Artur
281 lines
23 KiB
Plaintext
281 lines
23 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Donchian Channels - Generalized version.mq4 |
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//| Copyright © 2005, Luis Guilherme Damiani |
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//| http://www.damianifx.com.br |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2005, Luis Guilherme Damiani"
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#property link "http://www.damianifx.com.br"
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//---- indicator version number
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#property version "1.00"
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//---- drawing the indicator in the main window
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#property indicator_chart_window
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//---- number of indicator buffers
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#property indicator_buffers 3
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//---- 3 plots are used
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#property indicator_plots 3
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//+-----------------------------------+
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//| parameters of indicator drawing |
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//+-----------------------------------+
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//---- drawing of the indicator as a line
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#property indicator_type1 DRAW_LINE
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//---- use olive color for the indicator line
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#property indicator_color1 OliveDrab
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//---- indicator line is a solid curve
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#property indicator_style1 STYLE_SOLID
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//---- indicator line width is equal to 1
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#property indicator_width1 1
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//---- indicator label display
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#property indicator_label1 "Upper Donchian"
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//---- drawing of the indicator as a line
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#property indicator_type2 DRAW_LINE
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//---- use gray color for the indicator line
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#property indicator_color2 Gray
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//---- indicator line is a solid curve
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#property indicator_style2 STYLE_SOLID
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//---- indicator line width is equal to 1
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#property indicator_width2 1
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//---- indicator label display
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#property indicator_label2 "Middle Donchian"
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//---- drawing of the indicator as a line
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#property indicator_type3 DRAW_LINE
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//---- use pale violet red color for the indicator line
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#property indicator_color3 PaleVioletRed
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//---- indicator line is a solid curve
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#property indicator_style3 STYLE_SOLID
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//---- indicator line width is equal to 1
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#property indicator_width3 1
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//---- indicator label display
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#property indicator_label3 "Lower Donchian"
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//+-----------------------------------+
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//| Enumeration declaration |
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//+-----------------------------------+
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enum Applied_Extrem //Type of extreme points
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{
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HIGH_LOW,
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HIGH_LOW_OPEN,
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HIGH_LOW_CLOSE,
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OPEN_HIGH_LOW,
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CLOSE_HIGH_LOW
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};
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//+-----------------------------------+
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//| INPUT PARAMETERS OF THE INDICATOR|
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//+-----------------------------------+
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input int DonchianPeriod=20; //Period of averaging
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input Applied_Extrem Extremes=HIGH_LOW; //Type of extreme points
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input int Margins=-2;
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input int Shift=0; //Horizontal shift of the indicator in bars
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//+-----------------------------------+
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//---- indicator buffers
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double UpperBuffer[];
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double MiddleBuffer[];
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double LowerBuffer[];
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//+------------------------------------------------------------------+
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//| searching index of the highest bar |
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//+------------------------------------------------------------------+
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int iHighest(
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const double &array[], // array for searching for maximum element index
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int count, // the number of the array elements (from a current bar to the index descending),
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// along which the searching must be performed.
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int startPos // the initial bar index (shift relative to a current bar),
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// the search for the greatest value begins from
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)
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{
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//----
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int index=startPos;
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//----checking correctness of the initial index
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if(startPos<0)
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{
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Print("Bad value in the function iHighest, startPos = ",startPos);
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return(0);
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}
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//---- checking correctness of startPos value
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if(startPos-count<0)
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count=startPos;
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double max=array[startPos];
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//---- searching for an index
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for(int i=startPos; i>startPos-count; i--)
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{
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if(array[i]>max)
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{
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index=i;
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max=array[i];
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}
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}
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//---- returning of the greatest bar index
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return(index);
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}
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//+------------------------------------------------------------------+
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//| searching index of the lowest bar |
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//+------------------------------------------------------------------+
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int iLowest(
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const double &array[],// array for searching for minimum element index
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int count,// the number of the array elements (from a current bar to the index descending),
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// along which the searching must be performed.
