tsi_wpr

//+---------------------------------------------------------------------+
//|                                                         TSI_WPR.mq4 |
//|                         Copyright © 2006, MetaQuotes Software Corp. |
//|                                           http://www.metaquotes.net |
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
//--- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
//--- ññûëêà íà ñàéò àâòîðà
#property link "http://www.metaquotes.net" 
#property description "TSI_WPR"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//--- äëÿ ðàñ÷¸òà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1             |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//--- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrTeal,clrMediumOrchid
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "TSI_WPR"
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 +50
#property indicator_level2   0
#property indicator_level3 -50
#property indicator_levelcolor clrBlue
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA                         |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//--- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CXMA è CMomentum èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3,XMA4,XMA5;
CMomentum Mom;
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷¸ò èíäèêàòîðà
//+----------------------------------------------+
//|  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
  }; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method=MODE_SMA;          // Ìåòîä óñðåäíåíèÿ
input uint WPRPeriod=25;                          // Ïåðèîä èíäèêàòîðà WPR
input uint MomPeriod=1;                           // Ïåðèîä ìîìåíòóìà
input uint XLength1=5;                            // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input uint XLength2=8;                            // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input uint XLength3=20;                           // Ãëóáèíà óñðåäíåíèÿ ñèãíàëüíîé ëèíèè
input int XPhase=15;                              // Ïàðàìåòð ñãëàæèâàíèÿ
//--- XPhase: äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100..+100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- XPhase: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpBuffer[],DnBuffer[];
//--- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ äëÿ õðàíåíèÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//--- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total,min_rates_1,min_rates_2,min_rates_3,min_rates_4;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_1=int(WPRPeriod);
   min_rates_2=min_rates_1+int(MomPeriod);
   min_rates_3=min_rates_2+XMA1.GetStartBars(XMA_Method,XLength1,XPhase);
   min_rates_4=min_rates_3+XMA1.GetStartBars(XMA_Method,XLength2,XPhase);
   min_rates_total=min_rates_4+XMA1.GetStartBars(XMA_Method,XLength3,XPhase);
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà WPR
   Ind_Handle=iWPR(Symbol(),PERIOD_CURRENT,WPRPeriod);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà WPR");
      return(INIT_FAILED);
     }
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(UpBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(DnBuffer,true);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà 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);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"TSI_WPR");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator 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÷¸òà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[]
                )
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total || BarsCalculated(Ind_Handle)<rates_total) return(RESET);
//--- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double WPR[],mtm,xmtm,xxmtm,absmtm,xabsmtm,xxabsmtm,tsi,xtsi;
   int to_copy,limit,bar,maxbar1,maxbar2,maxbar3,maxbar4;
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(WPR,true);
//--- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      limit=rates_total-min_rates_1-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
//---   
   to_copy=limit+1;
//--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(Ind_Handle,0,0,to_copy,WPR)<=0) return(RESET);
//---  
   maxbar1=rates_total-min_rates_1-1;
   maxbar2=rates_total-min_rates_2-1;
   maxbar3=rates_total-min_rates_3-1;
   maxbar4=rates_total-min_rates_4-1;
//--- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      mtm=Mom.MomentumSeries(maxbar1,prev_calculated,rates_total,MomPeriod,WPR[bar],bar,true);
      absmtm=MathAbs(mtm);
      xmtm=XMA1.XMASeries(maxbar2,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,mtm,bar,true);
      xabsmtm=XMA2.XMASeries(maxbar2,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,absmtm,bar,true);
      xxmtm=XMA3.XMASeries(maxbar3,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,xmtm,bar,true);
      xxabsmtm=XMA4.XMASeries(maxbar3,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,xabsmtm,bar,true);
      if(xxabsmtm) tsi=100*xxmtm/xxabsmtm;
      else tsi=0;
      if(!tsi) tsi=0.000000001;
      xtsi=XMA5.XMASeries(maxbar4,prev_calculated,rates_total,XMA_Method,XPhase,XLength3,tsi,bar,true);
      if(!xtsi) xtsi=0.000000001;
      UpBuffer[bar]=tsi;
      DnBuffer[bar]=xtsi;
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+