Coding for Dummies
366 lines
14 KiB
Plaintext
366 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
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//| BBSqueeze.mq5 |
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//| Copyright © 2005, Nick Bilak |
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//| beluck[AT]gmail.com |
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//+------------------------------------------------------------------+
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//| Place the SmoothAlgorithms.mqh file |
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//| to the terminal_data_folder\MQL5\Include |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2005, Nick Bilak"
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#property link "http://metatrader.50webs.com/"
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//---- indicator version
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#property version "1.00"
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//---- drawing the indicator in a separate window
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#property indicator_separate_window
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//---- number of indicator buffers 4
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#property indicator_buffers 4
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//---- 4 plots are used
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#property indicator_plots 4
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//+-----------------------------------+
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//| Declaration of constants |
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//+-----------------------------------+
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#define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal
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//+-----------------------------------+
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//| Indicator drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator as a histogram
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#property indicator_type1 DRAW_HISTOGRAM
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//---- teal color is used
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#property indicator_color1 Teal
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//---- indicator line is a solid one
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#property indicator_style1 STYLE_SOLID
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//---- indicator line width is equal to 2
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#property indicator_width1 2
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//---- displaying the indicator label
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#property indicator_label1 "Uptrend"
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//---- drawing the indicator as a histogram
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#property indicator_type2 DRAW_HISTOGRAM
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//---- magenta color is used
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#property indicator_color2 Magenta
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//---- indicator line is a solid one
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#property indicator_style2 STYLE_SOLID
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//---- indicator line width is equal to 2
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#property indicator_width2 2
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//---- displaying the indicator label
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#property indicator_label2 "Downtrend"
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//+-----------------------------------+
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//| Indicator drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator as labels
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#property indicator_type3 DRAW_ARROW
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//---- blue color is used
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#property indicator_color3 Blue
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//---- indicator line width is equal to 2
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#property indicator_width3 2
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//---- displaying the indicator label
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#property indicator_label3 "Strong trend"
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//+-----------------------------------+
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//| Indicator drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator as labels
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#property indicator_type4 DRAW_ARROW
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//---- MediumPurple color is used
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#property indicator_color4 MediumPurple
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//---- indicator line width is equal to 2
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#property indicator_width4 2
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//---- displaying the indicator label
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#property indicator_label4 "Weak trend"
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//+-----------------------------------+
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//| Smoothings classes description |
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//+-----------------------------------+
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#include <SmoothAlgorithms.mqh>
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//+-----------------------------------+
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//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
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CXMA XMA1;
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//+-----------------------------------+
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//| Declaration of enumerations |
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//+-----------------------------------+
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enum Applied_price_ // Type of constant
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{
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PRICE_CLOSE_ = 1, // Close
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PRICE_OPEN_, // Open
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PRICE_HIGH_, // High
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PRICE_LOW_, // Low
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PRICE_MEDIAN_, // Median Price (HL/2)
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PRICE_TYPICAL_, // Typical Price (HLC/3)
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PRICE_WEIGHTED_, // Weighted Close (HLCC/4)
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PRICE_SIMPLE, // Simple Price (OC/2)
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PRICE_QUARTER_, // Quarted Price (HLOC/4)
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PRICE_TRENDFOLLOW0_, // TrendFollow_1 Price
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PRICE_TRENDFOLLOW1_ // TrendFollow_2 Price
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};
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/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
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{
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MODE_SMA_, // SMA
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MODE_EMA_, // EMA
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MODE_SMMA_, // SMMA
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MODE_LWMA_, // LWMA
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MODE_JJMA, // JJMA
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MODE_JurX, // JurX
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MODE_ParMA, // ParMA
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MODE_T3, // T3
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MODE_VIDYA, // VIDYA
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MODE_AMA, // AMA
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}; */
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//+-----------------------------------+
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//| Indicator input parameters |
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//+-----------------------------------+
