Artur
179 lines
15 KiB
Plaintext
179 lines
15 KiB
Plaintext
//+------------------------------------------------------------------
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#property copyright "mladen"
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#property link "mladenfx@gmail.com"
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#property description "Bollinger bands Macd"
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//+------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_buffers 9
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#property indicator_plots 7
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#property indicator_label1 "Level up"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLimeGreen
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#property indicator_label2 "Early level up"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrLimeGreen
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#property indicator_style2 STYLE_DOT
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#property indicator_label3 "median level"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrDarkGray
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#property indicator_style3 STYLE_DOT
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#property indicator_label4 "Early level down"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrOrangeRed
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#property indicator_style4 STYLE_DOT
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#property indicator_label5 "Level down"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrOrangeRed
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#property indicator_label6 "Macd value"
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#property indicator_type6 DRAW_COLOR_LINE
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#property indicator_color6 clrDarkGray,clrGreen,clrLimeGreen,clrOrangeRed,clrDarkOrange
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#property indicator_width6 3
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#property indicator_label7 "Macd signal"
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#property indicator_type7 DRAW_COLOR_LINE
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#property indicator_color7 clrDarkGray,clrGreen,clrLimeGreen,,clrOrangeRed,clrDarkOrange
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#property indicator_width7 1
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//--- input parameters
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input int inpFastPeriod = 19; // Fast MACD period
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input int inpSlowPeriod = 39; // Slow MACD period
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input int inpSignalPeriod = 9; // Signal period
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input int inpBbPeriod = 50; // Bollinger bands period
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input double inpBbDeviations = 2; // Bollinger bands period
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input double inpBbEarlyLevel = 0.5; // Early level deviations
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input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price
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//--- buffers declarations
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double val[],valc[],signal[],signalc[],levelm[],levelu1[],levelu2[],leveld1[],leveld2[];
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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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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//--- indicator buffers mapping
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SetIndexBuffer(0,levelu2,INDICATOR_DATA);
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SetIndexBuffer(1,levelu1,INDICATOR_DATA);
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SetIndexBuffer(2,levelm,INDICATOR_DATA);
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SetIndexBuffer(3,leveld1,INDICATOR_DATA);
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SetIndexBuffer(4,leveld2,INDICATOR_DATA);
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SetIndexBuffer(5,val,INDICATOR_DATA);
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SetIndexBuffer(6,valc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(7,signal,INDICATOR_DATA);
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SetIndexBuffer(8,signalc,INDICATOR_COLOR_INDEX);
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for(int i=0; i<5; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);
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//---
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IndicatorSetString(INDICATOR_SHORTNAME,"BB Macd ("+(string)inpFastPeriod+","+(string)inpSlowPeriod+","+(string)inpSignalPeriod+","+(string)inpBbPeriod+")");
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//---
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator de-initialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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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,const int prev_calculated,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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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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if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
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int i=(int)MathMax(_prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
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{
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double _price=getPrice(inpPrice,customChartIndicator.Open,customChartIndicator.Close,customChartIndicator.High,customChartIndicator.Low,i,rates_total);
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val[i] = iEma(_price,inpFastPeriod,i,rates_total,0)-iEma(_price,inpSlowPeriod,i,rates_total,1);
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signal[i] = iEma(val[i],inpSignalPeriod,i,rates_total,2);
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double _deviation=iDeviation(val[i],inpBbPeriod,i,rates_total);
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levelm[i] = iSma(val[i],inpBbPeriod,i,rates_total,0);
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levelu2[i] = levelm[i] +_deviation*inpBbDeviations;
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leveld2[i] = levelm[i] -_deviation*inpBbDeviations;
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levelu1[i] = levelm[i] +_deviation*inpBbEarlyLevel;
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leveld1[i] = levelm[i] -_deviation*inpBbEarlyLevel;
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valc[i]=(val[i]>signal[i]) ?(val[i]>levelu2[i]) ? 2 :(val[i])>levelm[i]? 1 : 0 :(val[i]<signal[i]) ? val[i]<leveld2[i]? 4 :(val[i]<levelm[i]) ? 3 : 0 :(i>0) ? valc[i-1]: 0;
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signalc[i]=valc[i];
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}
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return (i);
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}
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//+------------------------------------------------------------------+
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//| Custom functions |
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//+------------------------------------------------------------------+
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double workEma[][3];
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//
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//---
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//
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double iEma(double price,double period,int r,int _bars,int instanceNo=0)
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{
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if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);
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workEma[r][instanceNo]=price;
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if(r>0 && period>1)
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workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
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return(workEma[r][instanceNo]);
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}
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//
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//---
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//
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double workSma[][1];
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//
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//---
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//
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double iSma(double price,int period,int r,int _bars,int instanceNo=0)
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{
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if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);
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workSma[r][instanceNo]=price;
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double avg=price; int k=1; for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];
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return(avg/(double)k);
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}
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//
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//---
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//
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double workDev[];
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//
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//---
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//
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double iDeviation(double value,int length,int i,int bars,bool isSample=false)
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{
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if(ArraySize(workDev)!=bars) ArrayResize(workDev,bars); workDev[i]=value;
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double sumx=0,sumxx=0; for(int k=0; k<length && (i-k)>=0; sumx+=workDev[i-k],sumxx+=workDev[i-k]*workDev[i-k],k++) {}
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return(MathSqrt((sumxx-sumx*sumx/length)/MathMax(length-isSample,1)));
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}
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//
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//---
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//
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double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)
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{
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switch(tprice)
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{
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case PRICE_CLOSE: return(close[i]);
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case PRICE_OPEN: return(open[i]);
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case PRICE_HIGH: return(high[i]);
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case PRICE_LOW: return(low[i]);
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case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
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case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
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case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
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}
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return(0);
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}
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//+------------------------------------------------------------------+ |