LeManTrend Indicator

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

//|                                         LeManTrend Indicator.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2019, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot Buy

#property indicator_label1  "Buy"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Sell

#property indicator_label2  "Sell"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrLime

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input int   Min         = 13; // LeManTrend: Min

input int   Midle       = 21; // LeManTrend: Midle

input int   Max         = 34; // LeManTrend: Max

input int   PeriodEMA   = 3;  // LeManTrend: MA averaging period

//--- indicator buffers

double   BuyBuffer[];

double   SellBuffer[];

//---

int      m_min_bars=0;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- check "MA averaging period" parameter

   if(PeriodEMA<1)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"MA averaging period\" <5=LH5 1!":

                      "Parameter \"MA averaging period\" is less than 1!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//--- check "Min" parameter

   if(Min<1)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"Min\" <5=LH5 1!":

                      "Parameter \"Min\" is less than 1!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//--- check "Midle" parameter

   if(Midle<1)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"Midle\" <5=LH5 1!":

                      "Parameter \"Midle\" is less than 1!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//--- check "Max" parameter

   if(Max<1)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"Max\" <5=LH5 1!":

                      "Parameter \"Max\" is less than 1!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

   if(Min>=Midle)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"Min\" >= \"Midle\"!":

                      "Parameter \"Min\" >= \"Midle\"!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

   if(Midle>=Max)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      "0@0<5B@ \"Midle\" >= \"Max\"!":

                      "Parameter \"Midle\" >= \"Max\"!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//--- indicator buffers mapping

   SetIndexBuffer(0,BuyBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,SellBuffer,INDICATOR_DATA);

   ArraySetAsSeries(BuyBuffer,true);

   ArraySetAsSeries(SellBuffer,true);

//--- an empty value

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

//--- set accuracy

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//---

   m_min_bars=0;

   if(Min>m_min_bars)

      m_min_bars=Min;

   if(Midle>m_min_bars)

      m_min_bars=Midle;

   if(Max>m_min_bars)

      m_min_bars=Max;

   if(PeriodEMA>m_min_bars)

      m_min_bars=PeriodEMA;

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,m_min_bars);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,m_min_bars);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

//---

   if(rates_total<m_min_bars)

      return(0);



   int maxbar=rates_total-1-m_min_bars;



   int limit=rates_total-prev_calculated;

   if(prev_calculated==0)

     {

      limit=maxbar;

      ArrayInitialize(BuyBuffer,0.0);

      ArrayInitialize(SellBuffer,0.0);

     }



   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- main loop

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

     {

      double High1=high[ArrayMaximum(high,i+1,Min)];

      double High2=high[ArrayMaximum(high,i+1,Midle)];

      double High3=high[ArrayMaximum(high,i+1,Max)];

      double HH=((high[i]-High1)+(high[i]-High2)+(high[i]-High3));



      double Low1=low[ArrayMinimum(low,i+1,Min)];

      double Low2=low[ArrayMinimum(low,i+1,Midle)];

      double Low3=low[ArrayMinimum(low,i+1,Max)];

      double LL=((Low1-low[i])+(Low2-low[i])+(Low3-low[i]));



      BuyBuffer[i]=LL;

      SellBuffer[i]=HH;

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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