X2MACandle_Chl

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

//|                                                  X2MACandle_Chl.mq5 |

//|                                  Copyright © 2018, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "=48:0B>@ X2MA 2 A25G=>< 2845 A 42C<O, 70?>;=5==K<8 F25B=K< D>=>< :0=0;0<8, ?>AB@>5==K<8 =0 A@54=5:204@0B8G=KE >B:;>=5=8OE >B High 8 Low 8=48:0B>@=KE A25G"

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

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 452OBL 1CD5@>2

#property indicator_buffers 9

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

#property indicator_plots   3

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

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

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

//--- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>3> >1;0:0

#property indicator_type1   DRAW_FILLING

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

#property indicator_color1  C'223,255,232'

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

#property indicator_label1  "Upper Signal Cloud"

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

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

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

//--- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>3> >1;0:0

#property indicator_type2   DRAW_FILLING

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

#property indicator_color2  C'255,242,255'

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

#property indicator_label2  "Lower Signal Cloud"

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

//|  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_type3   DRAW_COLOR_CANDLES

#property indicator_color3   C'255,117,117',clrGray,C'116,231,225'

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

#property indicator_label3  "X2MACandle Open;X2MACandle High;X2MACandle Low;X2MACandle Close"

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

//|  >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

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 8 CStdDeviation 87 D09;0 SmoothAlgorithms.mqh

CXMA XMAo1,XMAh1,XMAl1,XMAc1;

CXMA XMAo2,XMAh2,XMAl2,XMAc2;

CStdDeviation STDh,STDl;

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   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

  }; */

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

//|  %+  " + "                 |

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

input Smooth_Method MA_Method1=MODE_SMA_;              //<5B>4 CA@54=5=8O ?5@2>3> A3;06820=8O 

input int Length1=12;                                  //3;C18=0  ?5@2>3> A3;06820=8O                    

input int Phase1=15;                                   //?0@0<5B@ ?5@2>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Smooth_Method MA_Method2=MODE_JJMA;              //<5B>4 CA@54=5=8O 2B>@>3> A3;06820=8O 

input int Length2 = 5;                                 //3;C18=0  2B>@>3> A3;06820=8O 

input int Phase2=15;                                   //?0@0<5B@ 2B>@>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input uint Gap=10;                                     //@07<5@ =5CG8BK205<>3> 3M?0 2 ?C=:B0E

input uint BBLength=10;                                // ?5@8>4 >;;8=465@0                                                   

input double BandsDeviation=1.0;                       // 45280F8O

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

//---- >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 UpUpBuffer[],UpDnBuffer[],DnUpBuffer[],DnDnBuffer[];

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];

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

int min_rates_total,min_rates_1,min_rates_2;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=GetStartBars(MA_Method1, Length1, Phase1);

   min_rates_2=min_rates_1+GetStartBars(MA_Method2, Length2, Phase2);

   min_rates_total=min_rates_2+int(BBLength);

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(0,UpUpBuffer,INDICATOR_DATA);

   IndInit(1,UpDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(0,NULL,min_rates_total,0);

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(2,DnUpBuffer,INDICATOR_DATA);

   IndInit(3,DnDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(1,NULL,min_rates_total,0);

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

   SetIndexBuffer(4,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(5,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(7,ExtCloseBuffer,INDICATOR_DATA);

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

   SetIndexBuffer(8,ExtColorBuffer,INDICATOR_COLOR_INDEX);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(2,NULL,min_rates_1,0);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

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

   string shortname;

   string Smooth1=XMAo1.GetString_MA_Method(MA_Method1);

   string Smooth2=XMAo1.GetString_MA_Method(MA_Method2);

   StringConcatenate(shortname,"X2MACandle_Chl(",Length1,", ",Length2,", ",Smooth1,", ",Smooth2,")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

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

   return(INIT_SUCCEEDED);

  }

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@0                               |

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

void IndInit(int Number,double &Buffer[],ENUM_INDEXBUFFER_TYPE Type)

  {

//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(Number,Buffer,Type);

//---

  }

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

//| =8F80;870F8O 8=48:0B>@0                                         |

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

void PlotInit(int Number,double Empty_Value,int Draw_Begin,int nShift)

  {

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

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

//--- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

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

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---

  }

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

//| 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 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(RESET);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double O,H,L,C,stdev;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int first;

   

//---- @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

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

   

//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(int bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      //---- AG8B05< A25G8

      O=XMAo1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,open[bar],bar,false);

      O=XMAo2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,O,bar,false);

      //----     

      H=XMAh1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,high[bar],bar,false);

      H=XMAh2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,H,bar,false);

      //----

      L=XMAl1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,low[bar],bar,false);

      L=XMAl2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,L,bar,false);

      //----

      C=XMAc1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,close[bar],bar,false);

      C=XMAc2.XMASeries(min_rates_1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,C,bar,false);

      //---- 

      //---- 8A?@02;O5< 7=0G5=8O ?>;CG5==KE A25G5:

      double Max=MathMax(O,C);

      Max=MathMax(Max,L);

      Max=MathMax(Max,H);

      double Min=MathMin(O,C);

      Min=MathMin(Min,L);

      Min=MathMin(Min,H);

      ExtOpenBuffer[bar]=O;

      ExtHighBuffer[bar]=Max;

      ExtLowBuffer[bar]=Min;

      ExtCloseBuffer[bar]=C;

      //---- C40;O5< =5ACI5AB2CNI85 35?K

      if(MathAbs(open[bar]-close[bar])<=Gap) ExtOpenBuffer[bar]=ExtCloseBuffer[MathMax(bar-1,0)];

      //---- :@0A8< A25G8

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

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

      else ExtColorBuffer[bar]=1.0;      

      //----           

      stdev=STDh.StdDevSeries(min_rates_2,prev_calculated,rates_total,BBLength,BandsDeviation,high[bar],ExtHighBuffer[bar],bar,false);

      UpUpBuffer[bar]=ExtHighBuffer[bar]+stdev;     

      UpDnBuffer[bar]=ExtHighBuffer[bar]; 

      DnUpBuffer[bar]=ExtLowBuffer[bar];

      stdev=STDl.StdDevSeries(min_rates_2,prev_calculated,rates_total,BBLength,BandsDeviation,low[bar],ExtLowBuffer[bar],bar,false);

      DnDnBuffer[bar]=ExtLowBuffer[bar]-stdev;

     }

//----     

   return(rates_total);

  }

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