Donchian_Channels_System_HTF

//+------------------------------------------------------------------+ 
//|                                 Donchian_Channels_System_HTF.mq5 | 
//|                               Copyright © 2016, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 7
#property indicator_buffers 7 
//---- èñïîëüçîâàíî âñåãî ÷åòûðå ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0                                      // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
#define INDICATOR_NAME "Donchian_Channels_System"    // Êîíñòàíòà äëÿ èìåíè èíäèêàòîðà
#define SIZE 5                                       // Êîíñòàíòà äëÿ êîëè÷åñòâà âûçîâîâ ôóíêöèè CountLine
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå îäíîöâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòà èíäèêàòîðà èñïîëüçîâàí WhiteSmoke öâåò
#property indicator_color1  clrWhiteSmoke
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Donchian_Channels"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2   DRAW_LINE
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí MediumSeaGreen öâåò
#property indicator_color2  clrMediumSeaGreen
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label2  "Upper Donchian_Channels"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 3            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå ëèíèè
#property indicator_type3   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí Magenta öâåò
#property indicator_color3  clrMagenta
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 2
#property indicator_width3  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Lower Donchian_Channels"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 4            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ÷åòûð¸õöâåòíîé ãèñòîãðàììû
#property indicator_type4 DRAW_COLOR_HISTOGRAM2
//---- â êà÷åñòâå öâåòîâ ÷åòûð¸õöâåòíîé ãèñòîãðàììû èñïîëüçîâàíû
#property indicator_color4 clrDeepPink,clrPurple,clrGray,clrMediumBlue,clrDodgerBlue
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style4 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width4 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label4 "Donchian_Channels_BARS"
//+----------------------------------------------+
//|  Îáúÿâëåíèå ïåðå÷èñëåíèÿ                     |
//+----------------------------------------------+
enum Applied_Extrem //Òèï ýêñòðåìóìîâ
  {
   HIGH_LOW,
   HIGH_LOW_OPEN,
   HIGH_LOW_CLOSE,
   OPEN_HIGH_LOW,
   CLOSE_HIGH_LOW
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+ 
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;// Ïåðèîä ãðàôèêà
input uint DonchianPeriod=20;           // Ïåðèîä óñðåäíåíèÿ
input Applied_Extrem Extremes=HIGH_LOW; // Òèï ýêñòðåìóìîâ
input int Margins=-2;
input uint   Shift=2;                   // ñäâèã êàíàëà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[],ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[],ExtLineBuffer7[];
//--- îáúÿâëåíèå ñòðîêîâûõ ïåðåìåííûõ
string Symbol_,Word;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//+------------------------------------------------------------------+
//| Ïîëó÷åíèå òàéìôðåéìà â âèäå ñòðîêè                               |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {return(StringSubstr(EnumToString(timeframe),7,-1));}
//+------------------------------------------------------------------+    
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+  
int OnInit()
  {
//--- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà Donchian_Channels_System íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(INIT_FAILED);
     }
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   min_rates_total=2;
   Symbol_=Symbol();
   Word=INDICATOR_NAME+" èíäèêàòîð: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà Donchian_Channels_System
   Ind_Handle=iCustom(Symbol_,TimeFrame,"Donchian_Channels_System",DonchianPeriod,Extremes,Margins,Shift);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Donchian_Channels_System");
      return(INIT_FAILED);
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer3,INDICATOR_DATA);
   SetIndexBuffer(3,ExtLineBuffer4,INDICATOR_DATA);
   SetIndexBuffer(4,ExtLineBuffer5,INDICATOR_DATA);
   SetIndexBuffer(5,ExtLineBuffer6,INDICATOR_DATA);
   SetIndexBuffer(6,ExtLineBuffer7,INDICATOR_DATA);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtLineBuffer1,true);
   ArraySetAsSeries(ExtLineBuffer2,true);
   ArraySetAsSeries(ExtLineBuffer3,true);
   ArraySetAsSeries(ExtLineBuffer4,true);
   ArraySetAsSeries(ExtLineBuffer5,true);
   ArraySetAsSeries(ExtLineBuffer6,true);
   ArraySetAsSeries(ExtLineBuffer7,true);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   string shortname;
   StringConcatenate(shortname,INDICATOR_NAME"(",GetStringTimeframe(TimeFrame),")");
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Custom 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(RESET);
