DSP

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

//|                                                          DSP.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 "Detrended Synthetic Price"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

//--- plot DSP

#property indicator_label1  "DSP"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrCrimson

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint                 InpPeriod         =  14;            // Half-period MA

input ENUM_MA_METHOD       InpMethod         =  MODE_EMA;      // Method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferDSP[];

double         BufferMA1[];

double         BufferMA2[];

//--- global variables

int            period1;

int            period2;

int            handle_ma1;

int            handle_ma2;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period1=int(InpPeriod<1 ? 1 : InpPeriod);

   period2=period1*2;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferDSP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferMA2,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"DSP("+(string)period1+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferDSP,true);

   ArraySetAsSeries(BufferMA1,true);

   ArraySetAsSeries(BufferMA2,true);

//--- create MA fast handle

   ResetLastError();

   handle_ma1=iMA(NULL,PERIOD_CURRENT,period1,0,InpMethod,InpAppliedPrice);

   if(handle_ma1==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period1,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//--- create MA slow handle

   ResetLastError();

   handle_ma2=iMA(NULL,PERIOD_CURRENT,period2,0,InpMethod,InpAppliedPrice);

   if(handle_ma2==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period2,") 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 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<1) 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(BufferDSP,EMPTY_VALUE);

      ArrayInitialize(BufferMA1,0);

      ArrayInitialize(BufferMA2,0);

     }

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

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

   copied=CopyBuffer(handle_ma1,0,0,count,BufferMA1);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_ma2,0,0,count,BufferMA2);

   if(copied!=count) return 0;

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

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

      BufferDSP[i]=BufferMA1[i]-BufferMA2[i];

   

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

   return(rates_total);

  }

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