trendlessag_hist

//+---------------------------------------------------------------------+ 
//|                                                TrendlessAG_Hist.mq5 | 
//|                                          Copyright © 2012, Barmaley | 
//|                                                                     |
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
//--- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2012, Barmaley"
//--- ññûëêà íà ñàéò àâòîðà
#property link ""
#property description "Îñöèëëÿòîð Áåñòðåíäîâîñòè íàïèñàí â ñîîòâåòñòâèè ñ îïèñàíèåì,"
#property description "ïðèâåäåííûì â êíèãå Äæî ÄèÍàïîëè \"Òîðãîâëÿ ñ ïðèìåíåíèåì óðîâíåé ÄèÍàïîëè\"."
#property description "Äîïîëíèòåëüíî èñïîëüçîâàíî ñãëàæèâàíèå èòîãîâîãî èíäèêàòîðà." 
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//--- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà              |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ÷åòûðåõöâåòíîé ãèñòîãðàììû
#property indicator_type1 DRAW_COLOR_HISTOGRAM
//--- â êà÷åñòâå öâåòîâ ÷åòûðåõöâåòíîé ãèñòîãðàììû èñïîëüçîâàíû
#property indicator_color1 clrMagenta,clrDeepPink,clrGray,clrDodgerBlue,clrOliveDrab
//--- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1 "TrendlessAG_Hist"
//+----------------------------------------------+
//|  Îïèñàíèå êëàññîâ óñðåäíåíèé                 |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//--- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2;
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   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
  };
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 +100
#property indicator_level2 +80
#property indicator_level3 +60
#property indicator_level4  0
#property indicator_level5 -60
#property indicator_level6 -80
#property indicator_level7 -100
#property indicator_levelcolor clrBlue
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method1=MODE_EMA;  // Ìåòîä óñðåäíåíèÿ  â ôîðìóëå îñöèëëÿòîðà
input int XLength1=7;                      // Ïåðèîä ñêîëüçÿùåé ñðåäíåé â ôîðìóëå îñöèëëÿòîðà                 
input int XPhase1=15;                      // Ïàðàìåòð ñêîëüçÿùåé ñðåäíåé â ôîðìóëå îñöèëëÿòîðà,
//XPhase1: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà â ôîðìóëå îñöèëëÿòîðà
//XPhase1: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC=PRICE_CLOSE;      // Âõîäíàÿ öåíà ñêîëüçÿùåé ñðåäíåé â ôîðìóëå îñöèëëÿòîðà
input uint PointsCount=600;                // Êîëè÷åñòâî òî÷åê äëÿ ðàñ÷åòà èíäèêàòîðà. Ôîðåêñ-êëóá ðåêîìåíäóåò ìåñÿö äëÿ ÷àñîâèêîâ
input uint In100=90;                       // Ñêîëüêî % òî÷åê èíäèêàòîðà äîëæíû âõîäèòü â èíòåðâàë +-100%
input Smooth_Method XMA_Method2=MODE_JJMA; // Ìåòîä ñãëàæèâàíèÿ èíäèêàòîðà
input int XLength2=5;                      // Ãëóáèíà ñãëàæèâàíèÿ                    
input int XPhase2=100;                     // Ïàðàìåòð ñãëàæèâàíèÿ
//XPhase2: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//XPhase2: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
//+----------------------------------------------+
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_1,min_rates_2;
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[],ColorIndBuffer[];
//--- îáúÿâëåíèå ãëîáàëüíûõ ïåðåìåííûõ
int Count[],Start;
double Value[],Sort[];
//+------------------------------------------------------------------+
//| Ïåðåñ÷åò ïîçèöèè ñàìîãî íîâîãî ýëåìåíòà â ìàññèâå                |
//+------------------------------------------------------------------+   
void Recount_ArrayZeroPos(int &CoArr[],// Âîçâðàò ïî ññûëêå íîìåðà òåêóùåãî çíà÷åíèÿ öåíîâîãî ðÿäà
                          int Size)
  {
//---
   int numb,Max1,Max2;
   static int count=1;
//---
   Max2=Size;
   Max1=Max2-1;
//---
   count--;
   if(count<0) count=Max1;
//---
   for(int iii=0; iii<Max2; iii++)
     {
      numb=iii+count;
      if(numb>Max1) numb-=Max2;
      CoArr[iii]=numb;
     }
//---
  }
//+------------------------------------------------------------------+    
//| TrendlessAG_Hist indicator initialization function               | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_1=XMA1.GetStartBars(XMA_Method1,XLength1,XPhase1);
   min_rates_2=int(PointsCount+min_rates_1);
   min_rates_total=min_rates_2+XMA1.GetStartBars(XMA_Method2,XLength2,XPhase2)+2;  
   Start=int(PointsCount*In100/100);
//--- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   ArrayResize(Count,PointsCount);
   ArrayResize(Value,PointsCount);
   ArrayResize(Sort,PointsCount);
//---
   ArrayInitialize(Count,0);
   ArrayInitialize(Value,0.0);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà IndBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé èíäåêñíûé áóôåð
   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"TrendlessAG_Hist");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| TrendlessAG_Hist 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(rates_total<min_rates_total) return(0);
//--- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price,x1xma;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
   int first,bar;
//--- 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
      first=0;                   // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      price=PriceSeries(IPC,bar,open,low,high,close);
      x1xma=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method1,XPhase1,XLength1,price,bar,false);      
      double Res=price-x1xma;
      Value[Count[0]]=MathAbs(Res);     
      if(bar<rates_total-1) Recount_ArrayZeroPos(Count,PointsCount);      
      if(bar<min_rates_2) continue;      
      ArrayCopy(Sort,Value,0,0,WHOLE_ARRAY);
      ArraySort(Sort);      
      double level_100=Sort[Start];
      if(level_100) Res*=100/(level_100);
      else Res=EMPTY_VALUE;       
      IndBuffer[bar]=XMA2.XMASeries(min_rates_2,prev_calculated,rates_total,XMA_Method2,XPhase2,XLength2,Res,bar,false);
     }
   if(prev_calculated>rates_total || prev_calculated<=0) first++;
//--- îñíîâíîé öèêë ðàñêðàñêè èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      ColorIndBuffer[bar]=2;
//---
      if(IndBuffer[bar]>0)
        {
         if(IndBuffer[bar]>IndBuffer[bar-1]) ColorIndBuffer[bar]=4;
         if(IndBuffer[bar]<IndBuffer[bar-1]) ColorIndBuffer[bar]=3;
        }
//---
      if(IndBuffer[bar]<0)
        {
         if(IndBuffer[bar]<IndBuffer[bar-1]) ColorIndBuffer[bar]=0;
         if(IndBuffer[bar]>IndBuffer[bar-1]) ColorIndBuffer[bar]=1;
        }
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+