nratiosign

//+---------------------------------------------------------------------+
//|                                                      NRatioSign.mq5 | 
//|                                              Copyright © 2006, Rosh | 
//|                                     http://konkop.narod.ru/nrma.htm | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû èíäèêàòîðà ñëåäóåò ïîëîæèòü ôàéë SmoothAlgorithms.mqh    |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2006, Rosh"
#property link "http://konkop.narod.ru/nrma.htm"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ñèìâîëà
#property indicator_type1   DRAW_ARROW
//--- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí DeepPink öâåò
#property indicator_color1  clrDeepPink
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 4
#property indicator_width1  4
//--- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label1  "NRatioSign Sell"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üãî èíäèêàòîðà        |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//--- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí DodgerBlue öâåò
#property indicator_color2  clrDodgerBlue
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 4
#property indicator_width2  4
//--- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label2 "NRatioSign Buy"
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA                         |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//--- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1;
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET  0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   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_,         //Simple Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price
   PRICE_DEMARK_         //Demark Price
  };
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Alg_Method
  {
   MODE_IN,  //Àëãîðèòì íà âõîäå â çîíû ÏÇ è ÏÏ
   MODE_OUT  //Àëãîðèòì íà âûõîäå â çîíû ÏÇ è ÏÏ
  };
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method=MODE_SMA; // Ìåòîä óñðåäíåíèÿ
input int XLength=3;                     // Ãëóáèíà ñãëàæèâàíèÿ                    
input int XPhase=15;                     // Ïàðàìåòð ñãëàæèâàíèÿ
//--- XPhase: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- XPhase: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC=PRICE_CLOSE;    // Öåíîâàÿ êîíñòàíòà
input double Kf=1;
input double Fast=2;
input double Sharp=2;
input Alg_Method Mode=MODE_OUT;          // Ïðîáîéíûé àëãîðèòì
input uint NRatio_UpLevel=80;            // Óðîâåíü ïåðåêóïëåííîñòè
input uint NRatio_DnLevel=20;            // Óðîâåíü ïåðåïðîäàííîñòè
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[];
double BuyBuffer[];
//--- îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ìóâèíãà
double dF;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
int ATR_Handle;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=XMA1.GetStartBars(XMA_Method,XLength,XPhase)+1;
   int ATR_Period=10;
   min_rates_total=int(MathMax(min_rates_total+1,ATR_Period));
//--- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("XLength",XLength);
   XMA1.XMAPhaseCheck("XPhase",XPhase,XMA_Method);
//--- èíèöèàëèçàöèÿ êîíñòàíò
   dF=2.0/(1.0+Fast);
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,0,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(INIT_FAILED);
     }
//---
   if(NRatio_UpLevel<=NRatio_DnLevel)
     {
      Print("Óðîâåíü ïåðåêóïëåííîñòè âñåãäà äîëæåí áûòü áîëüøå óðîâíÿ ïåðåïðîäàííîñòè!!!");
      return(INIT_FAILED);
     }
//--- 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);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_ARROW,175);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- 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);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_ARROW,175);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   string Smooth1=XMA1.GetString_MA_Method(XMA_Method);
   StringConcatenate(shortname,"NRatioSign(",XLength,", ",Smooth1,")");
//--- 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,0);
//--- 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[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(0);
//--- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price,NRTR0,LPrice,HPrice,Oscil,xOscil,ATR[1],NRatio0;
   static double NRTR1,NRatio1;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
   int first,bar,Trend0;
   static int Trend1;
//--- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      first=1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      bar=first-1;
      price=PriceSeries(IPC,bar,open,low,high,close);
      NRatio1=50;
      if(close[first]>open[first])
        {
         Trend1=+1;
         NRTR1=NormalizeDouble(price*(1.0-Kf*0.01),_Digits);
        }
      else
        {
         Trend1=-1;
         NRTR1=NormalizeDouble(price*(1.0+Kf*0.01),_Digits);
        }
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      //--- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price
      price=PriceSeries(IPC,bar,open,low,high,close);
      NRTR0=NRTR1;
      Trend0=Trend1;
      //---
      if(Trend1>=0)
        {
         if(price<NRTR1)
           {
            Trend0=-1;
            NRTR0=NormalizeDouble(price*(1.0+Kf*0.01),_Digits);
           }
         else
           {
            Trend0=+1;
            LPrice=NormalizeDouble(price*(1.0-Kf*0.01),_Digits);
            if(LPrice>NRTR1) NRTR0=LPrice;
            else NRTR0=NRTR1;
           }
        }
      //---
      if(Trend1<=0)
        {
         if(price>NRTR1)
           {
            Trend0=+1;
            NRTR0=NormalizeDouble(price*(1.0-Kf*0.01),_Digits);
           }
         else
           {
            Trend0=-1;
            HPrice=NormalizeDouble(price*(1.0+Kf*0.01),_Digits);
            if(HPrice<NRTR1) NRTR0=HPrice;
            else NRTR0=NRTR1;
           }
        }
      //---
      Oscil=(100.0*MathAbs(price-NRTR0)/price)/Kf;
      xOscil=XMA1.XMASeries(1,prev_calculated,rates_total,XMA_Method,XPhase,XLength,Oscil,bar,false);
      NRatio0=100*MathPow(xOscil,Sharp);
      //---
      BuyBuffer[bar]=0.0;
      SellBuffer[bar]=0.0;
      //--- 
      if(Mode==MODE_IN)
        {
         if(NRatio0>NRatio_UpLevel && NRatio1<=NRatio_UpLevel)
           {
            //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
            if(CopyBuffer(ATR_Handle,0,time[bar],1,ATR)<=0) return(RESET);
            BuyBuffer[bar]=low[bar]-ATR[0]*3/8;
           }
         if(NRatio0<NRatio_DnLevel && NRatio1>=NRatio_DnLevel)
           {
            //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
            if(CopyBuffer(ATR_Handle,0,time[bar],1,ATR)<=0) return(RESET);
            SellBuffer[bar]=high[bar]+ATR[0]*3/8;
           }
        }
      else
        {
         if(NRatio0<NRatio_UpLevel && NRatio1>=NRatio_UpLevel)
           {
            //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
            if(CopyBuffer(ATR_Handle,0,time[bar],1,ATR)<=0) return(RESET);
            SellBuffer[bar]=high[bar]+ATR[0]*3/8;
           }
         if(NRatio0>NRatio_DnLevel && NRatio1<=NRatio_DnLevel)
           {
            //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
            if(CopyBuffer(ATR_Handle,0,time[bar],1,ATR)<=0) return(RESET);
            BuyBuffer[bar]=low[bar]-ATR[0]*3/8;
           }
        }
      //---
      if(bar<rates_total-1)
        {
         Trend1=Trend0;
         NRTR1=NRTR0;
         NRatio1=NRatio0;
        }
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+