volatilityquality_htf

//+---------------------------------------------------------------------+ 
//|                                           VolatilityQuality_HTF.mq5 | 
//|                                  Copyright © 2015, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\MQL5\Include         |
//+---------------------------------------------------------------------+ 
#property copyright "Copyright © 2015, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.60"
//---- 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
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0                            // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
#define INDICATOR_NAME "VolatilityQuality" // êîíñòàíòà äëÿ èìåíè èíäèêàòîðà
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ìíîãîöâåòíîé ëèíèè
#property indicator_type1   DRAW_COLOR_LINE
//---- â êà÷åñòâå öâåòîâ òðåõöâåòíîé ëèíèè èñïîëüçîâàíû
#property indicator_color1  clrBlue,clrMagenta
//---- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 4
#property indicator_width1  4
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  INDICATOR_NAME
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Smooth_Method
  {
   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 App_price //òèï êîíñòàíòû
  {
   PRICE_CLOSE_=1,     //Close
   PRICE_MEDIAN_=5     //Median Price (HL/2)
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+ 
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;// Ïåðèîä ãðàôèêà
input uint AlertCount=0;// Êîëè÷åñòâî ïîäàâàåìûõ àëåðòîâ
input uint SignalBar=1;// Íîìåð áàðà äëÿ ñèãíàëà, 0-òåêóùèé áàð
input Smooth_Method XMA_Method=MODE_LWMA; // Ìåòîä óñðåäíåíèÿ
input int XLength=5; // Ãëóáèíà  ñãëàæèâàíèÿ
input int XPhase=15; // Ïàðàìåòð ñãëàæèâàíèÿ
//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input uint Smoothing=1; // Ãëóáèíà  ïåðåñ÷åòà
input uint Filter=5; // Ôèëüòðàöèÿ â ïóíêòàõ öåíîâîãî ãðàôèêà
input App_price Price=PRICE_MEDIAN; // Öåíà
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[],ColorIndBuffer[];
//---- îáúÿâëåíèå ñòðîêîâûõ ïåðåìåííûõ
string Symbol_,Word;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//+------------------------------------------------------------------+    
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+  
int OnInit()
  {
//---- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà VolatilityQuality íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(INIT_FAILED);
     }
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ 
   min_rates_total=2;
   Symbol_=Symbol();
   Word=INDICATOR_NAME+" èíäèêàòîð: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà VolatilityQuality
   Ind_Handle=iCustom(Symbol_,TimeFrame,"VolatilityQuality",XMA_Method,XLength,XPhase,Smoothing,Filter,Price,0,PriceShift);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà VolatilityQuality");
      return(INIT_FAILED);
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(IndBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ColorIndBuffer,true);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,INDICATOR_NAME);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Custom 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[],
                const double &low[],
                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(RESET);
   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double Ind[1],Col[1];
   int limit,bar;
   datetime IndTime[1];
   static uint UpCount,DnCount;
   static uint UpCount_,DnCount_;
   static double LastInd=0.0;
   static uint LastCountBar;
//---- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//---- ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      LastCountBar=rates_total;
     }
   else limit=int(LastCountBar)+rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      IndBuffer[bar]=EMPTY_VALUE;
      //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ IndTime
      if(CopyTime(Symbol_,TimeFrame,time[bar],1,IndTime)<=0) return(RESET);
      //----
      if(time[bar]>=IndTime[0] && time[bar+1]<IndTime[0])
        {
         LastCountBar=bar;
         //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ Ind
         if(CopyBuffer(Ind_Handle,0,time[bar],1,Ind)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,1,time[bar],1,Col)<=0) return(RESET);
         //----
         IndBuffer[bar]=Ind[0];
         ColorIndBuffer[bar]=Col[0];
        }
      else
        {
         IndBuffer[bar]=IndBuffer[bar+1];
         ColorIndBuffer[bar]=ColorIndBuffer[bar+1];
        }
     }
//---- ñáðîñ ñ÷åò÷èêîâ àëåðòîâ â íóëè
   if(rates_total!=prev_calculated)
     {
      UpCount=0;
      DnCount=0;
      UpCount_=0;
      DnCount_=0;
     }
//---- ïîäà÷à àëåðòà äëÿ ïîêóïêè
   if(UpCount<AlertCount && ColorIndBuffer[SignalBar+1]==1 && ColorIndBuffer[SignalBar]==0)
     {
      UpCount++;
      Alert(Word+": Ñèãíàë íà ïîêóïêó ïî "+Symbol_);
     }
//---- ïîäà÷à àëåðòà äëÿ ïðîäàæè
   if(DnCount<AlertCount && ColorIndBuffer[SignalBar+1]==0 && ColorIndBuffer[SignalBar]==1)
     {
      DnCount++;
      Alert(Word+": Ñèãíàë íà ïðîäàæó ïî "+Symbol_);
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+