Artur
271 lines
23 KiB
Plaintext
271 lines
23 KiB
Plaintext
//+------------------------------------------------------------------+
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//| GMMA.mq5 |
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//| Copyright © 2011, Nikolay Kositsin |
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//| Khabarovsk, farria@mail.redcom.ru |
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//+------------------------------------------------------------------+
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//| Place the SmoothAlgorithms.mqh file |
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//| to the terminal_data_folder\MQL5\Include |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2011, Nikolay Kositsin"
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#property link "farria@mail.redcom.ru"
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//---- indicator version
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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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//+-----------------------------------+
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//| Declaration of constants |
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//+-----------------------------------+
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#define LINES_SIRNAME "GMMA" // Line constant for the indicator name
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#define LINES_TOTAL 12 // The constant for the number of the indicator lines
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#define RESET 0 // The constant for getting the command for the indicator recalculation back to the terminal
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//+-----------------------------------+
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#property description LINES_SIRNAME,LINES_TOTAL
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//---- number of indicator buffers
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#property indicator_buffers LINES_TOTAL
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//---- total number of graphical plots
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#property indicator_plots LINES_TOTAL
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//+-----------------------------------+
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//| Indicators drawing parameters |
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//+-----------------------------------+
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//---- drawing the oscillators as lines
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#property indicator_type1 DRAW_LINE
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//---- lines are dott-dash curves
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#property indicator_style1 STYLE_SOLID
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//---- lines 1 width
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#property indicator_width1 1
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//---- red color is used for the indicator line
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#property indicator_color1 Red
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#property indicator_color2 Red
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#property indicator_color3 Red
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#property indicator_color4 Red
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#property indicator_color5 Red
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#property indicator_color6 Red
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//---- blue color is used for the indicator line
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#property indicator_color7 Blue
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#property indicator_color8 Blue
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#property indicator_color9 Blue
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#property indicator_color10 Blue
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#property indicator_color11 Blue
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#property indicator_color12 Blue
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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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//| CXMA class description |
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//+-----------------------------------+
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#include <SmoothAlgorithms.mqh>
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//+-----------------------------------+
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//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
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CXMA XMA[LINES_TOTAL];
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//+-----------------------------------+
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//| Declaration of enumerations |
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//+-----------------------------------+
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enum Applied_price_ // Type of constant
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{
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PRICE_CLOSE_ = 1, // Close
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PRICE_OPEN_, // Open
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PRICE_HIGH_, // High
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PRICE_LOW_, // Low
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PRICE_MEDIAN_, // Median Price (HL/2)
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PRICE_TYPICAL_, // Typical Price (HLC/3)
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PRICE_WEIGHTED_, // Weighted Close (HLCC/4)
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PRICE_SIMPLE, // Simple Price (OC/2)
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PRICE_QUARTER_, // Quarted Price (HLOC/4)
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PRICE_TRENDFOLLOW0_, // TrendFollow_1 Price
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PRICE_TRENDFOLLOW1_ // TrendFollow_2 Price
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};
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/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
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{
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MODE_SMA_, // SMA
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MODE_EMA_, // EMA
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MODE_SMMA_, // SMMA
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MODE_LWMA_, // LWMA
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MODE_JJMA, // JJMA
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MODE_JurX, // JurX
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MODE_ParMA, // ParMA
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MODE_T3, // T3
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MODE_VIDYA, // VIDYA
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MODE_AMA, // AMA
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}; */
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//+-----------------------------------+
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//| Indicator input parameters |
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//+-----------------------------------+
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input Smooth_Method xMA_Method=MODE_EMA_; // Averaging method
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input int TrLength1=3; // 1 trader averaging period
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input int TrLength2=5; // 2 trader averaging period
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input int TrLength3=8; // 3 trader averaging period
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input int TrLength4=10; // 4 trader averaging period
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input int TrLength5=12; // 5 trader averaging period
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input int TrLength6=15; // 6 trader averaging period
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input int InvLength1=30; // 1 investor averaging period
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input int InvLength2=35; // 2 investor averaging period
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input int InvLength3=40; // 3 investor averaging period
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input int InvLength4=45; // 4 investor averaging period
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input int InvLength5=50; // 5 investor averaging period
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input int InvLength6=60; // 6 investor averaging period
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input int xPhase=100; // Smoothing parameter
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input Applied_price_ IPC=PRICE_CLOSE_; // Price constant
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input int Shift=0; // Horizontal shift of the indicator in bars
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//+-----------------------------------+
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int period[LINES_TOTAL];
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//---- declaration of the moving averages vertical shift value variable
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double dPriceShift;
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//---- declaration of the integer variables for the start of data calculation
