p_i_3D_Stochastic

//+---------------------------------------------------------------------+
//|                                        #_i_3D_Stochastic.mq4        |
//|                                    Copyright © 2009, TigraVK        |
//|                                                                     |
//|Èíäèêàòîð îòîáðàæàåò ïîâåäåíèå êëàññè÷åñêîãî ñòîõàñòèêà â            |
//|òðåõìåðíîé äèàãðàììå â îñíîâíîì îêíå ãðàôèêà òîðãîâîãî               |
//|èíñòðóìåíòà. Ïîñòðî÷íî îòáðàæàþòñÿ ñòîõàñòèêè ñ ïîøàãîâî             |
//|óâåëè÷èâàþùèìèñÿ ïåðèîäàìè %K, %D è ïðî÷. ïî æåëàíèþ ïîëüçîâàòåëÿ    |
//| ðåçóëüòàòå ïîëó÷àåòñÿ òðåõìåðíàÿ êàðòèíêà ñòîõààñòè÷åñêîãî âååðà   |
//|Â äàííîé âåðñèè èíäèêàòîðà âîçìîæíû ðåæèìû îòîáðàæåíèÿ               |
//|íàïðàâëåíèÿ äâèæåíèÿ ñòîõàñòè÷åñêîé êðèâîé;                          |
//|åå àáñîëþòíîãî çíà÷åíèÿ;                                             |
//|åå ñêîðîñòè ðîñòà èëè ñíèæåíèÿ.                                      |
//|                                                                     |
//|Êîîðäèíàòà Õ íà äèàãðàììå - âðåìÿ â ôîðìàòå ãðàôèêà òîðãîâîãî        |
//|èíñòðóìåíòà                                                          |
//|Êîîðäèíàòà Y íà äèàãðàììå - ñâåðõó âíèç ïîñëåäîâàòåëüíîå îòîáðàæåíèå |
//|ñòîõàñòèêîâ ñ ðàçëè÷íûìè ïàðàìåòðàìè                                 |
//|Êîîðäèíàòà Z îòðàæåíà ðàçëè÷íûìè öâåòàìè â çàâèñèìîñòè îò ñèòóàöèè   |
//|è ïîëîæåíèÿ ñòîõàñòèêà â äàííîé âðåìåííÎé òî÷êå                      |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2009, TigraVK"
#property link      "tigravk@yandex.ru"

#property indicator_chart_window
#include <stdlib.mqh>

#define ELEMENTS 40           //êîëè÷åñòâî îòîáðàæàåìûõ ñòðîê â äèàãðàììå
extern int IndMode = 1;       //îäèí èç òðåõ ðåæèìîâ îòðèñîâêè äèàãðàìì: 0-Íàïðàâëåíèå;1-àáñîëþòíîå çíà÷åíèå;2-áàðîâàÿ ñêîðîñòü èçìåíåíèÿ 
extern int Columns=120;    //Êîëè÷åñòâî îòîáðàæàåìûõ ñòîëáöîâ äèàãðàììû
extern int Width = 1;         //Øèðèíà ñòîëáöà, â áàðàõ
extern int DrawShift = 0;     //Ñìåùåíèå íóëåâîãî ñòîëáöà (â áàðàõ) îòíîñèòåëüíî ïðàâîé ãðàíèöû îêíà ãðàôèêà
                              //ïðèìåíÿåòñÿ â ñëó÷àå âûâîäà äâóõ êîïèé èíäèêàòîðà ñ ðàçíûìè ïàðàìåòðàìè â îäíî îêíî
//äëÿ èñêëþ÷åíèÿ âèçóàëüíûõ ïåðåñå÷åíèé äèàãðàìì
//Íàïðèìåð, äëÿ âûâîäà âòîðîé äèàãðàììû êîððåêòíî áóäåò óñòàíîâèòü DrawShift=Columns+4