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int startPos //the initial bar index (shift relative to a current bar),
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// the search for the lowest value begins from
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)
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{
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//----
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int index=startPos;
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//----checking correctness of the initial index
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if(startPos<0)
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{
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Print("Bad value in the function iLowest, startPos = ",startPos);
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return(0);
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}
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//---- checking correctness of startPos value
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if(startPos-count<0)
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count=startPos;
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double min=array[startPos];
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//---- searching for an index
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for(int i=startPos; i>startPos-count; i--)
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{
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if(array[i]<min)
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{
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index=i;
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min=array[i];
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}
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}
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//---- returning of the lowest bar index
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return(index);
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}
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//+------------------------------------------------------------------+
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//| Donchian Channel indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//---- turning a dynamic array into an indicator buffer
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SetIndexBuffer(0,UpperBuffer,INDICATOR_DATA);
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//---- shifting the indicator 1 horizontally by AroonShift
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PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
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//---- shifting the start of drawing of the indicator 1
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,DonchianPeriod-1);
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//--- create label to display in DataWindow
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PlotIndexSetString(0,PLOT_LABEL,"Upper Donchian");
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//---- setting values of the indicator that won't be visible on the chart
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- turning a dynamic array into an indicator buffer
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SetIndexBuffer(1,MiddleBuffer,INDICATOR_DATA);
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//---- shifting the indicator 2 horizontally
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PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
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//---- shifting the start of drawing of the indicator 2
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,DonchianPeriod-1);
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//--- create label to display in DataWindow
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PlotIndexSetString(1,PLOT_LABEL,"Middle Donchian");
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//---- setting values of the indicator that won't be visible on the chart
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PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- turning a dynamic array into an indicator buffer
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SetIndexBuffer(2,LowerBuffer,INDICATOR_DATA);
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//---- shifting the indicator 3 horizontally
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PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
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//---- shifting the start of drawing of the indicator 3
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,DonchianPeriod-1);
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//--- create label to display in DataWindow
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PlotIndexSetString(2,PLOT_LABEL,"Lower Donchian");
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//---- setting values of the indicator that won't be visible on the chart
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PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- initialization of variable for indicator short name
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string shortname;
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StringConcatenate(shortname,"Donchian( DonchianPeriod = ",DonchianPeriod,")");
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//--- creation of the name to be displayed in a separate sub-window and in a pop up help
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IndicatorSetString(INDICATOR_SHORTNAME,shortname);
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//--- determination of accuracy of displaying of the indicator values
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//---- end of initialization
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}
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//+------------------------------------------------------------------+
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//| Donchian Channel iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, // amount of history in bars at the current tick
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const int prev_calculated,// amount of 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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//---- checking the number of bars to be enough for the calculation
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if(rates_total<DonchianPeriod+1) return(0);
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//---- declaration of variables with a floating point
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double smin,smax,SsMax=0,SsMin=0;
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//---- declaration of integer variables
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int first,bar;
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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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//---- calculation of the starting number 'first' for the cycle of recalculation of bars
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if(_prev_calculated==0) // checking for the first start of the indicator calculation
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{
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first=DonchianPeriod; // starting number for calculation of all bars
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}
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else
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{
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first=_prev_calculated-1; // starting number for calculation of new bars
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}
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//---- Main cycle of calculation of the channel
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for(bar=first; bar<rates_total; bar++)
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{
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switch(Extremes)
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{
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case HIGH_LOW:
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SsMax=customChartIndicator.High[iHighest(customChartIndicator.High,DonchianPeriod,bar)];
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SsMin=customChartIndicator.Low[iLowest(customChartIndicator.Low,DonchianPeriod,bar)];
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break;
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case HIGH_LOW_OPEN:
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SsMax=(customChartIndicator.Open[iHighest(customChartIndicator.Open,DonchianPeriod,bar)]+customChartIndicator.High[iHighest(customChartIndicator.High,DonchianPeriod,bar)])/2;
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SsMin=(customChartIndicator.Open[iLowest(customChartIndicator.Open,DonchianPeriod,bar)]+customChartIndicator.Low[iLowest(customChartIndicator.Low,DonchianPeriod,bar)])/2;
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break;
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case HIGH_LOW_CLOSE:
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SsMax=(customChartIndicator.Close[iHighest(customChartIndicator.Close,DonchianPeriod,bar)]+customChartIndicator.High[iHighest(customChartIndicator.High,DonchianPeriod,bar)])/2;
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SsMin=(customChartIndicator.Close[iLowest(customChartIndicator.Close,DonchianPeriod,bar)]+customChartIndicator.Low[iLowest(customChartIndicator.Low,DonchianPeriod,bar)])/2;
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break;
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case OPEN_HIGH_LOW:
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SsMax=customChartIndicator.Open[iHighest(customChartIndicator.Open,DonchianPeriod,bar)];
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SsMin=customChartIndicator.Open[iLowest(customChartIndicator.Open,DonchianPeriod,bar)];
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break;
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case CLOSE_HIGH_LOW:
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SsMax=customChartIndicator.Close[iHighest(customChartIndicator.Close,DonchianPeriod,bar)];
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SsMin=customChartIndicator.Close[iLowest(customChartIndicator.Close,DonchianPeriod,bar)];
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break;
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}
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smin=SsMin+(SsMax-SsMin)*Margins/100;
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smax=SsMax-(SsMax-SsMin)*Margins/100;
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UpperBuffer[bar]=smax;
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LowerBuffer[bar]=smin;
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MiddleBuffer[bar]=(smax+smin)/2.0;
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}
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//----
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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