TMACD_Divergence

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

//|                                             TMACD_Divergence.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 "TMACD Divergence indicator"

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   5

//--- plot TMACD

#property indicator_label1  "TMACD"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrGreen,clrRed,clrDarkGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot DN

#property indicator_label2  "Short signal"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot UP

#property indicator_label3  "Long signal"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrGreen

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot divergence line to up

#property indicator_label4  "Line to up"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrGreen

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- plot divergence line to down

#property indicator_label5  "Line to down"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrRed

#property indicator_style5  STYLE_SOLID

#property indicator_width5  1

//--- input parameters

input uint                 InpPeriodFast     =  7;             // Fast MA period

input uint                 InpPeriodSlow     =  14;            // Slow MA period

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferTMACD[];

double         BufferColors[];

double         BufferArrowToDN[];

double         BufferArrowToUP[];

double         BufferLineToUP[];

double         BufferLineToDN[];

double         BufferFMA[];

double         BufferSMA[];

double         BufferATR[];

//--- global variables

string         prefix;

int            period_fast;

int            period_slow;

int            len_f;

int            len_s;

int            period_max;

int            handle_fma;

int            handle_sma;

int            handle_atr;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- setting global variables

   period_fast=int(InpPeriodFast<1 ? 1 : InpPeriodFast);

   period_slow=int((int)InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow<1 ? 1 : InpPeriodSlow);

   prefix="tmacdiv";

   len_f=(int)floor(period_fast/2)+1;

   len_s=(int)floor(period_slow/2)+1;

   period_max=fmax(len_f,len_s);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTMACD,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferArrowToDN,INDICATOR_DATA);

   SetIndexBuffer(3,BufferArrowToUP,INDICATOR_DATA);

   SetIndexBuffer(4,BufferLineToUP,INDICATOR_DATA);

   SetIndexBuffer(5,BufferLineToDN,INDICATOR_DATA);

   SetIndexBuffer(6,BufferFMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferSMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,BufferATR,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(1,PLOT_ARROW,242);

   PlotIndexSetInteger(2,PLOT_ARROW,241);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"TMACD Divergence ("+(string)period_fast+","+(string)period_slow+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(4,PLOT_SHOW_DATA,false);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTMACD,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferArrowToDN,true);

   ArraySetAsSeries(BufferArrowToUP,true);

   ArraySetAsSeries(BufferLineToUP,true);

   ArraySetAsSeries(BufferLineToDN,true);

   ArraySetAsSeries(BufferFMA,true);

   ArraySetAsSeries(BufferSMA,true);

   ArraySetAsSeries(BufferATR,true);

//--- create handles

   ResetLastError();

   handle_fma=iMA(NULL,PERIOD_CURRENT,len_f,0,MODE_SMA,InpAppliedPrice);

   if(handle_fma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)len_f,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_sma=iMA(NULL,PERIOD_CURRENT,len_s,0,MODE_SMA,InpAppliedPrice);

   if(handle_sma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)len_s,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_atr=iATR(NULL,PERIOD_CURRENT,14);

   if(handle_atr==INVALID_HANDLE)

     {

      Print("The iATR object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator deinitialization function                       |

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

void OnDeinit(const int reason)

  {

   ObjectsDeleteAll(0,prefix);

   ChartRedraw();

  }

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

//| 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(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(time,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(period_max,4) || Point()==0) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_max-5;

      ArrayInitialize(BufferTMACD,EMPTY_VALUE);

      ArrayInitialize(BufferColors,2);

      ArrayInitialize(BufferArrowToDN,EMPTY_VALUE);

      ArrayInitialize(BufferArrowToUP,EMPTY_VALUE);

      ArrayInitialize(BufferLineToUP,EMPTY_VALUE);

      ArrayInitialize(BufferLineToDN,EMPTY_VALUE);

      ArrayInitialize(BufferFMA,0);

      ArrayInitialize(BufferSMA,0);

      ArrayInitialize(BufferATR,0);

     }

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

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

   copied=CopyBuffer(handle_fma,0,0,count,BufferFMA);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_sma,0,0,count,BufferSMA);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_atr,0,0,count,BufferATR);

   if(copied!=count) return 0;

   

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

     {

      double F_TMA=GetSMA(rates_total,i,len_f,BufferFMA);

      double S_TMA=GetSMA(rates_total,i,len_s,BufferSMA);

      BufferTMACD[i]=(F_TMA-S_TMA)/Point();

     }



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

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

     {

      BufferLineToUP[i]=BufferLineToDN[i]=BufferArrowToUP[i]=BufferArrowToDN[i]=EMPTY_VALUE;

      ProcessBullish(rates_total,high,low,time,i+2);

      ProcessBearish(rates_total,high,low,time,i+2);

      BufferColors[i]=(BufferTMACD[i]>BufferTMACD[i+1] ? 0 : BufferTMACD[i]<BufferTMACD[i+1] ? 1 : 2);

     }



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

   return(rates_total);

  }

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

//| Simple Moving Average                                            |

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

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

      result=result+(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

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

//| I5B 2?048=C 8 2>72@0I05B D;03                                   |

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

bool IsTrough(const int &rates_total,const int index)

  {

   if(BufferTMACD[index]<0 && BufferTMACD[index]<BufferTMACD[index+1] && BufferTMACD[index]<BufferTMACD[index-1])

     {

      for(int n=index+1; n<rates_total-2; n++)

        {

         if(BufferTMACD[n]>0)

            return true;

         else if(BufferTMACD[index]>BufferTMACD[n])

            return false;

        }

     }

   return false;

