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TrendPaint
//+------------------------------------------------------------------+
//| TrendPaint.mq5 |
//| Copyright © 2009, BACKSPACE |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, BACKSPACE"
#property link ""
#property description "TrendPaint"
//---- indicator version number
#property version "1.00"
//+----------------------------------------------+
//| Indicator drawing parameters |
//+----------------------------------------------+
//---- drawing the indicator in the main window
#property indicator_chart_window
//---- five buffers are used for calculation of drawing of the indicator
#property indicator_buffers 5
//---- only one plot is used
#property indicator_plots 1
//---- color candlesticks are used as an indicator
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 clrRed,clrPurple,clrDarkGray,clrLavender,clrTeal,clrLime
//---- displaying the indicator label
#property indicator_label1 "TrendPaint Open";"TrendPaint High";"TrendPaint Low";"TrendPaint Close"
//+-----------------------------------+
//| Declaration of constants |
//+-----------------------------------+
#define RESET 0 // The constant for returning the indicator recalculation command to the terminal
#define SELL -2 //
#define BUY +2 //
#define FLAT 0 //
#define LONG +1 //
#define SHORT -1 //
//+-----------------------------------+
//| Averaging classes description |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh>
//+-----------------------------------+
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1,XMA2;
//+-----------------------------------+
//| Declaration of enumerations |
//+-----------------------------------+
enum Applied_price_ //Type od constant
{
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_, //Simple Price (OC/2)
PRICE_QUARTER_, //Quarted Price (HLOC/4)
PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price
PRICE_TRENDFOLLOW1_ //TrendFollow_2 Price
};
/*enum Smooth_Method - enumeration is declared in 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
}; */
//+----------------------------------------------+
//| Indicator input parameters |
//+----------------------------------------------+
input Smooth_Method Fast_Method=MODE_JJMA; //'Fast' averaging method
input uint Fast_Period=10; //Depth of the 'Fast' averaging
input int Fast_Phase=100; //'Fast' averaging parameter,
// for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
// For VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input uint Fast_Round=0; // The 'Rounding Fast' rounding ratio in points
input Smooth_Method Slow_Method=MODE_SMA; //'Slow' averaging method
input int Slow_Period=30; //Depth of the 'Slow' averaging
input int Slow_Phase=100; //'Slow' averaging parameter,
// for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
// For VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input uint Slow_Round=0; // The 'Rounding Slow' rounding ratio in points
input Applied_price_ IPC=PRICE_CLOSE;//price constant
/* , used for calculation of the indicator ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW,
5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
//+----------------------------------------------+
//---- declaration of dynamic arrays that will further be
// used as indicator buffers
double ExtOpenBuffer[];
double ExtHighBuffer[];
double ExtLowBuffer[];
double ExtCloseBuffer[];
double ExtColorBuffer[];
//----
int min_rates_total;
double Fast_nRound,Slow_nRound;
//---- declaration of dynamic arrays that will further be
// used as ring buffers
int Count[];
double Round_Fast[],Round_Slow[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//---- initialization of global variables
int min_rates_1=XMA1.GetStartBars(Fast_Method,Fast_Period,Fast_Phase);
int min_rates_2=XMA2.GetStartBars(Slow_Method,Slow_Period,Slow_Phase);
min_rates_total=MathMax(min_rates_1,min_rates_2)+4;
Slow_nRound=Slow_Round*_Point;
Fast_nRound=Fast_Round*_Point;
//---- memory distribution for variables' arrays
ArrayResize(Count,4);
ArrayResize(Round_Fast,4);
ArrayResize(Round_Slow,4);
//---- setting alerts for invalid values of external parameters
XMA1.XMALengthCheck("Fast_Period", Fast_Period);
XMA2.XMALengthCheck("Slow_Period", Slow_Period);
XMA1.XMAPhaseCheck("Fast_Phase", Fast_Phase, Fast_Method);
XMA2.XMAPhaseCheck("Slow_Phase", Slow_Phase, Slow_Method);
//---- setting dynamic arrays as indicator buffers
SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);
SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);
SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);
//---- setting dynamic array as a color index buffer
SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);
//---- shifting the start of drawing of the indicator 1
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- Setting the format of accuracy of displaying the indicator
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- name for the data window and the label for sub-windows
string short_name="TrendPaint";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//----
}
//+------------------------------------------------------------------+
//| 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[])
{
//---- checking for the sufficiency of bars for the calculation
if(rates_total<min_rates_total) return(RESET);
//---- declaration of local variables
int first,bar,bar0,bar1,bar2,bar3,Trend,Fast_Al_0=0,Slow_Al_0=0;
double price_,Fast_MA_0,Slow_MA_0,HHigh,LLow,ExtremumLong,ExtremumShort,res0,res1;
static double Fast_MA_1,Slow_MA_1,ExtremumLong_,ExtremumShort_;
static int Trend_,Fast_Al_1,Slow_Al_1;
//---- calculation of the 'first' starting number for the bars recalculation loop
if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
{
first=0; // starting index for calculation of all bars
Fast_MA_1=PriceSeries(IPC,first,open,low,high,close);
Slow_MA_1=Fast_MA_1;
Trend_=FLAT;
Fast_Al_1=0;
Slow_Al_1=0;
ExtremumLong_=999999999;
ExtremumShort_=0;
Fast_Al_1=0;
Slow_Al_1=0;
}
else first=prev_calculated-1; // starting number for calculation of new bars
//---- Restoring the values of the variables
Trend=Trend_;
ExtremumLong=ExtremumLong_;
ExtremumShort=ExtremumShort_;
//---- Main indicator calculation loop
for(bar=first; bar<rates_total && !IsStopped(); bar++)
{
//---- Calling the PriceSeries function to get the input price price_
price_=PriceSeries(IPC,bar,open,low,high,close);
//---- four calls of the XMASeries function.
