stepma_nrtr_v2

//+------------------------------------------------------------------+
//|                                                  StepMA_NRTR.mq5 |
//|                                Copyright © 2006, TrendLaboratory |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                   E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2006, TrendLaboratory"
//---- ññûëêà íà ñàéò àâòîðà
#property link "http://www.forex-instruments.info"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "8.00"
//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî 4 áóôåðà
#property indicator_buffers 4
//---- èñïîëüçîâàíî 4 ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ëèíèè èíäèêàòîðà        |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 1 â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò BlueViolet
#property indicator_color1  clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà 1 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè áû÷üåé ëèíèè èíäèêàòîðà
#property indicator_label1  "Upper StepMA"
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ëèíèè èíäèêàòîðà        |
//+----------------------------------------------+
#property indicator_type2   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò Gold
#property indicator_color2  clrGold
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå ìåòêè ìåäâåæüåé ëèíèè èíäèêàòîðà
#property indicator_label2  "Lower StepMA"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè çíà÷êà èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå çíà÷êà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò SpringGreen
#property indicator_color3  clrSpringGreen
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 4
#property indicator_width3  4
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label3  "StepMA Buy"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè çíà÷êà èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå çíà÷êà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò Red
#property indicator_color4  clrRed
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 4
#property indicator_width4  4
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label4  "StepMA Sell"
//+-----------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé          |
//+-----------------------------------+
enum MA_MODE // Òèï êîíñòàíòû
  {
   SMA,     // SMA
   LWMA     // LWMA
  };
//+-----------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé          |
//+-----------------------------------+
enum PRICE_MODE // Òèï êîíñòàíòû
  {
   HighLow,     // High/Low
   CloseClose   // Close/Close
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int        Length      = 10;      // Volty Length
input double     Kv          = 1.0;     // Sensivity Factor
input int        StepSize    = 0;       // Constant Step Size (if need)
input double     Percentage  = 0;       // Percentage of Up/Down Moving   
input PRICE_MODE Switch      = HighLow; // High/Low Mode Switch (more sensitive)    
input int        Shift=0; // ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//---- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpBuffer[];
double DnBuffer[];
double SellBuffer[];
double BuyBuffer[];

double ratio;
int trend1,trend1_,trend0;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+ 
//| StepSize Calculation                                             |
//+------------------------------------------------------------------+ 
double StepSizeCalc(const double &High[],const double &Low[],int Len,double Km,int Size,int bar)
  {
//----
   double result;

   if(!Size)
     {
      double Range=0.0;
      double ATRmax=-1000000;
      double ATRmin=+1000000;

      for(int iii=Len-1; iii>=0; iii--)
        {
         Range=High[bar+iii]-Low[bar+iii];
         if(Range>ATRmax) ATRmax=Range;
         if(Range<ATRmin) ATRmin=Range;
        }
      result=MathRound(0.5*Km*(ATRmax+ATRmin)/_Point);
     }
   else result=Km*Size;
//----
   return(result);
  }
//+------------------------------------------------------------------+
//| StepMA Calculation                                               |
//+------------------------------------------------------------------+ 
double StepMACalc(const double &High[],const double &Low[],const double &Close[],bool HL,double Size,int bar)
  {
//----
   double result,smax0,smin0,SizeP,Size2P;
   static double smax1,smin1;
   static bool FirstStart=true;
   SizeP=Size*_Point;
   Size2P=2.0*SizeP;

//---- ñòàðòîâàÿ èíèöèàëèçàöèÿ ïåðåìåííûõ
   if(FirstStart)
     {
      trend1=0;
      smax1=Low[bar]+Size2P;
      smin1=High[bar]-Size2P;
      FirstStart=false;
     }

   if(HL)
     {
      smax0=Low[bar]+Size2P;
      smin0=High[bar]-Size2P;
     }
   else
     {
      smax0=Close[bar]+Size2P;
      smin0=Close[bar]-Size2P;
     }

   trend0=trend1;

   if(Close[bar]>smax1) trend0=+1;
   if(Close[bar]<smin1) trend0=-1;

   if(trend0>0)
     {
      if(smin0<smin1) smin0=smin1;
      result=smin0+SizeP;
     }
   else
     {
      if(smax0>smax1) smax0=smax1;
      result=smax0-SizeP;
     }
   trend1_=trend1;

   if(bar)
     {
      smax1=smax0;
      smin1=smin0;
      trend1=trend0;
     }
//----
   return(result);
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=Length+3;

//---- èíèöèàëèçàöèÿ ïåðåìåííûõ  
   ratio=Percentage/100.0*_Point;

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BufferUp â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(UpBuffer,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BufferDown â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(DnBuffer,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BufferUp1 â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,BuyBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 3
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(BuyBuffer,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_ARROW,108);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà BufferDown1 â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,SellBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 4
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SellBuffer,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_ARROW,108);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"StepMA NRTR (",Length,", ",Kv,", ",StepSize,")");
//--- 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);
//----
  }
//+------------------------------------------------------------------+
//| Custom indicator 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[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷åòà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(0);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int limit,bar;
   double StepMA,Step;

//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(close,true);

//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total;   // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      trend1_=0;
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ

//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0; bar--)
     {
      UpBuffer[bar]=EMPTY_VALUE;
      DnBuffer[bar]=EMPTY_VALUE;
      SellBuffer[bar]=EMPTY_VALUE;
      BuyBuffer[bar]=EMPTY_VALUE;

      Step=StepSizeCalc(high,low,Length,Kv,StepSize,bar);
      if(!Step) Step=1;

      StepMA=StepMACalc(high,low,close,Switch,Step,bar)+ratio/Step;

      if(trend0>0)
        {
         UpBuffer[bar]=StepMA-Step*_Point;
         if(trend1_<0) BuyBuffer[bar]=UpBuffer[bar];
         DnBuffer[bar]=EMPTY_VALUE;
        }

      if(trend0<0)
        {
         DnBuffer[bar]=StepMA+Step*_Point;
         if(trend1_>0) SellBuffer[bar]=DnBuffer[bar];
         UpBuffer[bar]=EMPTY_VALUE;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+