MCC

ÿþ#property copyright    "Alexandr Sokolov"

#property link         "https://www.mql5.com/en/users/asokolov7"

#property version      "1.00"

#property description  "Market Change Cycles"

#property indicator_separate_window

#property indicator_buffers  9

#property indicator_plots    4



//--- 5@2>5 3@0D8G5A:>5 ?>AB@>5=85 8=48:0B>@0 ----------------------

#property indicator_style1   STYLE_SOLID

#property indicator_label1   "K line"



//--- B>@>5 3@0D8G5A:>5 ?>AB@>5=85 8=48:0B>@0 ----------------------

#property indicator_type2    DRAW_LINE      //"8? 3@0D8G5A:>3> ?>AB@>5=8O !2

#property indicator_style2   STYLE_DOT      //!B8;L ;8=88 3@0D8G5A:>3> ?>AB@>5=8O !2

#property indicator_width2   1              //">;I8=0 ;8=88 3@0D8G5A:>3> ?>AB@>5=8O !2

#property indicator_color2   clrBlack       //&25B ;8=88 3@0D8G5A:>3> ?>AB@>5=8O !2

#property indicator_label2   "D line"  //A?;K20NI55 >?8A0=85 ;8=88 3@0D8G5A:>3> ?>AB@>5=8O !2



//--- "@5BL5 3@0D8G5A:>5 ?>AB@>5=85 8=48:0B>@0 ----------------------

#property indicator_type3    DRAW_LINE

#property indicator_style3   STYLE_SOLID

#property indicator_width3   1

#property indicator_color3   clrBlue

#property indicator_label3   "High value"



//--- '5B2Q@B>5 3@0D8G5A:>5 ?>AB@>5=85 8=48:0B>@0 -------------------

#property indicator_type4    DRAW_LINE

#property indicator_style4   STYLE_SOLID

#property indicator_width4   1

#property indicator_color4   clrBlue

#property indicator_label4   "Low value"



//--- CD5@K --------------------------------------------------------

double KV[], CI[], //;O >A=>2=>3> 7=0G5=8O 8=48:0B>@0

       DV[],       //;O A83=0;L=>9 ;8=88 8=48:0B>@0

       VHigh[],    //;O 2KAH59 ;8=88 8=48:0B>@0

       VLow[],     //;O =87H59 ;8=88 8=48:0B>@0

       Open[], High[], Low[], Close[]; //;O ?>;CG5=8O F5=



//--- !B0B8G5A:85 ?5@5<5==K5 ----------------------------------------

static double  vhigh, //;O ?5@540G8 2KAH59 F5=K High 2 @0<:0E ?5@8>40

               vlow;  //;O ?5@540G8 =87H59 F5=K Low 2 @0<:0E ?5@8>40



//---  4;O C:070=8O @568<0 8=48:0B>@0 -----------------------------

enum I_MODE

  {

   m1, //Difference

   m2  //Ratio

  };



//---  4;O 2K1>@0 287C0;878@C5<KE ?0@0<5B@>2 ----------------------

enum I_SHOW

  {

   s1, //Show

   s2  //Not show

  };



//--- E>4=K5 ?0@0<5B@K ---------------------------------------------

input I_MODE  mode     = m1; //Mode

input uint    kperiod  = 5;  //K period

input I_SHOW  sline    = s1; //Signal line

input uint    dperiod  = 3;  //D period

input I_SHOW  levels   = s2; //Levels

input double  ulevel   = 80, //Upper level

              llevel   = 20; //Lower level



//-------------------------------------------------------------------------------------------------



int OnInit()

  {

   

