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fibobands_v1
//+------------------------------------------------------------------+
//| FiboBands.mq5 |
//| Copyright © 2013, |
//| |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
#property description ""
//--- íîìåð âåðñèè èíäèêàòîðà
#property version "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 7
//--- èñïîëüçîâàíî âñåãî ñåìü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots 7
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1 DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Gray öâåò
#property indicator_color1 clrGray
//--- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style1 STYLE_DASHDOTDOT
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1 1
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1 "X2MA"
//+--------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà BB óðîâíåé |
//+--------------------------------------------+
//--- îòðèñîâêà óðîâíåé Áîëëèíäæåðà â âèäå ëèíèé
#property indicator_type2 DRAW_LINE
#property indicator_type3 DRAW_LINE
#property indicator_type4 DRAW_LINE
#property indicator_type5 DRAW_LINE
#property indicator_type6 DRAW_LINE
#property indicator_type7 DRAW_LINE
//--- ââûáîð öâåòîâ óðîâíåé Áîëëèíäæåðà
#property indicator_color2 clrDodgerBlue
#property indicator_color3 clrLime
#property indicator_color4 clrMagenta
#property indicator_color5 clrMagenta
#property indicator_color6 clrLime
#property indicator_color7 clrDodgerBlue
//--- óðîâíè Áîëëèíäæåðà - øòðèõïóíêòèðíûå êðèâûå
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
#property indicator_style4 STYLE_SOLID
#property indicator_style5 STYLE_SOLID
#property indicator_style6 STYLE_SOLID
#property indicator_style7 STYLE_SOLID
//--- òîëùèíà óðîâíåé Áîëëèíäæåðà ðàâíà 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_width7 2
//--- îòîáðàæåíèå ìåòîê óðîâíåé Áîëëèíäæåðà
#property indicator_label2 "+4.236 level"
#property indicator_label3 "+2.618 level"
#property indicator_label4 "+1.618 level"
#property indicator_label5 "-1.618 level"
#property indicator_label6 "-2.618 level"
#property indicator_label7 "-4.236 level"
//+-----------------------------------+
//| îáúÿâëåíèå êîíñòàíò |
//+-----------------------------------+
#define RESET 0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+-----------------------------------+
//| Îïèñàíèå êëàññîâ óñðåäíåíèé |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh>
//--- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2;
//+-----------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé |
//+-----------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
{
PRICE_CLOSE_ = 1, //Close
PRICE_OPEN_, //Open
PRICE_HIGH_, //High
PRICE_LOW_, //Low
PRICE_MEDIAN_, //Median Price (HL/2)
PRICE_TYPICAL_, //Typical Price (HLC/3)
PRICE_WEIGHTED_, //Weighted Close (HLCC/4)
PRICE_SIMPL_, //Simple Price (OC/2)
PRICE_QUARTER_, //Quarted Price (HLOC/4)
PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price
PRICE_TRENDFOLLOW1_, //TrendFollow_2 Price
PRICE_DEMARK_ //Demark Price
};
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
{
MODE_SMA_, //SMA
MODE_EMA_, //EMA
MODE_SMMA_, //SMMA
MODE_LWMA_, //LWMA
MODE_JJMA, //JJMA
MODE_JurX, //JurX
MODE_ParMA, //ParMA
MODE_T3, //T3
MODE_VIDYA, //VIDYA
MODE_AMA, //AMA
}; */
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà |
//+-----------------------------------+
input Smooth_Method MA_Method1=MODE_SMA; // Ìåòîä ïåðâîãî óñðåäíåíèÿ
input uint Length1=100; // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input int Phase1=15; // Ïàðàìåòð ïåðâîãî óñðåäíåíèÿ
//--- Phase1: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- Phase1: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Smooth_Method MA_Method2=MODE_JJMA; // Ìåòîä âòîðîãî óñðåäíåíèÿ
input uint Length2=20; // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input int Phase2=100; // Ïàðàìåòð âòîðîãî óñðåäíåíèÿ
//--- Phase2: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- Phase2: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input uint ATRPeriod=100; // Ïåðèîä ATR
input double Deviation=1.0; // Êîëè÷åñòâî îòêëîíåíèé
input Applied_price_ IPC=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà
/* , ïî êîòîðîé ïðîèçâîäèòñÿ ðàñ÷åò èíäèêàòîðà ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW,
