XCCXCandleKeltnerPluse

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

//|                                          XCCXCandleKeltnerPluse.mq5 | 

//|                                  Copyright © 2017, 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 © 2017, Nikolay Kositsin"

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

#property description "XCCXCandle"

//--- =><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   clrRed,clrHotPink,clrGray,clrTeal,clrLime

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

#property indicator_label1  "XCCXCandle Open;XCCXCandle High;XCCXCandle Low;XCCXCandle 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"

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

//| >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

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

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

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA OUPXCCX,ODNXCCX,OXXMA;

CXMA HUPXCCX,HDNXCCX,HXXMA;

CXMA LUPXCCX,LDNXCCX,LXXMA;

CXMA CUPXCCX,CDNXCCX,CXXMA;

CXMA XMA;

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

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

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

/*enum Smooth_Method - >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

  }; */

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

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

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

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

  {

   ENUM_LEVELS = 1,     //?> C@>2=O< ?5@5:C?;5==>AB8/?5@5?@>40==>AB8

   ENUM__CHANELS         //?> 3@0=8F0< :0=0;0 5;B=5@0

  };

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

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

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

input Smooth_Method DSmoothMethod=MODE_JJMA; //<5B>4 CA@54=5=8O F5=K

input int DPeriod=15;                        //?5@8>4 <C28=30

input int DPhase=15;                         //?0@0<5B@ CA@54=5=8O <C28=30,

//--- 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 MSmoothMethod=MODE_T3;   //<5B>4 CA@54=5=8O >B:;>=5=8O

input int MPeriod=15;                        //?5@8>4 A@54=53> >B:;>=5=8O

input int MPhase=15;                         //A@54=53> >B:;>=5=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 KeltnerPeriod=100;                //?5@8>4 CA@54=5=8O 5;B=5@0

input double Ratio=4.01;                     //45280F8O :0=0;0

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

input ENUM_COLOR_MODE Mode=ENUM_LEVELS;     //<5B>4 8=48:0F88 ?@>1>O

input int HighLevel=+50;

input int MiddleLevel=0;

input int LowLevel=-50;

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

//--- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5<

//--- 1C4CB 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,min_rates_2;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=GetStartBars(DSmoothMethod,DPeriod,DPhase)+1;

   min_rates_2=min_rates_1+GetStartBars(MSmoothMethod,MPeriod,MPhase);   

   min_rates_total=min_rates_2+int(KeltnerPeriod);

//--- ?@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);

//---- 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);

//--- CAB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O AC1J>:>= 

   string short_name="XCCXCandleKeltner";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MiddleLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K A5@K9 8 @>7>2K9 F25B0  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrGreen);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrBrown);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

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

   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 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

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

   int first,bar;

   double MA,price,xma,upccx,dnccx,xupccx,xdnccx,xccx;

//--- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

   else

     {

      first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

     }



//--- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0, 8A?@02;5=8O 8 >:@0H820=8O A25G59

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

     {

      //----  0AGQB 4;O open

      price=open[bar];

      xma=OXXMA.XMASeries(0,prev_calculated,rates_total,DSmoothMethod,DPhase,DPeriod,price,bar,false);     

      upccx=price-xma;

      dnccx=MathAbs(upccx);      

      xupccx=OUPXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,upccx,bar,false);

      xdnccx=ODNXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,dnccx,bar,false);

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

      if(xupccx) // 70?@5B 45;5=8O =0 =>;L!

        xccx=100*xupccx/xdnccx;

      else xccx=EMPTY_VALUE;      

      ExtOpenBuffer[bar]=xccx;



      //----  0AGQB 4;O close

      price=close[bar];

      xma=CXXMA.XMASeries(0,prev_calculated,rates_total,DSmoothMethod,DPhase,DPeriod,price,bar,false);     

      upccx=price-xma;

      dnccx=MathAbs(upccx);      

      xupccx=CUPXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,upccx,bar,false);

      xdnccx=CDNXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,dnccx,bar,false);

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

      if(xupccx) // 70?@5B 45;5=8O =0 =>;L!

        xccx=100*xupccx/xdnccx;

      else xccx=EMPTY_VALUE;      

      ExtCloseBuffer[bar]=xccx;



      //----  0AGQB 4;O high

      price=high[bar];

      xma=HXXMA.XMASeries(0,prev_calculated,rates_total,DSmoothMethod,DPhase,DPeriod,price,bar,false);     

      upccx=price-xma;

      dnccx=MathAbs(upccx);      

      xupccx=HUPXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,upccx,bar,false);

      xdnccx=HDNXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,dnccx,bar,false);

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

      if(xupccx) // 70?@5B 45;5=8O =0 =>;L!

        xccx=100*xupccx/xdnccx;

      else xccx=EMPTY_VALUE; 

      ExtHighBuffer[bar]=xccx;



      //----  0AGQB 4;O low

      price=low[bar];

      xma=LXXMA.XMASeries(0,prev_calculated,rates_total,DSmoothMethod,DPhase,DPeriod,price,bar,false);     

      upccx=price-xma;

      dnccx=MathAbs(upccx);      

      xupccx=LUPXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,upccx,bar,false);

      xdnccx=LDNXCCX.XMASeries(min_rates_1,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,dnccx,bar,false);

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

      if(xupccx) // 70?@5B 45;5=8O =0 =>;L!

        xccx=100*xupccx/xdnccx;

      else xccx=EMPTY_VALUE; 

      ExtLowBuffer[bar]=xccx;



      double Max=MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      double Min=MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      //---

      ExtHighBuffer[bar]=MathMax(Max,ExtHighBuffer[bar]);

      ExtLowBuffer[bar]=MathMin(Min,ExtLowBuffer[bar]);

      //---

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=3.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=1.0;

      else ExtColorBuffer[bar]=2.0;

     }



//--- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      first=min_rates_2; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

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

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

     {

      MA=XMA.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_SMA_,0,KeltnerPeriod,ExtCloseBuffer[bar],bar,false);

      if(bar<min_rates_total) continue;

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

      BorderTopBuffer[bar]=MA+Keltner;

      BorderBotBuffer[bar]=MA-Keltner;

     }

//--- >A=>2=>9 F8:; @0AGQB0 8=48:0F88 ?@>1>O

   if(Mode==ENUM_LEVELS)

     {

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

        {

         if(ExtCloseBuffer[bar]>HighLevel) ExtColorBuffer[bar]=4.0;

         else if(ExtCloseBuffer[bar]<LowLevel) ExtColorBuffer[bar]=0.0;

        }

     }

   else

     {

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

        {

         if(ExtCloseBuffer[bar]>BorderTopBuffer[bar]) ExtColorBuffer[bar]=4.0;

         else if(ExtCloseBuffer[bar]<BorderBotBuffer[bar]) ExtColorBuffer[bar]=0.0;

        }

     }

//---          

   return(rates_total);

  }

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

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

//----

  }

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