Standard_Deviation_Channels_x3_Cloud

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

//|                         Standard_Deviation_Channels_x3_Cloud.mq5 | 

//|                                       Copyright © 2009, Stajer59 | 

//|                                      http://www.stajer59.ucoz.ru | 

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

#property copyright "Copyright © 2009, Stajer59"

#property link "http://www.stajer59.ucoz.ru"

#property description "=48:0B>@ B@QE :0=0;>2 AB0=40@B=>9 45280F88"

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

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 11

#property indicator_buffers 11 

//---- 8A?>;L7>20=> 2A53> 452OBL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   9

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

//| 0@0<5B@K >B@8A>2:8 25@E=53> >1;0:0          |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >1;0:0

#property indicator_type1   DRAW_FILLING

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 221,255,242

#property indicator_color1 C'221,255,242'

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

#property indicator_label1  "Standard_Deviation_Channels_x3 Upper"

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

//| 0@0<5B@K >B@8A>2:8 =86=53> >1;0:0           |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >1;0:0

#property indicator_type2   DRAW_FILLING

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 255,234,255

#property indicator_color2 C'255,234,255'

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

#property indicator_label2  "Standard_Deviation_Channels_x3 Lower"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0            |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type3   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= DarkViolet F25B

#property indicator_color3 clrDarkViolet

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O ;8=8O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3  2

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

#property indicator_label3  "Standard_Deviation_Channels Middle Line"



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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 C@>2=59    |

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

//---- >B@8A>2:0 C@>2=59 :0=0;0 2 2845 ;8=89

#property indicator_type4   DRAW_LINE

#property indicator_type5   DRAW_LINE

#property indicator_type6   DRAW_LINE

#property indicator_type7   DRAW_LINE

#property indicator_type8   DRAW_LINE

#property indicator_type9   DRAW_LINE

//---- 2K1>@ F25B>2 C@>2=59 :0=0;0

#property indicator_color4  clrMediumSpringGreen

#property indicator_color5  clrMediumSeaGreen

#property indicator_color6  clrTeal

#property indicator_color7  clrMediumVioletRed

#property indicator_color8  clrRed

#property indicator_color9  clrGold

//---- C@>2=8 :0=0;0 - HB@8E?C=:B8@=K5 :@82K5

#property indicator_style4 STYLE_SOLID

#property indicator_style5 STYLE_SOLID

#property indicator_style6 STYLE_SOLID

#property indicator_style7 STYLE_SOLID

#property indicator_style8 STYLE_SOLID

#property indicator_style9 STYLE_SOLID

//---- B>;I8=0 C@>2=59 :0=0;0 @02=0 3

#property indicator_width4  3

#property indicator_width5  3

#property indicator_width6  3

#property indicator_width7  3

#property indicator_width8  3

#property indicator_width9  3

//---- >B>1@065=85 <5B>: C@>2=59 :0=0;0

#property indicator_label4  "+3Sigma"

#property indicator_label5  "+2Sigma"

#property indicator_label6  "+1Sigma"

#property indicator_label7  "-1Sigma"

#property indicator_label8  "-2Sigma"

#property indicator_label9  "-3Sigma"

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

//|  %+  " + "               |

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

input uint N_=240;        // :>;8G5AB2> A25G59 4;O 0=0;870

input double StdDev1=1.0; // 45280F8O ?5@2>3> :0=0;0

input double StdDev2=1.5; // 45280F8O 2B>@>3> :0=0;0

input double StdDev3=2.0; // 45280F8O B@5BL53> :0=0;0

input int Shift=0;        // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input int PriceShift=0;   // c4283 8=48:0B>@0 ?> 25@B8:0;8 2 ?C=:B0E

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

//---- >1JO2;5=85 48=0<8G5A:>3> <0AA820, :>B>@K9 1C45B 2 40;L=59H5< 8A?>;L7>20= 2 :0G5AB25 8=48:0B>@=>3> 1CD5@0

double LineBuffer[];

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2 D>=>2>3> 70?>;=5=8O

double UpUpBuffer[],UpDnBuffer[],DnUpBuffer[],DnDnBuffer[];

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2 C@>2=59

double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];

double ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];

//---- 1JO2;5=85 ?5@5<5==>9 7=0G5=8O 25@B8:0;L=>3> A42830 <C28=30

double dPriceShift;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total,N;

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

//| Standard_Deviation_Channels_x3 indicator initialization function | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   N=int(N_);

   min_rates_total=N;



