XCCXTrend_NRTR

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

//|                                                  XCCXTrend_NRTR.mq5 |

//|                                           Ramdass - Conversion only |

//|                                                                     |

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

//| ;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        |

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

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

#property copyright "Ramdass - Conversion only"

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

#property link      ""

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

#property version   "1.10"

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

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> 2A53> H5ABL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1 DRAW_LINE

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

#property indicator_color1 clrGreenYellow

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label1  "NRTR Line Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2 DRAW_LINE

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

#property indicator_color2 clrOrchid

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style2 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width2 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label2  "NRTR Line Down"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type3 DRAW_ARROW

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

#property indicator_color3 clrSeaGreen

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label3  "NRTR Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type4 DRAW_ARROW

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

#property indicator_color4 clrMaroon

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style4 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width4 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label4  "NRTR Down"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 5 2 2845 7=0G:0

#property indicator_type5   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B A8=89

#property indicator_color5  clrBlue

//---- ;8=8O 8=48:0B>@0 5 - =5?@5@K2=0O :@820O

#property indicator_style5  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 5 @02=0 5

#property indicator_width5  5

//---- >B>1@065=85 1KGL59 <5B:8 8=48:0B>@0

#property indicator_label5  "Buy XCCXTrend signal"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 7=0G:0

#property indicator_type6   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B @>7>2K9

#property indicator_color6  clrMagenta

//---- ;8=8O 8=48:0B>@0 6 - =5?@5@K2=0O :@820O

#property indicator_style6  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 6 @02=0 5

#property indicator_width6  5

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label6 "Sell XCCXTrend signal"

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

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

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

#include <SmoothAlgorithms.mqh> 

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

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

CXMA XMAD,XMAH,XMAL;

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

//|  >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 - >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 :>=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 RISK=4;

input Smooth_Method DSmoothMethod=MODE_T3; //<5B>4 CA@54=5=8O F5=K

input uint DPeriod=21;  //?5@8>4 <C28=30

input int DPhase=10;   //?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_JJMA; //<5B>4 CA@54=5=8O >B:;>=5=8O

input uint MPeriod=7; //?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 Applied_price IPC=PRICE_TYPICAL_; //F5=>20O :>=AB0=B0

input double AtrRatio=0.375;

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

//--- >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 UpBuffer1[],DnBuffer1[];

double UpBuffer2[],DnBuffer2[];

double SellBuffer[],BuyBuffer[];

//---

int Kx,ATR_Handle;

int min_rates_total,min_rates_D,min_rates_M;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   Kx=33-int(RISK);

   int ATR_Period=15;

   min_rates_D=XMAD.GetStartBars(DSmoothMethod,DPeriod,DPhase);

   min_rates_M=XMAD.GetStartBars(MSmoothMethod,MPeriod,MPhase);

   min_rates_total=min_rates_D+min_rates_M;

   min_rates_total=int(MathMax(min_rates_total,ATR_Period))+1;

   

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

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



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

   SetIndexBuffer(0,UpBuffer1,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpBuffer1,true);



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

   SetIndexBuffer(1,DnBuffer1,INDICATOR_DATA);

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

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnBuffer1,true);



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

   SetIndexBuffer(2,UpBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 3

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpBuffer2,true);



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

   SetIndexBuffer(3,DnBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 4

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnBuffer2,true);



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

   SetIndexBuffer(4,BuyBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_ARROW,175);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(BuyBuffer,true);



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

   SetIndexBuffer(5,SellBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 6

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(5,PLOT_ARROW,175);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(SellBuffer,true);



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

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

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

   string short_name="XCCXTrend_NRTR";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- 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(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,trend,maxbar;

   double ATR[],range,stop;

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

   static int oldtrend;

   maxbar=rates_total-2;



//--- @0AG5BK AB0@B>2>3> =><5@0 limit 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

     {

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

      oldtrend=0;

     }

   else

     {

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

     }

   to_copy=limit+1;



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

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



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

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);



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

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

     {

      //---- K7>2 DC=:F88 PriceSeries 4;O ?>;CG5=8O 2E>4=>9 F5=K price

      price=PriceSeries(IPC,bar,open,low,high,close);



      //---- 48= 2K7>2 DC=:F88 XMASeries 

      xma=XMAD.XMASeries(maxbar,prev_calculated,rates_total,DSmoothMethod,DPhase,DPeriod,price,bar,true);      

      upccx=price-xma;

      dnccx=MathAbs(upccx);

      

      //---- 20 2K7>20 DC=:F88 XMASeries  

      xupccx=XMAH.XMASeries(maxbar-min_rates_D,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,upccx,bar,true);

      xdnccx=XMAL.XMASeries(maxbar-min_rates_D,prev_calculated,rates_total,MSmoothMethod,MPhase,MPeriod,dnccx,bar,true);



      //---- 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; 

      //---

      xccx*=100;

      xccx+=100;

      xccx/=2;   

      BuyBuffer[bar]=SellBuffer[bar]=UpBuffer1[bar]=DnBuffer1[bar]=UpBuffer2[bar]=DnBuffer2[bar]=NULL;

      trend=oldtrend;

      if(xccx<Kx) trend=-1;

      if(xccx>100-Kx) trend=+1;

      range=AtrRatio*ATR[bar];

      //---

      if(oldtrend<0 && trend>0) BuyBuffer[bar]=low[bar]-range;

      if(oldtrend>0 && trend<0) SellBuffer[bar]=high[bar]+range;



      if(trend>0)

        {

         if(BuyBuffer[bar])

           {

            UpBuffer1[bar]=UpBuffer2[bar]=BuyBuffer[bar];

            DnBuffer1[bar]=DnBuffer1[bar+1];

           }

         else

           {

            stop=low[bar]-range;

            if(stop<UpBuffer1[bar+1]) stop=UpBuffer1[bar+1];

            UpBuffer1[bar]=UpBuffer2[bar]=stop;

           }

        }



      if(trend<0)

        {

         if(SellBuffer[bar])

           {

            DnBuffer1[bar]=DnBuffer2[bar]=SellBuffer[bar];

            UpBuffer1[bar]=UpBuffer1[bar+1];

           }

         else

           {

            stop=high[bar]+range;

            if(stop>DnBuffer1[bar+1]) stop=DnBuffer1[bar+1];

            DnBuffer1[bar]=DnBuffer2[bar]=stop;

           }

        }

      //---

      if(bar) oldtrend=trend;

     }

//---     

   return(rates_total);

  }

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