//-- Íà÷àëüíûå ïàðàìåòðû ñòîõàñòèêà è èõ ïðèðàùåíèÿ -----------
extern int Kp=3;
extern int Kp_step=3;
extern int Dp=2;
extern int Dp_step = 1;
extern int Slowing = 2;
extern int Slowing_step=1;
extern int Method=MODE_SMA;
extern int Price_field = 0;    //0 - Low/High èëè 1 - Close/Close
extern int Mode = MODE_SIGNAL; //MODE_MAIN 0 Îñíîâíàÿ ëèíèÿ; MODE_SIGNAL 1 Ñèãíàëüíàÿ ëèíèÿ 
//-------------------------------

#define COLUMNS_DOP 3   //êîë-âî äîïîëíèòåëüíûõ êîëîíîê â ìàññèâå STOCH[][] (òèïà, âû÷èñëèòåëüíûé çàïàñ)
#define HEADER 2        //ìåñòî ïîä çàãîëîâîê (èçìåðÿåòñÿ âûñîòîé ýëåìåòà äèàãðàììû)
#define GAP 0           //ïðîáåë (â áàðàõ) ìåæäó ýëåìåíòàìè äèàãðàììû â ãîðèçîíòàëè
#define GAP_PERCENT 20  //ïðîáåë (â ïðîöåíòàõ îò âûñîòû ýëåìåíòà äèàãðàììû) ìåæäó ýëåìåíòàìè äèàãðàììû â âåðòèêàëè

double STOCH[][ELEMENTS];//ìàññèâ êàðòà äàííûõ ñ äàííûìè âñåõ ñòîõàñòèêîâ
double Top;
double Bottom;
int    FreeBars;
string el_name;
string indname="#_i_3D_Stochastic";
datetime tm;
int shift;

bool flag_ok=false;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void prepare_values()
  {
   if(flag_ok==true) return;
   if (Time[Width]==0) return;

   tm=Time[0];

   ArrayResize(STOCH,Columns+COLUMNS_DOP);
   ArrayInitialize(STOCH,0.0);

//ñîçäàåì êâàäðàòèêè
   for(int i=0; i<Columns; i++)
      CreateShield(el_name+i+"_",Top,Bottom,Width,FreeBars-(Width+GAP)*i,Gray);
   flag_ok=true;
  }
//+------------------------------------------------------------------+
int init()
  {
//tm=Time[0];
   flag_ok=false;

   shift=DrawShift*(Width+GAP);
   Top    =WindowPriceMax(0);
   Bottom =WindowPriceMin(0);
   FreeBars=WindowBarsPerChart()-WindowFirstVisibleBar()-shift;
   if(IndMode==0)
     {
      el_name="RCTDIR";
      CreateHeader("Direction",Top,Width,Columns,FreeBars,Yellow);
     }
   else if(IndMode==1)
     {
      el_name="RCTABS";
      CreateHeader("Absolute",Top,Width,Columns,FreeBars,Yellow);
     }
   else if(IndMode==2)
     {
      el_name="RCTACC";
      CreateHeader("Acceleration",Top,Width,Columns,FreeBars,Yellow);
     }
   else
     {
      el_name="RCT";
      CreateHeader("NONE",Top,Width,Columns,FreeBars,Yellow);
     }

   IndicatorShortName(indname);

   return(0);
  }
//+------------------------------------------------------------------+
int deinit()
  {
   DeleteIndicatorObject(el_name);
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   if(!flag_ok) prepare_values();

   int i;
   int limit;
   double top    =WindowPriceMax(0);
   double bottom =WindowPriceMin(0);
   int free_bars =WindowBarsPerChart()-WindowFirstVisibleBar()-shift;

   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
   if(counted_bars==0) limit--;

//int counted_bars=IndicatorCounted();
//limit=Bars-counted_bars;
   if(limit>Columns+COLUMNS_DOP) limit=Columns+COLUMNS_DOP;

   if(!flag_ok) return;

