Fibo_Average

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

//|                                                 Fibo_Average.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 "Fibo average indicator"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   2

//--- plot Fibo

#property indicator_label1  "Fibo MA"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrMediumSeaGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot FiMA

#property indicator_label2  "MA"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint                 InpPeriod         =  55;            // MA period

input ENUM_MA_METHOD       InpMethod         =  MODE_SMA;      // MA method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // FiboMA applied price

input uint                 InpCountFibo      =  11;            // Fibo count

//--- indicator buffers

double         BufferFibo[];

double         BufferFiMA[];

double         BufferMA[];

//--- includes

#include <MovingAverages.mqh>

#include <Arrays\ArrayInt.mqh>

//--- global variables

int            period_ma;

int            weight_sum;

int            max_fibo_value;

int            handle_ma;

CArrayInt      array_fibo_numbers;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ma=int(InpPeriod<2 ? 2 : InpPeriod);

   int count_fibo=int(InpCountFibo<2 ? 2 : InpCountFibo);

   array_fibo_numbers.Sort();

   array_fibo_numbers.Clear();

   array_fibo_numbers.Insert(0,0);

   array_fibo_numbers.Insert(1,1);

   if(count_fibo>2)

     {

      for(int i=2; i<=count_fibo-1; i++)

        {

         int value=array_fibo_numbers.At(i-2)+array_fibo_numbers.At(i-1);

         array_fibo_numbers.Insert(value,i);

        }

     }

   max_fibo_value=array_fibo_numbers.At(array_fibo_numbers.Total()-1);

   int total=array_fibo_numbers.Total();

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferFibo,INDICATOR_DATA);

   SetIndexBuffer(1,BufferFiMA,INDICATOR_DATA);

   SetIndexBuffer(2,BufferMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Fibo averages (period: "+(string)period_ma+", levels: "+(string)array_fibo_numbers.Total()+" --> bars: "+(string)max_fibo_value+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,max_fibo_value);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,max_fibo_value+period_ma-1);

   PlotIndexSetString(0,PLOT_LABEL,"Fibo MA("+(string)array_fibo_numbers.Total()+")");

   PlotIndexSetString(1,PLOT_LABEL,"MA("+(string)period_ma+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferFibo,true);

   ArraySetAsSeries(BufferFiMA,true);

   ArraySetAsSeries(BufferMA,true);

//--- create MA's handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) 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 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<fmax(max_fibo_value,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-max_fibo_value-1;

      ArrayInitialize(BufferFibo,0);

      ArrayInitialize(BufferFiMA,0);

      ArrayInitialize(BufferMA,0);

     }

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

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

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;



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

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

     {

      double sum=0;

      int total=array_fibo_numbers.Total()-1;

      for(int j=1; j<=total; j++)

         sum+=BufferMA[i+array_fibo_numbers.At(j)];

      BufferFibo[i]=sum/total;

     }

   switch(InpMethod)

     {

      case MODE_EMA  :  if(ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_ma,BufferFibo,BufferFiMA)==0) return 0;               break;

      case MODE_SMMA :  if(SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_ma,BufferFibo,BufferFiMA)==0) return 0;                  break;

      case MODE_LWMA :  if(LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_ma,BufferFibo,BufferFiMA,weight_sum)==0) return 0; break;

      //---MODE_SMA

      default        :  if(SimpleMAOnBuffer(rates_total,prev_calculated,0,period_ma,BufferFibo,BufferFiMA)==0) return 0;                    break;

     }



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

   return(rates_total);

  }

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