  //--- @>25@:0 =0 :>@@5:B=>ABL 2E>4=KE ?0@0<5B@>2 -----------------

   if(kperiod < 1) {Print("Main period can not be less than 1"); return(INIT_PARAMETERS_INCORRECT);};

   if(dperiod < 1) {Print("Signal period can not be less than 1"); return(INIT_PARAMETERS_INCORRECT);};

   if(mode == m2 && levels == s1 && (ulevel > 100 || ulevel < 0)) {Print("Upper level cannot be greater than 100 or less than 0"); return(INIT_PARAMETERS_INCORRECT);};

   if(mode == m2 && levels == s1 && (llevel > 100 || llevel < 0)) {Print("Lower level cannot be more than 100 or less than 0"); return(INIT_PARAMETERS_INCORRECT);};

   

  //--- #AB0=02;8205< A2>9AB20 ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O 2 7028A8<>AB8 >B 2K1@0==>3> @568<0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,(mode == m1 ? DRAW_COLOR_HISTOGRAM : DRAW_LINE)); //"8? ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O

   PlotIndexSetInteger(0,PLOT_LINE_WIDTH,(mode == m1 ? 2 : 1));                           //">;I8=0 ;8=88 ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O

   PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,(mode == m1 ? 2 : 1));                        //>;8G5AB2> F25B>2 ;8=88 ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O

   PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,(mode == m1 ? clrLime : clrBlack));            //5@2K9 F25B ;8=88 ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O

   if(mode == m1) {PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,clrRed);};                     //B>@>9 F25B ;8=88 ?5@2>3> 3@0D8G5A:>3> ?>AB@>5=8O

   

  //--- N0=AK 287C0;870F88 -----------------------------------------

   string window_name = "MCC " + (mode == m1 ? "D(" : "R(") + (sline == s1 ? (string)kperiod+","+(string)dperiod : (string)kperiod) + ")";

   IndicatorSetString(INDICATOR_SHORTNAME,window_name);

   IndicatorSetInteger(INDICATOR_DIGITS,(mode == m1 ? 0 : 2));

   

   if(levels == s1)

     {

      IndicatorSetInteger(INDICATOR_LEVELS,2);

      IndicatorSetDouble(INDICATOR_LEVELVALUE,0,ulevel);

      IndicatorSetDouble(INDICATOR_LEVELVALUE,1,llevel);

     };

   

   if(mode == m2)

     {

      IndicatorSetDouble(INDICATOR_MAXIMUM,100);

      IndicatorSetDouble(INDICATOR_MINIMUM,0);

     };

   

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,kperiod);

   if(sline == s1) {PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,kperiod+dperiod);};

   if(mode == m1) {PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,kperiod-1);};

   if(mode == m1) {PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,kperiod-1);};

   

  //--- @82O7K205< =5:>B>@K5 1CD5@K : 3@0D8G5A:8< ?>AB@>5=8O< 8 C:07K205< 8E ?@54=07=0G5=85

   SetIndexBuffer(0,KV,INDICATOR_DATA);

   SetIndexBuffer((mode == m1 ? 1 : 2),CI,(mode == m1 ? INDICATOR_COLOR_INDEX : INDICATOR_CALCULATIONS));

   SetIndexBuffer((mode == m1 ? 2 : 1),DV,(sline == s1 ? INDICATOR_DATA : INDICATOR_CALCULATIONS));

   SetIndexBuffer(3,VHigh,(mode == m1 ? INDICATOR_DATA : INDICATOR_CALCULATIONS));

   SetIndexBuffer(4,VLow,(mode == m1 ? INDICATOR_DATA : INDICATOR_CALCULATIONS));

   SetIndexBuffer(5,Open,INDICATOR_CALCULATIONS); SetIndexBuffer(6,High,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,Low,INDICATOR_CALCULATIONS);  SetIndexBuffer(8,Close,INDICATOR_CALCULATIONS);

   

  //--- #:07K205< =0?@02;5=85 8=45:A0F88 1CD5@>2 --------------------

   ArraySetAsSeries(KV,true);    ArraySetAsSeries(CI,true);

   ArraySetAsSeries(DV,true);    ArraySetAsSeries(VHigh,true);

