Author: Copyright 2018, MetaQuotes Software Corp.
Price Data Components
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DNC
ÿþ//+------------------------------------------------------------------+

//|                                                          DNC.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 "Donchian Channel indicator"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   3

//--- plot Top

#property indicator_label1  "Top"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Middle

#property indicator_label2  "Middle"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Down

#property indicator_label3  "Bottom"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrBlue

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpPeriod         =  20;         // Period

input ENUM_INPUT_YES_NO InpCurrentPeriod  =  INPUT_YES;  // Analyze current bar

input ENUM_INPUT_YES_NO InpShowMiddle     =  INPUT_YES;  // Show middle line

//--- indicator buffers

double         BufferTop[];

double         BufferMiddle[];

double         BufferBottom[];

//--- global variables

int            period;

int            shift;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

   shift=(InpCurrentPeriod ? 0 : 1);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTop,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMiddle,INDICATOR_DATA);

   SetIndexBuffer(2,BufferBottom,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Donchian Channel ("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTop,true);

   ArraySetAsSeries(BufferMiddle,true);

   ArraySetAsSeries(BufferBottom,true);

//---

   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);

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

   if(rates_total<fmax(period,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-1;

      ArrayInitialize(BufferTop,EMPTY_VALUE);

      ArrayInitialize(BufferMiddle,EMPTY_VALUE);

      ArrayInitialize(BufferBottom,EMPTY_VALUE);

     }

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

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

     {

      int bh=Highest(period,i+shift);

      int bl=Lowest(period,i+shift);

      if(bh==WRONG_VALUE || bl==WRONG_VALUE)

         continue;

      BufferTop[i]=high[bh];

      BufferBottom[i]=low[bl];

      BufferMiddle[i]=(InpShowMiddle ? (BufferTop[i]+BufferBottom[i])/2 : EMPTY_VALUE);

     }



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

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int Highest(const int count,const int start,const bool as_series=true)

  {

   double array[];

   ArraySetAsSeries(array,as_series);

   return(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMaximum(array)+start : WRONG_VALUE);

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 Low            |

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

int Lowest(const int count,const int start,const bool as_series=true)

  {

   double array[];

   ArraySetAsSeries(array,as_series);

   return(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMinimum(array)+start : WRONG_VALUE);

  }

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

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