//---- =8F80;870F8O A42830 ?> 25@B8:0;8

   dPriceShift=_Point*PriceShift;

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

   SetIndexBuffer(0,UpUpBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);

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

   ArraySetAsSeries(UpUpBuffer,true);



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

   SetIndexBuffer(1,UpDnBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(UpDnBuffer,true);



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

   SetIndexBuffer(2,DnUpBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);

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

   ArraySetAsSeries(DnUpBuffer,true);



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

   SetIndexBuffer(3,DnDnBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(DnDnBuffer,true);



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

   SetIndexBuffer(4,LineBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0);

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

   ArraySetAsSeries(LineBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(5,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(6,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(7,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(8,ExtLineBuffer4,INDICATOR_DATA);

   SetIndexBuffer(9,ExtLineBuffer5,INDICATOR_DATA);

   SetIndexBuffer(10,ExtLineBuffer6,INDICATOR_DATA);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0 C@>2=59 >;;8=465@0

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(7,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(8,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(7,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(8,PLOT_EMPTY_VALUE,EMPTY_VALUE);



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

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ExtLineBuffer4,true);

   ArraySetAsSeries(ExtLineBuffer5,true);

   ArraySetAsSeries(ExtLineBuffer6,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Standard_Deviation_Channels_x3_Cloud(",N,", ",

                     DoubleToString(StdDev1,2),", ",DoubleToString(StdDev2,2),", ",DoubleToString(StdDev3,2),", ",Shift,", ",PriceShift,")");

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

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



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

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

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

  }

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

//| Standard_Deviation_Channels_x3 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 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE

   int index,x,drawbegin;

   double a,b,Summ_x,Summ_y,Summ_x_2,Summ_xy,Deviation,StdDeviation,Middle_y;



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   drawbegin=rates_total-1-N;

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(7,PLOT_DRAW_BEGIN,drawbegin);

   PlotIndexSetInteger(8,PLOT_DRAW_BEGIN,drawbegin);



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

   ArraySetAsSeries(close,true);



   Summ_x=0.0;

   Summ_y=0.0;

   Summ_xy=0.0;

   Summ_x_2=0.0;



   for(x=1; x<=N && !IsStopped(); x++)

     {

      index=N-x;

      Summ_x+=x;

      Summ_y+=close[index];

      Summ_xy+=x*close[index];

      Summ_x_2+=MathPow(x,2);

     }



   b=(N*Summ_xy-Summ_x*Summ_y)/(N*Summ_x_2-MathPow(Summ_x,2));

   a=(Summ_y-b*Summ_x)/N;

   Middle_y=Summ_y/N;

   Deviation=0.0;



   for(x=0; x<N && !IsStopped(); x++)

     {

      index=N-x;

      Deviation+=MathPow((close[index]-Middle_y),2);

     }



   StdDeviation=MathSqrt(Deviation/N);

   UpUpBuffer[N]=UpDnBuffer[N]=DnUpBuffer[N]=DnDnBuffer[N]=NULL;

   ExtLineBuffer1[N]=ExtLineBuffer2[N]=ExtLineBuffer3[N]=EMPTY_VALUE;

   ExtLineBuffer4[N]=ExtLineBuffer5[N]=ExtLineBuffer6[N]=EMPTY_VALUE;

   LineBuffer[N]=EMPTY_VALUE;



   for(x=0; x<=N && !IsStopped(); x++)

     {

      index=N-x;

      double res=b*x+a;

      LineBuffer[index]=UpDnBuffer[index]=DnUpBuffer[index]=res+dPriceShift;

      ExtLineBuffer3[index]=res+StdDev1*StdDeviation+dPriceShift;

      ExtLineBuffer4[index]=res-StdDev1*StdDeviation+dPriceShift;

      ExtLineBuffer2[index]=res+StdDev2*StdDeviation+dPriceShift;

      ExtLineBuffer5[index]=res-StdDev2*StdDeviation+dPriceShift;

      ExtLineBuffer1[index]=res+StdDev3*StdDeviation+dPriceShift;

      ExtLineBuffer6[index]=res-StdDev3*StdDeviation+dPriceShift;

      UpUpBuffer[index]=MathMax(MathMax(ExtLineBuffer3[index],ExtLineBuffer2[index]),ExtLineBuffer1[index]);

      DnDnBuffer[index]=MathMin(MathMin(ExtLineBuffer6[index],ExtLineBuffer5[index]),ExtLineBuffer4[index]);

     }

//----     

   return(rates_total);

  }

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