squize_ma_v1

//+---------------------------------------------------------------------+
//|                                                       Squize_MA.mq5 | 
//| mtf:ForexTSD.com                          Copyright © 2007, Kalenzo | 
//| mladen's formula   ki                   bartlomiej.gorski@gmail.com |
//+---------------------------------------------------------------------+
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2007, Kalenzo"
#property link      "bartlomiej.gorski@gmail.com"
#property description "Íîâàÿ è î÷åíü óäà÷íàÿ âåðñèÿ MA - íà ãðàôèê äîáàâëåíû óñëîâíûå ãðàíèöû ôëåòà." 
#property description "Âûõîä çà íèõ ñèãíàëèçèðóåò î âîçíèêíîâåíèè óñëîâèé äëÿ óñòîé÷èâîãî òðåíäà."
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî 4 ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+-----------------------------------+
//| Îáúÿâëåíèå êîíñòàíò               |
//+-----------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Chocolate öâåò
#property indicator_color1 clrChocolate
//---- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Squize_MA1"
//+--------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà óðîâíåé     |
//+--------------------------------------------+
//---- îòðèñîâêà óðîâíåé Áîëëèíäæåðà â âèäå ëèíèé
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
//---- ââûáîð öâåòîâ óðîâíåé Áîëëèíäæåðà
#property indicator_color2  clrTeal
#property indicator_color3  clrRed
//---- óðîâíè Áîëëèíäæåðà - øòðèõïóíêòèðíûå êðèâûå
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
//---- òîëùèíà óðîâíåé ðàâíà 5
#property indicator_width2  5
#property indicator_width3  5
//---- îòîáðàæåíèå ìåòîê óðîâíåé Áîëëèíäæåðà
#property indicator_label2  "+Squize_MA Env"
#property indicator_label3  "-Squize_MA Env"
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type4   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñèíå-ôèîëåòîâûé öâåò
#property indicator_color4 clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width4  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label4  "Squize_MA2"
//+-----------------------------------+
//| Îïèñàíèå êëàññîâ óñðåäíåíèé       |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CXMA è CStdDeviation èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2;
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
enum Applied_price_ //òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //Close
   PRICE_OPEN_,          //Open
   PRICE_HIGH_,          //High
   PRICE_LOW_,           //Low
   PRICE_MEDIAN_,        //Median Price (HL/2)
   PRICE_TYPICAL_,       //Typical Price (HLC/3)
   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)
   PRICE_SIMPL_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_   //TrendFollow_2 Price 
  };
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
  {
   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
  }; */
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input Smooth_Method MA_Method1=MODE_EMA; // Ìåòîä ïåðâîãî óñðåäíåíèÿ
input uint Length1=5; // Ãëóáèíà  ïåðâîãî ñãëàæèâàíèÿ
input int Phase1=15;  // Ïàðàìåòð ïåðâîãî ñðåäíåíèÿ
//--- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC1=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà
input Smooth_Method MA_Method2=MODE_EMA; // Ìåòîä âòîðîãî óñðåäíåíèÿ
input uint Length2=21; // Ãëóáèíà  âòîðîãî óñðåäíåíèÿ
input int Phase2=100;  // Ïàðàìåòð âòîðîãî ñãëàæèâàíèÿ
//--- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC2=PRICE_CLOSE; // Öåíîâàÿ êîíñòàíòà
input uint MAsThreSHoldPips=15;
input bool ATRmode=true;
input uint ATRperiod=50;
input double ATRmultipl=0.4;
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double XMA1Buffer[],XMA2Buffer[];
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ óðîâíåé Áîëëèíäæåðà
double ExtLineBuffer1[],ExtLineBuffer2[];
//---- îáúÿâëåíèå ïåðåìåííîé äëÿ õðàíåíèÿ õåíäëà èíäèêàòîðà
int ATR_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
uint min_rates_1,min_rates_2,min_rates_total;
//+------------------------------------------------------------------+   
//| Squize_MA indicator initialization function                      | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_1=XMA1.GetStartBars(MA_Method1, Length1, Phase1);
   min_rates_2=XMA2.GetStartBars(MA_Method2, Length2, Phase2);
   min_rates_total=MathMax(min_rates_1,min_rates_2);
   if(ATRmode) min_rates_total+=ATRperiod;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("Length1", Length1);
   XMA2.XMALengthCheck("Length2", Length2);
   XMA2.XMALengthCheck("BandsPeriod",ATRperiod);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);
   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   if(ATRmode)
     {
      ATR_Handle=iATR(NULL,PERIOD_CURRENT,ATRperiod);
      if(ATR_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,XMA1Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(XMA1Buffer,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà óðîâíåé ïðîáîÿ
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(ExtLineBuffer1,true);
   ArraySetAsSeries(ExtLineBuffer2,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,XMA2Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 4 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(XMA2Buffer,true);

//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   string Smooth1=XMA1.GetString_MA_Method(MA_Method1);
   string Smooth2=XMA1.GetString_MA_Method(MA_Method2);
   StringConcatenate(shortname,"X2MA_Bollinger Bands(",
                     Length1,", ",Length2,", ",ATRperiod,", ",Smooth1,", ",Smooth2,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Squize_MASquize_MA iteration function                            | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if((ATRmode && BarsCalculated(ATR_Handle)<rates_total) || rates_total<int(min_rates_total)) return(RESET);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price_1,price_2,x1xma,x2xma,madif,delta,Range[];
//---- îáúÿâëåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int to_copy,limit,bar;
   uint maxbar=rates_total-1;
//---- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//---- ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      to_copy=rates_total; // ðàñ÷åòíîå êîëè÷åñòâî âñåõ áàðîâ
      limit=rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
      to_copy=limit+1; // ðàñ÷åòíîå êîëè÷åñòâî òîëüêî íîâûõ áàðîâ
     }
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ Range[]
   if(ATRmode)if(CopyBuffer(ATR_Handle,0,0,to_copy,Range)<=0) return(RESET);
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(Range,true);
   ArraySetAsSeries(open,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(close,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price_
      price_1=PriceSeries(IPC1,bar,open,low,high,close);
      price_2=PriceSeries(IPC2,bar,open,low,high,close);
      //---- äâà âûçîâà ôóíêöèè XMASeries
      //---- âî âòîðîì âûçîâå ïàðàìåòð begin óâåëè÷åí íà StartBars1, ò. ê. ýòî ïîâòîðíîå XMA ñãëàæèâàíèå
      x1xma = XMA1.XMASeries(maxbar, prev_calculated, rates_total, MA_Method1, Phase1, Length1, price_1, bar, true);
      x2xma = XMA2.XMASeries(maxbar, prev_calculated, rates_total, MA_Method2, Phase2, Length2, price_2, bar, true);
      madif = MathAbs(x1xma-x2xma);
      //----
      XMA1Buffer[bar]=x1xma;
      XMA2Buffer[bar]=x2xma;
      //----
      if(ATRmode) delta=Range[bar]*ATRmultipl/_Point;
      else        delta=MAsThreSHoldPips;
      //----
      if(madif/_Point<delta)
        {
         double dPoint=delta*_Point;
         ExtLineBuffer1[bar]=x2xma+dPoint;
         ExtLineBuffer2[bar]=x2xma-dPoint;
        }
      else
        {
         ExtLineBuffer1[bar]=EMPTY_VALUE;
         ExtLineBuffer2[bar]=EMPTY_VALUE;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+