JSatl

//+---------------------------------------------------------------------+
//|                                                           JSatl.mq5 |
//|                                  Copyright © 2016, Nikolay Kositsin |
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- äëÿ ðàñ÷¸òà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàí îäèí áóôåð
#property indicator_buffers 1
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ðîçîâûé öâåò
#property indicator_color1  clrDeepPink
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "JSatl"
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //PRICE_CLOSE
   PRICE_OPEN_,          //PRICE_OPEN
   PRICE_HIGH_,          //PRICE_HIGH
   PRICE_LOW_,           //PRICE_LOW
   PRICE_MEDIAN_,        //PRICE_MEDIAN
   PRICE_TYPICAL_,       //PRICE_TYPICAL
   PRICE_WEIGHTED_,      //PRICE_WEIGHTED
   PRICE_SIMPL_,         //PRICE_SIMPL_
   PRICE_QUARTER_,       //PRICE_QUARTER_
   PRICE_TRENDFOLLOW0_,  //PRICE_TRENDFOLLOW0_
   PRICE_TRENDFOLLOW1_,  // TrendFollow_2 Price 
   PRICE_DEMARK_         // Demark Price 
  };
//+----------------------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ                |
//+----------------------------------------------+
input uint iLength=5; // ãëóáèíà JMA ñãëàæèâàíèÿ                   
input int iPhase=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 SATLShift=0; // ñäâèã Ôàòëà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // cäâèã Ôàòëà ïî âåðòèêàëè â ïóíêòàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå è èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ êîëè÷åñòâà ðàñ÷¸òíûõ áàðîâ
int SATLPeriod=65;
//---- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé áóäåò â 
// äàëüíåéøåì èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double ExtLineBuffer[];
//----
int min_rates_total,fstart,SATLSize;
double dPriceShift;
//+------------------------------------------------------------------+
// Îïèñàíèå ôóíêöèè iPriceSeries()                                   |
// Îïèñàíèå ôóíêöèè iPriceSeriesAlert()                              |
// Îïèñàíèå êëàññà CJJMA                                             |
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh> 
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà JJMASeries_Cls.mqh
CJJMA JMA; 
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CSATL èç ôàéëà JJMASeries_Cls.mqh
CSATL STL; 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtLineBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà SATLShift
   PlotIndexSetInteger(0,PLOT_SHIFT,SATLShift);
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   min_rates_total=SATLSize+30;
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"JSatl(",iLength," ,",iPhase,")");
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(0,PLOT_LABEL,shortname);
//--- 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+1);
//--- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- Èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   JMA.JJMALengthCheck("iLength", iLength);
   JMA.JJMAPhaseCheck("iPhase", iPhase);
//----
  }
//+------------------------------------------------------------------+
//| Custom indicator 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÷¸òà
   if(rates_total<min_rates_total)return(0);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int first,bar;
   double price,satl,jsatl;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=SATLPeriod-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
      fstart=first;
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ

//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      price=PriceSeries(IPC,bar,open,low,high,close);
      satl=STL.SATLSeries(0,prev_calculated,rates_total,price,bar,false);
      jsatl=JMA.JJMASeries(fstart,prev_calculated,rates_total,0,iPhase,iLength,satl,bar,false);
      ExtLineBuffer[bar]=jsatl+dPriceShift;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+