xxrsx_stdev_signal

//+---------------------------------------------------------------------+ 
//|                                              XXRSX_StDev_Signal.mq5 | 
//|                                          Copyright © 2015, olegok83 | 
//|                              https://www.mql5.com/ru/users/olegok83 | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
//--- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2015, olegok83"
//--- ññûëêà íà ñàéò àâòîðà
#property link      "https://www.mql5.com/ru/users/olegok83"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî âñåãî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ñèìâîëà
#property indicator_type1   DRAW_ARROW
//--- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí ðîçîâûé öâåò
#property indicator_color1  clrMagenta
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 2
#property indicator_width1  2
//--- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label1  "XXRSX_StDev Sell"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üãî èíäèêàòîðà        |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//--- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí ãîëóáîé öâåò
#property indicator_color2  clrDeepSkyBlue
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//--- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label2 "XXRSX_StDev Buy"
//+----------------------------------------------+
//| îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0      // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA                         |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Applied_price //Òèï êîíñòàíòû
  {
   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 
   PRICE_DEMARK_         //Demark Price
  };
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
/*enum Smooth_Method - îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Applied_Mode //Òèï êîíñòàíòû
  {
   Mode_OnlyLevels = 1,     //Òîëüêî óðîâíè
   Mode_OnlyStDev,          //Òîëüêî äåâèàöèÿ
   Mode_LevelsStDev,        //Óðîâíè ïëþñ îòêëîíåíèå
   Mode_LevelsStDev_On,     //Óðîâíè ïëþñ îòêëîíåíèå ïî òðåíäó
   Mode_LevelsStDev_Out     //Óðîâíè ïëþñ îòêëîíåíèå ïðîòèâ òðåíäà
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Applied_Mode Mode=Mode_LevelsStDev_On; // Âàðèàíò àëãîðèòìà
input Smooth_Method DSmoothMethod=MODE_JJMA; // Ìåòîä óñðåäíåíèÿ öåíû
input int DPeriod=15;                        // Ïåðèîä ñðåäíåé
input int DPhase=100;                        // Ïàðàìåòð óñðåäíåíèÿ
//--- DPhase: äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- DPhase: äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Smooth_Method SSmoothMethod=MODE_JurX; // Ìåòîä óñðåäíåíèÿ ñèãíàëüíîé ëèíèè
input int SPeriod=7;                         // Ïåðèîä ñèãíàëüíîé ëèíèè
input int SPhase=100;                        // Ïàðàìåòð ñèãíàëüíîé ëèíèè
//--- äëÿ JJMA èçìåíÿåòñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//--- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Applied_price IPC=PRICE_CLOSE;         // Öåíîâàÿ êîíñòàíòà
input double dK=1.5;                         // Êîýôôèöèåíò äëÿ êâàäðàòè÷íîãî ôèëüòðà
input uint std_period=9;                     // Ïåðèîä êâàäðàòè÷íîãî ôèëüòðà
input int Shift=0;                           // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int UpLevel=+50;                       // Óðîâåíü ïåðåêóïëåííîñòè
input int DnLevel=-50;                       // Óðîâåíü ïåðåïðîäàííîñòè
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double SellBuffer[];
double BuyBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int ATR_Handle,Ind_Handle;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ãëîáàëüíûõ ïåðåìåííûõ 
   int StartBarsD=GetStartBars(DSmoothMethod,DPeriod,DPhase)+1;
   int StartBarsS=StartBarsD+GetStartBars(SSmoothMethod,SPeriod,SPhase);
   min_rates_total=StartBarsS+1+int(std_period);
   int ATR_Period=15;
   min_rates_total=int(MathMax(ATR_Period,min_rates_total));
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(Symbol(),PERIOD_CURRENT,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(INIT_FAILED);
     }
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà XXRSX_StDev
   Ind_Handle=iCustom(Symbol(),PERIOD_CURRENT,"XXRSX_StDev",DSmoothMethod,DPeriod,DPhase,SSmoothMethod,SPeriod,SPhase,IPC,dK,std_period,0);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà XXRSX_StDev");
      return(INIT_FAILED);
     }
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,SellBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_ARROW,159);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(SellBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_ARROW,159);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(BuyBuffer,true);
