KI_signals_v2

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

//|                                                   KI_signals_v2.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=> 6 1CD5@>2

#property indicator_buffers 6

//---- 8A?>;L7>20=> 6 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 7=0G:0

#property indicator_type1   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= SeaGreen F25B

#property indicator_color1  clrSeaGreen

//---- ;8=8O 8=48:0B>@0 1 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "Upper fraclal"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 7=0G:0

#property indicator_type2   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B MediumVioletRed

#property indicator_color2  clrMediumVioletRed

//---- ;8=8O 8=48:0B>@0 2 - A?;>H=0O

#property indicator_style2  STYLE_SOLID

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

#property indicator_width2  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label2  "Lower fraclal"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 7=0G:0

#property indicator_type3   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B SpringGreen

#property indicator_color3  clrSpringGreen

//---- B>;I8=0 8=48:0B>@0 3 @02=0 2

#property indicator_width3  2

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

#property indicator_label3  "Buy"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 7=0G:0

#property indicator_type4   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B Red

#property indicator_color4  clrRed

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

#property indicator_width4  2

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

#property indicator_label4  "Sell"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 5 2 2845 7=0G:0

#property indicator_type5   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B SpringGreen

#property indicator_color5  clrSpringGreen

//---- B>;I8=0 8=48:0B>@0 5 @02=0 2

#property indicator_width5  2

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

#property indicator_label5  "Buy"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 7=0G:0

#property indicator_type6   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B Red

#property indicator_color6  clrRed

//---- B>;I8=0 8=48:0B>@0 6 @02=0 2

#property indicator_width6  2

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

#property indicator_label6  "Sell"

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

//|  ?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 :>=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

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

//|  %+  " + "                 |

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

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 HHBuffer[];

double LLBuffer[];

double BuyBuffer[];

double SellBuffer[];

double cBuyBuffer[];

double cSellBuffer[];

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

int min_rates_total,min_rates_1;

int ATR_Handle;

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

//| Custom indicator initialization function                         | 

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

int 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;

   int ATR_Period=15;

   min_rates_total=MathMax(min_rates_total,ATR_Period);

//--- ?>;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);

     }



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

   SetIndexBuffer(0,HHBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_ARROW,217);



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

   SetIndexBuffer(1,LLBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_ARROW,218);



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

   SetIndexBuffer(2,BuyBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_ARROW,233);



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

   SetIndexBuffer(3,SellBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_ARROW,234);



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

   SetIndexBuffer(4,cBuyBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_ARROW,159);



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

   SetIndexBuffer(5,cSellBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(5,PLOT_ARROW,159);



//---- 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);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator 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 @0AG5B0

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



//---- 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,ATR[1];

   static double xmacd_prev,xmacd_prev2,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

      xmacd_prev=xmacd_prev2=sign_xma_prev=NULL;

     }

   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++)

     {

      HHBuffer[bar]=NULL;

      LLBuffer[bar]=NULL;

      BuyBuffer[bar]=NULL;

      SellBuffer[bar]=NULL;

      cBuyBuffer[bar]=NULL;

      cSellBuffer[bar]=NULL;

      //----

      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);

      //----

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

        {

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

         if(CopyBuffer(ATR_Handle,0,rates_total-1-bar,1,ATR)<=0) return(RESET);

         BuyBuffer[bar]=low[bar]-ATR[0]*1/4.0;

        }



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

        {

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

         if(CopyBuffer(ATR_Handle,0,rates_total-1-bar,1,ATR)<=0) return(RESET);

         SellBuffer[bar]=high[bar]+ATR[0]*1/4.0;

        }



      if(xmacd<=0 && xmacd_prev2<=xmacd_prev && xmacd_prev>xmacd)

        {

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

         if(CopyBuffer(ATR_Handle,0,rates_total-1-bar,1,ATR)<=0) return(RESET);

         HHBuffer[bar]=high[bar]+ATR[0]*2/4.0;

        }



      if(xmacd>=0 && xmacd_prev2>=xmacd_prev && xmacd_prev<xmacd)

        {

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

         if(CopyBuffer(ATR_Handle,0,rates_total-1-bar,1,ATR)<=0) return(RESET);

         LLBuffer[bar]=low[bar]-ATR[0]*2/4.0;

        }



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

        {

         cBuyBuffer[bar]=open[bar];

        }



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

        {

         cSellBuffer[bar]=open[bar];

        }



      if(bar<rates_total-1)

        {

         xmacd_prev2=xmacd_prev;

         xmacd_prev=xmacd;

         sign_xma_prev=sign_xma;

        }

     }

//----     

   return(rates_total);

  }

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