IBS_RSI_CCI_v4_v1

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

//|                                               IBS_RSI_CCI_v4.mq5 |

//|                                     Copyright © 2017, Martingeil | 

//|                                                    fx.09@mail.ru | 

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

/*

 * "@8 <5B>48:8 @0AGQB0 IBS,RSI,CCI 2A5 @02=>?@02=K 2 C?@0;O5<>AB8, C 2A5E 5ABL ?5@52>@>B @0AGQB0, 

 * :>MDD8F85=B >B=>A8B5;L=>AB8 8 0?;854?@09A ( 4;O IBS MB> =5 7=0G0I89 ?0@0<5B@, => AB>8B 4;O A8<<5B@88 ?0@0<5B@>2).

 * B@8A>2:0 ;8=89 84QB :0: A@54=OO >B B@QE IBS,RSI,CCI .

 * =CB@8 :0: ?@O<>3> B0: 8 ?5@52Q@=CB>3> <>6=> 2 A2>N >G5@54L ?5@525@=CBL >48=C 87 <5B>48:,

 * B5 >=8 =5 7028A8<K :0: ?> ?5@52>@>BC B0: 8 ?> >B=>A8B5;L=>AB8.

 * "0: 65 G5@57 Shift ;8=88 <>6=> 42830BL (Shift =5 <>65B 1KBL >B@8F0B5;L=>9).

 * "20@80=B_1" C?@02;O5B 20@80=B0<8 @0AGQB0 1 8;8 2. > C<>;G0=8N AB>8B 2 --> "20@80=B_1 = false".

 * "positive" C?@02;O5B 75@:0;L=>ABLN >B>1@065=8O. > C<>;G0=8N AB>8B =>@<0;L=>5 >B>1@065=85 --> "positive = true".

 */

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2017, Martingeil"

#property link      "fx.09@mail.ru"

//---- =><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  

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

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

#property indicator_plots   1

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_FILLING

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

#property indicator_color1  clrDodgerBlue,clrMediumPurple

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

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

#property indicator_width1  1

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "IBS_RSI_CCI_v4"

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1,XMA2,XMA3;

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

//|  >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

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

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

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

//---- ?0@0<5B@K A@54=59 ;8=88

input uint      IBSPeriod=5;

input  ENUM_MA_METHOD   MAType=MODE_SMA;

//---- 0@0<5B@K RSI

input uint   RSIPeriod=14;

input ENUM_APPLIED_PRICE   RSIPrice=PRICE_CLOSE;

//---- 0@0<5B@K CCI

input uint   CCIPeriod=14;

input ENUM_APPLIED_PRICE   CCIPrice=PRICE_MEDIAN;



input int      porog=50; //?>@>3

//---- ?0@0<5B@ D8;LB@0 ;8=88 VKWB 

input  ENUM_MA_METHOD   MAType_VKWB=MODE_SMA;     

input int      RangePeriod_VKWB  = 25;

input int      SmoothPeriod_VKWB =  3;

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

double koef_ibs = 7.0;

double koef_rsi = 9.0;

double koef_cci = 1.0;

bool ibs = true;//?@8<5=OBL ibs 4;O @0AG5B0 A@54=59 ;8=88

bool rsi = true;//?@8<5=OBL rsi 4;O @0AG5B0 A@54=59 ;8=88

bool cci = true;//?@8<5=OBL cci 4;O @0AG5B0 A@54=59 ;8=88

int kibs=-1,kcci=-1,krsi=-1,posit=-1,xma1=1;

//---- >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 UpBuffer[],DnBuffer[];

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

int CCI_Handle,RSI_Handle;

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

int min_rates_total,min_rates_1;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=int(MathMax(CCIPeriod,RSIPeriod)+IBSPeriod+RangePeriod_VKWB);

   min_rates_total=min_rates_1+int(SmoothPeriod_VKWB+RangePeriod_VKWB);



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

   CCI_Handle=iCCI(NULL,0,CCIPeriod,CCIPrice);

   if(CCI_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   RSI_Handle=iRSI(NULL,0,RSIPeriod,RSIPrice);

   if(RSI_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



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

   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(UpBuffer,true);



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

   SetIndexBuffer(1,DnBuffer,INDICATOR_COLOR_INDEX);

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

   ArraySetAsSeries(DnBuffer,true);



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

   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,0);

//---- 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);



//--- 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,"IBS_RSI_CCI_v4");

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

   IndicatorSetInteger(INDICATOR_DIGITS,4);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator 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[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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(BarsCalculated(CCI_Handle)<rates_total || BarsCalculated(RSI_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int to_copy,limit,bar;

   double CCI[],RSI[];

   double series,xseries,sum,divisor,raz10;

   double E0,E1,E3,E4,E5,E6,E7;

   int maxbar1=rates_total-2;

   int maxbar2=rates_total-2-min_rates_1;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 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

     {

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

      UpBuffer[limit+1]=NULL;

     }

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



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

   to_copy=limit+1;



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

   if(CopyBuffer(RSI_Handle,0,0,to_copy,RSI)<=0) return(RESET);

   if(CopyBuffer(CCI_Handle,0,0,to_copy,CCI)<=0) return(RESET);



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

   ArraySetAsSeries(CCI,true);

   ArraySetAsSeries(RSI,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);



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

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

     {

      divisor=MathMax(high[bar]-low[bar],_Point);

      series=(close[bar]-low[bar])/divisor;

      xseries=XMA1.XMASeries(maxbar1,prev_calculated,rates_total,Smooth_Method(MAType),0,IBSPeriod,series,bar,true);

      sum=NULL;

      sum+=kibs*(xseries-0.5)*100.0*koef_ibs;

      sum+=kcci*CCI[bar]*koef_cci;

      sum+=krsi*(RSI[bar]-50.0)*koef_rsi;

      sum*=1.0/3.0;

      E1=posit*sum;

      E0=UpBuffer[bar+1];

      raz10=E1-E0;

      if(MathAbs(raz10)>porog)

        {

         if(raz10>0) E0=E1-porog*xma1;

         if(raz10<0) E0=E1+porog*xma1;

        }

      UpBuffer[bar]=E0;

      E3=UpBuffer[ArrayMaximum(UpBuffer,bar,RangePeriod_VKWB)];

      E4=UpBuffer[ArrayMinimum(UpBuffer,bar,RangePeriod_VKWB)];        

      E5=XMA2.XMASeries(maxbar2,prev_calculated,rates_total,Smooth_Method(MAType_VKWB),0,SmoothPeriod_VKWB,E3,bar,true);

      E6=XMA3.XMASeries(maxbar2,prev_calculated,rates_total,Smooth_Method(MAType_VKWB),0,SmoothPeriod_VKWB,E4,bar,true);      

      E7=(E5+E6)/2;     

      DnBuffer[bar]=E7;

     }

//----     

   return(rates_total);

  }

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