DonchianChannelsCloud

//+------------------------------------------------------------------+
//|                                        DonchianChannelsCloud.mq5 |
//|                         Copyright © 2005, Luis Guilherme Damiani |
//|                                      http://www.damianifx.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Luis Guilherme Damiani"
#property link      "http://www.damianifx.com.br"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî ñåìü áóôåðîâ
#property indicator_buffers 7
//--- èñïîëüçîâàíî ïÿòü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   5
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè îáëàêà                  |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí LightSkyBlue
#property indicator_color1  clrLightSkyBlue
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Upper Cloud"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè âåðõíåé ãðàíèöû         |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2   DRAW_LINE
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí DodgerBlue
#property indicator_color2  clrDodgerBlue
//---- 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"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ñðåäíåé ëèíèè           |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå ëèíèè
#property indicator_type3   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí DarkViolet
#property indicator_color3  clrDarkViolet
//---- 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  "Middle Donchian"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè íèæíåé ãðàíèöû          |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå ëèíèè
#property indicator_type4   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí Magenta
#property indicator_color4  clrMagenta
//---- ëèíèÿ èíäèêàòîðà 4 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 2
#property indicator_width4  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Lower Donchian"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè îáëàêà                  |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type5   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí Violet
#property indicator_color5  clrViolet
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label5  "Lower Cloud"
//+-----------------------------------+
//|  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 int DonchianPeriod=20; //Ïåðèîä óñðåäíåíèÿ
input Applied_Extrem Extremes=HIGH_LOW; //Òèï ýêñòðåìóìîâ
input int Margins=-2;
input int Shift = 0; // ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtUp1Buffer[];
double ExtUp2Buffer[];
double ExtABuffer[];
double ExtBBuffer[];
double ExtCBuffer[];
double ExtDn1Buffer[];
double ExtDn2Buffer[];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int  min_rates_total;
//+------------------------------------------------------------------+
//|  searching index of the highest bar                              |
//+------------------------------------------------------------------+
int iHighest(
             const double &array[],// ìàññèâ äëÿ ïîèñêà èíäåêñà ìàêñèìàëüíîãî ýëåìåíòà
             int count,// ÷èñëî ýëåìåíòîâ ìàññèâà (â íàïðàâëåíèè îò òåêóùåãî áàðà â ñòîðîíó óáûâàíèÿ èíäåêñà), 
             // ñðåäè êîòîðûõ äîëæåí áûòü ïðîèçâåäåí ïîèñê.
             int startPos //èíäåêñ (ñìåùåíèå îòíîñèòåëüíî òåêóùåãî áàðà) íà÷àëüíîãî áàðà, 
             // ñ êîòîðîãî íà÷èíàåòñÿ ïîèñê íàèáîëüøåãî çíà÷åíèÿ
             )
  {
//----+
   int index=startPos;

//---- ïðîâåðêà ñòàðòîâîãî èíäåêñà íà êîððåêòíîñòü
   if(startPos<0)
     {
      Print("Íåâåðíîå çíà÷åíèå â ôóíêöèè iHighest, startPos = ",startPos);
      return(0);
     }

//---- ïðîâåðêà çíà÷åíèÿ startPos íà êîððåêòíîñòü
   if(startPos-count<0)
      count=startPos;

   double max=array[startPos];

//---- ïîèñê èíäåêñà
   for(int i=startPos; i>startPos-count; i--)
     {
      if(array[i]>max)
        {
         index=i;
         max=array[i];
        }
     }
//----+ âîçâðàò èíäåêñà íàèáîëüøåãî áàðà
   return(index);
  }
//+------------------------------------------------------------------+
//|  searching index of the lowest bar                               |
//+------------------------------------------------------------------+
int iLowest(
            const double &array[],// ìàññèâ äëÿ ïîèñêà èíäåêñà ìèíèìàëüíîãî ýëåìåíòà
            int count,// ÷èñëî ýëåìåíòîâ ìàññèâà (â íàïðàâëåíèè îò òåêóùåãî áàðà â ñòîðîíó óáûâàíèÿ èíäåêñà), 
            // ñðåäè êîòîðûõ äîëæåí áûòü ïðîèçâåäåí ïîèñê.
            int startPos //èíäåêñ (ñìåùåíèå îòíîñèòåëüíî òåêóùåãî áàðà) íà÷àëüíîãî áàðà, 
            // ñ êîòîðîãî íà÷èíàåòñÿ ïîèñê íàèìåíüøåãî çíà÷åíèÿ
            )
  {
//----+
   int index=startPos;