Fast_MA_0 = XMA1.XMASeries(0, prev_calculated, rates_total, Fast_Method, Fast_Phase, Fast_Period, price_, bar, false);
Slow_MA_0 = XMA2.XMASeries(0, prev_calculated, rates_total, Slow_Method, Slow_Phase, Slow_Period, price_, bar, false);
bar0=Count[0];
bar1=Count[1];
bar2=Count[2];
bar3=Count[3];
res1=Round_Fast[bar1];
if(Fast_MA_0>Fast_MA_1+Fast_nRound || Fast_MA_0<Fast_MA_1-Fast_nRound
|| Fast_MA_0>res1+Fast_nRound
|| Fast_MA_0<res1-Fast_nRound
||(Fast_MA_0>res1 && Fast_Al_1==+1)
||(Fast_MA_0<res1 && Fast_Al_1==-1))
Round_Fast[bar0]=Fast_MA_0;
else Round_Fast[bar0]=res1;
res0=Round_Fast[bar0];
if(res0<res1) Fast_Al_0=-1;
if(res0>res1) Fast_Al_0=+1;
if(res0==res1) Fast_Al_0=Fast_Al_1;
res1=Round_Slow[bar1];
if(Slow_MA_0>Slow_MA_1+Slow_nRound
|| Slow_MA_0<Slow_MA_1-Slow_nRound
|| Slow_MA_0>res1+Slow_nRound
|| Slow_MA_0<res1-Slow_nRound
|| (Slow_MA_0>res1 && Slow_Al_1==+1)
|| (Slow_MA_0<res1 && Slow_Al_1==-1))
Round_Slow[bar0]=Slow_MA_0;
else Round_Slow[bar0]=res1;
res0=Round_Slow[bar0];
if(res0<res1) Slow_Al_0 =-1;
if(res0>res1) Slow_Al_0 =+1;
if(res0==res1) Slow_Al_0=Slow_Al_1;
if(open[bar]>close[bar])
{
HHigh=open[bar];
LLow =close[bar];
}
else if(open[bar]<close[bar])
{
HHigh=close[bar];
LLow=open[bar];
}
else
{
HHigh=close[bar];
LLow=open[bar];
}
if(HHigh>ExtremumLong) ExtremumLong=HHigh;
if(LLow<ExtremumShort) ExtremumShort=LLow;
if(Round_Slow[bar1]<Round_Fast[bar1] && Round_Slow[bar2]>=Round_Fast[bar2] && Round_Slow[bar3]>Round_Fast[bar3]) Trend=BUY;
if(Round_Slow[bar1]>Round_Fast[bar1] && Round_Slow[bar2]<=Round_Fast[bar2] && Round_Slow[bar3]<Round_Fast[bar3]) Trend=SELL;
if(Trend==BUY && Round_Slow[bar1]>Round_Fast[bar1] || Trend==SELL && Round_Slow[bar1]<Round_Fast[bar1]) Trend=FLAT;
//--- Initialization of candles
ExtOpenBuffer[bar]=open[bar];
ExtCloseBuffer[bar]=close[bar];
ExtHighBuffer[bar]=high[bar];
ExtLowBuffer[bar]=low[bar];
//--- candlesticks coloring
switch(Trend)
{
case SELL: if(close[bar]>=open[bar]) ExtColorBuffer[bar]=1; else ExtColorBuffer[bar]=0; break;
case FLAT: if(close[bar]>=open[bar]) ExtColorBuffer[bar]=3; else ExtColorBuffer[bar]=2; break;
case BUY: if(close[bar]>=open[bar]) ExtColorBuffer[bar]=5; else ExtColorBuffer[bar]=4; break;
}
//--- recalculation of positions in ring buffers
if(bar<rates_total-1)
{
Recount_ArrayZeroPos(Count);
Fast_MA_1=Fast_MA_0;
Slow_MA_1=Slow_MA_0;
Fast_Al_1=Fast_Al_0;
Slow_Al_1=Slow_Al_0;
}
//---- Saving values of variables
if(bar==rates_total-2)
{
Trend_=Trend;
ExtremumLong_=ExtremumLong;
ExtremumShort_=ExtremumShort;
}
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+
//| recalculation of position of a newest element in the array |
//+------------------------------------------------------------------+
void Recount_ArrayZeroPos
(
int &CoArr[]// Return the current value of the price series by the link
)
// Recount_ArrayZeroPos(count, Length)
//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+
{
//----
int numb,Max1,Max2;
static int count=1;
Max2=4;
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;
}
//----
}
//+------------------------------------------------------------------+
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