dynamicrs_channel

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

//|                                            DynamicRS_Channel.mq5 |

//|                                 Copyright © 2007, Nick A. Zhilin |

//|                                                  rebus58@mail.ru |

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

//--- copyright

#property copyright "Copyright © 2007, Nick A. Zhilin"

//--- a link to the website of the author

#property link      "rebus58@mail.ru"

//--- indicator version

#property version   "1.00"

#property description "A channel drawn without averaging" 

//--- drawing the indicator in the main window

#property indicator_chart_window 

//--- three buffers are used for the indicator calculation and drawing

#property indicator_buffers 3

//--- three plots are used

#property indicator_plots   3

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

//| Indicator 1 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type1   DRAW_LINE

//--- displaying the indicator label

#property indicator_label1  "DynamicRS Middle"

//--- the color of the indicator

#property indicator_color1 clrDodgerBlue

//--- indicator line is a solid one

#property indicator_style1  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width1  2

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

//| Indicator 2 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type2   DRAW_LINE

//--- displaying the indicator label

#property indicator_label2  "DynamicRS Upper"

//--- colors used for the indicator line

#property indicator_color2 clrRed

//--- indicator line is a solid one

#property indicator_style2  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width2  2

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

//| Indicator 3 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type3   DRAW_LINE

//--- displaying the indicator label

#property indicator_label3  "DynamicRS Lower"

//--- colors used for the indicator line

#property indicator_color3 clrMediumSeaGreen

//--- indicator line is a solid one

#property indicator_style3  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width3  2

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

//| declaration of constants                     |

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

#define RESET 0 // The constant for returning the indicator recalculation command to the terminal

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

//| Indicator input parameters                   |

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

input uint Filter=150; // Width

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

//--- declaration of dynamic arrays that will be used as indicator buffers

double LowestBuffer[];

double HighestBuffer[];

double MiddleBuffer[];

//---

double dFilter;

//--- Declaration of integer variables of data starting point

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//--- initialization of variables of the start of data calculation

   min_rates_total=2;

   dFilter=Filter*_Point;

//--- set dynamic arrays as indicator buffers

   SetIndexBuffer(0,MiddleBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,LowestBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,HighestBuffer,INDICATOR_DATA);

//--- restriction to draw empty values for the indicator

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);

//--- Indexing buffer elements as timeseries   

   ArraySetAsSeries(LowestBuffer,true);

   ArraySetAsSeries(HighestBuffer,true);

   ArraySetAsSeries(MiddleBuffer,true);

//--- set the position, from which the drawing starts

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- setting the format of accuracy of displaying the indicator

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//--- name for the data window and the label for sub-windows 

   string shortname;

   StringConcatenate(shortname,"DynamicRS_Channel(",Filter,")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//---   

  }

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

//| 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[])

  {

//--- checking if the number of bars is enough for the calculation

   if(rates_total<min_rates_total)return(RESET);

//--- declarations of local variables 

   int limit,bar;

   double;

//--- calculate the limit starting number for loop of bars recalculation and start initialization of variables

   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of calculation of an indicator

     {

      limit=rates_total-1-min_rates_total; // starting index for the calculation of all bars

     }

   else

     {

      limit=rates_total-prev_calculated; // starting index for the calculation of new bars

     }

//--- apply timeseries indexing to array elements 

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- the first large indicator calculation loop

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

     {

      if(high[bar]<high[bar+1] &&  high[bar]<MiddleBuffer[bar+1]-dFilter) MiddleBuffer[bar]=high[bar];

      else if(low[bar]>low[bar+1]&& low[bar]>MiddleBuffer[bar+1]+dFilter) MiddleBuffer[bar]=low[bar];

      else MiddleBuffer[bar]=MiddleBuffer[bar+1];

      //---

      HighestBuffer[bar]=MiddleBuffer[bar]+dFilter;

      LowestBuffer[bar]=MiddleBuffer[bar]-dFilter;

     }

//---     

   return(rates_total);

  }

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