WSI

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

//|                                                          WSI.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Wave Segregation Index indicator"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

//--- plot WSI

#property indicator_label1  "WSI"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrLimeGreen,clrDarkSeaGreen,clrRed,clrBurlyWood,clrDarkGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint     InpPeriodCCI   =  100;  // CCI period

input uint     InpPeriodADX   =  100;  // ADX period

//--- indicator buffers

double         BufferWSI[];

double         BufferColors[];

double         BufferCCI[];

double         BufferADX[];

double         BufferMA[];

//--- global variables

int            period_cci;

int            period_adx;

int            handle_cci;

int            handle_adx;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_cci=int(InpPeriodCCI<1 ? 1 : InpPeriodCCI);

   period_adx=int(InpPeriodADX<1 ? 1 : InpPeriodADX);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferWSI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferCCI,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferADX,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"WSI ("+(string)period_cci+","+(string)period_adx+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferWSI,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferCCI,true);

   ArraySetAsSeries(BufferADX,true);

   ArraySetAsSeries(BufferMA,true);

//--- create handles

   ResetLastError();

   handle_cci=iCCI(NULL,PERIOD_CURRENT,period_cci,PRICE_TYPICAL);

   if(handle_cci==INVALID_HANDLE)

     {

      Print("The iCCI(",(string)period_cci,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_adx=iADX(NULL,PERIOD_CURRENT,period_adx);

   if(handle_adx==INVALID_HANDLE)

     {

      Print("The iADX(",(string)period_adx,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,PRICE_TYPICAL);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferWSI,EMPTY_VALUE);

      ArrayInitialize(BufferColors,4);

      ArrayInitialize(BufferCCI,0);

      ArrayInitialize(BufferADX,0);

      ArrayInitialize(BufferMA,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_cci,0,0,count,BufferCCI);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_adx,MAIN_LINE,0,count,BufferADX);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

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

     {

      BufferWSI[i]=(BufferCCI[i]*BufferMA[i]*BufferADX[i])/1000.0;

      BufferColors[i]=

        (

         BufferWSI[i]>0 ? (BufferWSI[i]>BufferWSI[i+1] ? 0 : BufferWSI[i]<BufferWSI[i+1] ? 1 : 4) : 

         BufferWSI[i]<0 ? (BufferWSI[i]<BufferWSI[i+1] ? 2 : BufferWSI[i]>BufferWSI[i+1] ? 3 : 4) : 4

        );

     }



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

   return(rates_total);

  }

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