Two Stochastic Custom Filling

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

//|                                Two Stochastic Custom Filling.mq5 |

//|                              Copyright © 2021, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

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

#property copyright "Copyright © 2021, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "1.000"

#property indicator_separate_window

#property indicator_minimum 0

#property indicator_maximum 100

#property indicator_buffers 4

#property indicator_plots   3

//--- plot STO Fast

#property indicator_label1  "STO Fast"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrSpringGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot STO Slow

#property indicator_label2  "STO Slow"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrTomato

#property indicator_style2  STYLE_SOLID

#property indicator_width2  2

//--- plot Filling

#property indicator_label3  "Filling"

#property indicator_type3   DRAW_FILLING

#property indicator_color3  C'236,236,255',C'255,236,236'

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- input parameters

input group             "Stochastic Fast"

input int                  Inp_STO_Fast_Kperiod       = 5;              // Stochastic Fast: K-period (number of bars for calculations)

input int                  Inp_STO_Fast_Dperiod       = 3;              // Stochastic Fast: D-period (period of first smoothing)

input int                  Inp_STO_Fast_slowing       = 3;              // Stochastic Fast: final smoothing

input ENUM_MA_METHOD       Inp_STO_Fast_ma_method     = MODE_SMA;       // Stochastic Fast: type of smoothing

input ENUM_STO_PRICE       Inp_STO_Fast_price_field   = STO_LOWHIGH;    // Stochastic Fast: stochastic calculation method

input group             "Stochastic Slow"

input int                  Inp_STO_Slow_Kperiod       = 50;             // Stochastic Slow: K-period (number of bars for calculations)

input int                  Inp_STO_Slow_Dperiod       = 30;             // Stochastic Slow: D-period (period of first smoothing)

input int                  Inp_STO_Slow_slowing       = 30;             // Stochastic Slow: final smoothing

input ENUM_MA_METHOD       Inp_STO_Slow_ma_method     = MODE_SMA;       // Stochastic Slow: type of smoothing

input ENUM_STO_PRICE       Inp_STO_Slow_price_field   = STO_LOWHIGH;    // Stochastic Slow: stochastic calculation method

input group             "Stochastic Levels"

input double               Inp_STO_Level1             = 25.0;           // Value Level #1 (25)

input double               Inp_STO_Level2             = 75.0;           // Value Level #2 (75)

//--- indicator buffer

double   StochFastMainBuffer[];

double   StochSlowMainBuffer[];

double   FillingBuffer1[];

double   FillingBuffer2[];

//---

int      handle_iStochastic_Fast;               // variable for storing the handle of the iStochastic indicator

int      handle_iStochastic_Slow;               // variable for storing the handle of the iStochastic indicator

//---

int      bars_calculated   = 0;                 // we will keep the number of values in the Stochastic Oscillator indicator

bool     m_init_error      = false;             // error on InInit

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- forced initialization of variables

   m_init_error            = false;             // error on InInit

//--- indicator buffers mapping

   SetIndexBuffer(0,StochFastMainBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,StochSlowMainBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,FillingBuffer1,INDICATOR_DATA);

   SetIndexBuffer(3,FillingBuffer2,INDICATOR_DATA);

//--- set accuracy

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//--- set levels

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,Inp_STO_Level1);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,Inp_STO_Level2);

   /*//--- name for DataWindow and indicator subwindow label

      string short_name=StringFormat("Stoch(%d,%d,%d)",Inp_STO_Kperiod,Inp_STO_Dperiod,Inp_STO_slowing);

      IndicatorSetString(INDICATOR_SHORTNAME,short_name);*/

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_STO_Slow_Kperiod+Inp_STO_Slow_Dperiod);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,Inp_STO_Slow_Kperiod+Inp_STO_Slow_Dperiod);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,Inp_STO_Slow_Kperiod+Inp_STO_Slow_Dperiod);