  }

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

//| I5B ?@54K4CICN 2?048=C 8 2>72@0I05B D;03                        |

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

int PrevTrough(const int &rates_total,const int index)

  {

   for(int n=index+5; n<rates_total-3; n++)

     {

      if(BufferTMACD[n]<=BufferTMACD[n+1] && BufferTMACD[n]<BufferTMACD[n+2] && BufferTMACD[n]<=BufferTMACD[n-1] && BufferTMACD[n]<BufferTMACD[n-2])

         return n;

     }

   return WRONG_VALUE;

  }

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

//| >8A: 1KGL8E 4825@35=F89                                         |

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

void ProcessBullish(const int &rates_total,const double &high[],const double &low[],const datetime &time[],const int index)

  {

   if(IsTrough(rates_total,index))

     {

      int curr=index;

      int prev=PrevTrough(rates_total,index);

      if(prev!=WRONG_VALUE)

        {

         if(BufferTMACD[curr]>BufferTMACD[prev] && low[curr]<low[prev])

            DrawDivergence(high,low,time,prev,curr,true);

         else if(BufferTMACD[curr]<BufferTMACD[prev] && low[curr]>low[prev])

            DrawDivergence(high,low,time,prev,curr,true);

        }

     }

  }

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

//| I5B ?8: 8 2>72@0I05B D;03                                       |

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

bool IsPeak(const int &rates_total,const int index)

  {

   if(BufferTMACD[index]>0 && BufferTMACD[index]>BufferTMACD[index+1] && BufferTMACD[index]>BufferTMACD[index-1])

     {

      for(int n=index+1; n<rates_total-2; n++)

        {

         if(BufferTMACD[n]<0)

            return true;

         else if(BufferTMACD[index]<BufferTMACD[n])

            return false;

        }

     }

   return false;

  }

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

//| I5B ?@54K4CI89 ?8: 8 2>72@0I05B D;03                            |

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

int PrevPeak(const int &rates_total,const int index)

  {

   for(int n=index+5; n<rates_total-3; n++)

     {

      if(BufferTMACD[n]>=BufferTMACD[n+1] && BufferTMACD[n]>BufferTMACD[n+2] && BufferTMACD[n]>=BufferTMACD[n-1] && BufferTMACD[n]>BufferTMACD[n-2])

         return n;

     }

   return WRONG_VALUE;

  }

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

//| >8A: <54256L8E 4825@35=F89                                      |

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

void ProcessBearish(const int &rates_total,const double &high[],const double &low[],const datetime &time[],const int index)

  {

   if(IsPeak(rates_total,index))

     {

      int curr=index;

      int prev=PrevPeak(rates_total,index);

      if(prev!=WRONG_VALUE)

        {

         if(BufferTMACD[curr]<BufferTMACD[prev] && high[curr]>high[prev])

            DrawDivergence(high,low,time,prev,curr,false);

         else if(BufferTMACD[curr]>BufferTMACD[prev] && high[curr]<high[prev])

            DrawDivergence(high,low,time,prev,curr,false);

        }

     }

  }

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

//| B>1@0605B =0945==K5 4825@35=F88                                 |

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

void DrawDivergence(const double &high[],const double &low[],const datetime &time[],const int first,const int second,const bool bull_flag)

  {

   string obj_name=prefix+(string)(long)time[first]+"_"+(string)(long)time[second];

   int wnd;

   if(ObjectFind(0,obj_name)<0)

     {

      wnd=ChartWindowFind();

      if(wnd!=WRONG_VALUE)

        {

         if(bull_flag)

           {

            BufferArrowToUP[second]=BufferTMACD[second];

            for(int j=first; j>=second; j--)

               BufferLineToUP[j]=EquationDirect(first,BufferTMACD[first],second,BufferTMACD[second],j);

            //---

            ObjectCreate(0,obj_name+"~",OBJ_TREND,0,time[first],low[first],time[second],low[second]);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_COLOR,indicator_color3);

            ObjectSetString(0,obj_name+"~",OBJPROP_TOOLTIP,"\n");

            //---

            ObjectCreate(0,obj_name+"~A",OBJ_ARROW,0,time[second],low[second]);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_HIDDEN,true);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_SELECTABLE,false);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_COLOR,indicator_color3);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_ARROWCODE,241);

            ObjectSetString(0,obj_name+"~A",OBJPROP_TOOLTIP,"Bullish signal: "+TimeToString(time[second]));

           }

         else

           {

            BufferArrowToDN[second]=BufferTMACD[second];

            for(int j=first; j>=second; j--)

               BufferLineToDN[j]=EquationDirect(first,BufferTMACD[first],second,BufferTMACD[second],j);

            //---

            ObjectCreate(0,obj_name+"~",OBJ_TREND,0,time[first],high[first],time[second],high[second]);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_COLOR,indicator_color2);

            ObjectSetString(0,obj_name+"~",OBJPROP_TOOLTIP,"\n");

            //---

            ObjectCreate(0,obj_name+"~A",OBJ_ARROW,0,time[second],high[second]+BufferATR[second]);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true);

            ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_COLOR,indicator_color2);

            ObjectSetInteger(0,obj_name+"~A",OBJPROP_ARROWCODE,242);

            ObjectSetString(0,obj_name+"~A",OBJPROP_TOOLTIP,"Bearish signal: "+TimeToString(time[second]));

           }

         ObjectSetInteger(0,obj_name+"~",OBJPROP_RAY,false);

        }

     }

  }

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

//| #@02=5=85 ?@O<>9                                                 |

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

double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search) 

  {

   return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price);

  }

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