FILTER_ADX_AM_ch

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

//|                                             FILTER_ADX_AM_ch.mq5 |

//|                             Copyright © 2009, Andrey Matvievskiy |

//|                                        http://www.metaquotes.net |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2009, Andrey Matvievskiy"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://www.metaquotes.net"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 4

#property indicator_buffers 4 

//---- 8A?>;L7>20=> 2A53> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 7=0G:0

#property indicator_type1   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KGL53> 7=0G:0 8=48:0B>@0 8A?>;L7>20= 75;Q=K9 F25B

#property indicator_color1  clrLime

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 7=0G:0 8=48:0B>@0 1 @02=0 1

#property indicator_width1  1

//---- >B>1@065=85 1KGL53> <5B:8 8=48:0B>@0

#property indicator_label1  "Weak Upper Trend"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 7=0G:0

#property indicator_type2   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L53> 7=0G:0 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color2  clrRed

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 7=0G:0 8=48:0B>@0 2 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <54256L53> <5B:8 8=48:0B>@0

#property indicator_label2  "Weak Lower Trend"

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 7=0G:0

#property indicator_type3   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KGL53> 7=0G:0 8=48:0B>@0 8A?>;L7>20= 75;Q=K9 F25B

#property indicator_color3  clrLime

//---- ;8=8O 8=48:0B>@0 3 - =5?@5@K2=0O :@820O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 7=0G:0 8=48:0B>@0 3 @02=0 3

#property indicator_width3  3

//---- >B>1@065=85 1KGL53> <5B:8 8=48:0B>@0

#property indicator_label3  "Stronge Upper Trend"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 7=0G:0

#property indicator_type4   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L53> 7=0G:0 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color4  clrRed

//---- ;8=8O 8=48:0B>@0 4 - =5?@5@K2=0O :@820O

#property indicator_style4  STYLE_SOLID

//---- B>;I8=0 7=0G:0 8=48:0B>@0 4 @02=0 3

#property indicator_width4  3

//---- >B>1@065=85 <54256L53> <5B:8 8=48:0B>@0

#property indicator_label4  "Stronge Lower Trend"

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

//| KA>B0 >:=0 8=48:0B>@0                       |

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

#property indicator_height 20

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

//| 5@B8:0;L=K5 ?@545;K 87<5=5=8O 8=48:0B>@0    |

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

#property indicator_minimum 0

#property indicator_maximum 1

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input int    period = 14;

input double alpha1 = 0.25;

input double alpha2 = 0.33;

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtMapBuffer1[],ExtMapBuffer2[],ExtMapBuffer3[],ExtMapBuffer4[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int ADX_Handle,ATR_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ADX

   ADX_Handle=iADX(NULL,0,period);

   if(ADX_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ADX");

      return(INIT_FAILED);

     }



//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=period+2;

   int ATR_Period=15;

   min_rates_total=int(MathMax(min_rates_total,ATR_Period))+1;

   

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }

   

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,ExtMapBuffer1,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBuffer1,true);

   

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,ExtMapBuffer2,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2 =0 min_rates_total

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,NULL);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBuffer2,true);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,ExtMapBuffer3,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 3 =0 min_rates_total

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,NULL);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBuffer3,true);

   

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(3,ExtMapBuffer4,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 4 =0 min_rates_total

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,NULL);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBuffer4,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"FILTER_ADX_AM(",period,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ADX_Handle)<rates_total 

     || BarsCalculated(ATR_Handle)<rates_total

     || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,to_copy,bar;

   double ADX[],DIP[],DIM[],ATR[];

   double DiPlus,DiMinus,Adx,xDiPlus,xDiMinus,xAdx;

   static double DiPlus_prev,DiMinus_prev,Adx_prev,xDiPlus_prev,xDiMinus_prev,xAdx_prev;



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(ADX,true);

   ArraySetAsSeries(DIP,true);

   ArraySetAsSeries(DIM,true);

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-2; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      DiPlus_prev=DiMinus_prev=Adx_prev=xDiPlus_prev=xDiMinus_prev=xAdx_prev=NULL;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



   to_copy=limit+2;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(ADX_Handle,0,0,to_copy,ADX)<=0) return(RESET);

   if(CopyBuffer(ADX_Handle,1,0,to_copy,DIP)<=0) return(RESET);

   if(CopyBuffer(ADX_Handle,2,0,to_copy,DIM)<=0) return(RESET);

   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      //---- =8F80;870F8O 8=48:0B>@=KE 1CD5@>2

      ExtMapBuffer4[bar]=ExtMapBuffer3[bar]=ExtMapBuffer2[bar]=ExtMapBuffer1[bar]=NULL;

      

      DiPlus=2*DIP[bar]+(alpha1-2)*DIP[bar+1]+(1-alpha1)*DiPlus_prev;

      DiMinus=2*DIM[bar]+(alpha1-2)*DIM[bar+1]+(1-alpha1)*DiMinus_prev;

      Adx=2*ADX[bar]+(alpha1-2)*ADX[bar+1]+(1-alpha1)*Adx_prev;



      xDiPlus=alpha2*DiPlus+(1-alpha2)*xDiPlus_prev;

      xDiMinus=alpha2*DiMinus+(1-alpha2)*xDiMinus_prev;

      xAdx=alpha2*Adx+(1-alpha2)*xAdx_prev;



      if(xDiPlus<xDiMinus)

        {

         if(xAdx>=xAdx_prev) ExtMapBuffer4[bar]=high[bar]+ATR[bar]*3/8;

         else ExtMapBuffer2[bar]=high[bar]+ATR[bar]*3/8;

        }



      if(xDiPlus>xDiMinus)

        {

         if(xAdx>=xAdx_prev) ExtMapBuffer3[bar]=low[bar]-ATR[bar]*3/8;

         else ExtMapBuffer1[bar]=low[bar]-ATR[bar]*3/8;

        }

        

      if(bar)

        {

         DiPlus_prev=DiPlus;

         DiMinus_prev=DiMinus;

         Adx_prev=Adx;

         xDiPlus_prev=xDiPlus;

         xDiMinus_prev=xDiMinus;

         xAdx_prev=xAdx;       

        }

     }

//----     

   return(rates_total);

  }

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