XXDPO_v1

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

//|                                                           XXDPO.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   "1.02"

//---- >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 1 

//---- 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 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=5-D8>;5B>2K9 F25B

#property indicator_color1 clrBlue

//---- ;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 1

#property indicator_width1  1

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

#property indicator_label1  "XXDPO"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 0.0

#property indicator_levelcolor clrMagenta

#property indicator_levelstyle STYLE_DASHDOTDOT

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

//| ?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 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

  }; */

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

//|  %+  " + "      |

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

input Smooth_Method MA_Method1=MODE_T3; //<5B>4 CA@54=5=8O DPO

input int Length1=21; //3;C18=0  CA@54=5=8O DPO                  

input int Phase1=15; //?0@0<5B@ CA@54=5=8O DPO,

                     //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 Smooth_Method MA_Method2=MODE_JJMA; //<5B>4 A3;06820=8O 8=48:0B>@0

input int Length2= 5; //3;C18=0 A3;06820=8O 8=48:0B>@0

input int Phase2=100;  //?0@0<5B@ A3;06820=8O 8=48:0B>@0

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

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

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



//---- >1JO2;5=85 48=0<8G5A:>3> <0AA820, :>B>@K9 1C45B 2 

// 40;L=59H5< 8A?>;L7>20= 2 :0G5AB25 8=48:0B>@=>3> 1CD5@0

double XXDPO[];



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

int StartBars,StartBars1,StartBars2;

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

//| XXDPO indicator initialization function                          | 

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

void OnInit()

  {

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

   StartBars1=XMA1.GetStartBars(MA_Method1, Length1, Phase1);

   StartBars2=XMA2.GetStartBars(MA_Method2, Length2, Phase2);

   StartBars=StartBars1+StartBars2;

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

   XMA1.XMALengthCheck("Length1", Length1);

   XMA2.XMALengthCheck("Length2", Length2);

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

   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);

   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);



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

   SetIndexBuffer(0,XXDPO,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,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"XXDPO");

//---- 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);



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

   string shortname;

   string Smooth1=XMA1.GetString_MA_Method(MA_Method1);

   string Smooth2=XMA1.GetString_MA_Method(MA_Method2);

   StringConcatenate(shortname,"XXDPO(",Length1,", ",Length2,", ",Smooth1,", ",Smooth2,")");

//--- 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);

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

  }

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

//| XXDPO 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<StartBars) return(0);



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

   double price_,x1xma,xdpo,xxdpo;

//---- 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);



      //---- 20 2K7>20 DC=:F88 XMASeries. 

      //> 2B>@>< 2K7>25 ?0@0<5B@ begin C25;8G5= =0 StartBars1 B. :. MB> ?>2B>@=>5 XMA A3;06820=85  

      x1xma= XMA1.XMASeries(0,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price_,bar,false);

      xdpo = price_-x1xma;

      xxdpo= XMA2.XMASeries(StartBars1,prev_calculated,rates_total,MA_Method2,Phase2,Length2,xdpo,bar,false);

      //----       

      XXDPO[bar]=xxdpo;

     }

//----     

   return(rates_total);

  }

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