xma_range_bands_v1

//+------------------------------------------------------------------+
//|                                              XMA_Range_Bands.mq4 |
//|                               Copyright © 2009, Daniel V. Bugaev |
//|                                         e-mail: buga1922@mail.ru |
//+------------------------------------------------------------------+
//| For the indicator to work, place the SmoothAlgorithms.mqh        |
//| in the directory: MetaTrader\\MQL5\Include                       |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Daniel V. Bugaev"
#property link "mailto:buga1922@mail.ru"
#property description "XMA Range Bands"
//--- indicator version number
#property version   "1.00"
//--- drawing the indicator in the main window
#property indicator_chart_window 
//--- number of indicator buffers 3
#property indicator_buffers 3 
//--- 3 graphical plots are used
#property indicator_plots   3
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//--- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//--- SlateBlue color is used for indicator line
#property indicator_color1 clrSlateBlue
//--- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//--- indicator line width is equal to 1
#property indicator_width1  1
//--- displaying the indicator label
#property indicator_label1  "XMA Range Bands"
//+--------------------------------------------+
//|  Levels indicator drawing parameters       |
//+--------------------------------------------+
//--- drawing the levels as lines
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
//--- selection of levels colors
#property indicator_color2  clrLimeGreen
#property indicator_color3  clrDeepPink
//--- levels are continuous curves
#property indicator_style2 STYLE_SOLID
#property indicator_style3 STYLE_SOLID
//--- levels width is equal to 1
#property indicator_width2  1
#property indicator_width3  1
//--- display levels labels
#property indicator_label2  "Upper XMA Range Bands"
#property indicator_label3  "Lower XMA Range Bands"
//+-----------------------------------+
//| Averaging classes description     |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//--- declaration of the CXMA classes variables from the SmoothAlgorithms.mqh file
CXMA XMA1,XMA2;
//+-----------------------------------+
//| Declaration of enumerations       |
//+-----------------------------------+
enum Applied_price_      //Price type
  {
   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 
  };
//+-----------------------------------+
//| Indicator input parameters        |
//+-----------------------------------+
input Smooth_Method MA_Method1=MODE_SMA; // Smoothing method of moving average
input int Length1=100;                   // Smoothing depth of moving average                  
input int Phase1=15;                     // Moving average smoothing parameter,
//--- Phase1: for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
//--- Phase1: for VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input Smooth_Method MA_Method2=MODE_JJMA; // Candles size smoothing method
input int Length2=20;                     // Smoothing depth of candles size 
input int Phase2=100;                     // Candles size smoothing parameter
//--- Phase2: for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
//--- Phase2: for VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input double Deviation = 2.0;             // Channel expansion ratio
input Applied_price_ IPC=PRICE_CLOSE;     // Price constant
input int Shift=0;                        // Horizontal shift of the indicator in bars
input int PriceShift=0;                   // Vertical shift of the indicator
//+-----------------------------------+
//--- declaration of dynamic arrays that will further be 
//--- will be used as Bollinger Bands indicator buffers
double ExtLineBuffer0[],ExtLineBuffer1[],ExtLineBuffer2[];
//--- declaration of the average vertical shift value variable
double dPriceShift;
//--- declaration of integer variables of data starting point
int min_rates_total,min_rates_;
//+------------------------------------------------------------------+   
//| XMA_Range_Bands initialization function                          | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//--- initialization of variables of the start of data calculation
   int min_rates_1=+XMA1.GetStartBars(MA_Method1, Length1, Phase1);
   int min_rates_2=XMA2.GetStartBars(MA_Method2, Length2, Phase2);
   min_rates_total=MathMax(min_rates_1,min_rates_2);
//--- setting alerts for invalid values of external parameters
   XMA1.XMALengthCheck("Length1", Length1);
   XMA2.XMALengthCheck("Length2", Length2);
//--- setting alerts for invalid values of external parameters
   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);
   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);
//--- initialization of the vertical shift
   dPriceShift=_Point*PriceShift;
//--- set dynamic array as an indicator buffer
   SetIndexBuffer(0,ExtLineBuffer0,INDICATOR_DATA);
//--- moving the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- performing the shift of beginning of indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_);
//--- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- setting dynamic arrays as indicator buffers
   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);
//--- set the position, from which the Bollinger Bands drawing starts
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//--- restriction to draw empty values for the indicator
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,"XMA Range Bands");
//--- determining the accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- end of initialization
  }
//+------------------------------------------------------------------+ 
//| XMA_Range_Bands iteration function                               | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // amount of history in bars at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                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[])
  {
//--- checking the number of bars to be enough for calculation
   if(rates_total<min_rates_total) return(0);
//--- declaration of variables with a floating point  
   double price_,xma,xxma,range,xrange;
//--- declaration of integer variables and getting the bars already calculated
   int first,bar;
//--- calculation of the starting number first for the bar recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
      first=0; // starting number for calculation of all bars
   else first=prev_calculated-1; // starting number for calculation of new bars
//--- main calculation loop of the indicator
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      price_=PriceSeries(IPC,bar,open,low,high,close);
      xma = XMA1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price_,bar,false);
      range=high[bar]-low[bar];
      xrange=XMA2.XMASeries(0,prev_calculated,rates_total,MA_Method2,Phase2,Length2,range,bar,false);
      //--- 
      xxma=xma+dPriceShift;      
      ExtLineBuffer0[bar]=xxma;
      ExtLineBuffer1[bar]=xxma+xrange;
      ExtLineBuffer2[bar]=xxma-xrange;
     }
//---
   return(rates_total);
  }
//+------------------------------------------------------------------+