//---- ïðîâåðêà ñòàðòîâîãî èíäåêñà íà êîððåêòíîñòü
   if(startPos<0)
     {
      Print("Íåâåðíîå çíà÷åíèå â ôóíêöèè iLowest, startPos = ",startPos);
      return(0);
     }

//---- ïðîâåðêà çíà÷åíèÿ startPos íà êîððåêòíîñòü
   if(startPos-count<0)
      count=startPos;

   double min=array[startPos];

//---- ïîèñê èíäåêñà
   for(int i=startPos; i>startPos-count; i--)
     {
      if(array[i]<min)
        {
         index=i;
         min=array[i];
        }
     }
//----+ âîçâðàò èíäåêñà íàèìåíüøåãî áàðà
   return(index);
  }
//+------------------------------------------------------------------+    
//| Donchian Channel indicator initialization function               | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_total=int(DonchianPeriod)+1;
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtUp1Buffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtUp2Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,ExtABuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,ExtBBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(4,ExtCBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
   
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(5,ExtDn1Buffer,INDICATOR_DATA);
   SetIndexBuffer(6,ExtDn2Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Donchian( DonchianPeriod = ",DonchianPeriod,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| Donchian Channel 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÷¸òà
   if(rates_total<min_rates_total) return(0);

//---- Îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double smin,smax,SsMax=0,SsMin=0;
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ
   int first,bar;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated==0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      first=prev_calculated-1;// ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
     }

//---- Îñíîâíîé öèêë ðàñ÷¸òà êàíàëà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      switch(Extremes)
        {
         case HIGH_LOW:
            SsMax=high[iHighest(high,DonchianPeriod,bar)];
            SsMin=low[iLowest(low,DonchianPeriod,bar)];
            break;

         case HIGH_LOW_OPEN:
            SsMax=(open[iHighest(open,DonchianPeriod,bar)]+high[iHighest(high,DonchianPeriod,bar)])/2;
            SsMin=(open[iLowest(open,DonchianPeriod,bar)]+low[iLowest(high,DonchianPeriod,bar)])/2;
            break;

         case HIGH_LOW_CLOSE:
            SsMax=(close[iHighest(close,DonchianPeriod,bar)]+high[iHighest(high,DonchianPeriod,bar)])/2;
            SsMin=(close[iLowest(close,DonchianPeriod,bar)]+low[iLowest(high,DonchianPeriod,bar)])/2;
            break;

         case OPEN_HIGH_LOW:
            SsMax=open[iHighest(open,DonchianPeriod,bar)];
            SsMin=open[iLowest(open,DonchianPeriod,bar)];
            break;

         case CLOSE_HIGH_LOW:
            SsMax=close[iHighest(close,DonchianPeriod,bar)];
            SsMin=close[iLowest(close,DonchianPeriod,bar)];
            break;
        }

      smin=SsMin+(SsMax-SsMin)*Margins/100;
      smax=SsMax-(SsMax-SsMin)*Margins/100;      
      ExtABuffer[bar]=smax;
      ExtCBuffer[bar]=smin;
      ExtBBuffer[bar]=(smax+smin)/2.0;
      ExtUp1Buffer[bar]=ExtABuffer[bar];
      ExtUp2Buffer[bar]=ExtBBuffer[bar];
      ExtDn1Buffer[bar]=ExtBBuffer[bar];
      ExtDn2Buffer[bar]=ExtCBuffer[bar];
     }
//----    
   return(rates_total);
  }
//+------------------------------------------------------------------+