Artur
232 lines
19 KiB
Plaintext
232 lines
19 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Keltner Channel.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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// For the indicator to work, place the file SmoothAlgorithms.mqh |
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// in the terminal_data_catalogue\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 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 yellow color for the indicator line
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#property indicator_color1 Yellow
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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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//---- displaying of the the indicator label
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#property indicator_label1 "Upper Keltner"
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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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//---- displaying of the indicator label
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#property indicator_label2 "Middle Keltner"
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//---- drawing of the indicator as a line
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#property indicator_type3 DRAW_LINE
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//---- Magenta color is used for indicator line
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#property indicator_color3 Magenta
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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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//---- displaying of the the indicator label
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#property indicator_label3 "Lower Keltner"
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//+-----------------------------------+
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//| INDICATOR INPUT PARAMETERS |
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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, //PRICE_CLOSE
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PRICE_OPEN_, //PRICE_OPEN
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PRICE_HIGH_, //PRICE_HIGH
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PRICE_LOW_, //PRICE_LOW
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PRICE_MEDIAN_, //PRICE_MEDIAN
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PRICE_TYPICAL_, //PRICE_TYPICAL
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PRICE_WEIGHTED_, //PRICE_WEIGHTED
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PRICE_SIMPLE_, //PRICE_SIMPLE
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PRICE_QUARTER_, //PRICE_QUARTER_
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PRICE_TRENDFOLLOW0_, //PRICE_TRENDFOLLOW0_
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PRICE_TRENDFOLLOW1_ //PRICE_TRENDFOLLOW1_
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};
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input int KeltnerPeriod=20; //Period of averaging
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input ENUM_MA_METHOD MA_Method_=MODE_SMA; //Method of averaging
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input double Ratio=1.0;
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input Applied_price_ IPC=PRICE_CLOSE_;//Price constant
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/* , used for calculation of the indicator (1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW,
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5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
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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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//---- Declaration of the integer variables for the start of data calculation
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int StartBar;
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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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// Declaration of classes of averaging |
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//+------------------------------------------------------------------+
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#include <SmoothAlgorithms.mqh>
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//+------------------------------------------------------------------+
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// calculation of the half of the Keltner Channel width |
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//+------------------------------------------------------------------+
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double GetKeltner(int period,int bar,const double &High[],const double &Low[])
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{
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//----
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double Resalt,sum=0;
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for(int iii=0; iii<period; iii++)
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sum+=High[bar-iii] - Low[bar-iii];
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Resalt = sum / period;
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return(Resalt);
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//----
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}
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//+------------------------------------------------------------------+
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//| Keltner Channel indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//---- Initialize constants
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StartBar=2*KeltnerPeriod+1;
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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,StartBar);
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//--- Create label to display in DataWindow
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PlotIndexSetString(0,PLOT_LABEL,"Upper Keltner");
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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,KeltnerPeriod-1);
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//--- Create label to display in DataWindow
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PlotIndexSetString(1,PLOT_LABEL,"Middle Keltner");
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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,StartBar);
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//--- Create label to display in DataWindow
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PlotIndexSetString(2,PLOT_LABEL,"Lower Keltner");
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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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//---- initializations of the variable for indicator short name
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string shortname;
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StringConcatenate(shortname,"Keltner( KeltnerPeriod = ",KeltnerPeriod,")");
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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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//| Keltner Channel iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(
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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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{
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//---- checking the number of bars to be enough for the calculation
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if(rates_total<StartBar) return(0);
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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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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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//---- Declaration of variables with a floating point
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double price_,middle,Keltner;
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//---- Declaration of integer variables
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int first1,first2,bar;
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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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first1=0; // starting number for calculation of all bars
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first2=StartBar;
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}
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else // starting number for calculation of new bars
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{
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first1=_prev_calculated-1;
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first2=first1;
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}
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//---- declaration of the classes Moving_Average and StdDeviation
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static CMoving_Average MA;
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//---- Main cycle of calculation of the channel center line
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for(bar=first1; bar<rates_total; bar++)
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{
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//----+ Calling the function PriceSeries to get the input price 'Series'
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price_=PriceSeries(IPC,bar,customChartIndicator.Open,customChartIndicator.Low,customChartIndicator.High,customChartIndicator.Close);
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MiddleBuffer[bar]=MA.MASeries(0,_prev_calculated,rates_total,KeltnerPeriod,MA_Method_,price_,bar,false);
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}
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//---- Main cycle of calculation of the channel
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for(bar=first2; bar<rates_total; bar++)
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{
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middle=MiddleBuffer[bar];
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Keltner=Ratio*GetKeltner(KeltnerPeriod,bar,customChartIndicator.High,customChartIndicator.Low);
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UpperBuffer[bar]=middle+Keltner;
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LowerBuffer[bar]=middle-Keltner;
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}
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//----
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return(rates_total);
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}
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//+------------------------------------------------------------------+ |