finetuningma_stdev_v1

//+------------------------------------------------------------------+
//|                                           FineTuningMA_StDev.mq5 | 
//|                                         Copyright © 2010, gumgum |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, gumgum"
#property link      ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îïèñàíèå èíäèêàòîðà
#property description "Ñêîëüçÿùàÿ ñðåäíÿÿ ñ áîëåå òîíêîé íàñòðîéêîé"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî ïÿòü áóôåðîâ
#property indicator_buffers 5
//---- èñïîëüçîâàíî âñåãî ïÿòü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   5
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí RoyalBlue öâåò
#property indicator_color1 clrRoyalBlue
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width1  3
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "FineTuningMA"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí êðàñíûé öâåò
#property indicator_color2  clrRed
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label2  "Dn_Signal 1"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå ñèìâîëà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí ñàëàòîâûé öâåò
#property indicator_color3  clrSpringGreen
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 2
#property indicator_width3  2
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Up_Signal 1"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå ñèìâîëà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí êðàñíûé öâåò
#property indicator_color4  clrRed
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 4
#property indicator_width4  4
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Dn_Signal 2"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 5 â âèäå ñèìâîëà
#property indicator_type5   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí ñàëàòîâûé öâåò
#property indicator_color5  clrSpringGreen
//---- òîëùèíà ëèíèè èíäèêàòîðà 5 ðàâíà 4
#property indicator_width5  4
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label5  "Up_Signal 2"
//+----------------------------------------------+
//| 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_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 
   PRICE_DEMARK_         //Demark Price
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input uint   FTMA=10;
input double rank1=2;
input double rank2=2;
input double rank3=2;
input double shift1=1;
input double shift2=1;
input double shift3=1;
input Applied_price_ IPC=PRICE_TYPICAL; // Öåíîâàÿ êîíñòàíòà
/* , ïî êîòîðîé ïðîèçâîäèòñÿ ðàñ÷åò èíäèêàòîðà ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
input double dK1=1.5; // Êîýôôèöèåíò 1 äëÿ êâàäðàòè÷íîãî ôèëüòðà
input double dK2=2.5;   // Êîýôôèöèåíò 2 äëÿ êâàäðàòè÷íîãî ôèëüòðà
input uint std_period=9; // Ïåðèîä êâàäðàòè÷íîãî ôèëüòðà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double LineBuffer[];
double BearsBuffer1[],BullsBuffer1[];
double BearsBuffer2[],BullsBuffer2[];
//----
double PM[],dFTMA[];
//---- îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ñêîëüçÿùåé ñðåäíåé
double dPriceShift;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+   
//| FineTuningMA indicator initialization function                   | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;
//---- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   ArrayResize(PM,FTMA);
   ArrayResize(dFTMA,std_period);
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ
   double sum=0;
   for(int h=0; h<int(FTMA); h++)
     {
      PM[h]=shift1+MathPow(h/(FTMA-1.0),rank1)*(1.0-shift1);
      PM[h]=(shift2+MathPow(1-(h/(FTMA-1.0)),rank2)*(1.0-shift2))*PM[h];
      //----
      if((h/(FTMA-1.))<0.5) PM[h]=(shift3+MathPow((1-(h/(FTMA-1.0))*2.0),rank3)*(1.0-shift3))*PM[h];
      else PM[h]=(shift3+MathPow((h/(FTMA-1.0))*2.0-1.0,rank3)*(1.0-shift3))*PM[h];
      //----
      sum+=PM[h];
     }
//----
   double sum1=0;
   for(int h=0; h<int(FTMA); h++)
     {
      PM[h]=PM[h]/sum;
      sum1+=PM[h];
     }
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(FTMA)+int(std_period);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,LineBuffer,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,0);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BearsBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,BearsBuffer1,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(1,PLOT_ARROW,159);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BullsBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,BullsBuffer1,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 3 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(2,PLOT_ARROW,159);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BearsBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,BearsBuffer2,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(3,PLOT_ARROW,159);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BullsBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(4,BullsBuffer2,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 3 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
