chungnh
483 lines
20 KiB
Plaintext
483 lines
20 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MultiMACDSignal.mq5 |
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//| Copyright © 2012, Nikolay Kositsin |
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//| Khabarovsk, farria@mail.redcom.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2012, Nikolay Kositsin"
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#property link "farria@mail.redcom.ru"
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#property description ""
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//---- indicator version number
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#property version "1.00"
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//---- drawing indicator in a separate window
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#property indicator_separate_window
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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 returning the indicator recalculation command to the terminal
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#define INDTOTAL 6// The constant for the number of displayed indicators
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//+-----------------------------------+
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//---- number of indicator buffers
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#property indicator_buffers 24 // INDTOTAL*4
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//---- total plots used
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#property indicator_plots 18 // INDTOTAL*3
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//+-----------------------------------+
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//| Indicator 1 drawing parameters |
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//+-----------------------------------+
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//---- drawing indicator 1 as a line
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#property indicator_type1 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color1 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style1 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width1 3
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//---- displaying the indicator label
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#property indicator_label1 "Signal line 1"
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//+-----------------------------------+
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//| Indicator 1 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 1 as a label
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#property indicator_type2 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color2 Teal
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//---- the indicator line width is 5
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#property indicator_width2 5
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//---- displaying the indicator label
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#property indicator_label2 "Up MACD 1"
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//+-----------------------------------+
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//| Indicator 1 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 1 as a label
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#property indicator_type3 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color3 Red
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//---- the indicator line width is 5
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#property indicator_width3 5
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//---- displaying the indicator label
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#property indicator_label3 "Down MACD 1"
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//+-----------------------------------+
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//| Indicator 2 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 2 as a line
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#property indicator_type4 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color4 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style4 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width4 3
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//---- displaying the indicator label
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#property indicator_label4 "Signal line 2"
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//+-----------------------------------+
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//| Indicator 2 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 2 as a label
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#property indicator_type5 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color5 Teal
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//---- the indicator line width is 5
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#property indicator_width5 5
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//---- displaying the indicator label
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#property indicator_label5 "Up MACD 2"
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//+-----------------------------------+
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//| Indicator 2 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 2 as a label
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#property indicator_type6 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color6 Red
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//---- the indicator line width is 5
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#property indicator_width6 5
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//---- displaying the indicator label
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#property indicator_label6 "Down MACD 2"
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//+-----------------------------------+
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//| Indicator 3 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 3 as a line
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#property indicator_type7 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color7 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style7 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width7 3
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//---- displaying the indicator label
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#property indicator_label7 "Signal line 3"
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//+-----------------------------------+
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//| Indicator 3 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 3 as a label
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#property indicator_type8 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color8 Teal
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//---- the indicator line width is 5
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#property indicator_width8 5
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//---- displaying the indicator label
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#property indicator_label8 "Up MACD 3"
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//+-----------------------------------+
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//| Indicator 3 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 3 as a label
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#property indicator_type9 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color9 Red
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//---- the indicator line width is 5
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#property indicator_width9 5
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//---- displaying the indicator label
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#property indicator_label9 "Down MACD 3"
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//+-----------------------------------+
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//| Indicator 4 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 4 as a line
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#property indicator_type10 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color10 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style10 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width10 3
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//---- displaying the indicator label
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#property indicator_label10 "Signal line 4"
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//+-----------------------------------+
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//| Indicator 4 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 4 as a label
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#property indicator_type11 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color11 Teal
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//---- the indicator line width is 5
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#property indicator_width11 5
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//---- displaying the indicator label
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#property indicator_label11 "Up MACD 4"
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//+-----------------------------------+
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//| Indicator 4 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 4 as a label
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#property indicator_type12 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color12 Red
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//---- the indicator line width is 5
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#property indicator_width12 5
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//---- displaying the indicator label
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#property indicator_label12 "Down MACD 4"
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//+-----------------------------------+
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//| Indicator 5 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 5 as a line
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#property indicator_type13 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color13 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style13 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width13 3
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//---- displaying the indicator label
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#property indicator_label13 "Signal line 5"
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//+-----------------------------------+
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//| Indicator 5 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 5 as a label
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#property indicator_type14 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color14 Teal
