1c95ea380b
Indication Collection
141 lines
5.7 KiB
Plaintext
141 lines
5.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| BB.mq5 |
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//| Copyright 2009, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright ""
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#property link ""
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#property description ""
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#include <MovingAverages.mqh>
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//---
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#property indicator_chart_window
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#property indicator_buffers 4
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#property indicator_plots 3
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 LightSeaGreen
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 LightSeaGreen
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 LightSeaGreen
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#property indicator_label1 "Bands middle"
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#property indicator_label2 "Bands upper"
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#property indicator_label3 "Bands lower"
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//--- input parametrs
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input int InpBandsPeriod=20; // Period
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input int InpBandsShift=0; // Shift
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input double InpBandsDeviations=2.0; // Deviation
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//--- global variables
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int ExtBandsPeriod,ExtBandsShift;
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double ExtBandsDeviations;
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int ExtPlotBegin=0;
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//---- indicator buffer
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double ExtMLBuffer[];
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double ExtTLBuffer[];
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double ExtBLBuffer[];
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double ExtStdDevBuffer[];
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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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//--- check for input values
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if(InpBandsPeriod<2)
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{
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ExtBandsPeriod=20;
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printf("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",InpBandsPeriod,ExtBandsPeriod);
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}
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else ExtBandsPeriod=InpBandsPeriod;
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if(InpBandsShift<0)
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{
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ExtBandsShift=0;
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printf("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",InpBandsShift,ExtBandsShift);
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}
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else
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ExtBandsShift=InpBandsShift;
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if(InpBandsDeviations==0.0)
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{
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ExtBandsDeviations=2.0;
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printf("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",InpBandsDeviations,ExtBandsDeviations);
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}
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else ExtBandsDeviations=InpBandsDeviations;
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//--- define buffers
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SetIndexBuffer(0,ExtMLBuffer);
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SetIndexBuffer(1,ExtTLBuffer);
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SetIndexBuffer(2,ExtBLBuffer);
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SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS);
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//--- set index labels
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PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Middle");
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PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Upper");
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PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Lower");
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//--- indicator name
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IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands");
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//--- indexes draw begin settings
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ExtPlotBegin=ExtBandsPeriod-1;
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtBandsPeriod);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtBandsPeriod);
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtBandsPeriod);
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//--- indexes shift settings
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PlotIndexSetInteger(0,PLOT_SHIFT,ExtBandsShift);
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PlotIndexSetInteger(1,PLOT_SHIFT,ExtBandsShift);
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PlotIndexSetInteger(2,PLOT_SHIFT,ExtBandsShift);
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//--- number of digits of indicator value
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//---- OnInit done
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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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 int begin,
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const double &price[])
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{
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//--- variables
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int pos;
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//--- indexes draw begin settings, when we've recieved previous begin
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if(ExtPlotBegin!=ExtBandsPeriod+begin)
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{
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ExtPlotBegin=ExtBandsPeriod+begin;
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPlotBegin);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtPlotBegin);
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtPlotBegin);
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}
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//--- check for bars count
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if(rates_total<ExtPlotBegin)
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return(0);
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//--- starting calculation
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if(prev_calculated>1) pos=prev_calculated-1;
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else pos=0;
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//--- main cycle
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for(int i=pos;i<rates_total && !IsStopped();i++)
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{
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//--- middle line
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ExtMLBuffer[i]=SimpleMA(i,ExtBandsPeriod,price);
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//--- calculate and write down StdDev
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ExtStdDevBuffer[i]=StdDev_Func(i,price,ExtMLBuffer,ExtBandsPeriod);
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//--- upper line
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ExtTLBuffer[i]=ExtMLBuffer[i]+ExtBandsDeviations*ExtStdDevBuffer[i];
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//--- lower line
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ExtBLBuffer[i]=ExtMLBuffer[i]-ExtBandsDeviations*ExtStdDevBuffer[i];
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//---
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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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//| Calculate Standard Deviation |
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//+------------------------------------------------------------------+
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double StdDev_Func(int position,const double &price[],const double &MAprice[],int period)
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{
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//--- variables
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double StdDev_dTmp=0.0;
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//--- check for position
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if(position<period) return(StdDev_dTmp);
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//--- calcualte StdDev
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for(int i=0;i<period;i++) StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2);
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StdDev_dTmp=MathSqrt(StdDev_dTmp/period);
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//--- return calculated value
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return(StdDev_dTmp);
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}
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//+------------------------------------------------------------------+
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