JMACandleTrend

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

//|                                                  JMACandleTrend.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 link "farria@mail.redcom.ru"

#property description "!5<0D>@=K9 A83=0;L=K9 8=48:0B>@, ?>40NI89 B>@3>2K5 A83=0;K ?@8 87<5=5=88 =0?@02;5=8O A25G59 JMACandle"

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

#property version   "1.10"

//--- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//--- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//--- 8A?>;L7>20=> 2A53> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//--- >B@8A>2:0 8=48:0B>@0 1 2 2845 A8<2>;0

#property indicator_type1   DRAW_ARROW

//--- 2 :0G5AB25 F25B0 1KGL53> 8=48:0B>@0 8A?>;L7>20= 3>;C1>9 F25B

#property indicator_color1  clrDodgerBlue

//--- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 4

#property indicator_width1  4

//--- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label1  "JMACandleTrend Buy"

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

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

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

#property indicator_type2   DRAW_ARROW

//--- 2 :0G5AB25 F25B0 <54256L53> 8=48:0B>@0 8A?>;L7>20= @>7>2K9 F25B

#property indicator_color2  clrMagenta

//--- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 4

#property indicator_width2  4

//--- >B>1@065=85 1KGL59 <5B:8 8=48:0B>@0

#property indicator_label2 "JMACandleTrend Sell"

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

//|  >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

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

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

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

#include <SmoothAlgorithms.mqh> 

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

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

CXMA XMAo,XMAc;

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

//|  >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 Smooth_Method MA_Method1=MODE_JJMA;              //<5B>4 CA@54=5=8O

input int Length1=30;                                  //3;C18=0 CA@54=5=8O                    

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

//---- 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 Gap=10;                                     //@07<5@ =5CG8BK205<>3> 3M?0 2 ?C=:B0E

input uint BuySymb=171;                                //!8<2>; ?>:C?:8

input uint SellSymb=171;                               //!8<2>; ?@>4068

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

//--- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5< 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double SellBuffer[],BuyBuffer[];

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

int min_rates_total,min_rates_1,ATR_Handle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_total=GetStartBars(MA_Method1, Length1, Phase1);

   int ATR_Period=15;

   min_rates_total=int(MathMax(min_rates_total,ATR_Period))+1;

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

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(0,BuyBuffer,INDICATOR_DATA);

   IndInit(1,SellBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(0,NULL,min_rates_total,0,BuySymb);

   PlotInit(1,NULL,min_rates_total,0,SellSymb);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   string Smooth1=XMAo.GetString_MA_Method(MA_Method1);

   StringConcatenate(shortname,"JMACandleTrend(",Length1,", ",Smooth1,")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

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

   return(INIT_SUCCEEDED);

  }

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@0                               |

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

void IndInit(int Number,double &Buffer[],ENUM_INDEXBUFFER_TYPE Type)

  {

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

   SetIndexBuffer(Number,Buffer,Type);

//---

  }

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

//| =8F80;870F8O 8=48:0B>@0                                         |

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

void PlotInit(int Number,double Empty_Value,int Draw_Begin,int nShift,uint ArrSymb)

  {

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

//--- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

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

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

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

   PlotIndexSetInteger(Number,PLOT_ARROW,ArrSymb);

//---

  }

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

//| 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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



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

   double O,C,ATR[];

   static double C_prev;

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

   int to_copy,first,trend;

   static int trend_prev;

   

//---- @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

       C_prev=close[first];

       trend_prev=0;

      }

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

   to_copy=rates_total-first;

   

//--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 ATR[]

   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);

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

   ArraySetAsSeries(ATR,true);

   

//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      trend=trend_prev;

      BuyBuffer[bar]=SellBuffer[bar]=NULL;

      //---- AG8B05< A25G8

      O=XMAo.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,open[bar],bar,false);

      C=XMAc.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,close[bar],bar,false);

      //---- C40;O5< =5ACI5AB2CNI85 35?K

      if(MathAbs(open[bar]-close[bar])<=Gap) O=C_prev;

      //----

      if(O<C) trend=+1;

      else if(O>C)  trend=-1;      

      if(trend_prev<=0 && trend>0) BuyBuffer[bar]=low[bar]-ATR[rates_total-bar-1]*3/8;

      if(trend_prev>=0 && trend<0) SellBuffer[bar]=high[bar]+ATR[rates_total-bar-1]*3/8;

      if(bar<rates_total-1)

        {

         C_prev=C;

         trend_prev=trend;

        }   

     }

//----     

   return(rates_total);

  }

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