Fractal_MFI_HTF

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

//|                                              Fractal_MFI_HTF.mq5 | 

//|                               Copyright © 2016, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2016, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

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

#property version   "1.60"

#property description "Fractal_MFI A 2>7<>6=>ABLN 87<5=5=8O B09<D@59<0 2> 2E>4=KE ?0@0<5B@0E"

//---- :;NG5=85 ?>;L7>20B5;LA:8E 8=48:0B>@>2 2 :>4 8=48:0B>@0 :0: @5AC@A>2

#resource "\\Indicators\\Fractal_MFI.ex5"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

#property indicator_buffers 1 

//--- 8A?>;L7>20=> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

#define RESET 0                        // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define INDICATOR_NAME "Fractal_MFI"   // >=AB0=B0 4;O 8<5=8 8=48:0B>@0

#define SIZE 1                         // >=AB0=B0 4;O :>;8G5AB20 2K7>2>2 DC=:F88 CountIndicator :>45

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= MediumOrchid F25B

#property indicator_color1 clrMediumOrchid

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width1  3

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

#property indicator_label1  "Fractal_MFI"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 70.0

#property indicator_level2 30.0

#property indicator_levelcolor clrLime

#property indicator_levelstyle STYLE_DASHDOTDOT

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

//| 0@0<5B@K H8@8=K >:=0 8=48:0B>@0             |

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

#property indicator_maximum  100.0

#property indicator_minimum    0.0

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

//| >1JO2;5=85 ?5@5G8A;5=89                      |

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

enum ENUM_APPLIED_PRICE_ //"8? :>=AB0=BK

  {

   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 

  };

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

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

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;   // 5@8>4 3@0D8:0 8=48:0B>@0 (B09<D@59<)

input uint e_period=30; //3;C18=0  CA@54=5=8O                    

input uint normal_speed=30;

input ENUM_APPLIED_PRICE_ IPC=PRICE_TYPICAL_;//F5=>20O :>=AB0=B0

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // >1JQ< 

input int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//--- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5<

//--- 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[];

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

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

//| >;CG5=85 B09<D@59<0 2 2845 AB@>:8                               |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame)) return(INIT_FAILED);

//--- 8=8F80;870F8O ?5@5<5==KE 

   min_rates_total=2;

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

   Ind_Handle=iCustom(Symbol(),TimeFrame,"::Indicators\\Fractal_MFI",e_period,normal_speed,IPC,VolumeType,0);

   if(Ind_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   IndInit(0,IndBuffer,INDICATOR_DATA);

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

   PlotInit(0,EMPTY_VALUE,0,Shift);

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

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME,"(",GetStringTimeframe(TimeFrame),")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

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

   IndicatorSetInteger(INDICATOR_DIGITS,0);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom 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[],

                const double &low[],

                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 @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);

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

   ArraySetAsSeries(time,true);

//---

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,IndBuffer,time,rates_total,prev_calculated,min_rates_total))

      return(RESET);

//---     

   return(rates_total);

  }

//---

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@0                               |

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

void IndInit(int Number,double &Buffer[],ENUM_INDEXBUFFER_TYPE Type)

  {

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

   SetIndexBuffer(Number,Buffer,Type);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(Buffer,true);

//---

  }

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

//| =8F80;870F8O 8=48:0B>@0                                         |

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

void PlotInit(int Number,double Empty_Value,int Draw_Begin,int nShift)

  {

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

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

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

//--- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---- 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(Number,PLOT_SHOW_DATA,false);

//---

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // ><5@ DC=:F88 CountLine ?> A?8A:C 2 :>45 8=48:0B>@0 (AB0@B>2K9 =><5@ - 0)

                    string   Symb,            // !8<2>; 3@0D8:0

                    ENUM_TIMEFRAMES TFrame,   // 5@8>4 3@0D8:0

                    int      IndHandle,       // %5=4; >1@010BK205<>3> 8=48:0B>@0

                    uint     BuffNumb,        // ><5@ 1CD5@0 >1@010BK205<>3> 8=48:0B>@0 4;O >1;0:0

                    double&  IndBuf[],        // @85<=K9 1CD5@ 8=48:0B>@0 4;O >1;0:0

                    const datetime& iTime[],  // "09<A5@8O 2@5<5=8

                    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 int Min_Rates_Total)// <8=8<0;L=>5 :>;8G5AB2> 8AB>@88 2 10@0E 4;O @0AG5B0

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

//--- 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=Rates_Total-Min_Rates_Total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 

//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 IndTime

      if(CopyTime(Symbol(),TFrame,iTime[bar],1,IndTime)<=0) return(RESET);



      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])

        {

         LastCountBar[Numb]=bar;

         double Arr[1];

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

         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);

         

         IndBuf[bar]=Arr[0]; 

        }

      else

        {

         IndBuf[bar]=IndBuf[bar+1];

        }

     }

//---     

   return(true);

  }

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

//| TimeFramesCheck()                                                |

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

bool TimeFramesCheck(string IndName,

                     ENUM_TIMEFRAMES TFrame) //5@8>4 3@0D8:0 8=48:0B>@0 (B09<D@59<)

  {

//--- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(TFrame<Period() && TFrame!=PERIOD_CURRENT)

     {

      Print("5@8>4 3@0D8:0 4;O 8=48:0B>@0 "+IndName+" =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0!");

      Print("!;54C5B 87<5=8BL 2E>4=K5 ?0@0<5B@K 8=48:0B>@0!");

      return(RESET);

     }

//---

   return(true);

  }

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