//Ïðîöåäóðà ïåðåðèñîâêè äèàãðàììû ïðè ñìåíå òåêóùåãî áàðà èëè ðàçìåðîâ ýêðàííîé îáëàñòè ãðàôèêà
   if(Top!=top || Bottom!=bottom || FreeBars!=free_bars || tm!=Time[0])
     {
      Top=top; Bottom=bottom; FreeBars=free_bars; tm=Time[0];
      for(i=0; i<Columns; i++)
        {
         if(MoveShield(el_name+i+"_",Top,Bottom,Width,FreeBars-(Width+GAP)*i)<0)
           {
            DeleteIndicatorObject(el_name+i+"_");
            CreateShield(el_name+i+"_",Top,Bottom,Width,FreeBars-(Width+GAP)*i,Gray);
           }
        }
      MoveHeader(Top,Width,Columns,FreeBars,Yellow);
     }

   if(limit>=Columns+COLUMNS_DOP) //ïîëíàÿ îòðèñîâêà ïðè çàïóñêå èíäèêàòîðà
     {
      StochDATA_fill(STOCH,limit,0,0);
      if(IndMode==0) StochasticWeerDirection(STOCH,Columns);
      else if(IndMode==1) StochasticWeerAbsolute(STOCH, Columns);
      else if(IndMode==2) StochasticWeerAcceleration(STOCH, Columns);
     }
   else if(limit>1 && limit<Columns+COLUMNS_DOP) //ïåðåðèñîâêà ïðè ñìåíå áàðà
     {
      StochDATA_leftShift(STOCH,Columns+COLUMNS_DOP,limit-1);
      StochDATA_fill(STOCH,limit-1,0,0);
      if(IndMode==0) StochasticWeerDirection(STOCH,Columns);
      else if(IndMode==1) StochasticWeerAbsolute(STOCH, Columns);
      else if(IndMode==2) StochasticWeerAcceleration(STOCH, Columns);
     }
   else //ïåðåðèñîâêà òîëüêî òåêóùåãî áàðà
     {
      StochDATA_fill(STOCH,limit,0,0);
      if(IndMode==0) StochasticWeerDirection(STOCH,limit);
      else if(IndMode==1) StochasticWeerAbsolute(STOCH, limit);
      else if(IndMode==2) StochasticWeerAcceleration(STOCH, Columns);
     }
   err("Start:  ");
   return(0);
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void StochDATA_fill(double &DATA[][],int recount_columns,int start_columns,int historyBarShift)
  {
   int i,j;
   int kp=Kp;
   int dp=Dp;
   int sl=Slowing;

   for(j=start_columns; j<recount_columns+start_columns; j++)
     {
      kp=Kp; dp=Dp; sl=Slowing;
      for(i=0; i<ELEMENTS; i++)
        {
         DATA[j][i]=iStochastic(NULL,0,kp,dp,sl,Method,Price_field,Mode,j+historyBarShift);
         kp=kp+Kp_step;
         dp=dp+Dp_step;
         sl=sl+Slowing_step;
        }
     }
   return;
  }
//+------------------------------------------------------------------+
void StochDATA_leftShift(double &DATA[][],int columns,int shift_columns_count)
  {
   int i,j,k;
   for(k=1; k<=shift_columns_count; k++)
     {
      for(j=columns-1; j>0; j--)
        {
         for(i=0; i<ELEMENTS; i++)
            DATA[j][i]=DATA[j-1][i];
        }
      for(i=0; i<ELEMENTS; i++)
         DATA[0][i]=0.0;
     }
  }
//+------------------------------------------------------------------+
void StochasticWeerDirection(double &DATA[][],int recount_columns)
  {
   int i,j;
   for(j=recount_columns; j>0; j--)
     {
      for(i=0; i<ELEMENTS; i++)
        {
         if(DATA[j-1][i]-DATA[j][i]>0.0) ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,LightGreen);
         else                            ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,Red);
        }
     }
  }
//+------------------------------------------------------------------+
void StochasticWeerAbsolute(double &DATA[][],int recount_columns)
  {
   int i,j;
   double s0;
   color clr;

