Trading_Channel_Index

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

//|                                           Trading_Channel_Index.mq5 | 

//|                           Copyright 2018, MetaQuotes Software Corp. |

//|                                                   https://mql5.com/ |

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com/"

#property description "Trading Channel Index indicator"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 2 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

//--- =86=55 8 25@E=55 >3@0=8G5=8O H:0;K >B45;L=>3> >:=0 8=48:0B>@0

#property indicator_maximum +70.0

#property indicator_minimum -70.0

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 <=>3>F25B=>9 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 B@5EF25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1  clrLimeGreen,clrTeal,clrGray,clrOrange,clrGold

//---- 38AB>3@0<<K 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "Trading Channel Index indicator"

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

//|  ?8A0=85 :;0AA0 CXMA             |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1,XMA2,XMA3;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA,   //AMA

  }; */

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

//|  %+  " + "      |

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

input Smooth_Method MA_Method1=MODE_SMA_; //5B>4 CA@54=5=8O 8=48:0B>@0

input uint Length1=30; //;C18=0 CA@54=5=8O 8=48:0B>@0                 

input int Phase1=15; //0@0<5B@ CA@54=5=8O 8=48:0B>@0,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Smooth_Method MA_Method2=MODE_SMA_; //5B>4 A3;06820=8O 8B>3>2>3> 8=48:0B>@0

input uint Length2=30; //;C18=0 A3;06820=8O 8B>3>2>3> 8=48:0B>@0

input int Phase2=100;  //0@0<5B@ A3;06820=8O 8B>3>2>3> 8=48:0B>@0,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input double Coeff= 0.015; // Coefficient

input Applied_price_ IPC=PRICE_CLOSE_;//&5=>20O :>=AB0=B0

input int Shift=0; // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input int HighLevel=+50;// C@>25=L ?5@570:C?0

input int LowLevel=-50; // C@>25=L ?5@5?@>40==>AB8

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorIndBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total,min_rates_1,min_rates_2;

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

//| Trading_Channel_Index initialization function                    | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_1=GetStartBars(MA_Method1,Length1,Phase1);

   min_rates_2=min_rates_1+min_rates_1;

   min_rates_total=min_rates_2+GetStartBars(MA_Method2,Length2,Phase2);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Trading_Channel_Index(",Length1,", ",Length2,")");

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//---- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K F25B0  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrMagenta);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| Trading_Channel_Index iteration function                         | 

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

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double price,xma,b1,xb1,b2,tci;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int first,bar,clr;



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

      first=0; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {    

      price=PriceSeries(IPC,bar,open,low,high,close);

      xma=XMA1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price,bar,false);

      b1=MathAbs(price-xma);

      if(!b1) b1=_Point;

      xb1=XMA2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method1,Phase1,Length1,b1,bar,false);

      b2=(price-xma)/(b1*Coeff);

      tci=XMA3.XMASeries(min_rates_2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,b2,bar,false);

      IndBuffer[bar]=tci;

     }



//---- :>@@5:B8@>2:0 7=0G5=8O ?5@5<5==>9 first

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

      first=min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2



//---- A=>2=>9 F8:; @0A:@0A:8 A83=0;L=>9 ;8=88

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      clr=2;

      if(IndBuffer[bar]>HighLevel) clr=0;

      else if(IndBuffer[bar]>0) clr=1;

      if(IndBuffer[bar]<LowLevel) clr=4;

      else if(IndBuffer[bar]<0) clr=3;

      ColorIndBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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