ZPF_v2

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

//|                                                          ZPF.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Zero Point Force indicator"

#property indicator_separate_window

#property indicator_buffers 6

#property indicator_plots   1

//--- plot ZPF

#property indicator_label1  "+ZP Force;-ZP Force"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrYellowGreen,clrOrange

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint           InpPeriodFast  =  12;         // Fast MA period

input ENUM_MA_METHOD InpMethodFast  =  MODE_SMA;   // Fast MA method

input uint           InpPeriodSlow  =  24;         // Slow MA period

input ENUM_MA_METHOD InpMethodSlow  =  MODE_SMA;   // Slow MA method

input uint           InpPeriodVol   =  12;         // Volume smoothing period

input ENUM_MA_METHOD InpMethodVol   =  MODE_SMA;   // Volume smoothing method

//--- indicator buffers

double         BufferZPF1[];

double         BufferZPF2[];

double         BufferFMA[];

double         BufferSMA[];

double         BufferVol[];

double         BufferVolAvg[];

//--- global variables

int            period_fma;

int            period_sma;

int            period_vol;

int            weight_sum;

int            handle_fma;

int            handle_sma;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_fma=int(InpPeriodFast<1 ? 1 : InpPeriodFast);

   period_sma=int(InpPeriodSlow==period_fma ? period_fma+1 : InpPeriodSlow<1 ? 1 : InpPeriodSlow);

   period_vol=int(InpPeriodVol<2 ? 2 : InpPeriodVol);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferZPF1,INDICATOR_DATA);

   SetIndexBuffer(1,BufferZPF2,INDICATOR_DATA);

   SetIndexBuffer(2,BufferFMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferSMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferVol,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferVolAvg,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Zero Point Force ("+(string)period_fma+","+(string)period_sma+","+(string)period_vol+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferZPF1,true);

   ArraySetAsSeries(BufferZPF2,true);

   ArraySetAsSeries(BufferFMA,true);

   ArraySetAsSeries(BufferSMA,true);

   ArraySetAsSeries(BufferVol,true);

   ArraySetAsSeries(BufferVolAvg,true);

//--- create MA's handles

   ResetLastError();

   handle_fma=iMA(NULL,PERIOD_CURRENT,period_fma,0,InpMethodFast,PRICE_CLOSE);

   if(handle_fma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period_fma,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_sma=iMA(NULL,PERIOD_CURRENT,period_sma,0,InpMethodFast,PRICE_CLOSE);

   if(handle_sma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period_sma,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4 || Point()==0) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferZPF1,EMPTY_VALUE);

      ArrayInitialize(BufferZPF2,EMPTY_VALUE);

      ArrayInitialize(BufferFMA,0);

      ArrayInitialize(BufferSMA,0);

      ArrayInitialize(BufferVol,0);

      ArrayInitialize(BufferVolAvg,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_fma,0,0,count,BufferFMA);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_sma,0,0,count,BufferSMA);

   if(copied!=count) return 0;

   

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

      BufferVol[i]=(double)tick_volume[i];

   switch(InpMethodVol)

     {

      case MODE_EMA  :  if(ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_vol,BufferVol,BufferVolAvg)==0) return 0;               break;

      case MODE_SMMA :  if(SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_vol,BufferVol,BufferVolAvg)==0) return 0;                  break;

      case MODE_LWMA :  if(LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_vol,BufferVol,BufferVolAvg,weight_sum)==0) return 0; break;

      //---MODE_SMA

      default        :  if(SimpleMAOnBuffer(rates_total,prev_calculated,0,period_vol,BufferVol,BufferVolAvg)==0) return 0;                    break;

     }



//---  0AGQB 8=48:0B>@0

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

     {

      double zpf=BufferVolAvg[i]*(BufferFMA[i]-BufferSMA[i])/(2.0*Point());

      BufferZPF1[i]=zpf;

      BufferZPF2[i]=-zpf;

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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