1c95ea380b
Indication Collection
165 lines
13 KiB
Plaintext
165 lines
13 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD Crossing the zero level.mq5 |
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//| Copyright © 2017, Vladimir Karputov |
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//| http://wmua.ru/slesar/ |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2017, Vladimir Karputov"
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#property link "http://wmua.ru/slesar/"
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#property version "1.000"
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#property description "Moving Average Convergence/Divergence and lines"
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#property description "Filling crossing the zero level"
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#include <MovingAverages.mqh>
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 6
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#property indicator_plots 1
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#property indicator_label1 "Crossing"
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#property indicator_type1 DRAW_FILLING
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#property indicator_color1 clrRed,clrBlue
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#property indicator_width1 1
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//+------------------------------------------------------------------+
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//| Base crossing line |
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//+------------------------------------------------------------------+
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enum BASE_CROSSING_LINE
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{
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MACD=0, // MACD
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Signal=1, // Signal
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};
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//--- input parameters
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input int InpFastEMA=12; // Fast EMA period
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input int InpSlowEMA=26; // Slow EMA period
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input int InpSignalSMA=9; // Signal SMA period
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
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input BASE_CROSSING_LINE InpBaseCrossingLine=Signal; // Crossing the zero level
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//--- indicator buffers
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double ExtCrossingBuffer1[];
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double ExtCrossingBuffer2[];
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double ExtMacdBuffer[];
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double ExtSignalBuffer[];
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double ExtFastMaBuffer[];
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double ExtSlowMaBuffer[];
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//--- MA handles
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int ExtFastMaHandle;
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int ExtSlowMaHandle;
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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,ExtCrossingBuffer1,INDICATOR_DATA);
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SetIndexBuffer(1,ExtCrossingBuffer2,INDICATOR_DATA);
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SetIndexBuffer(2,ExtMacdBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtSignalBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
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//--- sets first bar from what index will be drawn
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if(InpBaseCrossingLine==Signal)
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{
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSignalSMA-1);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpSignalSMA-1);
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}
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//--- name for Dindicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"MACD Crossing the zero level("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")");
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//--- get MA handles
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ExtFastMaHandle=iMA(NULL,0,InpFastEMA,0,MODE_EMA,InpAppliedPrice);
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ExtSlowMaHandle=iMA(NULL,0,InpSlowEMA,0,MODE_EMA,InpAppliedPrice);
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Moving Averages Convergence/Divergence |
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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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//--- check for data
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if(rates_total<InpSignalSMA)
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return(0);
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//--- not all data may be calculated
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int calculated=BarsCalculated(ExtFastMaHandle);
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if(calculated<rates_total)
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{
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Print("Not all data of ExtFastMaHandle is calculated (",calculated,"bars ). Error",GetLastError());
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return(0);
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}
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calculated=BarsCalculated(ExtSlowMaHandle);
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if(calculated<rates_total)
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{
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Print("Not all data of ExtSlowMaHandle is calculated (",calculated,"bars ). Error",GetLastError());
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return(0);
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}
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//--- we can copy not all data
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int to_copy;
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if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;
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else
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{
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to_copy=rates_total-prev_calculated;
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if(prev_calculated>0) to_copy++;
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}
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//--- get Fast EMA buffer
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if(IsStopped()) return(0); //Checking for stop flag
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if(CopyBuffer(ExtFastMaHandle,0,0,to_copy,ExtFastMaBuffer)<=0)
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{
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Print("Getting fast EMA is failed! Error",GetLastError());
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return(0);
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}
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//--- get SlowSMA buffer
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if(IsStopped()) return(0); //Checking for stop flag
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if(CopyBuffer(ExtSlowMaHandle,0,0,to_copy,ExtSlowMaBuffer)<=0)
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{
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Print("Getting slow SMA is failed! Error",GetLastError());
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return(0);
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}
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//---
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int limit;
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if(prev_calculated==0)
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limit=0;
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else limit=prev_calculated-1;
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//--- calculate MACD
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for(int i=limit;i<rates_total && !IsStopped();i++)
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ExtMacdBuffer[i]=ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
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//--- calculate Signal
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SimpleMAOnBuffer(rates_total,prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
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//--- draw or move line
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for(int i=limit;i<rates_total && !IsStopped();i++)
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{
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if(InpBaseCrossingLine==Signal)
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{
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if(ExtSignalBuffer[i]<0.0) // the signal line crossed zero from top to bottom
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{
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ExtCrossingBuffer1[i]=low[i];
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ExtCrossingBuffer2[i]=0.0;
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}
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else // the signal line crossed zero from the bottom up
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{
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ExtCrossingBuffer1[i]=0.0;
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ExtCrossingBuffer2[i]=low[i];
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}
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}
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else
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{
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if(ExtMacdBuffer[i]<0.0) // the signal line crossed zero from top to bottom
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{
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ExtCrossingBuffer1[i]=low[i];
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ExtCrossingBuffer2[i]=0.0;
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}
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else // the signal line crossed zero from the bottom up
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{
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ExtCrossingBuffer1[i]=0.0;
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ExtCrossingBuffer2[i]=low[i];
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}
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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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