XFatlXSatlMACD

//+---------------------------------------------------------------------+
//|                                                  XFatlXSatlMACD.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        |
//+---------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2016, Nikolay Kositsin"
//---- ññûëêà íà ñàéò àâòîðà
#property link "farria@mail.redcom.ru" 
#property description "Ãèñòîãðàììà íà ðàçíîñòè ìåæäó ñãëàæåííûìè ôèëüòðàìè Fatl è Satl"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- äëÿ ðàñ÷¸òà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî ÷åòûðå áóôåðà
#property indicator_buffers 4
//---- èñïîëüçîâàíî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrBlue,clrPurple
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "XFatlXSatlMACD Signal"

//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2            |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ÷åòûð¸õöâåòíîé ãèñòîãðàììû
#property indicator_type2 DRAW_COLOR_HISTOGRAM
//---- â êà÷åñòâå öâåòîâ ïÿòèöâåòíîé ãèñòîãðàììû èñïîëüçîâàíû
#property indicator_color2 clrDeepPink,clrOrange,clrGray,clrYellowGreen,clrTeal
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style2 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "XFatlXSatlMACD"

//+----------------------------------------------+
//|  Îïèñàíèå êëàññà CXMA                        |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+

//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3;
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CFSATL èç ôàéëà JJMASeries_Cls.mqh
CFATL FTL; 
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CSATL èç ôàéëà JJMASeries_Cls.mqh
CSATL STL; 
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
/*enum Smooth_Method - 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
  }; */
//+----------------------------------------------+
//|  îáúÿâëåíèå ïåðå÷èñëåíèé                     |
//+----------------------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //PRICE_CLOSE
   PRICE_OPEN_,          //PRICE_OPEN
   PRICE_HIGH_,          //PRICE_HIGH
   PRICE_LOW_,           //PRICE_LOW
   PRICE_MEDIAN_,        //PRICE_MEDIAN
   PRICE_TYPICAL_,       //PRICE_TYPICAL
   PRICE_WEIGHTED_,      //PRICE_WEIGHTED
   PRICE_SIMPL_,         //PRICE_SIMPL_
   PRICE_QUARTER_,       //PRICE_QUARTER_
   PRICE_TRENDFOLLOW0_,  //PRICE_TRENDFOLLOW0_
   PRICE_TRENDFOLLOW1_,  // TrendFollow_2 Price 
   PRICE_DEMARK_         // Demark Price 
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method1=MODE_JJMA; //ìåòîä óñðåäíåíèÿ Fatl
input uint XLength1=3; //ãëóáèíà óñðåäíåíèÿ Fatl
input int XPhase1=15;    //ïàðàìåòð ñãëàæèâàíèÿ Fatl,
//---- 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 Smooth_Method XMA_Method2=MODE_JJMA; //ìåòîä óñðåäíåíèÿ Satl
input uint XLength2=3; //ãëóáèíà óñðåäíåíèÿ Satl
input int XPhase2=15;    //ïàðàìåòð ñãëàæèâàíèÿ Satl,
//---- 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 Smooth_Method XMA_Method3=MODE_JJMA; //ìåòîä óñðåäíåíèÿ ñèãíàëüíîé ëèíèè
input uint XLength3=5; //ãëóáèíà óñðåäíåíèÿ ñèãíàëüíîé ëèíèè
input int XPhase3=15;    //ïàðàìåòð ñãëàæèâàíèÿ ñèãíàëüíîé ëèíèè,
//---- 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
//+----------------------------------------------+

//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[],ColorIndBuffer[];
double UpBuffer[],DnBuffer[];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total,min_rates_1,min_rates_2,min_rates_3,min_rates_4,min_rates_5;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_1=39;
   min_rates_2=min_rates_1+GetStartBars(XMA_Method1,XLength1,XPhase1);
   min_rates_3=65;
   min_rates_4=min_rates_3+GetStartBars(XMA_Method2,XLength2,XPhase2);
   
   min_rates_5=MathMax(min_rates_2,min_rates_4);
   min_rates_total=min_rates_5+GetStartBars(XMA_Method3,XLength3,XPhase3);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);
   
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);
   
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,IndBuffer,INDICATOR_DATA);
   
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(3,ColorIndBuffer,INDICATOR_COLOR_INDEX);
       
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
   

//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"XFatlXSatlMACD");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//----
  }
//+------------------------------------------------------------------+
//| 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[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[]
                )
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total) return(0);

//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double price,fatl,xfatl,satl,xsatl,macd,sign;
   int first,bar;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=min_rates_1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ

//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      price=PriceSeries(IPC,bar,open,low,high,close);
      fatl=FTL.FATLSeries(0,prev_calculated,rates_total,price,bar,false);
      xfatl=XMA1.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method1,XPhase1,XLength1,fatl,bar,false);      
      satl=STL.SATLSeries(0,prev_calculated,rates_total,price,bar,false);
      xsatl=XMA2.XMASeries(min_rates_2,prev_calculated,rates_total,XMA_Method2,XPhase2,XLength2,satl,bar,false);
      macd=xfatl-xsatl;        
      sign=XMA3.XMASeries(min_rates_5,prev_calculated,rates_total,XMA_Method3,XPhase3,XLength3,macd,bar,false);     
      IndBuffer[bar]=macd;
      UpBuffer[bar]=macd;
      DnBuffer[bar]=sign;
     }

   if(prev_calculated>rates_total || prev_calculated<=0) first++;
//---- Îñíîâíîé öèêë ðàñêðàñêè èíäèêàòîðà Ind
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      int clr=2;
      macd=IndBuffer[bar];

      if(macd>0)
        {
         if(macd>IndBuffer[bar-1]) clr=4;
         if(macd<IndBuffer[bar-1]) clr=3;
        }

      if(macd<0)
        {
         if(macd<IndBuffer[bar-1]) clr=0;
         if(macd>IndBuffer[bar-1]) clr=1;
        }

      ColorIndBuffer[bar]=clr;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+