Rj_SlidingRange_Cloud

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

//|                                        Rj_SlidingRange_Cloud.mq5 |

//|                            Copyright © 2011,RJ Rjabkov Alexander |

//|                                                     rj-a@mail.ru |

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

#property copyright "Copyright © 2011,RJ Rjabkov Alexander"

#property link      "rj-a@mail.ru"

//---- =><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 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 11

#property indicator_buffers 11 

//---- 8A?>;L7>20=> 2A53> 7 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   7

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=5-D8>;5B>2K9 F25B

#property indicator_color1 clrBlueViolet

//---- ;8=8O 8=48:0B>@0 - HB@8E?C=:B8@=0O :@820O

#property indicator_style1  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width1  1

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

#property indicator_label1  "Rj_SlidingRange middle line"



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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 BB C@>2=59 |

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

//---- >B@8A>2:0 C@>2=59 2 2845 ;8=89

#property indicator_type2   DRAW_LINE

#property indicator_type3   DRAW_LINE

//---- 2K1>@ F25B>2 C@>2=59

#property indicator_color2 clrRed

#property indicator_color3 clrRed

//---- C@>2=8 - HB@8E?C=:B8@=K5 :@82K5

#property indicator_style2 STYLE_DASHDOTDOT

#property indicator_style3 STYLE_DASHDOTDOT

//---- B>;I8=0 C@>2=59 @02=0 1

#property indicator_width2  1

#property indicator_width3  1

//---- >B>1@065=85 <5B>: C@>2=59 >;;8=465@0

#property indicator_label2  "Upper Rj_SlidingRange line"

#property indicator_label3  "Lower Rj_SlidingRange line"



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

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

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

//---- >B@8A>2:0 D>=0 2 >1;0G=>< 2845

#property indicator_type4   DRAW_FILLING

#property indicator_type5   DRAW_FILLING

#property indicator_type6   DRAW_FILLING

#property indicator_type7   DRAW_FILLING

//---- 2K1>@ F25B>2 D>=0

#property indicator_color4  clrAquamarine

#property indicator_color5  clrPaleTurquoise

#property indicator_color6  clrWheat

#property indicator_color7  clrLightPink

//---- >B>1@065=85 <5B>: C@>2=59 >;;8=465@0

#property indicator_label4  "Upper Rj_SlidingRange Cloud Out"

#property indicator_label5  "Upper Rj_SlidingRange Cloud In"

#property indicator_label6  "Lower Rj_SlidingRange Cloud In"

#property indicator_label7  "Lower Rj_SlidingRange Cloud Out"

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

//|  %+  " + "      |

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

input uint CalcPeriodRange=5;

input int Shift=0;  // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >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 C@>2=59 >;;8=465@0

double ExtLineBuffer0[];

double ExtLineBuffer1[],ExtLineBuffer2[];

double ExtLineBuffer3[],ExtLineBuffer4[];

double ExtLineBuffer5[],ExtLineBuffer6[];

double ExtLineBuffer7[],ExtLineBuffer8[];

double ExtLineBuffer9[],ExtLineBuffer10[];



//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| Rj_SlidingRange Channel indicator initialization function        | 

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

void OnInit()

  {

//---- =8F80;870F8O :>=AB0=B

   min_rates_total=int(CalcPeriodRange+1);   

   

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtLineBuffer0,INDICATOR_DATA);

   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(3,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(4,ExtLineBuffer4,INDICATOR_DATA);

   SetIndexBuffer(5,ExtLineBuffer5,INDICATOR_DATA);

   SetIndexBuffer(6,ExtLineBuffer6,INDICATOR_DATA);

   SetIndexBuffer(7,ExtLineBuffer7,INDICATOR_DATA);

   SetIndexBuffer(8,ExtLineBuffer8,INDICATOR_DATA);

   SetIndexBuffer(9,ExtLineBuffer9,INDICATOR_DATA);

   SetIndexBuffer(10,ExtLineBuffer10,INDICATOR_DATA);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(5,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(6,PLOT_SHIFT,Shift);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ExtLineBuffer0,true);

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ExtLineBuffer4,true);

   ArraySetAsSeries(ExtLineBuffer5,true);

   ArraySetAsSeries(ExtLineBuffer6,true);

   ArraySetAsSeries(ExtLineBuffer7,true);

   ArraySetAsSeries(ExtLineBuffer8,true);

   ArraySetAsSeries(ExtLineBuffer9,true);

   ArraySetAsSeries(ExtLineBuffer10,true);



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

   string shortname;

   StringConcatenate(shortname,"Rj_SlidingRange(",CalcPeriodRange,")");

//--- 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);

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

  }

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

//| Rj_SlidingRange Channel 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[],

                const double &Low[],

                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 ?5@5<5==KE

   int limit;

   double upper,lower,midlle,range;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

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

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

   else limit=rates_total-prev_calculated;  // AB0@B>2K9 =><5@ 4;O @0AGQB0 B>;L:> =>2KE 10@>2



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(High,true);

   ArraySetAsSeries(Low,true);



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

   for(int bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      int iii=bar+int(CalcPeriodRange)-1;

      double b1=0,b2=0;

      while(iii>=bar)

        {

         b1+=High[ArrayMaximum(High,iii,CalcPeriodRange)];

         b2+=Low[ArrayMinimum(Low,iii,CalcPeriodRange)];

         iii--;

        }

        

      upper=ExtLineBuffer1[bar]=b1/CalcPeriodRange;

      lower=ExtLineBuffer2[bar]=b2/CalcPeriodRange;     

      midlle=ExtLineBuffer0[bar]=NormalizeDouble((upper+lower)/2,_Digits);

      range=100*(upper-lower)/2;

      

      ExtLineBuffer3[bar]=midlle+range;

      ExtLineBuffer4[bar]=upper;

           

      ExtLineBuffer5[bar]=upper;

      ExtLineBuffer6[bar]=midlle;

      

      

      ExtLineBuffer7[bar]=midlle;

      ExtLineBuffer8[bar]=lower;

      

      ExtLineBuffer9[bar]=lower;

      ExtLineBuffer10[bar]=midlle-range;

     }

//----    

   return(rates_total);

  }

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