5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+-----------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé â äàëüíåéøåì
//--- áóäåò èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double X2MA[];
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ óðîâíåé Áîëëèíäæåðà
double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];
double ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];
//--- îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ìóâèíãà
double dPriceShift;
//--- îáúÿâëåíèå ïåðåìåííûõ äëÿ õðàíåíèÿ õåíäëîâ èíäèêàòîðîâ
int ATR_Handle;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_,min_rates_total;
//--- îáúÿâëåíèå ïåðåìåííûõ äëÿ õðàíåíèÿ êîýôôèöèåíòîâ
double Deviation1,Deviation2,Deviation3;
//+------------------------------------------------------------------+
//| X2MA FiboBands indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
min_rates_=XMA1.GetStartBars(MA_Method1,Length1,Phase1)+1;
min_rates_total=min_rates_+XMA2.GetStartBars(MA_Method2, Length2, Phase2);
min_rates_total=int(MathMax(min_rates_total,ATRPeriod));
//---
Deviation1=Deviation*1.618;
Deviation2=Deviation*2.618;
Deviation3=Deviation*4.236;
//--- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
XMA1.XMALengthCheck("Length1", Length1);
XMA2.XMALengthCheck("Length2", Length2);
//--- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);
XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);
//--- èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
dPriceShift=_Point*PriceShift;
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
ATR_Handle=iATR(NULL,PERIOD_CURRENT,ATRPeriod);
if(ATR_Handle==INVALID_HANDLE)
{
Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
return(INIT_FAILED);
}
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
SetIndexBuffer(0,X2MA,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà 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);
//--- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);
SetIndexBuffer(3,ExtLineBuffer3,INDICATOR_DATA);
SetIndexBuffer(4,ExtLineBuffer4,INDICATOR_DATA);
SetIndexBuffer(5,ExtLineBuffer5,INDICATOR_DATA);
SetIndexBuffer(6,ExtLineBuffer6,INDICATOR_DATA);
//--- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà óðîâíåé Áîëëèíäæåðà
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);
PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total);
//--- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);
PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
string shortname;
string Smooth1=XMA1.GetString_MA_Method(MA_Method1);
string Smooth2=XMA1.GetString_MA_Method(MA_Method2);
StringConcatenate(shortname,"FiboBands(",Smooth1,", ",Smooth2,", ",Length1,", ",Length2,", ",ATRPeriod,")");
//--- 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
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| X2MA FiboBands 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÷åòà
if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//--- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
double price,x1xma,x2xma,dev1,dev2,dev3,ATR[1];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
int first,bar;
//--- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
for(bar=first; bar<rates_total && !IsStopped(); bar++)
{
//--- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price_
price=PriceSeries(IPC,bar,open,low,high,close);
//--- äâà âûçîâà ôóíêöèè XMASeries.
//--- âî âòîðîì âûçîâå ïàðàìåòð begin óâåëè÷åí íà min_rates_ ò. ê. ýòî ïîâòîðíîå XMA ñãëàæèâàíèå
x1xma=XMA1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price,bar,false);
x2xma=XMA2.XMASeries(min_rates_,prev_calculated,rates_total,MA_Method2,Phase2,Length2,x1xma,bar,false);
X2MA[bar]=x2xma+dPriceShift;
//--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ ATR[]
if(CopyBuffer(ATR_Handle,0,rates_total-1-bar,1,ATR)<=0) return(RESET);
//--- ðàñ÷åò ïîëîñ
dev1=Deviation1*ATR[0];
dev2=Deviation2*ATR[0];
dev3=Deviation3*ATR[0];
//---
ExtLineBuffer1[bar]=X2MA[bar]+dev3;
ExtLineBuffer2[bar]=X2MA[bar]+dev2;
ExtLineBuffer3[bar]=X2MA[bar]+dev1;
ExtLineBuffer4[bar]=X2MA[bar]-dev1;
ExtLineBuffer5[bar]=X2MA[bar]-dev2;
ExtLineBuffer6[bar]=X2MA[bar]-dev3;
}
//---
return(rates_total);
}
//+------------------------------------------------------------------+
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