Smart_Money_Index

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

//|                                            Smart_Money_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 "Smart money index"

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_plots   1

//--- plot SMI

#property indicator_label1  "SMI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrMediumVioletRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uchar    InpOpenHour       =  3; // Open hour

input uchar    InpSessionLength  =  8; // Session length

//--- indicator buffers

double         BufferSMI[];

//--- global variables

int            open_hour;

int            session_length;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   open_hour=int(InpOpenHour>22 ? 22 : InpOpenHour);

   session_length=int(InpSessionLength>24 ? 24 : InpSessionLength<1 ? 1 : InpSessionLength);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferSMI,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SMI");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferSMI,true);

//---

   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

   if(rates_total<4) return 0;

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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(time,true);

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferSMI,0);

     }

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

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

     {

      if(i==rates_total-2)

         BufferSMI[i+1]=0;

      datetime t=time[i];

      t=t-open_hour*3600;

      t=(datetime)floor(t/86400+0.5)*86400;

      t=t+open_hour*3600;

      datetime from=(Period()<PERIOD_D1 ? t : TimeOpenDay(time[i],open_hour));

      datetime to=from+session_length*3600;

      int x1=BarShift(NULL,PERIOD_CURRENT,from);

      int x2=BarShift(NULL,PERIOD_CURRENT,to);

      if(x1>rates_total-1 || x2>rates_total-2 || x1==WRONG_VALUE || x2==WRONG_VALUE)

         continue;

      if(x1==i || x2==i)

        {

         int shift=(Period()<PERIOD_D1 ? 0 : 1);

         BufferSMI[i]=BufferSMI[i+1]-(close[x1+shift]-open[x1+shift])+(close[x2]-open[x2]);

        }

      else

         BufferSMI[i]=BufferSMI[i+1];

     }



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

   return(rates_total);

  }

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

//| >72@0I05B 2@5<O >B:@KB8O 4=O                                    |

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

datetime TimeOpenDay(const datetime time,const int hour_begin)

  {

   MqlDateTime tm;

   if(TimeToStruct(time,tm))

     {

      tm.hour=hour_begin;

      tm.min=0;

      return StructToTime(tm);

     }

   return 0;

  }

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

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

//| https://www.mql5.com/ru/forum/743/page11#comment_7004230         |

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

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,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(-1);

   return res;

  }

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