SpearmanRankCorrelation_2HTF

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

//|                                 SpearmanRankCorrelation_2HTF.mq5 | 

//|                                         Copyright © 2006, lukas1 | 

//|                                                                  | 

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

#property copyright "Copyright © 2006, lukas1"

#property link ""

//--- =><5@ 25@A88 8=48:0B>@0

#property version   "1.60"

#property description "&25B=>5 >1;0:> 87 >AF8;;OB>@>2 SpearmanRankCorrelation A @07=KE B09<D@59<>2 =0 >4=>< 3@0D8:5."

//--- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

#property indicator_buffers 2 

//--- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  >1JO2;5=85 :>=AB0=B                |

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

#define RESET 0                                   // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define INDICATOR_NAME "SpearmanRankCorrelation"  // >=AB0=B0 4;O 8<5=8 8=48:0B>@0

#define SIZE 2                                    // >=AB0=B0 4;O :>;8G5AB20 2K7>2>2 DC=:F88 CountIndicator :>45

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

//|  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  clrTeal,clrMagenta

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

#property indicator_label1  "SpearmanRankCorrelation_2HTF"

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0        |

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

input ENUM_TIMEFRAMES TimeFrame1=PERIOD_M30;  // 5@8>4 3@0D8:0 8=48:0B>@0 1 (<;04H89 B09<D@59<)

input ENUM_TIMEFRAMES TimeFrame2=PERIOD_H2; // 5@8>4 3@0D8:0 8=48:0B>@0 2 (AB0@H89 B09<D@59<)

input uint  rangeN=14;

input uint  CalculatedBars=0;

input uint  Maxrange=30;

input bool direction=true;

//---

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 2 40;L=59H5<

//--- 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double Ind1Buffer[];

double Ind2Buffer[];

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind1_Handle,Ind2_Handle;

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

//|  >;CG5=85 B09<D@59<0 2 2845 AB@>:8                              |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

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

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- 8=8F80;870F8O ?5@5<5==KE 

   min_rates_total=2;

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 SpearmanRankCorrelation 1

   Ind1_Handle=iCustom(Symbol(),TimeFrame1,"SpearmanRankCorrelation",rangeN,CalculatedBars,Maxrange,direction);

   if(Ind1_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 SpearmanRankCorrelation 1");

      return(INIT_FAILED);

     }

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 SpearmanRankCorrelation 2

   Ind2_Handle=iCustom(Symbol(),TimeFrame2,"SpearmanRankCorrelation",rangeN,CalculatedBars,Maxrange,direction);

   if(Ind2_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 SpearmanRankCorrelation 2");

      return(INIT_FAILED);

     }

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

   IndInit(0,Ind1Buffer);

   IndInit(1,Ind2Buffer);

   PlotInit(0,0.0,min_rates_total,Shift);

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME,"(",GetStringTimeframe(TimeFrame1),", ",GetStringTimeframe(TimeFrame2),")");

//---

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,4);

   

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0    

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,+0.50);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,-0.50);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrRed);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASH);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom 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 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame1,TimeFrame2)) return(RESET);

//--- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

   if(BarsCalculated(Ind1_Handle)<Bars(Symbol(),TimeFrame1)) return(prev_calculated);

   if(BarsCalculated(Ind2_Handle)<Bars(Symbol(),TimeFrame2)) return(prev_calculated);

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

   ArraySetAsSeries(time,true);

//---

   if(!CountIndicator(0,NULL,TimeFrame1,Ind1_Handle,0,Ind1Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(1,NULL,TimeFrame2,Ind2_Handle,0,Ind2Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

//---     

   return(rates_total);

  }

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

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

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

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

  {

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

   SetIndexBuffer(Number,Buffer,INDICATOR_DATA);

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

   ArraySetAsSeries(Buffer,true);

  }

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@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 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(Number,PLOT_SHOW_DATA,false);

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // ><5@ DC=:F88 CountLine ?> A?8A:C 2 :>45 8=48:0B>@0 (AB0@B>2K9 =><5@ - 0)

                    string   Symb,            // !8<2>; 3@0D8:0

                    ENUM_TIMEFRAMES TFrame,   // 5@8>4 3@0D8:0

                    int      IndHandle,       // %5=4; >1@010BK205<>3> 8=48:0B>@0

                    uint     BuffNumb,        // ><5@ 1CD5@0 >1@010BK205<>3> 8=48:0B>@0

                    double&  IndBuf[],        // @85<=K9 1CD5@ 8=48:0B>@0

                    const datetime& iTime[],  // "09<A5@8O 2@5<5=8

                    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 int Min_Rates_Total)// <8=8<0;L=>5 :>;8G5AB2> 8AB>@88 2 10@0E 4;O @0AG5B0

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

//--- 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=Rates_Total-Min_Rates_Total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 



//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      //--- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AG5B0

      IndBuf[bar]=0.0;

      //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 IndTime

      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 Arr[1];

         //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 Arr

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

         IndBuf[bar]=Arr[0];

        }

      else IndBuf[bar]=IndBuf[bar+1];

     }

//---     

   return(true);

  }

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

//| TimeFramesCheck()                                                |

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

bool TimeFramesCheck(string IndName,

                     ENUM_TIMEFRAMES TFrame1, // 5@8>4 3@0D8:0 8=48:0B>@0 1 (<;04H89 B09<D@59<)

                     ENUM_TIMEFRAMES TFrame2) // 5@8>4 3@0D8:0 8=48:0B>@0 2 (AB0@H89 B09<D@59<)

  {

//--- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(TFrame1<Period() && TFrame1!=PERIOD_CURRENT)

     {

      Print("5@8>4 3@0D8:0 1 4;O 8=48:0B>@0 "+IndName+" =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0! \n !;54C5B 87<5=8BL 2E>4=K5 ?0@0<5B@K 8=48:0B>@0!");

      return(RESET);

     }

//---

   if(TFrame2<=TFrame1)

     {

      Print("5@8>4 3@0D8:0 2 4;O 8=48:0B>@0 "+IndName+" 4>;65= 1KBL 1>;LH5 ?5@8>40 3@0D8:0 1! \n !;54C5B 87<5=8BL 2E>4=K5 ?0@0<5B@K 8=48:0B>@0!");

      return(RESET);

     }

//---

   return(true);

  }

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