   for(j=recount_columns; j>0; j--)
     {
      for(i=0; i<ELEMENTS; i++)
        {
         if(DATA[j][i]>=50 && DATA[j][i]<80)
           {
            clr=ColorGradient(DATA[j][i],50,80,1); //çåëåíûé
            ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,clr);
           }
         else if(DATA[j][i]>=80 && DATA[j][i]<90)
                             ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,Chocolate);
         else if(DATA[j][i]>=90 && DATA[j][i]<=100)
                             ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,Maroon);
         else if(DATA[j][i]<50 && DATA[j][i]>=20)
           {
            clr=ColorGradient(-DATA[j][i],-50,-20,2); //ñèíèé
            ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,clr);
           }
         else if(DATA[j][i]<20 && DATA[j][i]>=10)
                                              ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,Navy);
         else if(DATA[j][i]<10 && DATA[j][i]>=0)
                                              ObjectSet(el_name+DoubleToStr(j-1,0)+"_"+i,OBJPROP_COLOR,Black);
        }
     }
  }
//+------------------------------------------------------------------+
void StochasticWeerAcceleration(double &DATA[][],int columns)
  {
   int i,j;
   color clr;
   double max_vel;
   double VEL[][ELEMENTS];
   ArrayResize(VEL,columns);

//Íàðèñóåì ìàòðèöó ñêîðîñòåé
   for(j=columns; j>0; j--)
      for(i=0; i<ELEMENTS; i++)
         VEL[j-1][i]=DATA[j-1][i]-DATA[j][i];

//çà ïåðèîä Columns ñàìàÿ ñèëüíàÿ àáñîëþòíàÿ áàðîâàÿ ñêîðîñòü
   for(i=0; i<ELEMENTS; i++)
     {
      max_vel=-10000;
      for(j=0; j<columns; j++)
         max_vel=MathMax(max_vel,MathAbs(VEL[j][i]));

      //Ñêîðîñòü âíèç - êðàñíûé ãðàäèåíò; ñêîðîñòü ââåðõ - çåëåíûé
      for(j=0; j<columns; j++)
        {
         if(VEL[j][i]>=0)
           {
            clr=ColorGradient(VEL[j][i],0,max_vel,1); //çåëåíûé
            ObjectSet(el_name+j+"_"+i,OBJPROP_COLOR,clr);
           }
         else
           {
            clr=ColorGradient(-VEL[j][i],0,max_vel,0); //êðàñíûé
            ObjectSet(el_name+j+"_"+i,OBJPROP_COLOR,clr);
           }
        }
     }
  }
//+------------------------------------------------------------------+
color ColorGradient(double current_vol,double min_vol,double max_vol,int maincolor)
  {
   int R,G,B;
   int cur;
   if(current_vol<min_vol) current_vol=min_vol;
   if(current_vol>max_vol) current_vol=max_vol;

   cur=255-255*(current_vol-min_vol)/(max_vol-min_vol);
   if(maincolor==0) //RED
     { R=255; G=cur; B=cur; }
   else if(maincolor==1) //GREEN
     { R=cur; G=255; B=cur; }
   else if(maincolor==2) //BLUE
     { R=cur; G=cur; B=255; }
   else {R=0;G=0;B=0;}

   G<<=8;
   B<<=16;
   return(R+G+B);
  }
//+------------------------------------------------------------------+
void CreateShield(string name_mask,double top,double bottom,int width,int freebars,color clr)
  {
   double high,gap,y1,y2;
   datetime fut0,fut1;

   high=(top-bottom)/(ELEMENTS*1.0);
   gap=high*GAP_PERCENT/100.0;
   bottom=bottom+gap;
   top=top-HEADER*high;
   high=(top-bottom)/(ELEMENTS*1.0);
   gap=high*GAP_PERCENT/100.0;
   high=high-gap;

