iMax3

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

//|                                                        iMax3.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "iMAX3 - Fast Trend Detector"

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   6

//--- plot HPX0

#property indicator_label1  "HPX0"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot HPX1

#property indicator_label2  "HPX1"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot HP0

#property indicator_label3  "HP0"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrPeru

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot HP1

#property indicator_label4  "HP1"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrPlum

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- plot IMAX0

#property indicator_label5  "IMAX0"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrGray

#property indicator_style5  STYLE_SOLID

#property indicator_width5  1

//--- plot IMAX1

#property indicator_label6  "IMAX1"

#property indicator_type6   DRAW_LINE

#property indicator_color6  clrBlue

#property indicator_style6  STYLE_SOLID

#property indicator_width6  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input double            InpStepHP   =  0.0;        // Step

input ENUM_INPUT_YES_NO InpAutoStep =  INPUT_YES;  // Auto step mode

input ENUM_INPUT_YES_NO InpModeIMAX =  INPUT_YES;  // Use iMAX mode

input ENUM_INPUT_YES_NO InpModeHP   =  INPUT_YES;  // Use HP mode

input ENUM_INPUT_YES_NO InpModeHPX  =  INPUT_YES;  // Use HPX mode

//--- indicator buffers

double         BufferHPX0[];

double         BufferHPX1[];

double         BufferHP0[];

double         BufferHP1[];

double         BufferIMAX0[];

double         BufferIMAX1[];

//--- global variables

double         step;

int            digits;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   step=(!InpAutoStep ? fabs(InpStepHP) : GetStep());

   digits=Digits();

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferHPX0,INDICATOR_DATA);

   SetIndexBuffer(1,BufferHPX1,INDICATOR_DATA);

   SetIndexBuffer(2,BufferHP0,INDICATOR_DATA);

   SetIndexBuffer(3,BufferHP1,INDICATOR_DATA);

   SetIndexBuffer(4,BufferIMAX0,INDICATOR_DATA);

   SetIndexBuffer(5,BufferIMAX1,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"iMAX3 ("+DoubleToString(step,5)+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,InpModeHPX);

   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,InpModeHPX);

   PlotIndexSetInteger(2,PLOT_DRAW_TYPE,InpModeHP);

   PlotIndexSetInteger(3,PLOT_DRAW_TYPE,InpModeHP);

   PlotIndexSetInteger(4,PLOT_DRAW_TYPE,InpModeIMAX);

   PlotIndexSetInteger(5,PLOT_DRAW_TYPE,InpModeIMAX);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferHPX0,true);

   ArraySetAsSeries(BufferHPX1,true);

   ArraySetAsSeries(BufferHP0,true);

   ArraySetAsSeries(BufferHP1,true);

   ArraySetAsSeries(BufferIMAX0,true);

   ArraySetAsSeries(BufferIMAX1,true);

//---

   ChartRedraw();

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-4;

      ArrayInitialize(BufferHPX0,EMPTY_VALUE);

      ArrayInitialize(BufferHPX1,EMPTY_VALUE);

      ArrayInitialize(BufferHP0,EMPTY_VALUE);

      ArrayInitialize(BufferHP1,EMPTY_VALUE);

      ArrayInitialize(BufferIMAX0,EMPTY_VALUE);

      ArrayInitialize(BufferIMAX1,EMPTY_VALUE);

     }

//---  0AGQB 8=48:0B>@0

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

     {

      BufferHPX1[i]=NormalizeDouble(0.13785*(high[i]+low[i]-(high[i+1]+low[i+1])/2.0)+0.0007*(high[i+1]+low[i+1]-(high[i+2]+low[i+2])/2.0)+0.13785*(high[i+2]+low[i+2]-(high[i+3]+low[i+3])/2.0)+1.2103*BufferHPX0[i+1]-0.4867*BufferHPX0[i+2],digits);

      BufferHPX0[i]=(close[i]>BufferHPX1[i] ? BufferHPX1[i]+step : BufferHPX1[i]-step);

      BufferIMAX0[i]=NormalizeDouble(0.13785*(high[i]+low[i]-(high[i+1]+low[i+1])/2.0)+0.0007*(high[i+1]+low[i+1]-(high[i+2]+low[i+2])/2.0)+0.13785*(high[i+2]+low[i+2]-(high[i+3]+low[i+3])/2.0)+1.2103*BufferIMAX0[i+1]-0.4867*BufferIMAX0[i+2],digits);

      BufferHP1[i]=BufferIMAX0[i];

      BufferIMAX1[i]=BufferIMAX0[i+1];

      BufferHP0[i]=(close[i]>BufferIMAX0[i] ? BufferIMAX0[i]+step : BufferIMAX0[i]-step);

     }

   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//|                                                                  |

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

double GetStep(void)

  {

   return

     (

      Period()<PERIOD_M5   ?  0.0001   :

      Period()<PERIOD_M15  ?  0.00015  :

      Period()<PERIOD_M30  ?  0.0003   :

      Period()<PERIOD_H1   ?  0.0005   :

      Period()<PERIOD_H4   ?  0.00075  :

      Period()<PERIOD_D1   ?  0.0015   :

      Period()<PERIOD_W1   ?  0.003    :

      Period()<PERIOD_MN1  ?  0.005    : 

                              0.01

     );

  }  

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