Pierre8rTeam
133 lines
4.6 KiB
Plaintext
133 lines
4.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Stochastic.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 2
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#property indicator_type1 DRAW_LINE
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#property indicator_type2 DRAW_LINE
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#property indicator_color1 LightSeaGreen
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#property indicator_color2 Red
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#property indicator_style2 STYLE_DOT
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//--- input parameters
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input int InpKPeriod=5; // K period
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input int InpDPeriod=3; // D period
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input int InpSlowing=3; // Slowing
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//--- indicator buffers
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double ExtMainBuffer[];
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double ExtSignalBuffer[];
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double ExtHighesBuffer[];
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double ExtLowesBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtMainBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
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SetIndexBuffer(2,ExtHighesBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtLowesBuffer,INDICATOR_CALCULATIONS);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- set levels
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IndicatorSetInteger(INDICATOR_LEVELS,2);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,0,20);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,1,80);
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//--- set maximum and minimum for subwindow
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IndicatorSetDouble(INDICATOR_MINIMUM,0);
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IndicatorSetDouble(INDICATOR_MAXIMUM,100);
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//--- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"Stoch("+(string)InpKPeriod+","+(string)InpDPeriod+","+(string)InpSlowing+")");
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PlotIndexSetString(0,PLOT_LABEL,"Main");
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PlotIndexSetString(1,PLOT_LABEL,"Signal");
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpKPeriod+InpSlowing-2);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpKPeriod+InpDPeriod);
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Stochastic Oscillator |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int i,k,start;
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//--- check for bars count
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if(rates_total<=InpKPeriod+InpDPeriod+InpSlowing)
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return(0);
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//---
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start=InpKPeriod-1;
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if(start+1<prev_calculated) start=prev_calculated-2;
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else
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{
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for(i=0;i<start;i++)
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{
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ExtLowesBuffer[i]=0.0;
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ExtHighesBuffer[i]=0.0;
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}
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}
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//--- calculate HighesBuffer[] and ExtHighesBuffer[]
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double dmin=1000000.0;
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double dmax=-1000000.0;
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for(k=i-InpKPeriod+1;k<=i;k++)
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{
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if(dmin>low[k]) dmin=low[k];
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if(dmax<high[k]) dmax=high[k];
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}
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ExtLowesBuffer[i]=dmin;
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ExtHighesBuffer[i]=dmax;
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}
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//--- %K
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start=InpKPeriod-1+InpSlowing-1;
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if(start+1<prev_calculated) start=prev_calculated-2;
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else
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{
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for(i=0;i<start;i++) ExtMainBuffer[i]=0.0;
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}
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//--- main cycle
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double sumlow=0.0;
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double sumhigh=0.0;
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for(k=(i-InpSlowing+1);k<=i;k++)
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{
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sumlow +=(close[k]-ExtLowesBuffer[k]);
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sumhigh+=(ExtHighesBuffer[k]-ExtLowesBuffer[k]);
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}
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if(sumhigh==0.0) ExtMainBuffer[i]=100.0;
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else ExtMainBuffer[i]=sumlow/sumhigh*100;
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}
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//--- signal
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start=InpDPeriod-1;
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if(start+1<prev_calculated) start=prev_calculated-2;
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else
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{
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for(i=0;i<start;i++) ExtSignalBuffer[i]=0.0;
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}
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double sum=0.0;
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for(k=0;k<InpDPeriod;k++) sum+=ExtMainBuffer[i-k];
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ExtSignalBuffer[i]=sum/InpDPeriod;
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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