Updated for ver. 3.18 - added new indicators
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Artur
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//+------------------------------------------------------------------+
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//| BB.mq5 |
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//| Copyright 2009-2020, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2020, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Bollinger Bands"
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#include <MovingAverages.mqh>
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#include <AZ-INVEST/CustomBarConfig.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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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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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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PrintFormat("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
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ExtBandsPeriod=InpBandsPeriod;
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if(InpBandsShift<0)
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{
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ExtBandsShift=0;
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PrintFormat("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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PrintFormat("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
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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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customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
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}
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//+------------------------------------------------------------------+
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//| Bollinger Bands |
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//+------------------------------------------------------------------+
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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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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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static int begin = 0;
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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int _rates_total = ArraySize(customChartIndicator.Close);
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if(_rates_total<ExtPlotBegin)
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return(0);
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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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//--- starting calculation
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int pos;
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if(_prev_calculated>1)
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pos=_prev_calculated-1;
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else
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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,customChartIndicator.Price);
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//--- calculate and write down StdDev
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ExtStdDevBuffer[i]=StdDev_Func(i,customChartIndicator.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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//--- 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(const int position,const double &price[],const double &ma_price[],const int period)
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{
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double std_dev=0.0;
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//--- calcualte StdDev
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if(position>=period)
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{
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for(int i=0; i<period; i++)
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std_dev+=MathPow(price[position-i]-ma_price[position],2.0);
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std_dev=MathSqrt(std_dev/period);
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}
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//--- return calculated value
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return(std_dev);
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}
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//+------------------------------------------------------------------+
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