Performance_Index

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

//|                                            Performance_Index.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Performance Index"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

//--- plot PI

#property indicator_label1  "Performance Idx"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint                 InpPeriod         =  14;            // Period

input ENUM_MA_METHOD       InpMethod         =  MODE_SMA;      // Method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

input string               InpSymbol         =  "GBPUSD";      // Instrument

//--- indicator buffers

double         BufferPI[];

double         BufferMA1[];

double         BufferMA2[];

double         BufferPr1[];

double         BufferPr2[];

//--- global variables

int            period;

int            handle_ma1;

int            handle_ma2;

int            handle_pr1;

int            handle_pr2;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=int(InpPeriod<1 ? 1 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferPI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferMA2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferPr1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferPr2,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"PIndex/"+InpSymbol+"("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferPI,true);

   ArraySetAsSeries(BufferMA1,true);

   ArraySetAsSeries(BufferMA2,true);

   ArraySetAsSeries(BufferPr1,true);

   ArraySetAsSeries(BufferPr2,true);

//--- check symbol name

   if(!SymbolCheck(InpSymbol))

      return INIT_FAILED;

//--- create MA's handle

   ResetLastError();

   handle_ma1=iMA(NULL,PERIOD_CURRENT,period,0,InpMethod,InpAppliedPrice);

   if(handle_ma1==INVALID_HANDLE)

     {

      Print("The ",Symbol()," iMA(",(string)period,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_ma2=iMA(InpSymbol,PERIOD_CURRENT,period,0,InpMethod,InpAppliedPrice);

   if(handle_ma2==INVALID_HANDLE)

     {

      Print("The ",InpSymbol," iMA(",(string)period,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_pr1=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_pr1==INVALID_HANDLE)

     {

      Print("The ",Symbol()," iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_pr2=iMA(InpSymbol,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_pr2==INVALID_HANDLE)

     {

      Print("The ",InpSymbol," iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   int bars2=(InpSymbol==Symbol() ? rates_total : Bars(InpSymbol,PERIOD_CURRENT));

   if(rates_total<4 || bars2<4) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(time,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferPI,EMPTY_VALUE);

      ArrayInitialize(BufferMA1,0);

      ArrayInitialize(BufferMA2,0);

      ArrayInitialize(BufferPr1,0);

      ArrayInitialize(BufferPr2,0);

     }

   int limit_min=fmin(rates_total,bars2)-1;

//--- >43>B>2:0 40==KE

   int copied=0,count=(limit==0 ? 1 : limit_min);

   copied=CopyBuffer(handle_ma1,0,0,count,BufferMA1);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_ma2,0,0,count,BufferMA2);

   if(copied!=count) return 0;

//---

   copied=CopyBuffer(handle_pr1,0,0,count,BufferPr1);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_pr2,0,0,count,BufferPr2);

   if(copied!=count) return 0;

//---  0AGQB 8=48:0B>@0

   count=(limit==0 ? limit : limit_min);

   for(int i=count; i>=0 && !IsStopped(); i--)

     {

      int index=BarShift(InpSymbol,PERIOD_CURRENT,time[i],false);

      if(index==WRONG_VALUE) continue;

      double MA1=BufferMA1[i];

      double MA2=BufferMA2[i];

      double Pr1=BufferPr1[i];

      double Pr2=BufferPr2[i];

      BufferPI[i]=(MA2!=0 && Pr2!=0 ? Pr1*MA2/(Pr2*MA1) : EMPTY_VALUE);

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| @>25@:0 A8<2>;0                                                 |

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

bool SymbolCheck(const string symbol_name)

  {

   long select=0;

   ResetLastError();

   if(!SymbolInfoInteger(symbol_name,SYMBOL_SELECT,select))

     {

      int err=GetLastError();

      Print("Error: ",err," Symbol ",symbol_name," does not exist");

      return false;

     }

   else

     {

      if(select) return true;

      ResetLastError();

      if(!SymbolSelect(symbol_name,true))

        {

         int err=GetLastError();

         Print("Error selected ",symbol_name,": ",err);

        }

     }

   return false;

  }

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

//| >72@0I05B A<5I5=85 10@0 ?> 2@5<5=8                              |

//| https://www.mql5.com/ru/forum/743/page11#comment_7010041         |

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

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false)

  {

   int res=Bars(symbol_name,timeframe,time+1,UINT_MAX);

   if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE);

   return res;

  } 

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