MFICandleKeltner

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

//|                                                    MFICandle.mq5 |

//|                               Copyright © 2015, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2015, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "MFICandle"

//---- =><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

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> A5<L 1CD5@>2

#property indicator_buffers 7

//---- 8A?>;L7>20=> 2A53> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrDeepPink,clrGray,clrBlueViolet

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

#property indicator_label1  "Open;High;Low;Close"

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

//| 1JO2;5=85 :>=AB0=B                          |

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

#define RESET  0 // :>=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 70.0

#property indicator_level2 50.0

#property indicator_level3 30.0

#property indicator_levelcolor clrGray

#property indicator_levelstyle STYLE_DASHDOTDOT

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 C@>2=59      |

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

//---- >B@8A>2:0 :0=0;0 2 2845 >1;0:0

#property indicator_type2   DRAW_FILLING

//---- 2K1>@ F25B0 >1;0:0

#property indicator_color2  clrLavender

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

#property indicator_label2  "Channels"

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input uint ExtMFIPeriod=14;                        // ?5@8>4 MFI

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // >1JQ< 

input uint KeltnerPeriod=5;  //?5@8>4 CA@54=5=8O 5;B=5@0

input double Ratio=2.01;     //45280F8O :0=0;0

input int Shift=0;           //A4283 :0=0;0 ?> 3>@87>=B0;8 2 10@0E

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

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

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

double ExtOpenBuffer[],ExtHighBuffer[],ExtLowBuffer[],ExtCloseBuffer[];

double ExtColorBuffer[];

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double BorderTopBuffer[],BorderBotBuffer[];

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle[4],MA_Handle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   min_rates_total=int(ExtMFIPeriod);

   min_rates_total+=int(KeltnerPeriod);

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

   Ind_Handle[0]=iCustom(NULL,0,"MFI_price",ExtMFIPeriod,PRICE_OPEN,VolumeType,0);

   if(Ind_Handle[0]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMFI["+string(0)+"]!");

      return(INIT_FAILED);

     }

//----

   Ind_Handle[1]=iCustom(NULL,0,"MFI_price",ExtMFIPeriod,PRICE_HIGH,VolumeType,0);

   if(Ind_Handle[1]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMFI["+string(1)+"]!");

      return(INIT_FAILED);

     }

//----

   Ind_Handle[2]=iCustom(NULL,0,"MFI_price",ExtMFIPeriod,PRICE_LOW,VolumeType,0);

   if(Ind_Handle[2]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMFI["+string(2)+"]!");

      return(INIT_FAILED);

     }

//----

   Ind_Handle[3]=iCustom(NULL,0,"MFI_price",ExtMFIPeriod,PRICE_CLOSE,VolumeType,0);

   if(Ind_Handle[3]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMFI["+string(3)+"]!");

      return(INIT_FAILED);

     }

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

   MA_Handle=iMA(NULL,0,KeltnerPeriod,0,MODE_SMA,Ind_Handle[3]);

   if(MA_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }     

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(5,BorderTopBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,BorderBotBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorBuffer,true);

   ArraySetAsSeries(BorderTopBuffer,true);

   ArraySetAsSeries(BorderBotBuffer,true);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- CAB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//---- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O ?>4>:>= 

   string short_name="MFICandle";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- 7025@H5=85 8=8F80;870F88

   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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(BarsCalculated(Ind_Handle[0])<rates_total

      || BarsCalculated(Ind_Handle[1])<rates_total

      || BarsCalculated(Ind_Handle[2])<rates_total

      || BarsCalculated(Ind_Handle[3])<rates_total

      || BarsCalculated(MA_Handle)<rates_total

      || rates_total<min_rates_total)

      return(RESET);

//---- >1JO2;5=85 ;>:0;L=KE ?5@5<5==KE 

   int to_copy,limit,bar;

   double MA[];

//---- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

     }

//----

   to_copy=limit+1;

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

   if(CopyBuffer(Ind_Handle[0],0,0,to_copy,ExtOpenBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[1],0,0,to_copy,ExtHighBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[2],0,0,to_copy,ExtLowBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[3],0,0,to_copy,ExtCloseBuffer)<=0) return(RESET);

   if(CopyBuffer(MA_Handle,0,0,to_copy,MA)<=0) return(RESET);



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

   ArraySetAsSeries(MA,true);



//---- >A=>2=>9 F8:; 8A?@02;5=8O 8 >:@0H820=8O A25G59

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

     {

      double Max=MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      double Min=MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      //----

      ExtHighBuffer[bar]=MathMax(Max,ExtHighBuffer[bar]);

      ExtLowBuffer[bar]=MathMin(Min,ExtLowBuffer[bar]);

      //----

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;

      else ExtColorBuffer[bar]=1.0;

      

      double Keltner=Ratio*GetKeltner(KeltnerPeriod,bar,ExtHighBuffer,ExtLowBuffer);

      BorderTopBuffer[bar]=MA[bar]+Keltner;

      BorderBotBuffer[bar]=MA[bar]-Keltner;

     }

//----

   return(rates_total);

  }

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

// 2KG8A;5=85 ?>;>28=K H8@8=K :0=0;0 5;B=5@0                        |

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

double GetKeltner(int period,int bar,const double &High[],const double &Low[])

  {

//----

   double Resalt,sum=0;

   for(int iii=0; iii<period; iii++)

      sum+=High[bar+iii] - Low[bar+iii];

   Resalt = sum / period;

   return(Resalt);

//----

  }

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