XStdDevSpeed

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

//|                                                    XStdDevSpeed.mq5 | 

//|                                  Copyright © 2018, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.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 © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

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

#property version   "1.10"

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

#property indicator_separate_window 

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

#property indicator_buffers 2 

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

#property indicator_plots   1

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

//|  >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

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 <=>3>F25B=>9 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 B@QEF25B=>9 ;8=88 8A?>;L7>20=K

#property indicator_color1  clrGold,clrGray

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

#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 ;8=88 8=48:0B>@0

#property indicator_label1  "XStdDevSpeed"

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

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

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 8 CMomentum 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1;

CMomentum Mom;

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

//|  >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

  }; */

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

//|  E>4=K5 ?0@0<5B@K 8=48:0B>@0     |

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

input ENUM_MA_METHOD Std_Method=MODE_SMA;                     // "8? Std CA@54=5=8O

input uint Std_Period=20;                                     // 5@8>4 Std

input ENUM_APPLIED_PRICE  Std_applied_price=PRICE_CLOSE;      // B8? F5=K

input uint SpeedBars=5;                    // >;8G5AB2> 10@>2 4;O >?@545;5=8O A:>@>AB8

input Smooth_Method MA_SMethod=MODE_JJMA;  // 5B>4 CA@54=5=8O A3;06820=8O

input uint MA_Length=5;                    // ;C18=0 A3;06820=8O                    

input int MA_Phase=15;                     // 0@0<5B@ A3;06820=8O

input int Shift=0;                         // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:>3> <0AA820, :>B>@K9 2 40;L=59H5< 1C45B 8A?>;L7>20= 2 :0G5AB25 8=48:0B>@=>3> 1CD5@0

double IndBuffer[],ColorIndBuffer[];

//---- >1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_1,min_rates_2,min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//---- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_1=int(Std_Period);

   min_rates_2=min_rates_1+int(SpeedBars);

   min_rates_total=min_rates_2+GetStartBars(MA_SMethod, MA_Length, MA_Phase);  

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

   Ind_Handle=iStdDev(Symbol(),NULL,Std_Period,0,Std_Method,Std_applied_price);

   if(Ind_Handle==INVALID_HANDLE)

    {

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

     return(INIT_FAILED);

    }

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

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(IndBuffer,true);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 F25B>2>9 1CD5@

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

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

   ArraySetAsSeries(ColorIndBuffer,true);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//--- 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,"XStdDevSpeed");  

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

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//---- 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[],

                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(Ind_Handle)<rates_total || rates_total<min_rates_total) return(RESET);

      

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

   double speed,STD[];

//---- >1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int limit,bar,to_copy,maxbar1,maxbar2;

//----   

   maxbar1=rates_total-min_rates_1;

   maxbar2=rates_total-min_rates_2;

   

//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 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

     {

      limit=maxbar1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

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

   to_copy=limit+1;



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

   ArraySetAsSeries(STD,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(Ind_Handle,0,0,to_copy,STD)<=0) return(RESET);



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

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

     {

      speed=Mom.MomentumSeries(maxbar1,prev_calculated,rates_total,SpeedBars,STD[bar],bar,true);

      IndBuffer[bar]=XMA1.XMASeries(maxbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,speed,bar,true);

      if(IndBuffer[bar]>=0) ColorIndBuffer[bar]=0;

      else ColorIndBuffer[bar]=1;

     }

//----     

   return(rates_total);

  }

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