MA_Rounding

//+------------------------------------------------------------------+
//|                                                  MA Rounding.mq5 | 
//|                                      Copyright © 2009, BACKSPACE | 
//|                                                                  | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, BACKSPACE"
#property link "Copyright © 2009, BACKSPACE"
//---- indicator version number
#property version   "1.00"
//---- drawing the indicator in the main window
#property indicator_chart_window 
//---- number of indicator buffers
#property indicator_buffers 1 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- DarkViolet color is used for indicator line
#property indicator_color1 clrDarkViolet
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 1
#property indicator_width1  1
//---- displaying the indicator label
#property indicator_label1  "MA Rounding"

//+-----------------------------------+
//|  CXMA class description           |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+

//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1;
//+-----------------------------------+
//|  Declaration of enumerations      |
//+-----------------------------------+
enum Applied_price_ //Type od constant
  {
   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 
  };
/*enum Smooth_Method - enumeration is declared in 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
  }; */
//+-----------------------------------+
//|  INDICATOR INPUT PARAMETERS       |
//+-----------------------------------+
input Smooth_Method XMA_Method=MODE_SMA; //smoothing method
input int XLength=12; //smoothing depth                    
input int XPhase=15; //smoothing parameter,
                    // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
// For VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input Applied_price_ IPC=PRICE_CLOSE;//price constant
/* , used for calculation of the indicator ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
input uint MaRound=50; //rounding ratio 
input int Shift=0; // horizontal shift of the indicator in bars
//+-----------------------------------+

//---- declaration of a dynamic array that further 
// will be used as an indicator buffer
double IndBuffer[];
//---- Declaration of the vertical shift value variable
double MaRo;
//---- Declaration of integer variables of data starting point
int min_rates_total;
//+------------------------------------------------------------------+   
//| XMA indicator initialization function                            | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- Initialization of variables of the start of data calculation
   min_rates_total=XMA1.GetStartBars(XMA_Method,XLength,XPhase)+2;
//---- setting alerts for invalid values of external parameters
   XMA1.XMALengthCheck("XLength", XLength);
   XMA1.XMAPhaseCheck("XPhase", XPhase, XMA_Method);
//---- Initialization of the vertical shift
   MaRo=_Point*MaRound;

//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- moving the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of beginning of indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);

//---- initializations of variable for indicator short name
   string shortname;
   string Smooth1=XMA1.GetString_MA_Method(XMA_Method);
   StringConcatenate(shortname,"MA Rounding(",XLength,", ",Smooth1,")");
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- determining the accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- end of initialization
  }
//+------------------------------------------------------------------+ 
//| XMA iteration function                                           | 
//+------------------------------------------------------------------+ 
int OnCalculate(
                const int rates_total,    // amount of history in bars at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                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[]
                )
  {
//---- checking the number of bars to be enough for calculation
   if(rates_total<min_rates_total) return(0);

//---- declaration of variables with a floating point  
   double price_,MovAve0,MovAle0,res0,res1;
//---- Declaration of integer variables
   int first,bar;

//---- Declaration of static variables  
   static double MovAle1,MovAve1;

//---- calculation of the starting number first for the bar recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
     {
      first=1; // starting number for calculation of all bars
      MovAve1=PriceSeries(IPC,first,open,low,high,close);
      MovAle1=0;
     }
   else first=prev_calculated-1; // starting number for calculation of new bars
   
//---- Main calculation loop of the indicator
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //---- Calling the PriceSeries function to get the input price price_
      price_=PriceSeries(IPC,bar,open,low,high,close);

      MovAve0=XMA1.XMASeries(1,prev_calculated,rates_total,XMA_Method,XPhase,XLength,price_,bar,false);

      res1=IndBuffer[bar-1];

      if(MovAve0>MovAve1+MaRo
         || MovAve0<MovAve1-MaRo
         || MovAve0>res1+MaRo
         || MovAve0<res1-MaRo
         || (MovAve0>res1 && MovAle1==+1)
         || (MovAve0<res1 && MovAle1==-1))
         IndBuffer[bar]=MovAve0;
      else IndBuffer[bar]=res1;

      MovAle0=0;
      res0=IndBuffer[bar];
      if(res0<res1) MovAle0 =-1;
      if(res0>res1) MovAle0 =+1;
      if(res0==res1) MovAle0=MovAle1;

      //--- recalculation of positions in ring buffers  
      if(bar<rates_total-1)
        {
         MovAle1=MovAle0;
         MovAve1=MovAve0;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+