StepMA_3D_v3

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

//|                                                 StepMA_3D_v3.mq5 |

//|                                Copyright © 2006, TrendLaboratory |

//|            http://finance.groups.yahoo.com/group/TrendLaboratory |

//|                                   E-mail: igorad2003@yahoo.co.uk |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2006, TrendLaboratory"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

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

#property version   "1.100"

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

#property indicator_chart_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> B@8 1CD5@0

#property indicator_buffers 3

//---- 8A?>;L7>20=> B@8 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   3

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

//|  0@0<5B@K >B@8A>2:8 25@E=53> 8=48:0B>@0     |

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= 75;Q=K9 F25B

#property indicator_color1  clrLimeGreen

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 2

#property indicator_width1  2

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

#property indicator_label1  "Upper StepMA_3D_v3"

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

//|  0@0<5B@K >B@8A>2:8 A@54=53> 8=48:0B>@0     |

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

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

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color2  clrBlue

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

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

#property indicator_width2  2

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

#property indicator_label2  "Middle StepMA_3D_v3"

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

//|  0@0<5B@K >B@8A>2:8 =86=53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 ;8=88

#property indicator_type3   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color3  clrRed

//---- ;8=8O 8=48:0B>@0 3 - =5?@5@K2=0O :@820O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 3 @02=0 2

#property indicator_width3  2

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

#property indicator_label3  "Lower StepMA_3D_v3"

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_MA_MODE //"8? :>=AB0=BK

  {

   MODE_SMA_,     //SMA

   MODE_LWMA_     //LWMA

  };

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

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

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

input uint    Length       = 10;         // 5@8>4 ATR

input double  Kv           =  1.000001;  // $0:B>@ GC2AB28B5;L=>AB8 =0 87<5=5=8O F5=K

input ENUM_MA_MODE MA_Mode = MODE_SMA_;  // 5B>4 CA@54=5=8O ATR

input int     ShiftMIN     =  0;         // A4283 8=48:0B>@0 1KAB@>3> B@5=40 ?> 3>@87>=B0;8 2 10@0E

input int     ShiftMID     =  0;         // A4283 8=48:0B>@0 A@54=53> B@5=40 ?> 3>@87>=B0;8 2 10@0E

input int     ShiftMAX     =  0;         // A4283 8=48:0B>@0 <54;5==>3> B@5=40 ?> 3>@87>=B0;8 2 10@0E

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

//---- >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

double UpBuffer[];

double MiddleBuffer[];

double DnBuffer[];

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

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   min_rates_total=int(Length)+1;



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

   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,ShiftMIN);

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

   ArraySetAsSeries(UpBuffer,true);



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

   SetIndexBuffer(1,MiddleBuffer,INDICATOR_DATA);

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

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(1,PLOT_SHIFT,ShiftMID);

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

   ArraySetAsSeries(MiddleBuffer,true);



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

   SetIndexBuffer(2,DnBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 3 =0 min_rates_total

   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,EMPTY_VALUE);

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

   PlotIndexSetInteger(2,PLOT_SHIFT,ShiftMAX);

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

   ArraySetAsSeries(DnBuffer,true);



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

   string shortname;

   StringConcatenate(shortname,"StepMA_3D_v3(",Length,")");

//--- 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);

//----

  }

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

//| Custom indicator 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[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,bar,TrendMin0,TrendMax0,TrendMid0;

   double StepSizeMin,StepSizeMax,StepSizeMid,AvgRange,Weight;

   double SminMin0,SmaxMin0,SminMax0,SmaxMax0,SminMid0,SmaxMid0,alfa,ATR0;

   static double SminMin1,SmaxMin1,SminMax1,SmaxMax1,SminMid1,SmaxMid1,ATRmax,ATRmin;

   static int TrendMin1,TrendMax1,TrendMid1;



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

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(close,true);



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      ATRmax=0.0;

      ATRmin=999999999.0;

      TrendMin1=TrendMax1=TrendMid1=0;

      SminMin1=SmaxMin1=SminMax1=SmaxMax1=SminMid1=SmaxMid1=close[limit+1];

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      AvgRange=0;

      Weight=0;

      for(int iii=int(Length)-1; iii>=0; iii--)

        {

         if(MA_Mode==MODE_SMA_) alfa=1.0;

         else alfa=1.0*(Length-iii)/Length;

         AvgRange+=alfa*(high[bar+iii]-low[bar+iii]);

         Weight+=alfa;

        }

      ATR0=AvgRange/Weight;

      //----

      if(ATR0>ATRmax) ATRmax=ATR0;

      if(ATR0<ATRmin) ATRmin=ATR0;

      //----

      StepSizeMin=MathRound(Kv*ATRmin/_Point)*_Point;

      StepSizeMax=MathRound(Kv*ATRmax/_Point)*_Point;

      StepSizeMid=MathRound(Kv*0.5*(ATRmax+ATRmin)/_Point)*_Point;

      //----

      SmaxMin0=close[bar]+2.0*StepSizeMin;

      SminMin0=close[bar]-2.0*StepSizeMin;

      //----

      SmaxMax0=close[bar]+2.0*StepSizeMax;

      SminMax0=close[bar]-2.0*StepSizeMax;

      //----

      SmaxMid0=close[bar]+2.0*StepSizeMid;

      SminMid0=close[bar]-2.0*StepSizeMid;

      //----

      TrendMin0=TrendMin1;

      TrendMax0=TrendMax1;

      TrendMid0=TrendMid1;

      //----

      if(close[bar]>SmaxMin1) TrendMin0=1;

      if(close[bar]<SminMin1) TrendMin0=-1;

      //----

      if(close[bar]>SmaxMax1) TrendMax0=1;

      if(close[bar]<SminMax1) TrendMax0=-1;

      //----

      if(close[bar]>SmaxMid1) TrendMid0=1;

      if(close[bar]<SminMid1) TrendMid0=-1;

      //----

      if(TrendMin0>0)

        {

         if(SminMin0<SminMin1) SminMin0=SminMin1;

         UpBuffer[bar]=SminMin0+StepSizeMin;

        }

      if(TrendMin0<0)

        {

         if(SmaxMin0>SmaxMin1) SmaxMin0=SmaxMin1;

         UpBuffer[bar]=SmaxMin0-StepSizeMin;

        }

      if(TrendMax0>0)

        {

         if(SminMax0<SminMax1) SminMax0=SminMax1;

         DnBuffer[bar]=SminMax0+StepSizeMax;

        }



      if(TrendMax0<0)

        {

         if(SmaxMax0>SmaxMax1) SmaxMax0=SmaxMax1;

         DnBuffer[bar]=SmaxMax0-StepSizeMax;

        }



      if(TrendMid0>0)

        {

         if(SminMid0<SminMid1) SminMid0=SminMid1;

         MiddleBuffer[bar]=SminMid0+StepSizeMid;

        }



      if(TrendMid0<0)

        {

         if(SmaxMid0>SmaxMid1) SmaxMid0=SmaxMid1;

         MiddleBuffer[bar]=SmaxMid0-StepSizeMid;

        }



      if(bar)

        {

         SmaxMin1=SmaxMin0;

         SminMin1=SminMin0;

         SmaxMax1=SmaxMax0;

         SminMax1=SminMax0;

         SmaxMid1=SmaxMid0;

         SminMid1=SminMid0;

         //----

         TrendMin1=TrendMin0;

         TrendMax1=TrendMax0;

         TrendMid1=TrendMid0;

        }

     }

//----     

   return(rates_total);

  }

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