i-KlPrice_Vol_Direct

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

//|                                            i-KlPrice_Vol_Direct.mq5 | 

//|                                  Copyright © 2018, Nikolay Kositsin | 

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

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property description "i-KlPrice_Direct"

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

#property version   "1.00"

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

#property indicator_separate_window

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

#property indicator_buffers 8 

//---- 8A?>;L7>20=> H5ABL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

//|  >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

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

//|  0@0<5B@K >B@8A>2:8 <0:A8<C<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= Teal F25B

#property indicator_color1 clrTeal

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style1  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width1  1

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

#property indicator_label1  "i-KlPrice_Vol Max"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Res         |

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

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

#property indicator_type2   DRAW_LINE

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

#property indicator_color2 clrSeaGreen

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style2  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width2  1

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

#property indicator_label2  "i-KlPrice_Vol Res"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 38AB>3@0<<K

#property indicator_type3   DRAW_COLOR_HISTOGRAM

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

#property indicator_color3  clrRed,clrMaroon,clrGray,clrBlue,clrDeepSkyBlue

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

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

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

#property indicator_label3  "i-KlPrice_Vol"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Supr        |

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

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

#property indicator_type4   DRAW_LINE

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

#property indicator_color4 clrMediumOrchid

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style4  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width4  1

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

#property indicator_label4  "i-KlPrice_Vol Supr"

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

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

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

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

#property indicator_type5   DRAW_LINE

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

#property indicator_color5 clrPurple

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style5  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width5  1

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

#property indicator_label5  "i-KlPrice_Vol Min"

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

//|  0@0<5B@K >B@8A>2:8 7=0G:>2            |

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 F25B=>3> A8<2>;0

#property indicator_type6   DRAW_COLOR_ARROW

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

#property indicator_color6  clrLimeGreen,clrDeepPink

//---- B>;I8=0 ;8=88 8=48:0B>@0 6 @02=0 1

#property indicator_width6  1

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

#property indicator_label6  "i-KlPrice_Vol_Direct"

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

//|  ?8A0=85 :;0AA>2 CA@54=5=89            |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1,XMA2,XMA3,XMA4;

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

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

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

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

  };

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

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

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA,   //AMA

  }; */

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

//|  %+  " + "            |

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

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

input Smooth_Method MA_Method1=MODE_SMA_;           //<5B>4 CA@54=5=8O <C28=30

input uint Length1=100;                             //3;C18=0 A3;06820=8O <C28=30                  

input int Phase1=15;                                //?0@0<5B@ CA@54=5=8O <C28=30,

//--- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100..+100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//--- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59.

input Smooth_Method MA_Method2=MODE_JJMA;           //<5B>4 CA@54=5=8O @07<5@0 A25G

input uint Length2=20;                              //3;C18=0 CA@54=5=8O  @07<5@0 A25G 

input int Phase2=100;                               //?0@0<5B@ A3;06820=8O  @07<5@0 A25G,

//--- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100..+100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//--- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59.

input uint Smooth=20;                               //?5@8>4 A3;06820=8O 8=48:0B>@0

input Applied_price_ IPC=PRICE_CLOSE_;              //F5=>20O :>=AB0=B0

input int                 HighLevel2=+150;          //C@>25=L ?5@5:C?;5==>AB8 2

input int                 HighLevel1=+20;           //C@>25=L ?5@5:C?;5==>AB8 1

input int                 LowLevel1=-20;            //C@>25=L ?5@5?@>40==>AB8 1

input int                 LowLevel2=-150;           //C@>25=L ?5@5?@>40==>AB8 2

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 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorIndBuffer[];

double UpIndBuffer[],DnIndBuffer[];

double MaxIndBuffer[],MinIndBuffer[];

double DirectBuffer[],ColorDirectBuffer[];

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

int min_rates_total,min_rates_1,min_rates_2;

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

//| i-KlPrice indicator initialization function                      | 

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

void OnInit()

