UltimateMACD_v1

// +——————————————————————————————————————————————————————————————————————————————————————————————+
// ¦     Ultimate MACD                                                           UltimateMACD.mq4 ¦
// ¦  Èíäèêàòîð MACD ñ áîëåå øèðîêèì ôóíêöèîíàëîì, ÷åì âåðñèÿ, çàëîæåííàÿ â MT4.                  ¦
// ¦ Êîíå÷íî æå, ÿ âëîæèë òîëüêî òå âîçìîæíîñòè, êîòîðûå ñ÷åë îáúåêòèâíî ïîëåçíûìè, è ñîçäàâàë    ¦
// ¦ ýòó ðåàëèçàöèþ ïðåèìóùåñòâåííî äëÿ ëè÷íîãî èñïîëüçîâàíèÿ. Ïîýòîìó, íàçâàíèå íè â êîåì ñëó÷àå ¦
// ¦ íå ïðåòåíäóåò íà îáúåêòèâíîñòü :)                                                            ¦
// ¦  Íà äàííûé ìîìåíò, â ïëàíàõ äàëüíåéøåå ðàçâèòèå èíäèêàòîðà, íî ýòî íå ïåðâîî÷åðåäíàÿ çàäà÷à. ¦
// ¦  Îãðîìíàÿ ïðîñüáà ðàñïðîñòðàíÿòü èíäèêàòîð òîëüêî â èñõîäíèêå (.mq4), è íå èçìåíÿòü òåêñò    ¦
// ¦ ýòîãî çàãîëîâêà.                                                                             ¦
// ¦----------------------------------------------------------------------------------------------¦
// ¦     [release 1] 05.09.2009                                                                   ¦
// ¦ (•)Ïåðâûé ðåëèç. Ïðåäëîæåíèÿ ïî óëó÷øåíèÿì ïðèâåòñòâóþòñÿ                                    ¦
// ¦ (+)Âûáîð èíñòðóìåíòà è ÒÔ ðàñ÷åòíûõ äàííûõ                                                   ¦
// ¦ (!)Ïî-óìîë÷àíèþ, ñèãíàëüíàÿ ëèíèÿ ðàñ÷èòûâàåòñÿ ïî ìåòîäó EMA (êàê â êëàññè÷åñêîì âàðèàíòå)  ¦
// ¦ (+)Âîçìîæíîñòü èñïîëüçîâàòü â êà÷åñòâå äàííûõ ïîêàçàíèÿ èíäèêàòîðîâ ("íàëîæåíèå" MACD)       ¦
// ¦ (+)Âîçìîæíîñòü ïðèìåíåíèÿ àëãîðèòìà ZeroLag MA, äëÿ áîëåå ÷åòêîãî îòîáðàæåíèÿ C/D ñ öåíîé    ¦
// ¦ (+)Îòîáðàæåíèå ëèíèè èíäèêàòîðà êàê â ëèíåéíîé êëàññè÷åñêîé ôîðìå, òàê è ãèñòîãðàììîé        ¦
// ¦ (+)Âûáîð ìåòîäà óñðåäíåíèÿ è èñïîëüçóåìîé öåíû, îòäåëüíî    _________________________________¦
// ¦     äëÿ êàæäîãî MA                                         | © xp3rienced, Ekaterinburg 2009 ¦
// +——————————————————————————————————————————————————————————————————————————————————————————————+
#property copyright "© xp3rienced"
#property link      "no4ta[at]inbox.ru"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 CadetBlue
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 1
//#property indicator_style2 STYLE_DOT