   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,ExtLineBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,1,ExtLineBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,2,ExtLineBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(3,NULL,TimeFrame,Ind_Handle,3,ExtLineBuffer4,time,rates_total,prev_calculated,min_rates_total)) return(RESET);
   if(!CountIndicator(4,NULL,TimeFrame,Ind_Handle,8,ExtLineBuffer7,time,rates_total,prev_calculated,min_rates_total)) return(RESET);   
   if(!CountIndicatorBar(NULL,TimeFrame,Ind_Handle,5,ExtLineBuffer5,6,ExtLineBuffer6,time,high,low,rates_total,prev_calculated,min_rates_total)) return(RESET);
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| CountIndicator                                                   |
//+------------------------------------------------------------------+
bool CountIndicator(uint     Numb,            // Íîìåð ôóíêöèè CountLine ïî ñïèñêó â êîäå èíäèêàòîðà (ñòàðòîâûé íîìåð - 0)
                    string   Symb,            // Ñèìâîë ãðàôèêà
                    ENUM_TIMEFRAMES TFrame,   // Ïåðèîä ãðàôèêà
                    int      IndHandle,       // Õåíäë îáðàáàòûâàåìîãî èíäèêàòîðà
                    uint     BuffNumb,        // Íîìåð áóôåðà îáðàáàòûâàåìîãî èíäèêàòîðà
                    double&  IndBuf[],        // Ïðèåìíûé áóôåð èíäèêàòîðà
                    const datetime& iTime[],  // Òàéìñåðèÿ âðåìåíè
                    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 int Min_Rates_Total)// ìèíèìàëüíîå êîëè÷åñòâî èñòîðèè â áàðàõ äëÿ ðàñ÷åòà
  {
//---
   static int LastCountBar[SIZE];
   datetime IndTime[1];
   int limit;
//--- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=Rates_Total-Min_Rates_Total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      LastCountBar[Numb]=limit;
     }
   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //--- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      IndBuf[bar]=0.0;
      //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ IndTime
      if(CopyTime(Symbol_,TimeFrame,iTime[bar],1,IndTime)<=0) return(RESET);
      //---
      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])
        {
         LastCountBar[Numb]=bar;
         double Arr[1];
         //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ Arr
         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);
         IndBuf[bar]=Arr[0];
        }
      else IndBuf[bar]=IndBuf[bar+1];
     }
//---     
   return(true);
  }
//+------------------------------------------------------------------+
//| CountIndicatorBar                                                |
//+------------------------------------------------------------------+
bool CountIndicatorBar(string   Symb,            // Ñèìâîë ãðàôèêà
                       ENUM_TIMEFRAMES TFrame,   // Ïåðèîä ãðàôèêà
                       int      IndHandle,       // Õåíäë îáðàáàòûâàåìîãî èíäèêàòîðà
                       uint     HBuffNumb,       // Íîìåð áóôåðà îáðàáàòûâàåìîãî èíäèêàòîðà äëÿ High
                       double&  HIndBuf[],       // Ïðèåìíûé áóôåð èíäèêàòîðà äëÿ High
                       uint     LBuffNumb,       // Íîìåð áóôåðà îáðàáàòûâàåìîãî èíäèêàòîðà äëÿ Low
                       double&  LIndBuf[],       // Ïðèåìíûé áóôåð èíäèêàòîðà  äëÿ Low
                       const datetime& iTime[],  // Òàéìñåðèÿ âðåìåíè
                       const double &High[],     // Òàéìñåðèÿ iHigh
                       const double &Low[],      // Òàéìñåðèÿ iLow
                       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 int Min_Rates_Total)// ìèíèìàëüíîå êîëè÷åñòâî èñòîðèè â áàðàõ äëÿ ðàñ÷åòà
  {
//---
   static int LastCountBar;
   datetime IndTime[1];
   int limit;
//--- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=Rates_Total-Min_Rates_Total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      LastCountBar=limit;
     }
   else limit=LastCountBar+Rates_Total-Prev_Calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //--- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      HIndBuf[bar]=NULL;
      LIndBuf[bar]=NULL;
      //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ IndTime
      if(CopyTime(Symbol_,TimeFrame,iTime[bar],1,IndTime)<=0) return(RESET);
      //---
      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])
        {
         LastCountBar=bar;
         double HArr[1],LArr[1];
         //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
         if(CopyBuffer(IndHandle,HBuffNumb,iTime[bar],1,HArr)<=0) return(RESET);
         if(CopyBuffer(IndHandle,LBuffNumb,iTime[bar],1,LArr)<=0) return(RESET);
         if(HArr[0]) HIndBuf[bar]=High[bar];
         if(LArr[0]) LIndBuf[bar]=Low[bar];
        }
      else
        {
         if(HIndBuf[bar+1]) HIndBuf[bar]=High[bar];
         if(LIndBuf[bar+1]) LIndBuf[bar]=Low[bar];
        }
     }
//---     
   return(true);
  }
//+------------------------------------------------------------------+