  {

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

   min_rates_1=GetStartBars(MA_Method1,Length1,Phase1);

   min_rates_2=min_rates_1+GetStartBars(MA_Method2,Length2,Phase2);

   min_rates_total=min_rates_2+30;



//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("Length1", Length1);

   XMA2.XMALengthCheck("Length2", Length2);

   XMA3.XMALengthCheck("Smooth",Smooth);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);

   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);

   

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

   SetIndexBuffer(0,MaxIndBuffer,INDICATOR_DATA);

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

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- 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);

   

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

   SetIndexBuffer(1,UpIndBuffer,INDICATOR_DATA);

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

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- 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);

   

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

   SetIndexBuffer(2,IndBuffer,INDICATOR_DATA);

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

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- 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);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(3,ColorIndBuffer,INDICATOR_COLOR_INDEX);

   

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

   SetIndexBuffer(4,DnIndBuffer,INDICATOR_DATA);

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

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

//---- 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);

   

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

   SetIndexBuffer(5,MinIndBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(4,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(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

//---- 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(4,PLOT_SHOW_DATA,false);

   

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

   SetIndexBuffer(6,DirectBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//--- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(5,PLOT_SHIFT,Shift);

//---- 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(5,PLOT_SHOW_DATA,false);

//---- 2K1>@ A8<2>;0 4;O >B@8A>2:8

   PlotIndexSetInteger(5,PLOT_ARROW,159);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(7,ColorDirectBuffer,INDICATOR_COLOR_INDEX);



//--- 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,"i-KlPrice_Vol_Direct");



//--- >?@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

  }

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

//| i-KlPrice 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 @0AGQB0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double price_,xma,range,xrange,res,jres,dwband,vol,xvol;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int first,bar,clr;



//---- @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

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

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



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

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      price_=PriceSeries(IPC,bar,open,low,high,close);

      xma=XMA1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price_,bar,false);

      range=high[bar]-low[bar];

      xrange=XMA2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,range,bar,false);      

      dwband=xma-xrange;

      if(!xrange) xrange=1.0;

      res=100*(price_-dwband)/(2*xrange)-50;      

      if(VolumeType==VOLUME_TICK) vol=double(tick_volume[bar]);

      else vol=double(volume[bar]);

      res*=vol; //4><=>605< 7=0G5=85 i-KlPrice =0 >1JQ<      

      jres=XMA3.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_JJMA,100,Smooth,res,bar,false);

      IndBuffer[bar]=jres; 

      DirectBuffer[bar]=IndBuffer[bar];      

      xvol=XMA4.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_JJMA,100,Smooth,vol,bar,false);  //CA@54=O5< >1JQ<  

      MaxIndBuffer[bar]=HighLevel2*xvol;

      UpIndBuffer[bar]=HighLevel1*xvol;

      DnIndBuffer[bar]=LowLevel1*xvol;

      MinIndBuffer[bar]=LowLevel2*xvol;

      //---- @0A:@0A:0 38AB>3@0<<K      

      clr=2;

      if(IndBuffer[bar]>MaxIndBuffer[bar]) clr=4.0;

      else if(IndBuffer[bar]>UpIndBuffer[bar]) clr=3.0;

      else if(IndBuffer[bar]<MinIndBuffer[bar]) clr=0.0;

      else if(IndBuffer[bar]<DnIndBuffer[bar]) clr=1.0;

      ColorIndBuffer[bar]=clr;

     }

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

   if(prev_calculated>rates_total || prev_calculated<=0) first++; 

//---- A=>2=>9 F8:; @0A:@0A:0 7=0G:>2

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      if(IndBuffer[bar]>IndBuffer[bar-1]) clr=0.0;

      else if(IndBuffer[bar]<IndBuffer[bar-1]) clr=1.0;

      else clr=int(ColorDirectBuffer[bar-1]);

      ColorDirectBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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