(RESET);


//---- Îñíîâíîé öèêë èñïðàâëåíèÿ è îêðàøèâàíèÿ ñâå÷åé
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      double Max=MathMin(MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]),100);
      double Min=MathMax(MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]),0);

      ExtHighBuffer[bar]=MathMin(MathMax(Max,ExtHighBuffer[bar]),100);
      ExtLowBuffer[bar]=MathMax(MathMin(Min,ExtLowBuffer[bar]),0);

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;
      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;
      else ExtColorBuffer[bar]=1.0;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+