XTrendlessOS_v2

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

//|                                                    XTrendlessOS.mq5 | 

//|                                  Copyright © 2011, 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 © 2011, 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 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 2 2845 A5<8F25B=>9 38AB>3@0<<K

#property indicator_type1 DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 G5BK@QEF25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1 clrDodgerBlue,clrBlue,clrDarkBlue,clrGray,clrMediumVioletRed,clrRed,clrMagenta

//---- ;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 3

#property indicator_width1  3

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

#property indicator_label1  "TrendlessOS"

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

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

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

#include <SmoothAlgorithms.mqh> 

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

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

CXMA XMA;

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

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

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   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 

  };

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

//| >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

  }; */

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

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

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

enum ENUM_WIDTH //"8? :>=AB0=BK

  {

   w_1 = 1,   //1

   w_2,       //2

   w_3,       //3

   w_4,       //4

   w_5        //5

  };

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

//|  %+  " + "                 |

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

input Smooth_Method TMA_Method=MODE_JurX; //<5B>4 CA@54=5=8O

input int TLength=7; //3;C18=0  CA@54=5=8O      

input int TPhase=100; //?0@0<5B@ CA@54=5=8O,

input Applied_price_ IPC=PRICE_CLOSE_;//F5=>20O :>=AB0=B0

input double OBLevel=0.00473;   //3@0=8F0 C@>2=O ?5@5:C?;5==>AB8

input double OSLevel=-0.00473; //3@0=8F0 C@>2=O ?5@5?@>40==>AB8 

input color LevelsColor=Red; //F25B C@>2=59

input ENUM_LINE_STYLE LevelsStyle=STYLE_DASHDOTDOT; //AB8;L C@>2=59

input ENUM_WIDTH LevelsWidth=w_1; //B>;I8=0 4=52=>9 ;8=88

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

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



//---- >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 IndBuffer[],ColorIndBuffer[];

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

int min_rates_total;

//----

double OBLevel06,OBLevel08,OSLevel06,OSLevel08;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   min_rates_total=XMA.GetStartBars(TMA_Method,TLength,TPhase);



//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA.XMALengthCheck("TLength", TLength);

   XMA.XMAPhaseCheck("TPhase", TPhase, TMA_Method);



//---- =8F80;870F8O ?5@5<5==KE  

   OBLevel06=0.6*OBLevel;

   OBLevel08=0.8*OBLevel;

   OSLevel06=0.6*OSLevel;

   OSLevel08=0.8*OSLevel;



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

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >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,0);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

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

   PlotIndexSetInteger(1,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 shortname;

   string Smooth=XMA.GetString_MA_Method(TMA_Method);

   StringConcatenate(shortname,"TrendlessOS(",TLength,", ",TLength,", ",Smooth,")");

//--- 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,shortname);



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

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);



//---- ?0@0<5B@K >B@8A>2:8 ;8=88 Bid   

   IndicatorSetInteger(INDICATOR_LEVELS,6);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,0,LevelsWidth);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,1,LevelsWidth);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,2,LevelsWidth);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,3,LevelsWidth);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,4,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,4,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,4,LevelsWidth);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,5,LevelsColor);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,5,LevelsStyle);

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,5,LevelsWidth);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,OBLevel06);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,OBLevel08);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,OSLevel06);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,OSLevel08);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,4,OSLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,5,OBLevel);



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

  }

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

//| 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 @0AGQB0

   if(rates_total<min_rates_total) return(0);



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

   double price_,xma,current;

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

   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++)

     {

      //---- K7>2 DC=:F88 PriceSeries 4;O ?>;CG5=8O 2E>4=>9 F5=K price_

      price_=PriceSeries(IPC,bar,open,low,high,close);

      xma=XMA.XMASeries(0,prev_calculated,rates_total,TMA_Method,TPhase,TLength,price_,bar,false);

      IndBuffer[bar]=price_-xma;

     }



//---- @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=min_rates_total;



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

   for(bar=first; bar<rates_total; bar++)

     {

      ColorIndBuffer[bar]=3;

      current=IndBuffer[bar];



      if(current>OBLevel) ColorIndBuffer[bar]=6; else if(current>OBLevel08) ColorIndBuffer[bar]=5; else if(current>OBLevel06) ColorIndBuffer[bar]=4;

      if(current<OSLevel) ColorIndBuffer[bar]=0; else if(current<OSLevel08) ColorIndBuffer[bar]=1; else if(current<OSLevel06) ColorIndBuffer[bar]=2;

     }

//----     

   return(rates_total);

  }

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