lemantrendsign

Author: Copyright � 2009, LeMan.
Indicators Used
Indicator of the average true range
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lemantrendsign
//+------------------------------------------------------------------+
//|                                               LeManTrendSign.mq5 |
//|                                         Copyright © 2009, LeMan. | 
//|                                                 b-market@mail.ru | 
//+------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2009, LeMan."
//---- ññûëêà íà ñàéò àâòîðà
#property link "b-market@mail.ru"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî âñåãî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0                        // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ñèìâîëà
#property indicator_type1   DRAW_ARROW
//--- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí êðàñíûé öâåò
#property indicator_color1  clrRed
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 2
#property indicator_width1  2
//--- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label1  "LeManTrend Sell"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//--- â êà÷åñòâå öâåòà áû÷üåé ëèíèè èíäèêàòîðà èñïîëüçîâàí çåëåíûé öâåò
#property indicator_color2  clrGreen
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//--- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label2 "LeManTrend Buy"
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int Min       = 13;
input int Midle     = 21;
input int Max       = 34;
input int PeriodEMA = 3; // Ïåðèîä èíäèêàòîðà
input int Shift=0;       // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double SellBuffer[],BuyBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int ATR_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,start;
//+------------------------------------------------------------------+
//| Îïèñàíèå êëàññà CMoving_Average                                  |
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh> 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
int OnInit()
  {
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   int ATR_Period=15;
   ATR_Handle=iATR(NULL,0,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(INIT_FAILED);
     }
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   start=MathMax(MathMax(Min,Midle),Max);
   min_rates_total=start+PeriodEMA+1;
   min_rates_total=MathMax(min_rates_total,ATR_Period);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,SellBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(SellBuffer,true);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_ARROW,234);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_ARROW,233);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(BuyBuffer,true);

//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"LeManTrendSign(",Min,", ",Midle,", ",Max,", ",PeriodEMA,")");
//--- 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);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| 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[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷åòà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèå ëîêàëüíûõ ïåðåìåííûõ 
   int limit,to_copy,bar,maxbar;
   double High1,High2,High3,Low1,Low2,Low3,HH,LL,ATR[],Bulls,Bears,trend;
   static double trend_prev;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà maxbar äëÿ ôóíêöèè MASeries()
   maxbar=rates_total-1-start;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=maxbar; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      trend_prev=0;
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(ATR,true);
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CMoving_Average èç ôàéëà SmoothAlgorithms.mqh
   static CMoving_Average BULLS,BEARS;
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      High1=high[ArrayMaximum(high,bar+1,Min)];
      High2=high[ArrayMaximum(high,bar+1,Midle)];
      High3=high[ArrayMaximum(high,bar+1,Max)];
      HH=((high[bar]-High1)+(high[bar]-High2)+(high[bar]-High3));
      //----
      Low1=low[ArrayMinimum(low,bar+1,Min)];
      Low2=low[ArrayMinimum(low,bar+1,Midle)];
      Low3=low[ArrayMinimum(low,bar+1,Max)];
      LL=((Low1-low[bar])+(Low2-low[bar])+(Low3-low[bar]));
      //----
      Bulls=BULLS.MASeries(maxbar,prev_calculated,rates_total,PeriodEMA,MODE_EMA,HH,bar,true);
      Bears=BEARS.MASeries(maxbar,prev_calculated,rates_total,PeriodEMA,MODE_EMA,LL,bar,true);
      trend=Bulls-Bears;
      BuyBuffer[bar]=0.0;
      SellBuffer[bar]=0.0;
      if(trend_prev<=0 && trend>0) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
      if(trend_prev>=0 && trend<0) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
      if(bar) trend_prev=trend;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+

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