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//---- the indicator line width is 5
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#property indicator_width14 5
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//---- displaying the indicator label
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#property indicator_label14 "Up MACD 5"
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//+-----------------------------------+
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//| Indicator 5 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 5 as a label
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#property indicator_type15 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color15 Red
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//---- the indicator line width is 5
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#property indicator_width15 5
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//---- displaying the indicator label
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#property indicator_label15 "Down MACD 5"
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//+-----------------------------------+
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//| Indicator 6 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 6 as a line
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#property indicator_type16 DRAW_COLOR_LINE
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//---- the following colors are used as the indicator line color
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#property indicator_color16 Gray,Magenta,Lime
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//---- the indicator line is dashed
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#property indicator_style16 STYLE_SOLID
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//---- the indicator line width is 3
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#property indicator_width16 3
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//---- displaying the indicator label
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#property indicator_label16 "Signal line 6"
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//+-----------------------------------+
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//| Indicator 6 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 6 as a label
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#property indicator_type17 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color17 Teal
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//---- the indicator line width is 5
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#property indicator_width17 5
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//---- displaying the indicator label
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#property indicator_label17 "Up MACD 6"
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//+-----------------------------------+
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//| Indicator 5 drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator 6 as a label
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#property indicator_type18 DRAW_ARROW
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//---- the color used as a label color
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#property indicator_color18 Red
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//---- the indicator line width is 5
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#property indicator_width18 5
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//---- displaying the indicator label
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#property indicator_label18 "Down MACD 6"
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//+-----------------------------------+
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//| INDICATOR INPUT PARAMETERS |
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//+-----------------------------------+
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input ENUM_TIMEFRAMES TimeFrame0=PERIOD_W1; //0 Chart period
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input ENUM_TIMEFRAMES TimeFrame1=PERIOD_D1; //1 Chart period
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input ENUM_TIMEFRAMES TimeFrame2=PERIOD_H12; //2 Chart period
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input ENUM_TIMEFRAMES TimeFrame3=PERIOD_H6; //3 Chart period
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input ENUM_TIMEFRAMES TimeFrame4=PERIOD_H3; //4 Chart period
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input ENUM_TIMEFRAMES TimeFrame5=PERIOD_H1; //5 Chart period
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//+-----------------------------------+
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//| INDICATOR INPUT PARAMETERS |
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//+-----------------------------------+
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input uint Fast_MA = 12; //fast moving average period
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input uint Slow_MA = 26; //depth of the SMMA smoothing
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input ENUM_MA_METHOD MA_Method_=MODE_EMA; //indicator smoothing method
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input uint Signal_MA=9; //signal line period
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input ENUM_APPLIED_PRICE Applied_Price=PRICE_CLOSE;//price constant
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//+-----------------------------------+
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//---- Declaration of a variable for storing the indicator initialization result
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bool Init;
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//---- Declaration of integer variables of data starting point
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int min_rates_total;
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//+------------------------------------------------------------------+
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//| Getting string time frame |
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//+------------------------------------------------------------------+
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string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
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{
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//----
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return(StringSubstr(EnumToString(timeframe),7,-1));
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//----
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}
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//+------------------------------------------------------------------+
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//| Indicator buffer class |
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//+------------------------------------------------------------------+
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class CIndBuffers
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{
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//----
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public:
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double m_UpBuffer[];
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double m_DnBuffer[];
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double m_LineBuffer[];
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double m_ColorLineBuffer[];
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int m_Handle;
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ENUM_TIMEFRAMES m_TimeFrame;
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//----
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};
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//---- declaration of dynamic arrays that will further be
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// used as indicator buffers
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CIndBuffers Ind[INDTOTAL];
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//+------------------------------------------------------------------+
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//| MACD indicator initialization function |
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//+------------------------------------------------------------------+
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bool IndInit(uint Number,uint FastMA,uint SlowMA,uint SignalMA,ENUM_APPLIED_PRICE AppliedPrice)
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{
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//---- checking the chart periods for correctness
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if(Ind[Number].m_TimeFrame<Period() && Ind[Number].m_TimeFrame!=PERIOD_CURRENT)
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{
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Print("IndInit(",Number,"): The MACD indicator chart period cannot be less than the current chart period");
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Init=false;
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return(false);
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}
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//---- Getting indicator handles
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Ind[Number].m_Handle=iMACD(NULL,Ind[Number].m_TimeFrame,FastMA,SlowMA,SignalMA,AppliedPrice);
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if(Ind[Number].m_Handle==INVALID_HANDLE)
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{
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Print("IndInit(",Number,"): Failed to get the MACD indicator handle");
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Init=false;
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return(false);
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}
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uint Numb=Number*4+0;
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//---- setting dynamic array as indicator buffer
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SetIndexBuffer(Numb,Ind[Number].m_LineBuffer,INDICATOR_DATA);
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//---- shifting the starting point of the indicator drawing
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PlotIndexSetInteger(Numb,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that will be invisible on the chart
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PlotIndexSetDouble(Numb,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing elements in the buffer as time series
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ArraySetAsSeries(Ind[Number].m_LineBuffer,true);
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Numb++;
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//---- set dynamic array as a color index buffer
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SetIndexBuffer(Numb,Ind[Number].m_ColorLineBuffer,INDICATOR_COLOR_INDEX);