   ArraySetAsSeries(VLow,true);  ArraySetAsSeries(Open,true);

   ArraySetAsSeries(High,true);  ArraySetAsSeries(Low,true);

   ArraySetAsSeries(Close,true);

   

  //-----------------------------------------------------------------

   return(INIT_SUCCEEDED);

  }



//-------------------------------------------------------------------------------------------------



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[])

  {

   

  //--- 1) >?8@C5< F5=K --------------------------------------------

   int count = rates_total - prev_calculated, copied = 0; if(count < (int)kperiod) {count = (int)kperiod;};

   if(mode == m1) {copied = CopyOpen(_Symbol,PERIOD_CURRENT,0,count,Open); if(copied != count) {return(0);};};

   copied = CopyHigh(_Symbol,PERIOD_CURRENT,0,count,High);   if(copied != count) return(0);

   copied = CopyLow(_Symbol,PERIOD_CURRENT,0,count,Low);     if(copied != count) return(0);

   copied = CopyClose(_Symbol,PERIOD_CURRENT,0,count,Close); if(copied != count) return(0);

  

  //--- 2) =8F80;878@C5< 1CD5@K ------------------------------------

   if(prev_calculated == 0)

     {

      ArrayInitialize(KV,EMPTY_VALUE);

      ArrayInitialize(CI,EMPTY_VALUE);

      ArrayInitialize(DV,EMPTY_VALUE);

      ArrayInitialize(VHigh,EMPTY_VALUE);

      ArrayInitialize(VLow,EMPTY_VALUE);

     };

   

  //--- 3)  0AG8BK205< 7=0G5=8O -------------------------------------

   int limit = rates_total - prev_calculated - (int)kperiod; if(limit < 0) {limit = 0;};

   for(int i = limit; i >= 0; i--)

     {

      KValues(i);

      KV[i] = (mode == m1 ? (Close[i] - Open[i+(int)kperiod-1]) * MathPow(10,_Digits) : 100 * ((Close[i]-vlow) / (vhigh-vlow)));

      CI[i] = (mode == m1 ? (KV[i] >= 0 ? (KV[i] > KV[i+1] ? 0 : 1) : (KV[i] < KV[i+1] ? 0 : 1)) : EMPTY_VALUE);

      if(sline == s1 && (prev_calculated != 0 || (prev_calculated == 0 && i < limit - (int)dperiod))) {DV[i] = (mode == m1 ? DValue(i) * MathPow(10,_Digits) : DValue(i));} else {DV[i] = EMPTY_VALUE;};

      VHigh[i] = (mode == m1 ? (vhigh - Open[i+(int)kperiod-1]) * MathPow(10,_Digits) : EMPTY_VALUE);

      VLow[i] = (mode == m1 ? (vlow - Open[i+(int)kperiod-1]) * MathPow(10,_Digits) : EMPTY_VALUE);

     };

   

  //-----------------------------------------------------------------

   return(rates_total);

  }



//--- $C=:F8O 4;O ?>;CG5=8O <0:A8<0;L=>3> High 8 <8=8<0;L=>3> Low 2 @0<:0E ?5@8>40 ----------------

void KValues(int i)

  {

   vhigh = 0; vlow = High[i];

   int limit = i + (int)kperiod;

   for(int a = i; a < limit; a++)

     {

      vhigh = (High[a] > vhigh ? High[a] : vhigh);

      vlow  = (Low[a] < vlow ? Low[a] : vlow);

     };

  }



//--- $C=:F8O 4;O @0AGQB0 A83=0;L=>9 ;8=88 --------------------------------------------------------

double DValue(int i)

  {

   double value = 0;

   int limit = i + (int)dperiod;

   for(int a = i; a < limit; a++)

     {

      value += (mode == m1 ? Close[a] - Open[a+(int)kperiod-1] : KV[a]);

     };

  //-----------------------------------------------------------------

   return(value/(int)dperiod);

  }