SuperTrend_v3

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

//|                                                   SuperTrend.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 "Olivier Seban's SuperTrend indicator"

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   1

//--- plot ST

#property indicator_label1  "SuperTrend"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGreen,clrRed,clrDarkGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpPeriod      =  14;         // Period

input uint              InpShift       =  20;         // Shift

input ENUM_INPUT_YES_NO InpUseFilter   =  INPUT_YES;  // Use filter

//--- indicator buffers

double         BufferST[];

double         BufferColors[];

double         BufferFlag[];

double         BufferCCI[];

//--- global variables

double         shift;

int            period_cci;

int            handle_cci;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_cci=int(InpPeriod<2 ? 2 : InpPeriod);

   shift=InpShift*Point();

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferST,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferFlag,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferCCI,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SuperTrend ("+(string)period_cci+","+(string)InpShift+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferST,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferFlag,true);

   ArraySetAsSeries(BufferCCI,true);

//--- create cci handle

   ResetLastError();

   handle_cci=iCCI(NULL,PERIOD_CURRENT,period_cci,PRICE_TYPICAL);

   if(handle_cci==INVALID_HANDLE)

     {

      Print("The iCCI(",(string)period_cci,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,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;

      ArrayInitialize(BufferST,EMPTY_VALUE);

      ArrayInitialize(BufferColors,2);

      ArrayInitialize(BufferFlag,0);

      ArrayInitialize(BufferCCI,0);

     }



//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1);

   ResetLastError();

   int copied=CopyBuffer(handle_cci,0,0,count,BufferCCI);

   if(copied!=count) return 0;



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

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

     {

      double CCI=BufferCCI[i];

      BufferST[i]=BufferST[i+1];

      BufferFlag[i]=BufferFlag[i+1];

      BufferColors[i]=2;



      if(CCI>0 && BufferFlag[i]<=0)

        {

         BufferFlag[i]=1;

         BufferST[i]=low[i]-shift;

        }



      if(CCI<0 && BufferFlag[i]>=0)

        {

         BufferFlag[i]=-1;

         BufferST[i]=high[i]+shift;

        }



      BufferST[i]=

        (

         BufferFlag[i]>0 && low[i]-shift>BufferST[i+1] ? low[i]-shift :

         BufferFlag[i]<0 && high[i]+shift<BufferST[i+1] ? high[i]+shift :

         BufferST[i]

        );



      if(InpUseFilter)

        {

         if(BufferFlag[i]>0 && BufferST[i]>BufferST[i+1])

           {

            if(close[i]<open[i])

               BufferST[i]=BufferST[i+1];

            if(high[i]<high[i+1])

               BufferST[i]=BufferST[i+1];

           }

         if(BufferFlag[i]<0 && BufferST[i]<BufferST[i+1])

           {

            if(close[i]>open[i])

               BufferST[i]=BufferST[i+1];

            if(low[i]>low[i+1])

               BufferST[i]=BufferST[i+1];

           }

        }



      if(close[i]>BufferST[i])

         BufferColors[i]=0;

      else

         BufferColors[i]=1;

     }



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

   return(rates_total);

  }

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