KI_signals

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

//|                                                      KI_signals.mq5 |

//|                                           Copyright © 2011, Kalenzo | 

//|                                         bartlomiej.gorski@gmail.com | 

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

//| ;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 © 2011, Kalenzo"

#property link "bartlomiej.gorski@gmail.com" 

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

#property version   "1.00"

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

#property indicator_chart_window

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

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrMagenta,clrPlum,clrGray,clrDeepSkyBlue,clrBlue

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

#property indicator_label1  "KI_signals Open;High;Low;Close"

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

//|  ?8A0=85 :;0AA>2 CA@54=5=89      |

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

#include <SmoothAlgorithms.mqh> 

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



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

CXMA XMA1,XMA2,XMA3;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   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 

  };

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

//|  >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

  }; */

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum ENUM_APPLIED_MODE_     //"8? :>=AB0=BK

  {

   HISTOGRAM=0,      //87<5=5=85 =0?@02;5=8O 38AB>3@0<<K

   SIGNAL,           //87<5=5=85 =0?@02;5=8O A83=0;L=>9 ;8=88

   CROSS             //?5@5A5G5=85 38AB>3@0<<K 8 A83=0;L=>9 ;8=88

  };

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

//|  %+  " + "      |

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

input ENUM_APPLIED_MODE_ Mode=CROSS;  //0@80=B B>@3>2KE A83=0;>2

input Smooth_Method XMA_Method=MODE_T3; //<5B>4 CA@54=5=8O 38AB>3@0<<K

input uint Fast_XMA = 12; //?5@8>4 1KAB@>3> <C28=30

input uint Slow_XMA = 26; //?5@8>4 <54;5==>3> <C28=30

input int XPhase=100;  //?0@0<5B@ CA@54=5=8O <C28=3>2,

                       //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 Smooth_Method Signal_Method=MODE_JJMA; //<5B>4 CA@54=5=8O A83=0;L=>9 ;8=88

input int Signal_XMA=9; //?5@8>4 A83=0;L=>9 ;8=88 

input int Signal_Phase=100; // ?0@0<5B@ A83=0;L=>9 ;8=88,

                            //87<5=ONI89AO 2 ?@545;0E -100 ... +100,

//2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

input Applied_price_ AppliedPrice=PRICE_CLOSE_;//F5=>20O :>=AB0=B0

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

//---- >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 ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];

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

int min_rates_total,min_rates_1;

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

//| XMACD indicator initialization function                          | 

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

void OnInit()

  {

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

   min_rates_1=MathMax(GetStartBars(XMA_Method,Fast_XMA,XPhase),GetStartBars(XMA_Method,Slow_XMA,XPhase));

   min_rates_total=min_rates_1+GetStartBars(Signal_Method,Signal_XMA,Signal_Phase)+2;



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);



//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("Fast_XMA", Fast_XMA);

   XMA1.XMALengthCheck("Slow_XMA", Slow_XMA);

   XMA1.XMALengthCheck("Signal_XMA", Signal_XMA);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMAPhaseCheck("XPhase", XPhase, XMA_Method);

   XMA1.XMAPhaseCheck("Signal_Phase", Signal_Phase, Signal_Method);



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

   string shortname;

   string Smooth1=XMA1.GetString_MA_Method(XMA_Method);

   string Smooth2=XMA1.GetString_MA_Method(Signal_Method);

   StringConcatenate(shortname,"KI_signals( ",Fast_XMA,", ",Slow_XMA,", ",Signal_XMA,", ",Smooth1,", ",Smooth2," )");

//--- 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,shortname);

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

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

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

  }

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

//| XMACD 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[],

                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(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int first,bar;

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

   double price_,fast_xma,slow_xma,xmacd,sign_xma;

   static double xmacd_prev,sign_xma_prev;



//---- =8F80;870F8O 8=48:0B>@0 2 1;>:5 OnCalculate()

   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 ?5@2>3> F8:;0

     }

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

     {

      first=prev_calculated-1;

     }



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

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

     {

      price_=PriceSeries(AppliedPrice,bar,open,low,high,close);;

      fast_xma = XMA1.XMASeries(0, prev_calculated, rates_total, XMA_Method, XPhase, Fast_XMA, price_, bar, false);

      slow_xma = XMA2.XMASeries(0, prev_calculated, rates_total, XMA_Method, XPhase, Slow_XMA, price_, bar, false);

      xmacd=fast_xma-slow_xma;

      sign_xma=XMA3.XMASeries(min_rates_1,prev_calculated,rates_total,Signal_Method,Signal_Phase,Signal_XMA,xmacd,bar,false);

      //----

      ExtCloseBuffer[bar]=NULL;

      ExtHighBuffer[bar]=NULL;

      ExtLowBuffer[bar]=NULL;

      ExtOpenBuffer[bar]=NULL;

      ExtColorBuffer[bar]=2.0;



      //---- 03@C7:0 ?>;CG5==KE 7=0G5=89 2 8=48:0B>@=K5 1CD5@K      

      switch(Mode)

        {

         case HISTOGRAM:

           {

            if(xmacd_prev<=0 && xmacd>0)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=0.0;

               else ExtColorBuffer[bar]=1.0;

              }



            if(xmacd_prev>=0 && xmacd<0)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=3.0;

               else ExtColorBuffer[bar]=4.0;

              }

            break;

           }

         case SIGNAL:

           {

            if(sign_xma_prev>=0 && sign_xma<0)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=0.0;

               else ExtColorBuffer[bar]=1.0;

              }



            if(sign_xma_prev<=0 && sign_xma>0)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=3.0;

               else ExtColorBuffer[bar]=4.0;

              }

            break;

           }

         case CROSS:

           {

            if(xmacd_prev>=sign_xma_prev && xmacd<sign_xma)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=0.0;

               else ExtColorBuffer[bar]=1.0;

              }



            if(xmacd_prev<=sign_xma_prev && xmacd>sign_xma)

              {

               ExtCloseBuffer[bar]=close[bar];

               ExtHighBuffer[bar]=high[bar];

               ExtLowBuffer[bar]=low[bar];

               ExtOpenBuffer[bar]=open[bar];

               if(close[bar]<open[bar]) ExtColorBuffer[bar]=3.0;

               else ExtColorBuffer[bar]=4.0;

              }

           }

        }



      if(bar<rates_total-1)

        {

         xmacd_prev=xmacd;

         sign_xma_prev=sign_xma;

        }

     }

//----     

   return(rates_total);

  }

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