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int min_rates_total;
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//+------------------------------------------------------------------+
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//| Variables arrays for the indicator buffers creation |
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//+------------------------------------------------------------------+
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class CIndicatorsBuffers
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{
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public: double IndBuffer[];
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};
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//+------------------------------------------------------------------+
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//| Indicator buffers creation |
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//+------------------------------------------------------------------+
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CIndicatorsBuffers Ind[LINES_TOTAL];
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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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//---- initialization of variables of the start of data calculation
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period[0]=TrLength1;
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period[1]=TrLength2;
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period[2]=TrLength3;
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period[3]=TrLength4;
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period[4]=TrLength5;
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period[5]=TrLength6;
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period[6]=InvLength1;
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period[7]=InvLength2;
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period[8]=InvLength3;
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period[9]=InvLength4;
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period[10]=InvLength5;
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period[11]=InvLength6;
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int MaxPeriod=period[ArrayMaximum(period)];
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min_rates_total=XMA[0].GetStartBars(xMA_Method,MaxPeriod,xPhase);
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//----
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for(int numb=0; numb<LINES_TOTAL; numb++)
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{
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string shortname="";
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StringConcatenate(shortname,LINES_SIRNAME,numb,"(",period[numb],")");
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//---- creating a name for displaying in a separate sub-window and in a tooltip
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PlotIndexSetString(numb,PLOT_LABEL,shortname);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(numb,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- performing the shift of the beginning of the indicator drawing
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PlotIndexSetInteger(numb,PLOT_DRAW_BEGIN,min_rates_total);
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//---- set dynamic arrays as indicator buffers
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SetIndexBuffer(numb,Ind[numb].IndBuffer,INDICATOR_DATA);
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//---- indexing the elements in buffers as timeseries
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ArraySetAsSeries(Ind[numb].IndBuffer,true);
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//---- copying the indicator first line parameters for all the rest ones
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PlotIndexSetInteger(numb,PLOT_DRAW_TYPE,PlotIndexGetInteger(0,PLOT_DRAW_TYPE));
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PlotIndexSetInteger(numb,PLOT_LINE_STYLE,PlotIndexGetInteger(0,PLOT_LINE_STYLE));
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PlotIndexSetInteger(numb,PLOT_LINE_WIDTH,PlotIndexGetInteger(0,PLOT_LINE_WIDTH));
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}
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//---- initializations of a variable for the indicator short name
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string shortname;
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string Smooth1=XMA[0].GetString_MA_Method(xMA_Method);
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StringConcatenate(shortname,LINES_SIRNAME,LINES_TOTAL,"(",Smooth1,")");
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//--- creation of the name to be displayed in a separate sub-window and in a tooltip
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IndicatorSetString(INDICATOR_SHORTNAME,shortname);
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//--- determination of accuracy of displaying the indicator values
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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//---- initialization end
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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, // number of bars in history at the current tick
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const int prev_calculated,// number of bars calculated at previous call
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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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// Process data through MedianRenko indicator
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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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//
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// Make the following modifications in the code below:
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//
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// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// customChartIndicator.Open[] should be used instead of open[]
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// customChartIndicator.Low[] should be used instead of low[]
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// customChartIndicator.High[] should be used instead of high[]
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// customChartIndicator.Close[] should be used instead of close[]
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//
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// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
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//
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// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
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// customChartIndicator.Real_volume[] should be used instead of Volume[]
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// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// customChartIndicator.Price[] should be used instead of Price[]
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// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
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//
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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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<min_rates_total) return(RESET);
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//---- declarations of local variables
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int bar,limit,maxbar;
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double price_;
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maxbar=rates_total-1;
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//---- calculation of the 'limit' starting index for the bars 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-1; // starting index for calculation of all bars
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else limit=rates_total-_prev_calculated; // starting index for calculation of new bars
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//---- indexing elements in arrays as timeseries
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ArraySetAsSeries(customChartIndicator.Open,true);
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ArraySetAsSeries(customChartIndicator.High,true);
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ArraySetAsSeries(customChartIndicator.Low,true);
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ArraySetAsSeries(customChartIndicator.Close,true);
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//---- main indicator calculation loop
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for(bar=limit; bar>=0 && !IsStopped(); bar--)
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{
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//---- call of the PriceSeries function to get the input price 'price_'
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price_=PriceSeries(IPC,bar,customChartIndicator.Open,customChartIndicator.Low,customChartIndicator.High,customChartIndicator.Close);
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for(int numb=0; numb<LINES_TOTAL; numb++)
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Ind[numb].IndBuffer[bar]=XMA[numb].XMASeries(maxbar,_prev_calculated,rates_total,xMA_Method,xPhase,period[numb],price_,bar,true);
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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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