Squeeze_Momentum

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

//|                                             Squeeze_Momentum.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 "Squeeze Momentum indicator"

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "SqMom Up"

#property indicator_type1   DRAW_HISTOGRAM

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  8

//--- plot DN

#property indicator_label2  "SqMom Down"

#property indicator_type2   DRAW_HISTOGRAM

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  8

//--- input parameters

input uint     InpPeriod   =  20;   // Period

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

double         BufferRaw[];

double         BufferLRL[];

double         BufferLocalExUP[];

double         BufferLocalExDN[];

double         BufferCloseLocalUP[];

double         BufferCloseLocalDN[];

double         BufferMA[];

//--- global variables

int            period;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

   SetIndexBuffer(2,BufferRaw,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferLRL,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferLocalExUP,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferLocalExDN,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferCloseLocalUP,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferCloseLocalDN,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,BufferMA,INDICATOR_CALCULATIONS);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,true);

   ArraySetAsSeries(BufferRaw,true);

   ArraySetAsSeries(BufferLRL,true);

   ArraySetAsSeries(BufferLocalExUP,true);

   ArraySetAsSeries(BufferLocalExDN,true);

   ArraySetAsSeries(BufferCloseLocalUP,true);

   ArraySetAsSeries(BufferCloseLocalDN,true);

   ArraySetAsSeries(BufferMA,true);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Squeeze Momentum");

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- create MA's handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,period,0,MODE_SMA,PRICE_CLOSE);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period,") 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[])

  {

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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(time,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(period,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-3;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

      ArrayInitialize(BufferRaw,0);

      ArrayInitialize(BufferLRL,0);

      ArrayInitialize(BufferLocalExUP,0);

      ArrayInitialize(BufferLocalExDN,0);

      ArrayInitialize(BufferCloseLocalUP,0);

      ArrayInitialize(BufferCloseLocalDN,0);

      ArrayInitialize(BufferMA,0);

     }

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

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

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;

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

     {

      double Median=(high[i]+low[i])/2.0;

      BufferRaw[i]=close[i]-((Median+BufferMA[i])/2.0);

     }

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

     {

      double x=0,y=0,xy=0,x2=0;

      for(int j=0;j<period;j++)

        {

         y+=BufferRaw[i+j];

         xy+=BufferRaw[i+j]*j;

         x+=j;

         x2+=j*j;

        }

      double tmp=period*x2-x*x;

      double m=(period*xy-x*y)/(tmp!=0 ? tmp : 1.0);

      double yint=(y+m*x)/period;

      BufferLRL[i]=yint-m*period;

     }

   

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

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

     {

      if((BufferLRL[i]>0) && (BufferLRL[i]<BufferLRL[i+1]) && (BufferLRL[i+1]>BufferLRL[i+2]))

         BufferLocalExUP[i]=BufferLRL[i];

      else

         BufferLocalExUP[i]=BufferLocalExUP[i+1];



      if((BufferLRL[i]>0) && (BufferLRL[i]<BufferLRL[i+1]) && (BufferLRL[i+1]>BufferLRL[i+2]))

         BufferCloseLocalUP[i]=close[i];

      else

         BufferCloseLocalUP[i]=BufferCloseLocalUP[i+1];



      if((BufferLRL[i]<0) && (BufferLRL[i]>BufferLRL[i+1]) && (BufferLRL[i+1]<BufferLRL[i+2]))

         BufferLocalExDN[i]=BufferLRL[i];

      else

         BufferLocalExDN[i]=BufferLocalExDN[i+1];



      if((BufferLRL[i]<0) && (BufferLRL[i]>BufferLRL[i+1]) && (BufferLRL[i+1]<BufferLRL[i+2]))

         BufferCloseLocalDN[i]=close[i];

      else

         BufferCloseLocalDN[i]=BufferCloseLocalDN[i+1];



      bool dn_sg=((BufferCloseLocalUP[i]>BufferCloseLocalUP[i+1]) && (BufferLocalExUP[i+1]>BufferLocalExUP[i]) ? true : false);

      bool dn_sg_custom=((BufferCloseLocalDN[i]>BufferCloseLocalDN[i+1]) && (BufferLocalExDN[i+1]>BufferLocalExDN[i]) ? true : false);

      bool up_sg=((BufferCloseLocalDN[i]<BufferCloseLocalDN[i+1]) && (BufferLocalExDN[i+1]<BufferLocalExDN[i]) ? true : false);

      bool up_sg_custom=((BufferCloseLocalUP[i]<BufferCloseLocalUP[i+1]) && (BufferLocalExUP[i+1]<BufferLocalExUP[i]) ? true : false);

      

      BufferUP[i]=((dn_sg || dn_sg_custom || up_sg || up_sg_custom) && (BufferLRL[i]>BufferLRL[i+1]) ? 1 : 0);

      BufferDN[i]=((dn_sg || dn_sg_custom || up_sg || up_sg_custom) && (BufferLRL[i]<BufferLRL[i+1]) ? 1 : 0);

     }

   

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

   return(rates_total);

  }

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