//---- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(4,PLOT_ARROW,159);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"FineTuningMA_StDev");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| FineTuningMA 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(rates_total<min_rates_total) return(0);
//---- îáúÿâëåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
   double ftma,SMAdif,Sum,StDev,dstd,BEARS1,BULLS1,BEARS2,BULLS2,Filter1,Filter2;
//---- 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=min_rates_total; // 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++)
     {
      double sum1=0;
      for(int h=0; h<int(FTMA); h++) sum1+=PM[h]*PriceSeries(IPC,bar-h,open,low,high,close);
      LineBuffer[bar]=sum1+dPriceShift;
     }
//---- ïåðåñ÷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=min_rates_total;
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà ñòàíäàðòíûõ îòêëîíåíèé
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //---- çàãðóæàåì ïðèðàùåíèÿ èíäèêàòîðà â ìàññèâ äëÿ ïðîìåæóòî÷íûõ âû÷èñëåíèé
      for(int iii=0; iii<int(std_period); iii++) dFTMA[iii]=LineBuffer[bar-iii]-LineBuffer[bar-iii-1];
      //---- íàõîäèì ïðîñòîå ñðåäíåå ïðèðàùåíèé èíäèêàòîðà
      Sum=0.0;
      for(int iii=0; iii<int(std_period); iii++) Sum+=dFTMA[iii];
      SMAdif=Sum/std_period;
      //---- íàõîäèì ñóììó êâàäðàòîâ ðàçíîñòåé ïðèðàùåíèé è ñðåäíåãî
      Sum=0.0;
      for(int iii=0; iii<int(std_period); iii++) Sum+=MathPow(dFTMA[iii]-SMAdif,2);
      //---- îïðåäåëÿåì èòîãîâîå çíà÷åíèå ñðåäíåêâàäðàòè÷íîãî îòêëîíåíèÿ StDev îò ïðèðàùåíèÿ èíäèêàòîðà
      StDev=MathSqrt(Sum/std_period);
      //---- èíèöèàëèçàöèÿ ïåðåìåííûõ
      dstd=NormalizeDouble(dFTMA[0],_Digits+2);
      Filter1=NormalizeDouble(dK1*StDev,_Digits+2);
      Filter2=NormalizeDouble(dK2*StDev,_Digits+2);
      BEARS1=EMPTY_VALUE;
      BULLS1=EMPTY_VALUE;
      BEARS2=EMPTY_VALUE;
      BULLS2=EMPTY_VALUE;
      ftma=LineBuffer[bar];
      //---- âû÷èñëåíèå èíäèêàòîðíûõ çíà÷åíèé
      if(dstd<-Filter1 && dstd>=-Filter2) BEARS1=ftma; //åñòü íèñõîäÿùèé òðåíä
      if(dstd<-Filter2) BEARS2=ftma; //åñòü íèñõîäÿùèé òðåíä
      if(dstd>+Filter1 && dstd<=+Filter2) BULLS1=ftma; //åñòü âîñõîäÿùèé òðåíä
      if(dstd>+Filter2) BULLS2=ftma; //åñòü âîñõîäÿùèé òðåíä
      //---- èíèöèàëèçàöèÿ ÿ÷ååê èíäèêàòîðíûõ áóôåðîâ ïîëó÷åííûìè çíà÷åíèÿìè 
      BullsBuffer1[bar]=BULLS1;
      BearsBuffer1[bar]=BEARS1;
      BullsBuffer2[bar]=BULLS2;
      BearsBuffer2[bar]=BEARS2;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| PriceSeries() function                                           |
//+------------------------------------------------------------------+
double PriceSeries(uint applied_price,// öåíîâàÿ êîíñòàíòà
                   uint   bar,        // èíäåêñ ñäâèãà îòíîñèòåëüíî òåêóùåãî áàðà íà óêàçàííîå êîëè÷åñòâî ïåðèîäîâ íàçàä èëè âïåðåä
                   const double &Open[],
                   const double &Low[],
                   const double &High[],
                   const double &Close[])
  {
//----
   switch(applied_price)
     {
      //---- öåíîâûå êîíñòàíòû èç ïåðå÷èñëåíèÿ ENUM_APPLIED_PRICE
      case  PRICE_CLOSE: return(Close[bar]);
      case  PRICE_OPEN: return(Open [bar]);
      case  PRICE_HIGH: return(High [bar]);
      case  PRICE_LOW: return(Low[bar]);
      case  PRICE_MEDIAN: return((High[bar]+Low[bar])/2.0);
      case  PRICE_TYPICAL: return((Close[bar]+High[bar]+Low[bar])/3.0);
      case  PRICE_WEIGHTED: return((2*Close[bar]+High[bar]+Low[bar])/4.0);
      //----                            
      case  8: return((Open[bar] + Close[bar])/2.0);
      case  9: return((Open[bar] + Close[bar] + High[bar] + Low[bar])/4.0);
      //----                                
      case 10:
        {
         if(Close[bar]>Open[bar])return(High[bar]);
         else
           {
            if(Close[bar]<Open[bar])
               return(Low[bar]);
            else return(Close[bar]);
           }
        }
      //----         
      case 11:
        {
         if(Close[bar]>Open[bar])return((High[bar]+Close[bar])/2.0);
         else
           {
            if(Close[bar]<Open[bar])
               return((Low[bar]+Close[bar])/2.0);
            else return(Close[bar]);
           }
         break;
        }
      //----
      default: return(Close[bar]);
     }
//----
//return(0);
  }
//+------------------------------------------------------------------+