rwi_htf

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

//|                                                      RWI_HTF.mq5 | 

//|                               Copyright © 2014, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2014, Nikolay Kositsin"

#property link "arria@mail.redcom.ru"

//--- indicator version

#property version   "1.60"

#property description "RWI with the timeframe selection option available in input parameters"

//--- drawing the indicator in a separate window

#property indicator_separate_window

//--- number of indicator buffers is 2

#property indicator_buffers 2 

//--- one plot is used

#property indicator_plots   1

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

//| declaration of constants                     |

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

#define RESET 0                // The constant for getting the command for the indicator recalculation back to the terminal

#define INDICATOR_NAME "RWI"   // A constant for the indicator name

#define SIZE 1                 // A constant for the number of calls of the CountIndicator function in the code

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

//| Indicator 1 drawing parameters               |

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

//--- drawing the indicator as a colored cloud

#property indicator_type1   DRAW_FILLING

//--- the following colors are used as the indicator colors

#property indicator_color1  clrDodgerBlue,clrDeepPink

//--- displaying the indicator label

#property indicator_label1  "Signal HTF"

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

//| declaration of enumerations                  |

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

enum Smooth_Method

  {

   MODE_SMA_,  // SMA

   MODE_EMA_,  // EMA

   MODE_SMMA_, // SMMA

   MODE_LWMA_, // LWMA

   MODE_JJMA,  // JJMA

   MODE_JurX,  // JurX

   MODE_ParMA, // ParMA

   MODE_T3,    // T3

   MODE_VIDYA, // VIDYA

   MODE_AMA,   // AMA

  };

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

//| Indicator input parameters                   |

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;       // Indicator chart period (timeframe)

input uint RWI_Period=25;                        // RWI indicator period

input Smooth_Method XMA_Method=MODE_JJMA;        // Method of averaging

input uint XPeriod=5;                            // Smoothing period

input int XPhase=15;                             // Smoothing parameter

//--- for JJMA it varies within the range -100 ... +100 and influences the quality of the transient period;

input int Shift=0;                               // Horizontal shift of the indicator in bars

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

//--- declaration of dynamic arrays that

//--- will be used as indicator buffers

double UpIndBuffer[];

double DnIndBuffer[];

//--- declaration of integer variables for the start of data calculation

int min_rates_total;

//--- declaration of integer variables for the indicators handles

int Ind_Handle;

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

//| Getting a timeframe as a string                                  |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- checking correctness of the chart periods

   if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame)) return(INIT_FAILED);

//--- initialization of variables 

   min_rates_total=2;

//--- getting the handle of the RWI indicator

   Ind_Handle=iCustom(Symbol(),TimeFrame,"RWI",RWI_Period,XMA_Method,XPeriod,XPhase);

   if(Ind_Handle==INVALID_HANDLE)

     {

      Print(" Failed to get the handle of the RWI indicator");

      return(INIT_FAILED);

     }

//--- Initialize indicator buffers

   IndInit(0,UpIndBuffer,INDICATOR_DATA);

   IndInit(1,DnIndBuffer,INDICATOR_DATA);

//--- initialization of indicators

   PlotInit(0,0.0,0,Shift);

//--- creation of the name to be displayed in a separate sub-window and in a pop up help

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME,"(",GetStringTimeframe(TimeFrame),")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- determining the accuracy of the indicator values

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- initialization end

   return(INIT_SUCCEEDED);

  }

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

//| Custom iteration function                                        | 

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

int OnCalculate(const int rates_total,    // number of bars in history at the current tick

                const int prev_calculated,// amount of history in bars at the previous tick

                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[])

  {

//--- checking if the number of bars is enough for the calculation

   if(rates_total<min_rates_total) return(RESET);

   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);

//--- apply timeseries indexing to array elements  

   ArraySetAsSeries(time,true);

//---

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,UpIndBuffer,1,DnIndBuffer,time,rates_total,prev_calculated,min_rates_total))

      return(RESET);

//---     

   return(rates_total);

  }

//---

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

//| Indicator buffer initialization                                  |

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

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

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,Buffer,Type);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(Buffer,true);

//---

  }

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

//| indicator initialization                                         |

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

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

  {

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

//--- shifting the indicator horizontally by Shift

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // The number of the CountLine function in the list in the indicator code (starting number - 0)

                    string   Symb,            // Chart symbol

                    ENUM_TIMEFRAMES TFrame,   // Chart period

                    int      IndHandle,       // The handle of the processed indicator

                    uint     UpBuffNumb,      // The number of the buffer of the processed indicator for the cloud

                    double&  UpIndBuf[],      // Receiving buffer of the indicator for the cloud

                    uint     DnBuffNumb,      // The number of the buffer of the processed indicator for the cloud

                    double&  DnIndBuf[],      // Receiving buffer of the indicator for the cloud

                    const datetime& iTime[],  // Timeseries of time

                    const int Rates_Total,    // amount of history in bars on the current tick

                    const int Prev_Calculated,// amount of history in bars at the previous tick

                    const int Min_Rates_Total)// minimum amount of history in bars for calculation

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- calculations of the necessary amount of data to be copied

//--- and the 'limit' starting index for the bars recalculation loop

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// checking for the first start of the indicator calculation

     {

      limit=Rates_Total-Min_Rates_Total-1; // starting index for calculation of all bars

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // Starting index for calculation of new bars 

//--- main indicator calculation loop

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

     {

      //--- Copy new data to the IndTime array

      if(CopyTime(Symbol(),TFrame,iTime[bar],1,IndTime)<=0) return(RESET);



      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])

        {

         LastCountBar[Numb]=bar;

         double UpArr[1],DnArr[1];

         //--- copy newly appeared data in the arrays

         if(CopyBuffer(IndHandle,UpBuffNumb,iTime[bar],1,UpArr)<=0) return(RESET);

         if(CopyBuffer(IndHandle,DnBuffNumb,iTime[bar],1,DnArr)<=0) return(RESET);



         UpIndBuf[bar]=UpArr[0];

         DnIndBuf[bar]=DnArr[0];

        }

      else

        {

         UpIndBuf[bar]=UpIndBuf[bar+1];

         DnIndBuf[bar]=DnIndBuf[bar+1];

        }

     }

//---     

   return(true);

  }

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

//| TimeFramesCheck()                                                |

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

bool TimeFramesCheck(string IndName,

                     ENUM_TIMEFRAMES TFrame) //Indicator chart period (timeframe)

  {

//--- checking correctness of the chart periods

   if(TFrame<Period() && TFrame!=PERIOD_CURRENT)

     {

      Print("Chart period for the "+IndName+" indicator cannot be less than the period of the current chart!");

      Print ("You must change the indicator input parameters!");

      return(RESET);

     }

//---

   return(true);

  }

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