  /* //--- set the display of the symbol 

   PlotIndexSetString(2,PLOT_LABEL," Fast;"+" Slow"); */

   //IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_CANDLES("+symbol+")"); 

//--- create handle of the indicator iStochastic

   handle_iStochastic_Fast=iStochastic(Symbol(),Period(),

                                       Inp_STO_Fast_Kperiod,Inp_STO_Fast_Dperiod,Inp_STO_Fast_slowing,

                                       Inp_STO_Fast_ma_method,Inp_STO_Fast_price_field);

//--- if the handle is not created

   if(handle_iStochastic_Fast==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iStochastic ('Fast') indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iStochastic

   handle_iStochastic_Slow=iStochastic(Symbol(),Period(),

                                       Inp_STO_Slow_Kperiod,Inp_STO_Slow_Dperiod,Inp_STO_Slow_slowing,

                                       Inp_STO_Slow_ma_method,Inp_STO_Slow_price_field);

//--- if the handle is not created

   if(handle_iStochastic_Slow==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iStochastic ('Slow') indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

   if(m_init_error)

      return(0);

//--- number of values copied from the iStochastic indicator

   int values_to_copy;

//--- determine the number of values calculated in the indicator

   int calculated_fast=BarsCalculated(handle_iStochastic_Fast);

   if(calculated_fast<=0)

     {

      PrintFormat("BarsCalculated(handle_iStochastic_Fast) returned %d, error code %d",calculated_fast,GetLastError());

      return(0);

     }

//--- determine the number of values calculated in the indicator

   int calculated_slow=BarsCalculated(handle_iStochastic_Fast);

   if(calculated_slow<=0)

     {

      PrintFormat("BarsCalculated(handle_iStochastic_Fast) returned %d, error code %d",calculated_slow,GetLastError());

      return(0);

     }

   if(calculated_fast!=calculated_slow)

     {

      PrintFormat("BarsCalculated(handle_iStochastic_Fast) returned %d, BarsCalculated(handle_iStochastic_Fast) returned %d",calculated_fast,calculated_slow);

      return(0);

     }

   int calculated=calculated_fast;

//--- if it is the first start of calculation of the indicator or if the number of values in the iStochastic indicator changed

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the StochasticBuffer array is greater than the number of values in the iStochastic indicator for symbol/period, then we don't copy everything

      //--- otherwise, we copy less than the size of indicator buffers

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()

      //--- for calculation not more than one bar is added

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the arrays with values of the iStochastic indicator

//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArraysFromBuffers(StochFastMainBuffer,handle_iStochastic_Fast,values_to_copy))

      return(0);

   if(!FillArraysFromBuffers(StochSlowMainBuffer,handle_iStochastic_Slow,values_to_copy))

      return(0);

//--- memorize the number of values in the Stochastic Oscillator indicator

   bars_calculated=calculated;

//--- main loop

   int limit=rates_total-values_to_copy;

   for(int i=limit; i<rates_total; i++)

     {

      FillingBuffer1[i]=StochFastMainBuffer[i];

      FillingBuffer2[i]=StochSlowMainBuffer[i];

     }

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

   return(rates_total);

  }

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

//| Filling indicator buffers from the iStochastic indicator         |

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

bool FillArraysFromBuffers(double &main_buffer[],    // indicator buffer of Stochastic Oscillator values

                           int ind_handle,           // handle of the iStochastic indicator

                           int amount                // number of copied values

                          )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the StochasticBuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,MAIN_LINE,0,amount,main_buffer)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iStochastic indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

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

//| Indicator deinitialization function                              |

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

void OnDeinit(const int reason)

  {

   if(handle_iStochastic_Fast!=INVALID_HANDLE)

      IndicatorRelease(handle_iStochastic_Fast);

   if(handle_iStochastic_Slow!=INVALID_HANDLE)

      IndicatorRelease(handle_iStochastic_Slow);

  }

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