SRange_Contraction

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

//|                                           SRange_Contraction.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 "Signal Range Contraction indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot RC

#property indicator_label1  "Range"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrTurquoise

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot C

#property indicator_label2  "Breakout"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- enums

enum ENUM_MODE

  {

   MODE_CURRENT,     // Current

   MODE_PREVIOUS     // Previous

  };

//---

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input double            InpThreshold   =  50.0;          // Threshold

input ENUM_INPUT_YES_NO InpShowRC      =  INPUT_YES;     // Show Small Range

input ENUM_MODE         InpMode        =  MODE_CURRENT;  // Calculation period mode

//--- indicator buffers

double         BufferRC[];

double         BufferC[];

//--- global variables

double         threshold;

int            period;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=(int)InpMode;

   threshold=fabs(InpThreshold);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferRC,INDICATOR_DATA);

   SetIndexBuffer(1,BufferC,INDICATOR_DATA);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(1,PLOT_ARROW,159);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SRange Contraction ("+DoubleToString(threshold,1)+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,3);

   IndicatorSetDouble(INDICATOR_MINIMUM,0);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,threshold);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"Threshold ("+DoubleToString(threshold,2)+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferRC,true);

   ArraySetAsSeries(BufferC,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[])

  {

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

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

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

   if(rates_total<4) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-(2+period);

      ArrayInitialize(BufferRC,EMPTY_VALUE);

      ArrayInitialize(BufferC,EMPTY_VALUE);

     }

   

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

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

     {

      if(high[i+1+period]!=low[i+1+period])

         BufferRC[i]=100.*(high[i+period]-low[i+period])/(high[i+1+period]-low[i+1+period]);

      BufferC[i]=(InpShowRC && BufferRC[i]<threshold ? BufferRC[i] : EMPTY_VALUE);

     }

   

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

   return(rates_total);

  }

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