xenvelopes3

//+---------------------------------------------------------------------+
//|                                                     XEnvelopes3.mq5 |
//|                                  Copyright © 2016, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2016, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
#property description ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 10
#property indicator_buffers 10 
//---- èñïîëüçîâàíî âñåãî ïÿòü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   5
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè îáëàêà                   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí
#property indicator_color1  clrLightSkyBlue
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Upper XEnvelopes3 Cloud"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè îáëàêà                   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type2   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí
#property indicator_color2  clrPaleGreen
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "Upper XEnvelopes2 Cloud"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè îáëàêà                   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type3   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí
#property indicator_color3  clrLavender
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label3  "XEnvelopes1 Cloud"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè îáëàêà                   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type4   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí
#property indicator_color4  clrPink
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label4  "Lower XEnvelopes2 Cloud"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè îáëàêà                   |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type5   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí
#property indicator_color5  clrViolet
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label5  "Lower XEnvelopes3 Cloud"
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA                         |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1;
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Applied_price_      //òèï êîíñòàíòû
  {
   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
  };
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
/*enum SmoothMethod - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method=MODE_SMA; // Ìåòîä óñðåäíåíèÿ
input uint XLength=12;                   // Ãëóáèíà ñãëàæèâàíèÿ
input int XPhase=15;                     // Ïàðàìåòð ñãëàæèâàíèÿ
//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price_ IPC=PRICE_CLOSE;     // Öåíîâàÿ êîíñòàíòà
input double Deviation1=0.1;              // Äåâèàöèÿ 1
input double Deviation2=0.3;              // Äåâèàöèÿ 2
input double Deviation3=0.6;              // Äåâèàöèÿ 3
input int Shift=0;                        // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0;                   // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpBuffer1[],DnBuffer1[],UpBuffer2[],DnBuffer2[],UpBuffer3[],DnBuffer3[],UpBuffer4[],DnBuffer4[],UpBuffer5[],DnBuffer5[];
//---- îáúÿâëåíèå ïåðåìåííûõ çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ìóâèíãà è êîýôôèöèåíòîâ äåâèàöèè
double dPriceShift,UpKdev1,DnKdev1,UpKdev2,DnKdev2,UpKdev3,DnKdev3;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
int OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=XMA1.GetStartBars(XMA_Method,XLength,XPhase);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("XLength",XLength);
   XMA1.XMAPhaseCheck("XPhase",XPhase,XMA_Method);
//---- èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;
//----   
   if(Deviation1>=Deviation2)
     {
      Print("Âõîäíîé ïàðàìåòð Äåâèàöèÿ 2 âñåãäà äîëæåí áûòü áîëüøå âõîäíîãî ïàðàìåòðà Äåâèàöèÿ 1! Èñïðàâüòå çíà÷åíèÿ ýòèõ âõîäíûõ ïàðàìåòðîâ èíäèêàòîðà!");
      return(INIT_FAILED);
     }
   if(Deviation2>=Deviation3)
     {
      Print("Âõîäíîé ïàðàìåòð Äåâèàöèÿ 3 âñåãäà äîëæåí áûòü áîëüøå âõîäíîãî ïàðàìåòðà Äåâèàöèÿ 2! Èñïðàâüòå çíà÷åíèÿ ýòèõ âõîäíûõ ïàðàìåòðîâ èíäèêàòîðà!");
      return(INIT_FAILED);
     }
//---- èíèöèàëèçàöèÿ êîýôôèöèåíòîâ äåâèàöèè  
   UpKdev1=(1+Deviation1/100.0);
   DnKdev1=(1-Deviation1/100.0);
   UpKdev2=(1+Deviation2/100.0);
   DnKdev2=(1-Deviation2/100.0);
   UpKdev3=(1+Deviation3/100.0);
   DnKdev3=(1-Deviation3/100.0);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpBuffer4,INDICATOR_DATA);
   SetIndexBuffer(1,DnBuffer4,INDICATOR_DATA);
   SetIndexBuffer(2,UpBuffer2,INDICATOR_DATA);
   SetIndexBuffer(3,DnBuffer2,INDICATOR_DATA);
   SetIndexBuffer(4,UpBuffer1,INDICATOR_DATA);
   SetIndexBuffer(5,DnBuffer1,INDICATOR_DATA);
   SetIndexBuffer(6,UpBuffer3,INDICATOR_DATA);
   SetIndexBuffer(7,DnBuffer3,INDICATOR_DATA);
   SetIndexBuffer(8,UpBuffer5,INDICATOR_DATA);
   SetIndexBuffer(9,DnBuffer5,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"Env("+string(XLength)+")");
   PlotIndexSetString(0,PLOT_LABEL,"Env("+string(XLength)+")Upper Cloud3");
   PlotIndexSetString(1,PLOT_LABEL,"Env("+string(XLength)+")Upper Cloud2");
   PlotIndexSetString(2,PLOT_LABEL,"Env("+string(XLength)+")Cloud1");
   PlotIndexSetString(3,PLOT_LABEL,"Env("+string(XLength)+")Lower Cloud2");
   PlotIndexSetString(4,PLOT_LABEL,"Env("+string(XLength)+")Lower Cloud3");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+ 
//| Custom indicator iteration function                              | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price,xma;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      price=PriceSeries(IPC,bar,open,low,high,close);
      xma=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength,price,bar,false);
      UpBuffer4[bar]=UpKdev3*xma+dPriceShift;
      UpBuffer1[bar]=DnBuffer2[bar]=UpKdev1*xma+dPriceShift;
      DnBuffer1[bar]=UpBuffer3[bar]=DnKdev1*xma+dPriceShift;
      //----
      UpBuffer2[bar]=DnBuffer4[bar]=UpKdev2*xma+dPriceShift;
      DnBuffer3[bar]=UpBuffer5[bar]=DnKdev2*xma+dPriceShift;
      DnBuffer5[bar]=DnKdev3*xma+dPriceShift;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+