jmomentum_v1

//+---------------------------------------------------------------------+
//|                                                       JMomentum.mq5 | 
//|                                Copyright © 2010,   Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+
//| Äëÿ ðàáîòû èíäèêàòîðà ôàéë SmoothAlgorithms.mqh ñëåäóåò ïîëîæèòü    |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2010, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.03"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 1 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí êîðè÷íåâûé öâåò
#property indicator_color1 clrMaroon
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "JMomentum"
//---- ïàðàìåòðû ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà
#property indicator_level1  0.5
#property indicator_level2 -0.5
#property indicator_level3  0.0
#property indicator_levelcolor clrMagenta
#property indicator_levelstyle STYLE_DASHDOTDOT
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
enum Applied_price_ //òèï êîíñòàíòû
  {
   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  
  };
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input int MLength=8;  // Ãëóáèíà  ñãëàæèâàíèÿ
input int JLength=8;  // Ãëóáèíà JMA ñãëàæèâàíèÿ èíäèêàòîðà Momentum
input int JPhase=100; // Ïàðàìåòð JMA ñãëàæèâàíèÿ
//---- èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100,
//---- âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
input Applied_price_ IPC=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- èíäèêàòîðíûå áóôåðû
double JMomentum[];
//+------------------------------------------------------------------+
//| Îïèñàíèå ôóíêöèè iPriceSeries                                    |
//| Îïèñàíèå ôóíêöèè iPriceSeriesAlert                               |
//| Îïèñàíèå êëàññà CMomentum                                        |
//+------------------------------------------------------------------+
#include <SmoothAlgorithms.mqh>  
//+------------------------------------------------------------------+   
//| JMomentum indicator initialization function                      | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,JMomentum,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,0);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"JMomentum");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"JMomentum( MLengthh = ",MLength,")");
//--- 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);
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CMomentum èç ôàéëà SmoothAlgorithms.mqh
   CMomentum Mom;
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà SmoothAlgorithms.mqh
   CJJMA JMA;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   Mom.MALengthCheck("MLength", MLength);
   JMA.JJMALengthCheck("JLength", JLength);
   JMA.JJMAPhaseCheck("JPhase", JPhase);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| JMomentum 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(rates_total<MLength+31) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price,momentum,jmomentum;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated==0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CMomentum è CJJMA èç ôàéëà SmoothAlgorithms.mqh
   static CMomentum Mom;
   static CJJMA JMA;
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total; bar++)
     {
      //---- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ ïðèðàùåíèÿ âõîäíîé öåíû dprice_
      price=PriceSeries(IPC,bar,open,low,high,close);
      //---- äâà âûçîâà ôóíêöèè MomentumSeries
      momentum=Mom.MomentumSeries(0,prev_calculated,rates_total,MLength,price,bar,false);
      //---- îäèí âûçîâ ôóíêöèè JJMASeries
      //---- ïàðàìåòðû Phase è Length íå ìåíÿþòñÿ íà êàæäîì áàðå (Din = 0)
      jmomentum=JMA.JJMASeries(MLength+1,prev_calculated,rates_total,0,JPhase,JLength,momentum,bar,false);
      //---- çàãðóçêà ïîëó÷åííîãî çíà÷åíèÿ â èíäèêàòîðíûé áóôåð
      JMomentum[bar]=jmomentum;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+