fx5_selfadjustingmfi

//+------------------------------------------------------------------+
//|                                         FX5_SelfAdjustingMFI.mq5 | 
//|                                            Copyright © 2008, FX5 | 
//|                                                    hazem@uk2.net | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2008, FX5"
#property link "hazem@uk2.net"
#property description ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî òðè ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   3
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Blue öâåò
#property indicator_color1 clrBlue
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "MFI"
//+--------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà BB óðîâíåé  |
//+--------------------------------------------+
//---- îòðèñîâêà óðîâíåé Áîëëèíäæåðà â âèäå ëèíèé
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
//---- ââûáîð öâåòîâ óðîâíåé Áîëëèíäæåðà
#property indicator_color2  clrCadetBlue
#property indicator_color3  clrOrange
//---- óðîâíè Áîëëèíäæåðà - ñïëîøíûå êðèâûå
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
//---- òîëùèíà óðîâíåé Áîëëèíäæåðà ðàâíà 2
#property indicator_width2  2
#property indicator_width3  2
//---- îòîáðàæåíèå ìåòîê óðîâíåé Áîëëèíäæåðà
#property indicator_label2  "OverBought"
#property indicator_label3  "OverSold"
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 80.0
#property indicator_level2 50.0
#property indicator_level3 20.0
#property indicator_levelcolor clrBlueViolet
#property indicator_levelstyle STYLE_DASHDOTDOT
//+-----------------------------------+
//| Îáúÿâëåíèå êîíñòàíò               |
//+-----------------------------------+
#define RESET  0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint Length=12; // Ïåðèîä MFI
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK; // Îáúåì
input double BandsDeviation=2.0; // Äåâèàöèÿ
input bool MA_Method=true; // Èñïîëüçîâàòü ñãëàæèâàíèå äëÿ Áîëëèíäæåðà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtLineBuffer[],ExtLineBuffer1[],ExtLineBuffer2[],ExtCalcBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int MFI_Handle,STD_Handle;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_=int(Length);
   min_rates_total=int(min_rates_+2*Length);
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà iMFI
   MFI_Handle=iMFI(NULL,PERIOD_CURRENT,Length,VolumeType);
   if(MFI_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà iMFI");
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà iStdDev
   if(!MA_Method)
     {
      STD_Handle=iStdDev(NULL,PERIOD_CURRENT,Length,0,MODE_SMA,MFI_Handle);
      if(STD_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà iStdDev");
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtLineBuffer,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);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtLineBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer2,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);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtLineBuffer1,true);
   ArraySetAsSeries(ExtLineBuffer2,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,ExtCalcBuffer,INDICATOR_CALCULATIONS);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà;
   string shortname;
   StringConcatenate(shortname,"FX5_SelfAdjustingMFI(",Length,")");
//--- 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,0);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Custom indicator 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(MFI_Handle)<rates_total
      || (!MA_Method && BarsCalculated(STD_Handle)<rates_total)
      || rates_total<min_rates_total)
      return(RESET);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ
   int to_copy,limit,bar;
   double STD[];
//---- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
//----
   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(MFI_Handle,0,0,to_copy,ExtLineBuffer)<=0) return(RESET);
   if(!MA_Method)if(CopyBuffer(STD_Handle,0,0,to_copy,STD)<=0) return(RESET);
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ
   ArraySetAsSeries(STD,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   if(MA_Method==true)
     {
      for(bar=limit; bar>=0 && !IsStopped(); bar--)
        {
         double smoothedMFI=GetSmoothedMFI(bar);
         ExtCalcBuffer[bar]=MathAbs(ExtLineBuffer[bar]-smoothedMFI);
         double kDiviation=BandsDeviation*GetAbsDiviationAverage(bar);
         ExtLineBuffer1[bar]=50+kDiviation;
         ExtLineBuffer2[bar]=50-kDiviation;
        }
     }
   else
     {
      for(bar=limit; bar>=0 && !IsStopped(); bar--)
        {
         double kDiviation=BandsDeviation*STD[bar];
         ExtLineBuffer1[bar]=50+kDiviation;
         ExtLineBuffer2[bar]=50-kDiviation;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetSmoothedMFI(int shift)
  {
//----
   double sum=0;
   for(int iii=int(shift+Length-1); iii>=shift; iii--) sum+=ExtLineBuffer[iii];
//----
   return(sum/Length);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetAbsDiviationAverage(int shift)
  {
//----
   double sum=0;
   for(int iii=int(shift+Length-1); iii>=shift; iii--) sum+=ExtCalcBuffer[iii];
//----
   return(sum/Length);
  }
//+------------------------------------------------------------------+