XROC2_VG

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

//|                                                        XROC2_VG.mq5 |

//|                            Copyright © 2006, Vladislav Goshkov (VG) |

//|                                                         4vg@mail.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 © 2006, Vladislav Goshkov (VG)"

#property link      "4vg@mail.ru"

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

#property version   "1.01"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

#property indicator_buffers 2 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 >1;0:0

#property indicator_type1   DRAW_FILLING

//---- 2 :0G5AB25 F25B>2 >1;0:0

#property indicator_color1  clrLightSeaGreen,clrMediumOrchid

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

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

//|  >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

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

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

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

#include <SmoothAlgorithms.mqh> 

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

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

CXMA XMA1,XMA2;

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

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

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

enum ENUM_TYPE

  {

   MOM=1,  //MOM

   ROC,    //ROC

   ROCP,   //ROCP

   ROCR,   //ROC

   ROCR100 //ROCR100

  };

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

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

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

/*enum Smooth_Method - ?5@5G8A;5=85 >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

  }; */

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

//|  %+  " + "                 |

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

input uint ROCPeriod1=8;

input Smooth_Method MA_Method1=MODE_JJMA;          //<5B>4 CA@54=5=8O ?5@2>3> 8=48:0B>@0 

input uint Length1=5;                              //3;C18=0  ?5@2>3> A3;06820=8O                    

input int Phase1=15;                               //?0@0<5B@ ?5@2>3> A3;06820=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 ROCPeriod2=14;

input Smooth_Method MA_Method2=MODE_JJMA;          //<5B>4 CA@54=5=8O 2B>@>3> 8=48:0B>@0 

input uint Length2 = 5;                            //3;C18=0  2B>@>3> A3;06820=8O 

input int Phase2=15;                               //?0@0<5B@ 2B>@>3> A3;06820=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 ENUM_TYPE ROCType=MOM;

input int Shift=0;                                 //A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input double Level1=+0.005;

input double Level2=+0.002;

input double Level3=0.00;

input double Level4=-0.002;

input double Level5=-0.005;

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

//---- >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 IndBuffer1[];

double IndBuffer2[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int RSI_Handle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   int min_rates_1=GetStartBars(MA_Method1,Length1,Phase1);

   int min_rates_2=GetStartBars(MA_Method2,Length2,Phase2);

   min_rates_total=int(MathMax(min_rates_1+ROCPeriod1,min_rates_2+ROCPeriod2));

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

   SetIndexBuffer(0,IndBuffer1,INDICATOR_DATA);

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

   SetIndexBuffer(1,IndBuffer2,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string short_name="ROC2_VG( "+EnumToString(ROCType)+", "+string(ROCPeriod1)+", "+string(ROCPeriod2)+")";

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

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

   IndicatorSetInteger(INDICATOR_LEVELS,5);

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

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,Level1);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,Level2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,Level3);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,Level4);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,4,Level5);

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

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrDodgerBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,clrRed);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,4,clrMagenta);

//---- 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_DASH);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,4,STYLE_DASHDOTDOT);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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 @0AGQB0

   if(rates_total<min_rates_total) return(RESET);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double price,prevPrice,res1=NULL,res2=NULL;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int first,bar;



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      price=close[bar];

      prevPrice=close[MathMax(0,bar-int(ROCPeriod1))];

      switch(ROCType)

        {

         case MOM : res1=(price-prevPrice);               break; //"MOM"

         case ROC : res1=((price/prevPrice)-1)*100;       break; //"ROC"

         case ROCP : res1=(price-prevPrice)/prevPrice;    break; //"ROCP"

         case ROCR : res1=(price/prevPrice);              break; //"ROCR"

         case ROCR100 : res1=(price/prevPrice)*100;       break; //"ROCR100"

         default: res1=(price-prevPrice)/prevPrice;       break;

        }

      IndBuffer1[bar]=XMA1.XMASeries(ROCPeriod1+1,prev_calculated,rates_total,MA_Method1,Phase1,Length1,res1,bar,false);

      //----

      prevPrice=close[MathMax(0,bar-int(ROCPeriod2))];

      switch(ROCType)

        {

         case MOM : res2=(price-prevPrice);               break; //"MOM"

         case ROC : res2=((price/prevPrice)-1)*100;       break; //"ROC"

         case ROCP : res2=(price-prevPrice)/prevPrice;    break; //"ROCP"

         case ROCR : res2=(price/prevPrice);              break; //"ROCR"

         case ROCR100 : res2=(price/prevPrice)*100;       break; //"ROCR100"

         default: res2=(price-prevPrice)/prevPrice;       break;

        }

      IndBuffer2[bar]=XMA2.XMASeries(ROCPeriod2+1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,res2,bar,false);

     }

//----     

   return(rates_total);

  }

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