PEMACandle_Chl_Arr

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

//|                                           PEMACandle_Chl_Arr.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   "1.01"

//---- >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=> 2>A5<L 1CD5@>2

#property indicator_buffers 8

//---- 8A?>;L7>20=> 2A53> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//--- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>3> >1;0:0

#property indicator_type1   DRAW_FILLING

//--- 2 :0G5AB25 F25B>2 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color1  C'223,255,232'

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

#property indicator_label1  "Upper Signal Cloud"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//--- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>3> >1;0:0

#property indicator_type2   DRAW_FILLING

//--- 2 :0G5AB25 F25B>2 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color2  C'255,236,236'

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

#property indicator_label2  "Lower Signal Cloud"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 7=0G:8 

#property indicator_type3   DRAW_COLOR_ARROW

#property indicator_color3   clrMediumSeaGreen,clrRed

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3  2

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

#property indicator_label3  "PEMACandle Up;PEMACandle Down"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 7=0G:8 

#property indicator_type4   DRAW_COLOR_ARROW

#property indicator_color4   clrMediumSeaGreen,clrRed

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width4  3

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

#property indicator_label4  "PEMACandle Buy;PEMACandle Sell"

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

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

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 87 D09;0 SmoothAlgorithms.mqh

CMoving_Average EMA[8][4];

CStdDeviation STDh,STDl;

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

//|  %+  " + "                 |

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

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

input uint BBLength=10;                   // ?5@8>4 >;;8=465@0                                                   

input double BandsDeviation=1.0;          // 45280F8O

input uint TrendSignal=171;               // A8<2>; B@5=40

input uint TradeSignal=174;               // A8<2>; B>@3>2>3> A83=0;0   

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

//---- >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 UpUpBuffer[],UpDnBuffer[],DnUpBuffer[],DnDnBuffer[];

double UpBuffer[];

double TrendBuffer[];

double ColorTrendBuffer[];

double SignBuffer[];

double ColorSignBuffer[];

double dPriceShift;

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

int min_rates_total,min_rates_1;

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

//| PEMA indicator initialization function                           | 

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

void OnInit()

  {

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

   min_rates_1=9;

   min_rates_total=min_rates_1+int(BBLength);

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(0,UpUpBuffer,INDICATOR_DATA);

   IndInit(1,UpDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(0,NULL,min_rates_total,0);

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(2,DnUpBuffer,INDICATOR_DATA);

   IndInit(3,DnDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(1,NULL,min_rates_total,0);



//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(4,TrendBuffer,INDICATOR_DATA);

   IndInit(5,ColorTrendBuffer,INDICATOR_COLOR_INDEX);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(2,NULL,min_rates_1,0);

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_ARROW,TrendSignal);



//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(6,SignBuffer,INDICATOR_DATA);

   IndInit(7,ColorSignBuffer,INDICATOR_COLOR_INDEX);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(3,NULL,min_rates_1,0);

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_ARROW,TradeSignal);



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

   string shortname;

   StringConcatenate(shortname,"PEMACandle_Chl_Arr(",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

  }

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@0                               |

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

void IndInit(int Number,double &Buffer[],ENUM_INDEXBUFFER_TYPE Type)

  {

//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(Number,Buffer,Type);

//---

  }

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

//| =8F80;870F8O 8=48:0B>@0                                         |

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

void PlotInit(int Number,double Empty_Value,int Draw_Begin,int nShift)

  {

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

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

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

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

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---

  }

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

//| 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,stdev,ExtOpen,ExtClose;

   static double ExtClose_prev;



   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

      ExtClose_prev=close[min_rates_1];

     }

   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);

      ExtOpen=O;

      ExtClose=C;

      if(bar<min_rates_1) continue;

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

      if(MathAbs(open[bar]-close[bar])<=Gap) ExtOpen=ExtClose_prev;

      //---- @0AG8BK205< 8 AB@>8< :0=0; >;;8=465@0         

      stdev=STDh.StdDevSeries(min_rates_1,prev_calculated,rates_total,BBLength,BandsDeviation,high[bar],Max,bar,false);

      UpUpBuffer[bar]=Max+stdev;

      UpDnBuffer[bar]=Max;

      DnUpBuffer[bar]=Min;

      stdev=STDl.StdDevSeries(min_rates_1,prev_calculated,rates_total,BBLength,BandsDeviation,low[bar],Min,bar,false);

      DnDnBuffer[bar]=Min-stdev;

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

      UpUpBuffer[bar]+=dPriceShift;

      UpDnBuffer[bar]+=dPriceShift;

      DnUpBuffer[bar]+=dPriceShift;

      DnDnBuffer[bar]+=dPriceShift;

      //---- 25H05< =0 3@0D8: 8 :@0A8< F25B=K5 7=0G:8

      TrendBuffer[bar]=(Max+Min)/2.0;

      TrendBuffer[bar]+=dPriceShift;

      SignBuffer[bar]=NULL;

      int clr=int(ColorTrendBuffer[bar-1]);

      double trend=ExtClose-ExtOpen;

      if(trend>0)

        {

         if(clr==1)

           {

            SignBuffer[bar]=TrendBuffer[bar];

            ColorSignBuffer[bar]=0;

           }

         clr=0.0;        

        }

      else if(trend<0)

        {

         if(clr==0)

           {

            SignBuffer[bar]=TrendBuffer[bar];

            ColorSignBuffer[bar]=1;

           }

         clr=1.0;

        }

      ColorTrendBuffer[bar]=clr;

      //----

      if(bar<rates_total-1) ExtClose_prev=ExtClose;

     }

//----     

   return(rates_total);

  }

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