Extreme_TMA_line_indicator

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

//|                                   Extreme_TMA_line_indicator.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 "Extreme TMA Line indicator"

#property indicator_chart_window

#property indicator_buffers 5

#property indicator_plots   3

//--- plot TMA

#property indicator_label1  "TMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGreen,clrRed,clrDarkGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot Top

#property indicator_label2  "Top"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Bottom

#property indicator_label3  "Bottom"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrDarkGray

#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              InpPeriodTMA      =  56;         // TMA period

input uint              InpPeriodATR      =  100;        // ATR period

input double            InpMultiplierATR  =  2.0;        // ATR multiplier

input double            InpThreshold      =  0.5;        // Trend threshold

input ENUM_INPUT_YES_NO InpRedraw         =  INPUT_YES;  // Redraw

//--- indicator buffers

double         BufferTMA[];

double         BufferColors[];

double         BufferTop[];

double         BufferBottom[];

double         BufferATR[];

//--- global variables

double         multiplier;

double         threshold;

int            period_tma;

int            period_atr;

int            period_max;

int            handle_atr;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_tma=int(InpPeriodTMA<1 ? 1 : InpPeriodTMA);

   period_atr=int(InpPeriodATR<1 ? 1 : InpPeriodATR);

   period_max=fmax(period_atr,period_tma);

   multiplier=InpMultiplierATR;

   threshold=InpThreshold;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTMA,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferTop,INDICATOR_DATA);

   SetIndexBuffer(3,BufferBottom,INDICATOR_DATA);

   SetIndexBuffer(4,BufferATR,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Extreme TMA Line ("+(string)period_tma+","+(string)period_atr+","+DoubleToString(multiplier,1)+","+DoubleToString(threshold,2)+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTMA,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferTop,true);

   ArraySetAsSeries(BufferBottom,true);

   ArraySetAsSeries(BufferATR,true);

//--- create handles

   ResetLastError();

   handle_atr=iATR(NULL,PERIOD_CURRENT,period_atr);

   if(handle_atr==INVALID_HANDLE)

     {

      Print("The iATR(",(string)period_atr,") 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(close,true);

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

   if(rates_total<fmax(period_max,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_max-2;

      ArrayInitialize(BufferTMA,EMPTY_VALUE);

      ArrayInitialize(BufferColors,2);

      ArrayInitialize(BufferTop,EMPTY_VALUE);

      ArrayInitialize(BufferBottom,EMPTY_VALUE);

      ArrayInitialize(BufferATR,0);

     }

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

   int count=(limit>1 ? rates_total : 1);

   int copied=CopyBuffer(handle_atr,0,0,count,BufferATR);

   if(copied!=count) return 0;

   

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

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

     {

      int tcount=period_tma;

      bool period_last=(i==0 ? true : false);



      while(tcount>0)

        {

         tcount=(!period_last ? 0 : tcount-1);

         double sum=0;

         double sumw=(period_tma+2)*(period_tma+1)/2;

         for(int j=0; j<=period_tma; j++)

           {

            sum+=(period_tma-j+1)*close[i+j];

            if(InpRedraw)

              {

               if(i-j>0)

                 {

                  sum+=(period_tma-j+1)*close[i-j];

                  sumw+=(period_tma-j+1);

                 }

              }

           }

         if(sumw!=0)

           {

            BufferTMA[i]=sum/sumw;

           }

        }

     }



//--- 0=0; 8 &25B

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

     {

      double slope=(BufferTMA[i]-BufferTMA[i+1])/(0.1*BufferATR[i]);

      double range=BufferATR[i]*multiplier;

      BufferTop[i]=BufferTMA[i]+range;

      BufferBottom[i]=BufferTMA[i]-range;

      

      if(slope>threshold)

         BufferColors[i]=BufferColors[i+1]=0;

      else if(slope<-threshold)

         BufferColors[i]=BufferColors[i+1]=1;

      else

         BufferColors[i]=BufferColors[i+1]=2;

     }



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

   return(rates_total);

  }

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