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//---- shifting the starting point of the indicator drawing
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PlotIndexSetInteger(Numb,PLOT_DRAW_BEGIN,min_rates_total);
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//---- indexing elements in the buffer as time series
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ArraySetAsSeries(Ind[Number].m_ColorLineBuffer,true);
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Numb++;
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//---- setting dynamic array as indicator buffer
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if(!SetIndexBuffer(Numb,Ind[Number].m_UpBuffer,INDICATOR_DATA))
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//---- shifting the starting point of the indicator drawing
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PlotIndexSetInteger(Numb,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that will be invisible on the chart
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PlotIndexSetDouble(Numb,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing elements in the buffer as time series
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ArraySetAsSeries(Ind[Number].m_UpBuffer,true);
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Numb++;
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//---- setting dynamic array as indicator buffer
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SetIndexBuffer(Numb,Ind[Number].m_DnBuffer,INDICATOR_DATA);
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//---- shifting the starting point of the indicator drawing
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PlotIndexSetInteger(Numb,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that will be invisible on the chart
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PlotIndexSetDouble(Numb,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing elements in the buffer as time series
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ArraySetAsSeries(Ind[Number].m_DnBuffer,true);
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//---- end of initialization of one indicator
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return(true);
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}
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//+------------------------------------------------------------------+
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//| MACD indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//---- Initialization of variables of data starting point
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min_rates_total=3;
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Init=true;
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//---- Initialization of variables
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Ind[0].m_TimeFrame=TimeFrame0;
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Ind[1].m_TimeFrame=TimeFrame1;
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Ind[2].m_TimeFrame=TimeFrame2;
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Ind[3].m_TimeFrame=TimeFrame3;
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Ind[4].m_TimeFrame=TimeFrame4;
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Ind[5].m_TimeFrame=TimeFrame5;
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//---- Initialization of indicator buffers
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for(int count=0; count<INDTOTAL; count++)
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if(!IndInit(count,Fast_MA,Slow_MA,Signal_MA,Applied_Price))
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{
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Init=false;
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return;
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}
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string shortname;
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StringConcatenate(shortname,"MultiMACDSignal( ",Fast_MA,", ",Slow_MA,", ",Signal_MA," )");
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//--- creating a name to be displayed in a separate subwindow and in a tooltip
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IndicatorSetString(INDICATOR_SHORTNAME,shortname);
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//--- determining the accuracy of displaying the indicator values
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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//---- end of initialization
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}
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//+------------------------------------------------------------------+
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//| MACD iteration function |
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//+------------------------------------------------------------------+
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bool IndOnCalculate(uint Number,uint Limit,const datetime &Time[],uint Rates_Total,uint Prev_Calculated)
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{
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//---- Declaration of integer variables
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uint limit_;
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//---- Declaration of variables with a floating point
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double Main[1],Signal[1];
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datetime Time_[1],Time0;
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static uint LastCountBar[INDTOTAL];
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//---- calculations of the necessary amount of data to be copied and
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//the starting number limit for the bar 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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{
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LastCountBar[Number]=Rates_Total;
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limit_=Limit;
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}
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else limit_=int(LastCountBar[Number])+Limit; // starting index for the calculation of new bars
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//---- Main indicator calculation loop
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for(int bar=int(limit_); bar>=0 && !IsStopped(); bar--)
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{
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//---- zero out the contents of the indicator buffers for the calculation
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Ind[Number].m_UpBuffer[bar]=EMPTY_VALUE;
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Ind[Number].m_DnBuffer[bar]=EMPTY_VALUE;
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Ind[Number].m_LineBuffer[bar]=Number;
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Ind[Number].m_ColorLineBuffer[bar]=0;
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Time0=Time[bar];
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//---- copy the new data into the array
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if(CopyTime(Symbol(),Ind[Number].m_TimeFrame,Time0,1,Time_)<=0) return(RESET);
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if(Time0>=Time_[0] && Time[bar+1]<Time_[0])
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{
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LastCountBar[Number]=bar;
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//---- copy new data into the arrays
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if(CopyBuffer(Ind[Number].m_Handle,MAIN_LINE,Time0,1,Main)<=0) return(RESET);
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if(CopyBuffer(Ind[Number].m_Handle,SIGNAL_LINE,Time0,1,Signal)<=0) return(RESET);
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if(Main[0]>Signal[0])
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{
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Ind[Number].m_UpBuffer[bar]=Number;
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Ind[Number].m_ColorLineBuffer[bar]=2;
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}
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if(Main[0]<Signal[0])
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{
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Ind[Number].m_DnBuffer[bar]=Number;
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Ind[Number].m_ColorLineBuffer[bar]=1;
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}
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}
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if(Ind[Number].m_ColorLineBuffer[bar+1]&&!Ind[Number].m_ColorLineBuffer[bar])
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Ind[Number].m_ColorLineBuffer[bar]=Ind[Number].m_ColorLineBuffer[bar+1];
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}
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//----
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return(true);
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}
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//+------------------------------------------------------------------+
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//| MACD iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(
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const int rates_total, // history in bars at the current tick
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const int prev_calculated,// history in bars at the previous tick
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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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{
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//---- checking for the sufficiency of the number of bars for the calculation
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if(rates_total<min_rates_total || !Init) return(RESET);
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//---- Declaration of integer variables
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int limit;
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//---- calculations of the necessary amount of data to be copied and
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//the starting number limit for the bar 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-min_rates_total-1; // starting index for the calculation of all bars
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else limit=rates_total-prev_calculated; // starting index for the calculation of new bars
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//---- indexing array elements as time series
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ArraySetAsSeries(time,true);
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for(int count=0; count<INDTOTAL; count++) if(!IndOnCalculate(count,limit,time,rates_total,prev_calculated)) return(RESET);
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//----
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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