//====[ ïàðàìåòðû èíäèêàòîðà ]====
extern int FastMA_Period = 12;            // Ïåðèîä "áûñòðîé" ÌÀ
extern int SlowMA_Period = 26;            // Ïåðèîä "ìåäëåííîé" ÌÀ
extern int SignalMA_Period = 9;           // Ïåðèîä ñèãíàëüíîé ëèíèè èíäèêàòîðà
extern int FastMA_Method = 1;             // Ìåòîä óñðåäíåíèÿ "áûñòðîé" ÌÀ (äîïóñòèìûå çíà÷åíèÿ ìåòîäîâ: 0-SMA, 1-EMA, 2-SMMA, 3-LWMA)
extern int SlowMA_Method = 1;             // Ìåòîä óñðåäíåíèÿ "ìåäëåííîé" ÌÀ
extern int SignalMA_Method = 1;           // Ìåòîä óñðåäíåíèÿ ñèãíàëüíîé ëèíèè èíäèêàòîðà
extern int FastMA_Price = 0;              // Èñïîëüçóåìàÿ öåíà "áûñòðîé" ÌÀ
extern int SlowMA_Price = 0;              // Èñïîëüçóåìàÿ öåíà "ìåäëåííîé" ÌÀ
extern bool Linear = false;               // true - ëèíåéíîå ïðåäñòàâëåíèå èíäèêàòîðà; false - ãèñòîãðàììà
extern bool ZeroLag_Algorithm = false;    // Èñïîëüçîâàíèå àëãîðèòìà ZeroLag MA        
extern string __Symbol = "";               // Èìÿ èíñòðóìåíòà. Ïóñòàÿ ñòðîêà - èñïîëüçîâàíèå òåêóùåãî èíñòðóìåíòà
extern int TimeFrame = 0;                 // Òàéìôðåéì. Çíà÷åíèå - âðåìÿ â ìèíóòàõ, 0 äëÿ ÒÔ òåêóùåãî ãðàôèêà
/* Äëÿ èñïîëüçîâàíèÿ ïîêàçàíèé êàêîãî-ëèáî èíäèêàòîðà âìåñòî öåíû, íàñòðîéòå ýòè ïàðàìåòðû. /
/ Èíäèêàòîð-"èñòî÷íèê" íå äîëæåí ñîäåðæàòü ïàðàìåòðû ñòðîêîâîãî òèïà, è îáùåå êîëè÷åñòâî    /
/ åãî ïàðàìåòðîâ íå äîëæíî áûòü áîëüøå ñåìè.                                               */
extern string CI_Name = "";               // Èìÿ èíäèêàòîðà, ïîêàçàíèÿ êîòîðîãî áóäóò èñïîëüçîâàòüñÿ êàê âõîäíûå äàííûå. Ïóñòàÿ ñòðîêà - èñïîëüçîâàíèå öåíû
extern int CI_LineNum = 0;                // Èíäåêñ ëèíèè èíäèêàòîðà
extern int CI_ParamCount = 0;             // Êîëè÷åñòâî ïàðàìåòðîâ, ïåðåäàâàåìûõ èíäèêàòîðó
extern double CI_Param1 = 0;              // -.
extern double CI_Param2 = 0;              //  |
extern double CI_Param3 = 0;              //  |
extern double CI_Param4 = 0;              //   > ïåðåäàâàåìûå èíäèêàòîðó ïàðàìåòðû, â ïîðÿäêå èõ îïèñàíèÿ
extern double CI_Param5 = 0;              //  |
extern double CI_Param6 = 0;              //  |
extern double CI_Param7 = 0;              // -'

                                          //====[ áóôåðû èíäèêàòîðà ]====
double MACD[];
double SignalLine[];
double FastMA[];
double SlowMA[];
double CI_Buffer[];
double ZL_SignalLine[];

//====[ ãëîáàëüíûå ïåðåìåííûå èíäèêàòîðà ]====
string symbol;
double ZL_EMA,ZL_EMA_P,ZL_EMA_Q;              // Ïåðåìåííûå, èñïîëüçóþùèåñÿ â ðàñ÷åòàõ ïî àëãîðèòìó ZeroLag
//+------------------------------------------------------------------+
//|                 Ôóíêöèÿ èíèöèàëèçàöèè èíäèêàòîðà                 |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorBuffers(6);
   IndicatorDigits(Digits+1);
//---- íàçíà÷åíèå èíäåêñîâ áóôåðàì
   SetIndexBuffer(0,MACD);
   SetIndexBuffer(1,SignalLine);
   SetIndexBuffer(2,FastMA);
   SetIndexBuffer(3,SlowMA);
   SetIndexBuffer(4,CI_Buffer);
   SetIndexBuffer(5,ZL_SignalLine);
//---- óñòàíîâêè îòðèñîâêè
   if(Linear) SetIndexStyle(0,DRAW_LINE); else SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexDrawBegin(1,SignalMA_Period);
//---- èìÿ äëÿ Îêíà Äàííûõ, è íàäïèñè ïîäîêíà èíäèêàòîðà
   string ShortName=StringConcatenate("Ultimate MACD(",FastMA_Period,",",SlowMA_Period,",",SignalMA_Period);
   if(ZeroLag_Algorithm) ShortName=StringConcatenate(ShortName,",ZeroLag)");
   else ShortName=StringConcatenate(ShortName,")");
   if(CI_Name != "") ShortName = StringConcatenate(ShortName, " on ", CI_Name);
   if(__Symbol != "") symbol = __Symbol;
   else symbol = Symbol();
   ShortName=StringConcatenate(ShortName," [",symbol,",",TimeFrameStr(TimeFrame),"]");
   IndicatorShortName(ShortName);
   SetIndexLabel(0,"MACD");
   SetIndexLabel(1,"Signal");
//---- èíèöèàëèçàöèÿ çàâåðøåíà
   return(0);
  }
//+------------------------------------------------------------------+
//|                Ôóíêöèÿ äåèíèöèàëèçàöèè èíäèêàòîðà                |
//+------------------------------------------------------------------+
int deinit()
  {
//----

