DMI_ADX_Filter

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

//|                                               DMI_ADX_Filter.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 "DMI ADX Filter indicator"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   2

//--- plot ADX

#property indicator_label1  "ADX"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot PMDI

#property indicator_label2  "PMDI"

#property indicator_type2   DRAW_COLOR_HISTOGRAM

#property indicator_color2  clrGreen,clrRed,clrDarkGray

#property indicator_style2  STYLE_SOLID

#property indicator_width2  8

//--- input parameters

input uint     InpPeriod=14;   // Period

//--- indicator buffers

double         BufferADX[];

double         BufferPMDI[];

double         BufferColors[];

double         BufferPDI[];

double         BufferMDI[];

//--- global variables

int            period;

int            handle_adx;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferADX,INDICATOR_DATA);

   SetIndexBuffer(1,BufferPMDI,INDICATOR_DATA);

   SetIndexBuffer(2,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(3,BufferPDI,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferMDI,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"DMI ADX Filter ("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferADX,true);

   ArraySetAsSeries(BufferPMDI,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferPDI,true);

   ArraySetAsSeries(BufferMDI,true);

//--- create ADX handle

   ResetLastError();

   handle_adx=iADX(NULL,PERIOD_CURRENT,period);

   if(handle_adx==INVALID_HANDLE)

     {

      Print("The iADX (",(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[])

  {

//--- @>25@:0 :>;8G5AB20 4>ABC?=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-2;

      ArrayInitialize(BufferADX,EMPTY_VALUE);

      ArrayInitialize(BufferPMDI,EMPTY_VALUE);

      ArrayInitialize(BufferColors,2);

      ArrayInitialize(BufferPDI,0);

      ArrayInitialize(BufferMDI,0);

     }

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

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

   copied=CopyBuffer(handle_adx,MAIN_LINE,0,count,BufferADX);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_adx,PLUSDI_LINE,0,count,BufferPDI);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_adx,MINUSDI_LINE,0,count,BufferMDI);

   if(copied!=count) return 0;



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

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

     {

      BufferPMDI[i]=BufferPDI[i]-BufferMDI[i];

      BufferColors[i]=(BufferPMDI[i]>BufferPMDI[i+1] ? 0 : BufferPMDI[i]<BufferPMDI[i+1] ? 1 : 2);

     }



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

   return(rates_total);

  }

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