   if(freebars>0)
     {
      fut0=Time[0]+Period()*freebars*60;
      fut1=Time[width]+Period()*freebars*60;
     }
   else
     {
      fut0=iTime(NULL,0,-freebars);
      fut1=iTime(NULL,0,-freebars+width);
     }
   y2=top;
   for(int i=0; i<ELEMENTS; i++)
     {
      y1=y2-gap;
      y2=y1-high;
      ObjectCreate(name_mask+i,OBJ_RECTANGLE,0,fut0,y1,fut1,y2);
      ObjectSet(name_mask+i,OBJPROP_COLOR,clr);
     }
   return;
  }
//+------------------------------------------------------------------+
int MoveShield(string name_mask,double top,double bottom,int width,int freebars)
  {
   double high,gap,y1,y2;
   datetime fut0,fut1;

   high=(top-bottom)/(ELEMENTS*1.0);
   gap=high*GAP_PERCENT/100.0;
   bottom=bottom+gap;
   top=top-HEADER*high;
   high=(top-bottom)/(ELEMENTS*1.0);
   gap=high*GAP_PERCENT/100.0;
   high=high-gap;

   if(freebars>0)
     {
      fut0=Time[0]+Period()*freebars*60;
      fut1=Time[width]+Period()*freebars*60;
     }
   else
     {
      fut0=iTime(NULL,0,-freebars);
      fut1=iTime(NULL,0,-freebars+width);
     }
   y2=top;
   for(int i=0; i<ELEMENTS; i++)
     {
      y1=y2-gap;
      y2=y1-high;
      if(ObjectMove(name_mask+i,0,fut0,y1)==false) return(-1);
      ObjectMove(name_mask+i,1,fut1,y2);
     }
   return(0);
  }
//+------------------------------------------------------------------+
void CreateHeader(string text,double top,int width,int columns,int freebars,color clr)
  {
   datetime time_center;
   int allbars;
   if(freebars<0) {Print("ERROR CreateHeader: freebars<0"); return;}
   allbars=columns*(width+GAP); //ñòîëüêî íóæíî áàðîâ ïîä äèàãðàììó
   if(allbars/2<freebars) //öåíòð çàãîëîâêà óìåùàåòñÿ â çîíå çà ãðàôèêîì ñïðàâà
      time_center=Time[0]+60*Period()*(freebars-columns*(width+GAP)/2);
   else   //îòðèñîâêà ÷àñòè÷íî çàõâàòûâàåò èñòîðè÷åñêóþ çîíó
   time_center=iTime(NULL,0,allbars/2-freebars);
   ObjectCreate(el_name+"_HEAD",OBJ_TEXT,0,time_center,top);
   ObjectSetText(el_name+"_HEAD",text,14,"Areal",clr);
   return;
  }
//+------------------------------------------------------------------+
void MoveHeader(double top,int width,int columns,int freebars,color clr)
  {
   datetime time_center;
   int allbars;
   if(freebars<0) {Print("ERROR CreateHeader: freebars<0"); return;}
   allbars=columns*(width+GAP); //ñòîëüêî íóæíî áàðîâ ïîä äèàãðàììó
   if(allbars/2<freebars) //öåíòð çàãîëîâêà óìåùàåòñÿ â çîíå çà ãðàôèêîì ñïðàâà
      time_center=Time[0]+60*Period()*(freebars-columns*(width+GAP)/2);
   else   //îòðèñîâêà ÷àñòè÷íî çàõâàòûâàåò èñòîðè÷åñêóþ çîíó
   time_center=iTime(NULL,0,allbars/2-freebars);
   ObjectMove(el_name+"_HEAD",0,time_center,top);
  }
//+------------------------------------------------------------------+
void DeleteIndicatorObject(string mask)
  {
   int obj_total,i,out;
   string name;
   out=1;
   while(out>0)
     {
      obj_total=ObjectsTotal();
      out=0;
      for(i=0;i<obj_total;i++)
        {
         name=ObjectName(i);
         if(StringFind(name,mask)>=0) { ObjectDelete(name); out++; }
        }
     }
  }
//+------------------------------------------------------------------+
void err(string name)
  {
   int err=GetLastError();
   if(err!=0)  Print(name," ERROR(",err,"): ",ErrorDescription(err));
  }
//+------------------------------------------------------------------+