//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                   Ôóíêöèÿ èòåðàöèè èíäèêàòîðà                    |
//+------------------------------------------------------------------+
int start()
  {
   int limit=Bars-IndicatorCounted();
   if(limit<Bars) limit++;                           // ïåðåñ÷åò ïîñëåäíåãî ïîñ÷èòàííîãî áàðà
//---- ñíà÷àëà "ñòðîèì" ñêîëüçÿùèå ñðåäíèå
   CalcMA(limit);
//---- çàòåì, ðàñ÷åò íåïîñðåäñòâåííî ñàìîãî èíäèêàòîðà..
   if(ZeroLag_Algorithm) CalcZeroLagMACD(limit);       // ..èëè ïî àëãîðèòìó ZeroLag MA
   else CalcMACD(limit);                               // ..èëè ïî êëàññè÷åñêîé ôîðìóëå
//----
   return(0);
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|              Ôóíêöèÿ ïîñòðîåíèÿ ñêîëüçÿùèõ ñðåäíèõ               |
//+------------------------------------------------------------------+
void CalcMA(int limit)
  {
   if(CI_Name!="") // åñëè ñ÷èòàåì ïî èíäèêàòîðó, ñòðîèì ÌÀ ïî åãî äàííûì
     {
      for(int i=0; i<limit; i++) CI_Buffer[i]=GetIndicatorData(i);
      for(i=0; i<limit; i++)
        {
         FastMA[i] = iMAOnArray(CI_Buffer, Bars, FastMA_Period, 0, FastMA_Method, i);
         SlowMA[i] = iMAOnArray(CI_Buffer, Bars, SlowMA_Period, 0, SlowMA_Method, i);
        }
     }
   else                          // èíà÷å ñòðîèì ñðåäíèå ïî öåíîâûì äàííûì
     {
      for(i=0; i<limit; i++)
        {
         FastMA[i] = iMA(symbol, TimeFrame, FastMA_Period, 0, FastMA_Method, FastMA_Price, i);
         SlowMA[i] = iMA(symbol, TimeFrame, SlowMA_Period, 0, SlowMA_Method, SlowMA_Price, i);
        }
     }
  }
//+------------------------------------------------------------------+
//|                Ôóíêöèÿ ðàñ÷åòà MACD ïî ZeroLag MA                |
//+------------------------------------------------------------------+
void CalcZeroLagMACD(int limit)
  {
   for(int i=0; i<limit; i++)
     {
      ZL_EMA=iMAOnArray(FastMA,Bars,FastMA_Period,0,FastMA_Method,i);
      ZL_EMA_P=FastMA[i]+FastMA[i]-ZL_EMA;
      ZL_EMA=iMAOnArray(SlowMA,Bars,SlowMA_Period,0,SlowMA_Method,i);
      ZL_EMA_Q= SlowMA[i]+SlowMA[i]-ZL_EMA;
      MACD[i] = ZL_EMA_P-ZL_EMA_Q;
     }
   for(i=0; i<limit; i++)
      ZL_SignalLine[i]=iMAOnArray(MACD,Bars,SignalMA_Period,0,SignalMA_Method,i);
   for(i=0; i<limit; i++)
     {
      ZL_EMA=iMAOnArray(ZL_SignalLine,Bars,SignalMA_Period,0,MODE_EMA,i);
      SignalLine[i]=ZL_SignalLine[i]+ZL_SignalLine[i]-ZL_EMA;
     }
  }
//+------------------------------------------------------------------+
//|            Ôóíêöèÿ ðàñ÷åòà MACD ïî SMA/EMA/SMMA/LWMA             |
//+------------------------------------------------------------------+
void CalcMACD(int limit)
  {
   for(int i=0; i<limit; i++) MACD[i]=FastMA[i]-SlowMA[i];
   for(i=0; i<limit; i++)
      SignalLine[i]=iMAOnArray(MACD,Bars,SignalMA_Period,0,SignalMA_Method,i);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetIndicatorData(int shift)
  {
//---- êîøìàðíûé êîä :-!
   switch(CI_ParamCount)
     {
      case 1: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_LineNum, shift));
      case 2: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_LineNum, shift));
      case 3: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_LineNum, shift));
      case 4: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_LineNum, shift));
      case 5: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_LineNum, shift));
      case 6: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_Param6, CI_LineNum, shift));
      case 7: return(iCustom(symbol, TimeFrame, CI_Name, CI_Param1, CI_Param2, CI_Param3, CI_Param4, CI_Param5, CI_Param6, CI_Param7, CI_LineNum, shift));
      default: return(iCustom(symbol,TimeFrame,CI_Name,CI_LineNum,shift));
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string TimeFrameStr(int period)
  {
   switch(period)
     {
      case 0: return(TimeFrameStr(Period()));
      case 1: return("M1");
      case 5: return("M5");
      case 15: return("M15");
      case 30: return("M30");
      case 60: return("H1");
      case 240: return("H4");
      case 1440: return("D1");
      case 10080: return("W1");
      case 43200: return("MN");
      default: return(TimeFrameStr(Period()));
     }
  }
//+------------------------------------------------------------------+