Directional_Breakout

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

//|                                         Directional_Breakout.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Directional Breakout indicator"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "UP"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrGreen,clrOrange,clrSilver

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot DN

#property indicator_label2  "DN"

#property indicator_type2   DRAW_COLOR_HISTOGRAM

#property indicator_color2  clrRed,clrGold,clrSilver

#property indicator_style2  STYLE_SOLID

#property indicator_width2  2

//--- input parameters

input uint                 InpPeriod         =  20;            // MA Period

input ENUM_MA_METHOD       InpMethod         =  MODE_SMA;      // MA Method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferUP[];

double         BufferColorsUP[];

double         BufferDN[];

double         BufferColorsDN[];

double         BufferMA[];

//--- global variables

int            period;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=int(InpPeriod<1 ? 1 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColorsUP,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferDN,INDICATOR_DATA);

   SetIndexBuffer(3,BufferColorsDN,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,BufferMA,INDICATOR_COLOR_INDEX);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Directional Breakout ("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferColorsUP,true);

   ArraySetAsSeries(BufferDN,true);

   ArraySetAsSeries(BufferColorsDN,true);

   ArraySetAsSeries(BufferMA,true);

//--- create MA's handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,period,0,InpMethod,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

      ArrayInitialize(BufferMA,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

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

     {

      double MA=BufferMA[i];

      BufferUP[i]=EMPTY_VALUE;

      BufferDN[i]=EMPTY_VALUE;

      BufferColorsUP[i]=BufferColorsDN[i]=2;

      BufferUP[i]=BufferMA[i];



      if(low[i]>MA)

        {

         BufferUP[i]=2;

         BufferColorsUP[i]=0;

         BufferDN[i]=0;

        }

      else

        {

         if(high[i]<MA)

           {

            BufferDN[i]=-2;

            BufferColorsDN[i]=0;

         BufferUP[i]=0;

           }

         else

           {

            BufferUP[i]=1.0;

            BufferDN[i]=-1.0;

            BufferColorsUP[i]=1;

            BufferColorsDN[i]=1;

           }

        }

     }



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

   return(rates_total);

  }

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