TDI

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

//|                                                          TDI.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 "Trend detection index"

#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   3

//--- plot TDI

#property indicator_label1  "TD Index"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DIR

#property indicator_label2  "Direction"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot SIG

#property indicator_label3  "Signal"

#property indicator_type3   DRAW_COLOR_HISTOGRAM

#property indicator_color3  clrLimeGreen,clrOrange

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- input parameters

input uint     InpPeriod                     =  20;            // Period

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferTDI[];

double         BufferDIR[];

double         BufferSIG[];

double         BufferColors[];

double         BufferMA[];

double         BufferMom[];

double         BufferMomAbs[];

//--- global variables

int            period_ma;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ma=int(InpPeriod<1 ? 1 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTDI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDIR,INDICATOR_DATA);

   SetIndexBuffer(2,BufferSIG,INDICATOR_DATA);

   SetIndexBuffer(3,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,BufferMA,INDICATOR_DATA);

   SetIndexBuffer(5,BufferMom,INDICATOR_DATA);

   SetIndexBuffer(6,BufferMomAbs,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"TDI("+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTDI,true);

   ArraySetAsSeries(BufferDIR,true);

   ArraySetAsSeries(BufferSIG,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferMA,true);

   ArraySetAsSeries(BufferMom,true);

   ArraySetAsSeries(BufferMomAbs,true);

//--- create MA handle

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period_ma) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   int limit1=limit;

   if(limit>1)

     {

      limit=rates_total-2;

      limit1=limit-period_ma;

      ArrayInitialize(BufferTDI,EMPTY_VALUE);

      ArrayInitialize(BufferDIR,EMPTY_VALUE);

      ArrayInitialize(BufferSIG,EMPTY_VALUE);

      ArrayInitialize(BufferMA,0);

      ArrayInitialize(BufferMom,0);

      ArrayInitialize(BufferMomAbs,0);

     }

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

   int copied=0,count=(limit==0 ? 1 : rates_total);

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;

   for(int i=limit1; i>=0 && !IsStopped(); i--)

     {

      BufferMom[i]=BufferMA[i]-BufferMA[i+period_ma];

      BufferMomAbs[i]=fabs(BufferMom[i]);

     }

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

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

     {

      BufferDIR[i]=MAOnArray(BufferMom,0,period_ma,0,MODE_SMA,i)*period_ma;

      double F=fabs(BufferDIR[i]);

      double H=MAOnArray(BufferMomAbs,0,period_ma,0,MODE_SMA,i)*period_ma;

      double G=MAOnArray(BufferMomAbs,0,2*period_ma,0,MODE_SMA,i)*2*period_ma;

      BufferTDI[i]=F+H-G;

      //---

      if(BufferTDI[i]>0)

         BufferSIG[i]=(BufferDIR[i]>0 ? -0.1 : 0.1);

      else

         BufferSIG[i]=BufferSIG[i+1];

      BufferColors[i]=(BufferSIG[i]>0 ? 0 : 1);

     }



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

   return(rates_total);

  }

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

//| iMAOnArray() https://www.mql5.com/ru/articles/81                 |

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

double MAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)

  {

   double buf[],arr[];

   if(total==0) total=ArraySize(array);

   if(total>0 && total<=period) return(0);

   if(shift>total-period-ma_shift) return(0);

//---

   switch(ma_method)

     {

      case MODE_SMA :

        {

         total=ArrayCopy(arr,array,0,shift+ma_shift,period);

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,pos=total-1;

         for(i=1;i<period;i++,pos--)

            sum+=arr[pos];

         while(pos>=0)

           {

            sum+=arr[pos];

            buf[pos]=sum/period;

            sum-=arr[pos+period-1];

            pos--;

           }

         return(buf[0]);

        }

      case MODE_EMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double pr=2.0/(period+1);

         int    pos=total-2;

         while(pos>=0)

           {

            if(pos==total-2) buf[pos+1]=array[pos+1];

            buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_SMMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,k,pos;

         pos=total-period;

         while(pos>=0)

           {

            if(pos==total-period)

              {

               for(i=0,k=pos;i<period;i++,k++)

                 {

                  sum+=array[k];

                  buf[k]=0;

                 }

              }

            else sum=buf[pos+1]*(period-1)+array[pos];

            buf[pos]=sum/period;

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_LWMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0.0,lsum=0.0;

         double price;

         int    i,weight=0,pos=total-1;

         for(i=1;i<=period;i++,pos--)

           {

            price=array[pos];

            sum+=price*i;

            lsum+=price;

            weight+=i;

           }

         pos++;

         i=pos+period;

         while(pos>=0)

           {

            buf[pos]=sum/weight;

            if(pos==0) break;

            pos--;

            i--;

            price=array[pos];

            sum=sum-lsum+price*period;

            lsum-=array[i];

            lsum+=price;

           }

         return(buf[shift+ma_shift]);

        }

      default: return(0);

     }

   return(0);

  }

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