//--- óñòàíîâêà ôîðìàòà òî÷íîñòè îòîáðàæåíèÿ èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- èìÿ äëÿ îêîí äàííûõ è ìåòêà äëÿ ïîäîêîí 
   string short_name="XXRSX_StDev_Signal";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                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[])
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(BarsCalculated(Ind_Handle)<rates_total
      || BarsCalculated(ATR_Handle)<rates_total
      || rates_total<min_rates_total)
      return(RESET);
//--- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int to_copy,limit,bar;
   double Ind[],Up[],Dn[],ATR[];
//--- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
   to_copy=limit+1;
//--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû Ind[] è ATR[]
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
//---
   switch(Mode)
     {
      case  Mode_OnlyLevels://òîëüêî óðîâíè
        {
         if(CopyBuffer(Ind_Handle,0,0,to_copy,Ind)<=0) return(RESET);
         ArraySetAsSeries(Ind,true);
        }
      break;
      case  Mode_OnlyStDev://òîëüêî îòêëîíåíèå
        {
         if(CopyBuffer(Ind_Handle,3,0,to_copy,Up)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,2,0,to_copy,Dn)<=0) return(RESET);
         ArraySetAsSeries(Up,true);
         ArraySetAsSeries(Dn,true);
        }
      break;
      case  Mode_LevelsStDev://óðîâíè ïëþñ îòêëîíåíèå
        {
         if(CopyBuffer(Ind_Handle,0,0,to_copy,Ind)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,3,0,to_copy,Up)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,2,0,to_copy,Dn)<=0) return(RESET);
         ArraySetAsSeries(Ind,true);
         ArraySetAsSeries(Up,true);
         ArraySetAsSeries(Dn,true);
        }
      break;
      case  Mode_LevelsStDev_On://óðîâíè ïëþñ îòêëîíåíèå ïî òðåíäó
        {
         if(CopyBuffer(Ind_Handle,0,0,to_copy,Ind)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,3,0,to_copy,Up)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,2,0,to_copy,Dn)<=0) return(RESET);
         ArraySetAsSeries(Ind,true);
         ArraySetAsSeries(Up,true);
         ArraySetAsSeries(Dn,true);
        }
      break;
      case  Mode_LevelsStDev_Out://óðîâíè ïëþñ îòêëîíåíèå ïðîòèâ òðåíäà
        {
         if(CopyBuffer(Ind_Handle,0,0,to_copy,Ind)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,3,0,to_copy,Up)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,2,0,to_copy,Dn)<=0) return(RESET);
         ArraySetAsSeries(Ind,true);
         ArraySetAsSeries(Up,true);
         ArraySetAsSeries(Dn,true);
        }
      break;
     }
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(ATR,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      BuyBuffer[bar]=0.0;
      SellBuffer[bar]=0.0;
      //---
      switch(Mode)
        {
         case  Mode_OnlyLevels://òîëüêî óðîâíè
           {
            if(Ind[bar]>UpLevel) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Ind[bar]<DnLevel) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
           }
         break;
         case  Mode_OnlyStDev://òîëüêî îòêëîíåíèå
           {
            if(Up[bar]!=EMPTY_VALUE) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Dn[bar]!=EMPTY_VALUE) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
           }
         break;
         case  Mode_LevelsStDev://óðîâíè ïëþñ îòêëîíåíèå
           {
            if(Ind[bar]>UpLevel && Up[bar]!=EMPTY_VALUE) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Ind[bar]<DnLevel && Up[bar]!=EMPTY_VALUE) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Ind[bar]>UpLevel && Dn[bar]!=EMPTY_VALUE) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
            if(Ind[bar]<DnLevel && Dn[bar]!=EMPTY_VALUE) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
           }
         break;
         case  Mode_LevelsStDev_On://óðîâíè ïëþñ îòêëîíåíèå ïî òðåíäó
           {
            if(Ind[bar]>UpLevel && Up[bar]!=EMPTY_VALUE) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Ind[bar]<DnLevel && Dn[bar]!=EMPTY_VALUE) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
           }
         break;
         case  Mode_LevelsStDev_Out://óðîâíè ïëþñ îòêëîíåíèå ïðîòèâ òðåíäà
           {
            if(Ind[bar]>UpLevel && Dn[bar]!=EMPTY_VALUE) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8;
            if(Ind[bar]<DnLevel && Up[bar]!=EMPTY_VALUE) SellBuffer[bar]=high[bar]+ATR[bar]*3/8;
           }
         break;
        }
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+