PEMACandle

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

//|                                                   PEMACandle.mq5 | 

//|                                      Copyright © 2010, Bruno Pio |

//|                                                                  | 

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

#property copyright "Copyright © 2010, Bruno Pio"

#property link "" 

#property description "Pentuple Exponential Moving Average"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

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

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  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   clrLightGreen,clrGray,clrGold

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

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

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

//|  ?8A0=85 :;0AA0 CMoving_Average  |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CMoving_Average 87 D09;0 SmoothAlgorithms.mqh

CMoving_Average EMA[8][4];

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   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_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  };

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

//|  %+  " + "      |

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

input double EmaLength=50.01;             // 3;C18=0 A3;06820=8O                   

input int Shift=0;                        // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input int PriceShift=0;                   // c4283 8=48:0B>@0 ?> 25@B8:0;8 2 ?C=:B0E

input uint Gap=10;                        // @07<5@ =5CG8BK205<>3> 3M?0 2 ?C=:B0E

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

//---- >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[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];

double dPriceShift;

//---- 1JO2;5=85 3;>10;L=KE ?5@5<5==KE

int min_rates_total;

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

//| PEMA indicator initialization function                           | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=9;

//---- ?@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);

   

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"PEMACandle(",EmaLength,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//---- =8F80;870F8O A42830 ?> 25@B8:0;8

   dPriceShift=_Point*PriceShift;

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

  }

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

//| PEMA iteration function                                          | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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 @0AGQB0

   if(rates_total<min_rates_total) return(0);



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

   int first,bar;

   double res[9],O,H,L,C;



   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      res[0]=open[bar];

      res[1]=EMA[0][0].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][0].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][0].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][0].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][0].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][0].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][0].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][0].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      O=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=high[bar];

      res[1]=EMA[0][1].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][1].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][1].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][1].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][1].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][1].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][1].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][1].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      H=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=low[bar];

      res[1]=EMA[0][2].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][2].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][2].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][2].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][2].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][2].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][2].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][2].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      L=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=close[bar];

      res[1]=EMA[0][3].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][3].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][3].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][3].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][3].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][3].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][3].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][3].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      C=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //---- 8A?@02;O5< 7=0G5=8O ?>;CG5==KE A25G5:

      double Max=MathMax(O,C);

      Max=MathMax(Max,L);

      Max=MathMax(Max,H);

      double Min=MathMin(O,C);

      Min=MathMin(Min,L);

      Min=MathMin(Min,H);

      ExtOpenBuffer[bar]=O;

      ExtHighBuffer[bar]=Max;

      ExtLowBuffer[bar]=Min;

      ExtCloseBuffer[bar]=C;

      //---- C40;O5< =5ACI5AB2CNI85 35?K

      if(MathAbs(open[bar]-close[bar])<=Gap) ExtOpenBuffer[bar]=ExtCloseBuffer[MathMax(bar-1,0)];

      //---- 4>102;O5< 25@B8:0;L=K9 A4283

      ExtOpenBuffer[bar]+=dPriceShift;

      ExtHighBuffer[bar]+=dPriceShift;

      ExtLowBuffer[bar]+=dPriceShift;

      ExtCloseBuffer[bar]+=dPriceShift;

      //---- :@0A8< A25G8

      int clr=1;

      double trend=ExtCloseBuffer[bar]-ExtOpenBuffer[bar];



      if(trend>0) clr=0.0;  

      else if(trend<0) clr=2.0;

      ExtColorBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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