MTF_LRMA

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

//|                                                     MTF_LRMA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Multi Timeframe Linear Regression Moving Average with signal line"

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   2

//--- plot LWMA

#property indicator_label1  "LRMA"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLimeGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Signal

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- enums

enum ENUM_DRAW_MODE

  {

   DRAW_MODE_STEPS,  // Steps

   DRAW_MODE_SLOPE   // Slope

  };

//--- input parameters

input uint              InpPeriod      =  34;               // LRMA period

input uint              InpSignal      =  5;                // Signal period

input ENUM_TIMEFRAMES   InpTimeframe   =  PERIOD_H1;        // LRMA timeframe

input ENUM_DRAW_MODE    InpDrawMode    =  DRAW_MODE_STEPS;  // Drawing mode

//--- indicator buffers

double         BufferLRMA[];

double         BufferSignal[];

double         BufferLRMATmp[];

double         BufferSignalTmp[];

double         BufferLWMA[];

double         BufferSMA[];

//--- global variables

ENUM_TIMEFRAMES   timeframe1;

int               period_lrma;

int               signal;

int               handle_lwma;

int               handle_sma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- timer

   EventSetTimer(90);

//--- set global variables

   period_lrma=int(InpPeriod<1 ? 1 : InpPeriod);

   signal=int(InpSignal<1 ? 1 : InpSignal);

   timeframe1=(InpTimeframe>Period() ? InpTimeframe : Period());

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferLRMA,INDICATOR_DATA);

   SetIndexBuffer(1,BufferSignal,INDICATOR_DATA);

   SetIndexBuffer(2,BufferLRMATmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferSignalTmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferLWMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferSMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   string label=TimeframeToString(timeframe1)+" LRMA("+(string)period_lrma+","+(string)signal+")";

   IndicatorSetString(INDICATOR_SHORTNAME,label);

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetString(0,PLOT_LABEL,TimeframeToString(timeframe1)+" LRMA("+(string)period_lrma+")");

   PlotIndexSetString(1,PLOT_LABEL,TimeframeToString(timeframe1)+" Signal("+(string)signal+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferLRMA,true);

   ArraySetAsSeries(BufferSignal,true);

   ArraySetAsSeries(BufferLRMATmp,true);

   ArraySetAsSeries(BufferSignalTmp,true);

   ArraySetAsSeries(BufferLWMA,true);

   ArraySetAsSeries(BufferSMA,true);

//--- create handles

   ResetLastError();

   handle_lwma=iMA(NULL,timeframe1,period_lrma,0,MODE_LWMA,PRICE_CLOSE);

   if(handle_lwma==INVALID_HANDLE)

     {

      Print(__LINE__,": The ",TimeframeToString(timeframe1)," iMA(",(string)period_lrma,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_sma=iMA(NULL,timeframe1,period_lrma,0,MODE_SMA,PRICE_CLOSE);

   if(handle_sma==INVALID_HANDLE)

     {

      Print(__LINE__,": The ",TimeframeToString(timeframe1)," iMA(",(string)period_lrma,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//--- get timeframe

   Time(NULL,timeframe1,1);

//---

   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 4>ABC?=KE 10@>2

   if(rates_total<fmax(signal,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-signal-2;

      ArrayInitialize(BufferLRMA,0);

      ArrayInitialize(BufferSignal,0);

      ArrayInitialize(BufferLRMATmp,0);

      ArrayInitialize(BufferSignalTmp,0);

      ArrayInitialize(BufferLWMA,0);

      ArrayInitialize(BufferSMA,0);

     }

//--- >43>B>2:0 40==KE

   if(Time(NULL,timeframe1,1)==0)

      return 0;

   int bars=(timeframe1==Period() ? rates_total : Bars(NULL,timeframe1));

   int count=(limit>1 ? fmin(bars,rates_total) : 1),copied=0;

   copied=CopyBuffer(handle_lwma,0,0,count,BufferLWMA);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_sma,0,0,count,BufferSMA);

   if(copied!=count) return 0;

      

//---  0AGQB 8=48:0B>@0

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

     {

      BufferLRMATmp[i]=3.0*BufferLWMA[i]-2.0*BufferSMA[i];

      BufferSignalTmp[i]=GetSMA(bars,i,signal,BufferLRMATmp);

     }

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

     {

      DataConversion(rates_total,NULL,timeframe1,i,BufferLRMATmp,BufferLRMA,InpDrawMode);

      DataConversion(rates_total,NULL,timeframe1,i,BufferSignalTmp,BufferSignal,InpDrawMode);

     }



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

   return(rates_total);

  }

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

//| Custom indicator timer function                                  |

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

void OnTimer()

  {

   Time(NULL,timeframe1,1);

  }

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

//| Transfering data from the source timeframe to current timeframe  |

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

void DataConversion(const int rates_total,

                    const string symbol_name,

                    const ENUM_TIMEFRAMES timeframe_src,

                    const int shift,

                    const double &buffer_src[],

                    double &buffer_dest[],

                    ENUM_DRAW_MODE mode=DRAW_MODE_STEPS

                   )

  {

   if(timeframe_src==Period())

     {

      buffer_dest[shift]=buffer_src[shift];

      return;

     }

   int bar_curr=BarToCurrent(symbol_name,timeframe_src,shift);

   if(bar_curr>rates_total-1)

      return;

   int bar_prev=BarToCurrent(symbol_name,timeframe_src,shift+1);

   int bar_next=(shift>0 ? BarToCurrent(symbol_name,timeframe_src,shift-1) : 0);

   if(bar_prev==WRONG_VALUE || bar_curr==WRONG_VALUE || bar_next==WRONG_VALUE)

      return;

   buffer_dest[bar_curr]=buffer_src[shift];

   if(mode==DRAW_MODE_STEPS)

      for(int j=bar_curr; j>=bar_next; j--)

         buffer_dest[j]=buffer_dest[bar_curr];

   else

     {

      if(bar_prev>rates_total-1) return;

      for(int j=bar_prev; j>=bar_curr; j--)

         buffer_dest[j]=EquationDirect(bar_prev,buffer_dest[bar_prev],bar_curr,buffer_dest[bar_curr],j);

      if(shift==0)

         for(int j=bar_curr; j>=0; j--)

            buffer_dest[j]=buffer_dest[bar_curr];

     }

  }

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

//| >72@0I05B 10@ 7040==>3> B09<D@59<0 :0: 10@ B5:CI53> B09<D@59<0  |

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

int BarToCurrent(const string symbol_name,const ENUM_TIMEFRAMES timeframe_src,const int shift,bool exact=false)

  {

   datetime time=Time(symbol_name,timeframe_src,shift);

   return(time!=0 ? BarShift(symbol_name,Period(),time,exact) : WRONG_VALUE);

  }

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

//| >72@0I05B A<5I5=85 10@0 ?> 2@5<5=8                              |

//| https://www.mql5.com/ru/forum/743/page11#comment_7010041         |

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

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false)

  {

   int res=Bars(symbol_name,timeframe,time+1,UINT_MAX);

   if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE);

   return res;

  }

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

//| >72@0I05B Time                                                  |

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

datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift)

  {

   datetime array[];

   ArraySetAsSeries(array,true);

   return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0);

  }

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

//| #@02=5=85 ?@O<>9                                                 |

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

double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search)

  {

   return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price);

  }

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

//| Timeframe to string                                              |

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

string TimeframeToString(const ENUM_TIMEFRAMES timeframe)

  {

   return StringSubstr(EnumToString(timeframe),7);

  }

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

//| Simple Moving Average                                            |

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

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

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

      result+=(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

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