NRTR

//+------------------------------------------------------------------+
//|                                                         NRTR.mq5 |
//|                                        Copyright © 2005, Ramdass | 
//|                                                                  | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2005, Ramdass" 
#property link      "" 
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî ÷åòûðå ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå çíà÷êà
#property indicator_type1 DRAW_ARROW
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí
#property indicator_color1 clrLime
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label1  "NRTR Up"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå çíà÷êà
#property indicator_type2 DRAW_ARROW
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí
#property indicator_color2 clrRed
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style2 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label2  "NRTR Down"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà      |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå çíà÷êà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò MediumTurquoise
#property indicator_color3  clrMediumTurquoise
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 2
#property indicator_width3  2
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Buy NRTR signal"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå çíà÷êà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò DarkOrange
#property indicator_color4  clrDarkOrange
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width4  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Sell NRTR signal"
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input uint iPeriod=10;  // Ïåðèîä èíäèêàòîðà
input int iDig=0;       // Ðàçðÿä
input int Shift=0;      // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double TrendUp[],TrendDown[];
double SignUp[];
double SignDown[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(iPeriod);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"NRTR(",string(iPeriod),", ",string(Shift),")");
//---- 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,_Digits);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,TrendUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendUp,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,TrendDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendDown,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,SignUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignUp,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_ARROW,108);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,SignDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignDown,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_ARROW,108);
//----
  }
//+------------------------------------------------------------------+
//| 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[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                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);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double price,value,dK;
   static double price_prev,value_prev;
   int limit,bar,trend;
   static int trend_prev;

//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ, êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(close,true);

//---- 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
     {
      limit=rates_total-min_rates_total-1;               // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      trend_prev=0;
      price_prev=value_prev=close[limit];     
     }
   else
     {
      limit=rates_total-prev_calculated;                 // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
   trend=trend_prev;
   price=price_prev;
   value=value_prev;

//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      TrendUp[bar]=0.0;
      TrendDown[bar]=0.0;
      SignUp[bar]=0.0;
      SignDown[bar]=0.0;

      double AvgRange=0.0;
      for(int iii=0; iii<int(iPeriod); iii++) AvgRange+=MathAbs(high[bar+iii]-low[bar+iii]);
      dK=(AvgRange/iPeriod)/MathPow(10,SymbolInfoInteger("EURUSD",SYMBOL_DIGITS)-_Digits-iDig);

      if(trend>=0)
        {
         price=MathMax(price,close[bar]);
         value=MathMax(value,price*(1.0-dK));
         if(close[bar]<value)
           {
            price = close[bar];
            value = price*(1.0+dK);
            trend = -1;
           }
        }
      else if(trend<=0)
        {
         price=MathMin(price,close[bar]);
         value=MathMin(value,price*(1.0+dK));
         if(close[bar]>value)
           {
            price = close[bar];
            value = price*(1.0-dK);
            trend = +1;
           }
        }

      if(trend>0) TrendUp[bar]=value;
      if(trend<0) TrendDown[bar]=value;

      if(trend_prev<0  &&  trend>0) SignUp[bar]=TrendUp[bar];
      if(trend_prev>0 && trend<0) SignDown[bar]=TrendDown[bar];

      if(bar)
        {
         trend_prev=trend;
         price_prev=price;
         value_prev=value;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+