super_trend

//+------------------------------------------------------------------+
//|                                                  Super_Trend.mq5 |
//|                   Copyright © 2005, Jason Robinson (jnrtrading). | 
//|                                      http://www.jnrtrading.co.uk | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2005, Jason Robinson (jnrtrading)." 
#property link      "http://www.jnrtrading.co.uk" 
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî ÷åòûðå ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1 DRAW_LINE
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí öâåò MediumSeaGreen
#property indicator_color1 clrMediumSeaGreen
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label1  "Super_Trend Up"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type2 DRAW_LINE
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí öâåò Red
#property indicator_color2 clrRed
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style2 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label2  "Super_Trend Down"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå çíà÷êà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò MediumTurquoise
#property indicator_color3  clrMediumTurquoise
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 1
#property indicator_width3  1
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Buy Super_Trend signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå çíà÷êà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò DarkOrange
#property indicator_color4  clrDarkOrange
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 1
#property indicator_width4  1
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Sell Super_Trend signal"
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0                             // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
#define UP_DOWN_SHIFT_CR  0
#define UP_DOWN_SHIFT_M1  3
#define UP_DOWN_SHIFT_M2  3
#define UP_DOWN_SHIFT_M3  4
#define UP_DOWN_SHIFT_M4  5
#define UP_DOWN_SHIFT_M5  5
#define UP_DOWN_SHIFT_M6  5
#define UP_DOWN_SHIFT_M10 6
#define UP_DOWN_SHIFT_M12 6
#define UP_DOWN_SHIFT_M15 7
#define UP_DOWN_SHIFT_M20 8
#define UP_DOWN_SHIFT_M30 9
#define UP_DOWN_SHIFT_H1  20
#define UP_DOWN_SHIFT_H2  27
#define UP_DOWN_SHIFT_H3  30
#define UP_DOWN_SHIFT_H4  35
#define UP_DOWN_SHIFT_H6  33
#define UP_DOWN_SHIFT_H8  35
#define UP_DOWN_SHIFT_H12 37
#define UP_DOWN_SHIFT_D1  40
#define UP_DOWN_SHIFT_W1  100
#define UP_DOWN_SHIFT_MN1 120
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int CCIPeriod=14; // Ïåðèîä èíäèêàòîðà CCI 
input int Level=0;      // Óðîâåíü ñðàáàòûâàíèÿ CCI
input int Shift=0;      // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double TrendUp[],TrendDown[];
double SignUp[];
double SignDown[];
//----
double UpDownShift;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int CCI_Handle;
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
int GetUpDownShift(ENUM_TIMEFRAMES Timeframe)
  {
//----
   switch(Timeframe)
     {
      case PERIOD_M1:     return(UP_DOWN_SHIFT_M1);
      case PERIOD_M2:     return(UP_DOWN_SHIFT_M2);
      case PERIOD_M3:     return(UP_DOWN_SHIFT_M3);
      case PERIOD_M4:     return(UP_DOWN_SHIFT_M4);
      case PERIOD_M5:     return(UP_DOWN_SHIFT_M5);
      case PERIOD_M6:     return(UP_DOWN_SHIFT_M6);
      case PERIOD_M10:     return(UP_DOWN_SHIFT_M10);
      case PERIOD_M12:     return(UP_DOWN_SHIFT_M12);
      case PERIOD_M15:     return(UP_DOWN_SHIFT_M15);
      case PERIOD_M20:     return(UP_DOWN_SHIFT_M20);
      case PERIOD_M30:     return(UP_DOWN_SHIFT_M30);
      case PERIOD_H1:     return(UP_DOWN_SHIFT_H1);
      case PERIOD_H2:     return(UP_DOWN_SHIFT_H2);
      case PERIOD_H3:     return(UP_DOWN_SHIFT_H3);
      case PERIOD_H4:     return(UP_DOWN_SHIFT_H4);
      case PERIOD_H6:     return(UP_DOWN_SHIFT_H6);
      case PERIOD_H8:     return(UP_DOWN_SHIFT_H8);
      case PERIOD_H12:     return(UP_DOWN_SHIFT_H12);
      case PERIOD_D1:     return(UP_DOWN_SHIFT_D1);
      case PERIOD_W1:     return(UP_DOWN_SHIFT_W1);
      case PERIOD_MN1:     return(UP_DOWN_SHIFT_MN1);
     }
//----
   return(UP_DOWN_SHIFT_CR);
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
int OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(CCIPeriod)+1;
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà CCI
   CCI_Handle=iCCI(NULL,0,CCIPeriod,PRICE_TYPICAL);
   if(CCI_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà CCI");
      return(INIT_FAILED);
     }
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ ñäâèãà çíà÷åíèé     
   UpDownShift=GetUpDownShift(Period())*_Point;
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Super_Trend(",string(CCIPeriod),", ",string(Shift),")");
//---- 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);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,TrendUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendUp,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,TrendDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendDown,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà SignUp [] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,SignUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignUp,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_ARROW,108);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà SignDown[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,SignDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignDown,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_ARROW,108);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| 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(BarsCalculated(CCI_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double CCI[],cciTrendNow,cciTrendPrevious;
   int limit,to_copy,bar;
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ, êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(open,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(CCI,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
     }
   else
     {
      limit=rates_total-prev_calculated;                 // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
//----
   to_copy=limit+2;
//----
   to_copy++;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ CCI[]
   if(CopyBuffer(CCI_Handle,0,0,to_copy,CCI)<=0) return(RESET);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      SignUp[bar]=0.0;
      SignDown[bar]=0.0;
      SignUp[bar+1]=0.0;
      SignDown[bar+1]=0.0;
      //----
      cciTrendNow=CCI[bar]+70;
      cciTrendPrevious=CCI[bar+1]+70;
      //----
      if(cciTrendNow>=Level && cciTrendPrevious<Level) TrendUp[bar+1]=TrendDown[bar+1];
      if(cciTrendNow<=Level && cciTrendPrevious>Level) TrendDown[bar+1]=TrendUp[bar+1];
      //----
      if(cciTrendNow>Level)
        {
         TrendDown[bar]=0.0;
         TrendUp[bar]=low[bar]-UpDownShift;
         if(close[bar]<open[bar] && TrendDown[bar+1]!=TrendUp[bar+1]) TrendUp[bar]=TrendUp[bar+1];
         if(TrendUp[bar]<TrendUp[bar+1] && TrendDown[bar+1]!=TrendUp[bar+1]) TrendUp[bar]=TrendUp[bar+1];
         if(high[bar]<high[bar+1] && TrendDown[bar+1]!=TrendUp[bar+1]) TrendUp[bar]=TrendUp[bar+1];
        }
      //----
      if(cciTrendNow<Level)
        {
         TrendUp[bar]=0.0;
         TrendDown[bar]=high[bar]+UpDownShift;
         if(close[bar]>open[bar] && TrendUp[bar+1]!=TrendDown[bar+1]) TrendDown[bar]=TrendDown[bar+1];
         if(TrendDown[bar]>TrendDown[bar+1] && TrendDown[bar+1]!=TrendUp[bar+1]) TrendDown[bar]=TrendDown[bar+1];
         if(low[bar]>low[bar+1] && TrendUp[bar+1]!=TrendDown[bar+1]) TrendDown[bar]=TrendDown[bar+1];
        }
      //----
      if(TrendDown[bar+1]!=0.0 && TrendUp[bar]!=0.0) SignUp[bar+1]=TrendDown[bar+1];
      if(TrendUp[bar+1]!=0.0 && TrendDown[bar]!=0.0) SignDown[bar+1]=TrendUp[bar+1];
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+