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input Smooth_Method BB_Method=MODE_EMA_; // Histogram smoothing method
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input int BB_Period = 20; // Bollinger Bands period
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input int BB_Phase= 100; // Bollinger Bands smoothing parameter
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input double BB_Deviation=2.0; // Number of deviations
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input Applied_price_ AppliedPrice=PRICE_CLOSE_; // Applied price
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input double ATR_Period=20; // ATR period
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input double ATR_Factor=1.5; // ATR ratio
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//+-----------------------------------+
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//---- declaration of the integer variables for the start of data calculation
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int min_rates_total,min_rates_xma;
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//---- declaration of global variables
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int Count[];
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double Xma[];
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//---- declaration of integer variables for the indicators handles
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int ATR_Handle,STD_Handle;
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//---- declaration of dynamic arrays that
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//---- will be used as indicator buffers
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double UpHistBuffer[],DnHistBuffer[],UpArrBuffer[],DnArrBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//---- initialization of variables of the start of data calculation
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min_rates_xma=XMA1.GetStartBars(BB_Method,BB_Period,BB_Phase);
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min_rates_total=int(MathMax(min_rates_xma,ATR_Period));
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//---- getting handle of the iStdDev indicator
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STD_Handle=iStdDev(NULL,0,BB_Period,0,MODE_SMA,PRICE_CLOSE);
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if(STD_Handle==INVALID_HANDLE)
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{
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Print(" Failed to get handle of the iStdDev indicator");
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return(1);
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}
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//---- getting handle of the ATR indicator
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ATR_Handle=iATR(NULL,0,15);
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if(ATR_Handle==INVALID_HANDLE)
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{
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Print(" Failed to get handle of the iATR indicator");
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return(1);
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}
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//---- memory distribution for variables' arrays
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if(ArrayResize(Count,BB_Period)<BB_Period) Print("Failed to distribute the memory for Count[] array");
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if(ArrayResize(Xma,BB_Period)<BB_Period) Print("Failed to distribute the memory for Xma[] array");
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ArrayInitialize(Count,0);
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ArrayInitialize(Xma,0);
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//---- set UpHistBuffer[] dynamic array as an indicator buffer
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SetIndexBuffer(0,UpHistBuffer,INDICATOR_DATA);
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//---- performing the shift of the beginning of the indicator drawing
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing the elements in the buffer as timeseries
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ArraySetAsSeries(UpHistBuffer,true);
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//---- set DnHistBuffer[] dynamic array as an indicator buffer
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SetIndexBuffer(1,DnHistBuffer,INDICATOR_DATA);
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//---- performing the shift of the beginning of the indicator drawing
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing the elements in the buffer as timeseries
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ArraySetAsSeries(DnHistBuffer,true);
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//---- set UpArrBuffer[] dynamic array as an indicator buffer
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SetIndexBuffer(2,UpArrBuffer,INDICATOR_DATA);
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//---- performing the shift of the beginning of the indicator drawing
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indicator symbol
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PlotIndexSetInteger(2,PLOT_ARROW,159);
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//---- indexing the elements in the buffer as timeseries
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ArraySetAsSeries(UpArrBuffer,true);
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//---- set DnArrBuffer[] dynamic array as an indicator buffer
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SetIndexBuffer(3,DnArrBuffer,INDICATOR_DATA);
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//---- performing the shift of the beginning of the indicator drawing
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PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indicator symbol
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PlotIndexSetInteger(3,PLOT_ARROW,159);
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//---- indexing the elements in the buffer as timeseries
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ArraySetAsSeries(DnArrBuffer,true);
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//--- creation of the name to be displayed in a separate sub-window and in a tooltip
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IndicatorSetString(INDICATOR_SHORTNAME,"BBSqueeze");
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//--- determination of accuracy of displaying the indicator values
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//---- initialization end
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return(0);
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}
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//+------------------------------------------------------------------+
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//| Custom iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, // number of bars in history at the current tick
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const int prev_calculated,// number of bars calculated at previous call
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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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//---- checking the number of bars to be enough for the calculation
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if(BarsCalculated(ATR_Handle)<rates_total
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|| BarsCalculated(STD_Handle)<rates_total
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|| rates_total<min_rates_total) return(RESET);
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//---- declarations of local variables
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int to_copy,limit,bar,maxbar,maxbar1;
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double STD[],ATR[],lregress,bbs,price_;
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maxbar=rates_total-1;
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maxbar1=maxbar-min_rates_xma-2*BB_Period;
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//---- calculation of the 'limit' starting index for the bars recalculation loop
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if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation
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limit=rates_total-1; // starting index for calculation of all bars
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else limit=rates_total-prev_calculated; // starting index for calculation of new bars
