WATR_Candles

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

//|                                                WATR_Candles.mq5  |

//|                      Written WizardSerg under article konkop in  |

//|                                        "Modern trading" #4/2001  |

//|                                  http://www.wizardserg.inweb.ru  |

//|                                              wizardserg@mail.ru  |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Written WizardSerg under article konkop in <Modern trading> #4/2001"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://www.wizardserg.inweb.ru"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >A=>2=>< >:=5

#property indicator_chart_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1  clrDeepSkyBlue,clrBlue,clrGray,clrMaroon,clrOrchid

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "WATROpen;WATRHigh;WATRLow;WATRClose"

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

//| >1JO2;5=85 :>=AB0=B                          |

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

#define RESET 0                                        // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input int    WATR_K = 10;

input double WATR_M = 4.0;

input int    ATR=21;

input int    Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorsBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int ATR_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| Custom indicator function                                        |

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

bool AntiTrendBar(const double &Open[],const double &Close[],int index, double NRTR_Up_prev)

  {

//----

   bool res=(TrendUp(Close,index,NRTR_Up_prev) && (Close[index]<Open[index])) || (!TrendUp(Close,index,NRTR_Up_prev) && (Close[index]>Open[index]));

//----   

   return(res);

  }

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

//| Custom indicator function                                        |

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

double CalcIndicValue(double &ATRArray[],const double &Close[],int index,bool trend)

  {

//----

   double res=Close[index];

   if(trend)res -= (WATR_K*_Point + WATR_M*ATRArray[index]);

   else     res += (WATR_K*_Point + WATR_M*ATRArray[index]);

//----   

   return(res);

  }

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

//| Custom indicator function                                        |

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

bool TrendUp(const double &Close[],int index, double NRTR_Up_prev)

  {

//----

   return(Close[index+1]>NRTR_Up_prev && NRTR_Up_prev);

//----

  }

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,0,ATR);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=ATR;

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorsBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorsBuffer,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"WATR_Candles(",WATR_K,", ",WATR_M,", ",ATR,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,to_copy,bar;

   double iATR_[],Up,Down;

   static double Up_prev,Down_prev;



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(iATR_,true);



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      to_copy=rates_total;

      Up_prev=Down_prev=close[limit+1]-WATR_K*_Point;;

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

      to_copy=limit+1;

     }



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 iATR_[]

   if(CopyBuffer(ATR_Handle,0,0,to_copy,iATR_)<=0) return(RESET);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      if(AntiTrendBar(open,close,bar,Up_prev))

        {

         Up=Up_prev;

         Down=Down_prev;

        }

      else

        {

         if(TrendUp(close,bar,Up_prev))

           {

            Up=CalcIndicValue(iATR_,close,bar,true);

            if(Up<Up_prev) Up=Up_prev;

            Down=NULL;

           }

         else

           {

            Down=CalcIndicValue(iATR_,close,bar,false);

            if(Down>Down_prev) Down=Down_prev;

            Up=NULL;

           }

        }

      //---- ?5@5A5G5=8O A F5=>9                 

      if(TrendUp(close,bar,Up_prev) && close[bar]<Up)

        {

         Down=CalcIndicValue(iATR_,close,bar,false);

         Up=NULL;

        }

      if((!TrendUp(close,bar,Up_prev)) && close[bar]>Down)

        {

         Up=CalcIndicValue(iATR_,close,bar,true);

         Down=NULL;

        }



      ExtOpenBuffer[bar]=open[bar];

      ExtHighBuffer[bar]=high[bar];

      ExtLowBuffer[bar]=low[bar];

      ExtCloseBuffer[bar]=close[bar];

      

      if(Up)

        {

         if(open[bar]<=close[bar]) ExtColorsBuffer[bar]=0;

         else ExtColorsBuffer[bar]=1;

        }

      if(Down)

        {

          if(open[bar]>=close[bar]) ExtColorsBuffer[bar]=4;

         else ExtColorsBuffer[bar]=3;

        }



      if(bar)

        {

         Up_prev=Up;

         Down_prev=Down;

        }

     }

//----     

   return(rates_total);

  }

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