WPRCandleKeltner

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

//|                                             WPRCandleKeltner.mq5 |

//|                                       Copyright © 2005, Dark Han |

//|                                       http://www.metaquotes.net/ |

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

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

#property copyright "Copyright © 2005, Dark Han"

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

#property link      "http://www.metaquotes.net/"

#property description "Williams  Percent Range"

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

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> A5<L 1CD5@>2

#property indicator_buffers 7

//---- 8A?>;L7>20=> 2A53> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  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   clrDeepPink,clrBlue,clrTeal

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

#property indicator_label1  "WPRCandle Open;WPRCandle High;WPRCandle Low;WPRCandle Close"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 C@>2=59      |

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

//---- >B@8A>2:0 :0=0;0 2 2845 >1;0:0

#property indicator_type2   DRAW_FILLING

//---- 2K1>@ F25B0 >1;0:0

#property indicator_color2  clrLavender

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

#property indicator_label2  "Channels"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1  -70

#property indicator_level2  -50

#property indicator_level3  -30

#property indicator_levelcolor clrBlueViolet

#property indicator_levelstyle STYLE_DASHDOTDOT

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

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

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

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

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

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

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

input uint ExtWPRPeriod=11;

input uint KeltnerPeriod=20; //?5@8>4 CA@54=5=8O Q;B=5@0

input double Ratio=1.50;     //45280F8O :0=0;0

input int Shift=0;           //A4283 :0=0;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 ExtColorBuffer[];

//---- >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 BorderTopBuffer[],BorderBotBuffer[];

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

int min_rates_total,min_rates_1;

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

int WPR_Handle,MA_Handle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=int(ExtWPRPeriod);

   min_rates_total=min_rates_1+int(KeltnerPeriod);



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

   WPR_Handle=iWPR(NULL,0,ExtWPRPeriod);

   if(WPR_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

        

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

   MA_Handle=iMA(NULL,0,KeltnerPeriod,0,MODE_SMA,WPR_Handle);

   if(MA_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



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

   string shortname;

   StringConcatenate(shortname,"WPRCandleKeltner(",ExtWPRPeriod,")");

//---- 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);



//---- ?@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,ExtColorBuffer,INDICATOR_COLOR_INDEX);

   

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

   SetIndexBuffer(5,BorderTopBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,BorderBotBuffer,INDICATOR_DATA);



//---- 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(ExtColorBuffer,true);

   ArraySetAsSeries(BorderTopBuffer,true);

   ArraySetAsSeries(BorderBotBuffer,true);



//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);





//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

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

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- 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(WPR_Handle)<rates_total

      || BarsCalculated(MA_Handle)<rates_total

      || rates_total<min_rates_total)

      return(RESET);



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

   int to_copy,limit,bar;

   double range,HH,LL;

   double MA[];



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 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-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

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

     }

   to_copy=limit+1;



//---- 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(MA,true);   

   

//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(MA_Handle,0,0,to_copy,MA)<=0) return(RESET);





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

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

     {

      ExtOpenBuffer[bar]=ExtHighBuffer[bar]=ExtLowBuffer[bar]=ExtCloseBuffer[bar]=50;

      HH=high[ArrayMaximum(high,bar,ExtWPRPeriod)];

      LL=low[ArrayMinimum(low,bar,ExtWPRPeriod)];

      range=HH-LL;



      if(!CompareDouble(range,0.0))

        {

         ExtOpenBuffer[bar]=-100*(HH-open[bar])/range;

         ExtCloseBuffer[bar]=-100*(HH-close[bar])/range;

         ExtHighBuffer[bar]=-100*(HH-high[bar])/range;

         ExtLowBuffer[bar]=-100*(HH-low[bar])/range;

        }

        

      double Keltner=Ratio*GetKeltner(KeltnerPeriod,bar,ExtHighBuffer,ExtLowBuffer);

      BorderTopBuffer[bar]=MA[bar]+Keltner;

      BorderBotBuffer[bar]=MA[bar]-Keltner;

        

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;

      else ExtColorBuffer[bar]=1.0;

     }

//----     

   return(rates_total);

  }

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

//| $C=:F8O A@02=5=8O 42CE 25I5AB25==KE G8A5;.                       |

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

bool CompareDouble(double Number1,double Number2)

  {

//----

   bool Compare=NormalizeDouble(Number1-Number2,8)==0;

//----

   return(Compare);

  }

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

// 2KG8A;5=85 ?>;>28=K H8@8=K :0=0;0 Q;B=5@0                        |

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

double GetKeltner(int period,int bar,const double &High[],const double &Low[])

  {

//----

   double Resalt,sum=0;

   for(int iii=0; iii<period; iii++)

      sum+=High[bar+iii] - Low[bar+iii];

   Resalt = sum / period;

   return(Resalt);

//----

  }

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