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//---- calculation of the necessary amount of data to be copied
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to_copy=limit+1;
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//---- copy the newly appeared data into the STD[] and ATR[] arrays
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if(CopyBuffer(STD_Handle,0,0,to_copy,STD)<=0) return(RESET);
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if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
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//---- indexing elements in arrays as time series
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ArraySetAsSeries(STD,true);
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ArraySetAsSeries(ATR,true);
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ArraySetAsSeries(high,true);
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ArraySetAsSeries(low,true);
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ArraySetAsSeries(open,true);
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ArraySetAsSeries(close,true);
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//---- main indicator calculation loop
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for(bar=limit; bar>=0 && !IsStopped(); bar--)
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{
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price_=PriceSeries(AppliedPrice,bar,open,low,high,close);
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Xma[Count[0]]=XMA1.XMASeries(maxbar,prev_calculated,rates_total,BB_Method,BB_Phase,BB_Period,price_,bar,true);
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if(bar>maxbar1)
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{
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Recount_ArrayZeroPos(Count,BB_Period);
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continue;
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}
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lregress=LinearRegressionValue(BB_Period,bar,open,low,high,close);
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if(lregress<0)
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{
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UpHistBuffer[bar]=EMPTY_VALUE;
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DnHistBuffer[bar]=lregress;
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}
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else
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{
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UpHistBuffer[bar]=lregress;
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DnHistBuffer[bar]=EMPTY_VALUE;
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}
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bbs=BB_Deviation*STD[bar]/(ATR[bar]*ATR_Factor);
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if(bbs<1)
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{
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DnArrBuffer[bar]=0;
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UpArrBuffer[bar]=EMPTY_VALUE;
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}
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else
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{
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UpArrBuffer[bar]=0;
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DnArrBuffer[bar]=EMPTY_VALUE;
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}
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if(bar) Recount_ArrayZeroPos(Count,BB_Period);
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}
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//----
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Linear regression calculation |
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//+------------------------------------------------------------------+
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double LinearRegressionValue(int Len,
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int index,
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const double &Open[],
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const double &Low[],
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const double &High[],
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const double &Close[])
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{
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//----
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double SumBars,Sum1,Sum2,SumY,Slope,SumSqrBars;
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double dxma,Num1,Num2,HH,LL,Intercept,LinearRegValue;
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SumY=0;
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Sum1=0;
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//----
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SumBars=Len *(Len-1)*0.5;
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SumSqrBars=(Len-1)*Len *(2*Len-1)/6;
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//----
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for(int x=0; x<Len;x++)
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{
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HH=Low[index+x];
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LL=High[index+x];
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for(int y=x; y<x+Len; y++)
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{
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HH=MathMax(HH,High[index+y]);
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LL=MathMin(LL,Low[index+y]);
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}
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dxma=Close[index+x]-((HH+LL)/2+Xma[Count[x]])/2;
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Sum1+=x*dxma;
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SumY+=dxma;
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}
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Sum2=SumBars*SumY;
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Num1=Len*Sum1-Sum2;
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Num2=SumBars*SumBars-Len*SumSqrBars;
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//----
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if(Num2!=0.0) Slope=Num1/Num2;
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else Slope=0;
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Intercept=(SumY-Slope*SumBars)/Len;
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LinearRegValue=Intercept+Slope*(Len-1);
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//----
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return(LinearRegValue);
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}
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//+------------------------------------------------------------------+
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//| Recalculation of position of the newest element in the array |
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//+------------------------------------------------------------------+
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void Recount_ArrayZeroPos(int &CoArr[],// Return the current value of the price series by the link
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uint Size)
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{
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//----
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int numb,Max1,Max2;
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static int count=1;
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Max1=int(Size-1);
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Max2=int(Size);
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count--;
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if(count<0) count=Max1;
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for(int iii=0; iii<Max2; iii++)
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{
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numb=iii+count;
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if(numb>Max1) numb-=Max2;
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CoArr[iii]=numb;
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}
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//----
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}
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//+------------------------------------------------------------------+
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