KWAN_NRP

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

//|                                                        KWAN_NRP.mq5 | 

//|                    Copyright © 1999-2017, MetaQuotes Software Corp. |

//|                                            http://www.metaquotes.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 © 1999-2017, MetaQuotes Software Corp."

#property link "http://www.metaquotes.ru"

#property description "Metatrader4 Code by jjk2. Based on MBA Thesis from Simon Fraser University written by C.E. ALDEA."

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

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 2 

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

#property indicator_plots   1

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

//|  >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

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>9 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1 clrMediumSeaGreen,clrGray,clrMagenta

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width1  3

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

#property indicator_label1  "KWAN_NRP"

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

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

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

#include <SmoothAlgorithms.mqh> 

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



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

CXMA XMA1;

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

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

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

/*enum SmoothMethod - ?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

  }; */

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

//|  %+  " + "                 |

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

//---- ?0@0<5B@K iStochastic

input uint InpKPeriod=5;  // K period

input uint InpDPeriod=3;  // D period

input uint InpSlowing=3;  // Slowing

input ENUM_MA_METHOD ma_method=MODE_SMA; // B8? A3;06820=8O

input ENUM_STO_PRICE price_field=STO_LOWHIGH; // A?>A>1 @0AG5B0 AB>E0AB8:0

//---- ?0@0<5B@K iRSI

input uint                 RSIPeriod=14;         // ?5@8>4 8=48:0B>@0 RSI

input ENUM_APPLIED_PRICE   RSIPrice=PRICE_CLOSE; // F5=0 RSI

//---- ?0@0<5B@K iMomentum

input uint                 MomentumPeriod=14;         // 5@8>4 8=48:0B>@0 Momentum

input ENUM_APPLIED_PRICE   MomentumPrice=PRICE_CLOSE; // &5=0 8=48:0B>@0 Momentum

//---- ?0@0<5B@K CA@54=5=8O 8=48:0B>@0

input Smooth_Method XMA_Method=MODE_SMA_; //<5B>4 CA@54=5=8O

input uint XLength=3;                     //3;C18=0 A3;06820=8O                    

input int XPhase=15;                      //?0@0<5B@ A3;06820=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 int Shift=0; //A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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



//---- >1JO2;5=85 48=0<8G5A:>3> <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[];

double ColorIndBuffer[];

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

int min_rates_1,min_rates_total;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Stoch_Handle,RSI_Handle,Mom_Handle;

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

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

   min_rates_1=int(InpKPeriod+InpDPeriod+InpSlowing+1);

   min_rates_1=int(MathMax(min_rates_1,MathMax(RSIPeriod,MomentumPeriod)));

   min_rates_total=int(min_rates_1+GetStartBars(XMA_Method,XLength,XPhase));



//---- >;CG5=85 E5=4;>2 8=48:0B>@>2  

   Stoch_Handle=iStochastic(NULL,0,InpKPeriod,InpDPeriod,InpSlowing,ma_method,price_field);

   if(Stoch_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   RSI_Handle=iRSI(NULL,0,RSIPeriod,RSIPrice);

   if(RSI_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   Mom_Handle=iMomentum(Symbol(),PERIOD_CURRENT,MomentumPeriod,MomentumPrice);

   if(Mom_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



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

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);



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

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_DATA);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ColorIndBuffer,true);



//---- 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,"KWAN_NRP");



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

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- 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 @0AGQB0

   if(BarsCalculated(Stoch_Handle)<rates_total

      || BarsCalculated(RSI_Handle)<rates_total

      || BarsCalculated(Mom_Handle)<rates_total

      || rates_total<min_rates_total) return(RESET);



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

   int limit,bar,to_copy,maxbar;

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

   double Stoch[],RSI[],Mom[],kwan;

//----   

   maxbar=rates_total-min_rates_total-1;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 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

     {

      limit=maxbar; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

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

   to_copy=limit+1;



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

   ArraySetAsSeries(Stoch,true);

   ArraySetAsSeries(RSI,true);

   ArraySetAsSeries(Mom,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(Stoch_Handle,SIGNAL_LINE,0,to_copy,Stoch)<=0) return(RESET);

   if(CopyBuffer(RSI_Handle,0,0,to_copy,RSI)<=0) return(RESET);

   if(CopyBuffer(Mom_Handle,0,0,to_copy,Mom)<=0) return(RESET);





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

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      if(Mom[bar]) kwan=Stoch[bar]*RSI[bar]/Mom[bar];

      else kwan=100;

      IndBuffer[bar]=XMA1.XMASeries(maxbar,prev_calculated,rates_total,XMA_Method,XPhase,XLength,kwan,bar,true);

     }



   if(!prev_calculated) limit--;

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

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      ColorIndBuffer[bar]=1;

      if(IndBuffer[bar]>IndBuffer[bar+1]) ColorIndBuffer[bar]=0;

      if(IndBuffer[bar]<IndBuffer[bar+1]) ColorIndBuffer[bar]=2;

     }

//----     

   return(rates_total);

  }

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