hlrsign_v1

//+------------------------------------------------------------------+
//|                                                      HLRSign.mq5 |
//|                                      Copyright © 2007, Alexandre |
//|                      http://www.kroufr.ru/content/view/1184/124/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Alexandre"
#property link      "http://www.kroufr.ru/content/view/1184/124/"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ñèìâîëà
#property indicator_type1   DRAW_ARROW
//--- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí Salmon öâåò
#property indicator_color1  clrSalmon
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 4
#property indicator_width1  4
//--- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label1  "HLRSign Sell"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üãî èíäèêàòîðà        |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//--- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí MediumSeaGreen öâåò
#property indicator_color2  clrMediumSeaGreen
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 4
#property indicator_width2  4
//--- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label2 "HLRSign Buy"
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET  0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Alg_Method
  {
   MODE_IN,  //Àëãîðèòì íà âõîäå â çîíû ÏÇ è ÏÏ
   MODE_OUT  //Àëãîðèòì íà âûõîäå â çîíû ÏÇ è ÏÏ
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Alg_Method Mode=MODE_IN;    // Ïðîáîéíûé àëãîðèòì
input uint HLR_Range=40;          // Ïåðèîä óñðåäíåíèÿ èíäèêàòîðà
input uint HLR_UpLevel=80;        // Óðîâåíü ïåðåêóïëåííîñòè
input uint HLR_DnLevel=20;        // Óðîâåíü ïåðåïðîäàííîñòè
input int  Shift=0;               // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double SellBuffer[];
double BuyBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
int ATR_Handle;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ãëîáàëüíûõ ïåðåìåííûõ 
   int ATR_Period=100;
   min_rates_total=int(MathMax(HLR_Range+1,ATR_Period));
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,0,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(INIT_FAILED);
     }
   if(HLR_UpLevel<=HLR_DnLevel)
     {
      Print("Óðîâåíü ïåðåêóïëåííîñòè âñåãäà äîëæåí áûòü áîëüøå óðîâíÿ ïåðåïðîäàííîñòè!!!");
      return(INIT_FAILED);
     }
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,SellBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_ARROW,171);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(SellBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_ARROW,171);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(BuyBuffer,true);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"HLRSign(",HLR_Range,", ",Shift,")");
//--- 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);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+ 
//| 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(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//--- îáúÿâëåíèå ïåðåìåííûõ
   int to_copy,limit;
//--- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double m_pr,HH,LL,HL,HLR0,ATR[];
   static double HLR1;
//--- ðàñ÷åò 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_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      HLR1=0;
     }
   else limit=rates_total-prev_calculated;  // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà òîëüêî íîâûõ áàðîâ
   to_copy=limit+1;
//--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(ATR,true);
//---
   HLR0=HLR1;
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      BuyBuffer[bar]=0.0;
      SellBuffer[bar]=0.0;
      //---
      HH=high[ArrayMaximum(high,bar,HLR_Range)];
      LL=low[ArrayMinimum(low,bar,HLR_Range)];
      m_pr=(high[bar]+low[bar])/2.0;
      HL=HH-LL;
      if(HL) HLR0=100.0*(m_pr-LL)/(HL);
      else HLR0=0.0;
      //---
      if(Mode==MODE_IN)
        {
         if(HLR0>HLR_UpLevel && HLR1<=HLR_UpLevel) BuyBuffer[bar]=low[bar]-ATR[0]*3/8;
         if(HLR0<HLR_DnLevel && HLR1>=HLR_DnLevel) SellBuffer[bar]=high[bar]+ATR[0]*3/8;
        }
      else
        {
         if(HLR0<HLR_UpLevel && HLR1>=HLR_UpLevel) SellBuffer[bar]=high[bar]+ATR[0]*3/8;
         if(HLR0>HLR_DnLevel && HLR1<=HLR_DnLevel) BuyBuffer[bar]=low[bar]-ATR[0]*3/8;
        }

      if(bar) HLR1=HLR0;
     }
//---
   return(rates_total);
  }
//+------------------------------------------------------------------+