Artur
139 lines
5.3 KiB
Plaintext
139 lines
5.3 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| TRIX.mq5 |
|
|
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
|
//| http://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "2009-2017, MetaQuotes Software Corp."
|
|
#property link "http://www.mql5.com"
|
|
#property description "Triple Exponential Average"
|
|
#include <MovingAverages.mqh>
|
|
//--- indicator settings
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 4
|
|
#property indicator_plots 1
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 Red
|
|
#property indicator_width1 1
|
|
#property indicator_label1 "TRIX"
|
|
#property indicator_applied_price PRICE_CLOSE
|
|
//--- input parameters
|
|
input int InpPeriodEMA=14; // EMA period
|
|
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
|
|
//--- indicator buffers
|
|
double TRIX_Buffer[];
|
|
double EMA[];
|
|
double SecondEMA[];
|
|
double ThirdEMA[];
|
|
|
|
//
|
|
|
|
#include <AZ-INVEST/CustomBarConfig.mqh>
|
|
|
|
//
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- indicator buffers mapping
|
|
SetIndexBuffer(0,TRIX_Buffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,EMA,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(2,SecondEMA,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(3,ThirdEMA,INDICATOR_CALCULATIONS);
|
|
//--- sets first bar from what index will be drawn
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*InpPeriodEMA-3);
|
|
//--- name for index label
|
|
PlotIndexSetString(0,PLOT_LABEL,"TRIX("+string(InpPeriodEMA)+")");
|
|
//--- name for indicator label
|
|
IndicatorSetString(INDICATOR_SHORTNAME,"TRIX("+string(InpPeriodEMA)+")");
|
|
//--- indicator digits
|
|
IndicatorSetInteger(INDICATOR_DIGITS,5);
|
|
//--- initialization done
|
|
|
|
customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Triple Exponential Average |
|
|
//+------------------------------------------------------------------+
|
|
int OnCalculate(const int rates_total,
|
|
const int prev_calculated,
|
|
const datetime &time[],
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &low[],
|
|
const double &close[],
|
|
const long &tick_volume[],
|
|
const long &volume[],
|
|
const int &spread[])
|
|
{
|
|
//--- check for data
|
|
if(rates_total<3*InpPeriodEMA-3)
|
|
return(0);
|
|
//---
|
|
|
|
//
|
|
// Process data through MedianRenko indicator
|
|
//
|
|
|
|
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
|
return(0);
|
|
|
|
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
|
return(0);
|
|
|
|
//
|
|
// Make the following modifications in the code below:
|
|
//
|
|
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
|
//
|
|
// customChartIndicator.Open[] should be used instead of open[]
|
|
// customChartIndicator.Low[] should be used instead of low[]
|
|
// customChartIndicator.High[] should be used instead of high[]
|
|
// customChartIndicator.Close[] should be used instead of close[]
|
|
//
|
|
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
|
//
|
|
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
|
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
|
//
|
|
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
|
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
|
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
|
//
|
|
// customChartIndicator.Price[] should be used instead of Price[]
|
|
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
|
//
|
|
|
|
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
int limit;
|
|
if(_prev_calculated==0)
|
|
{
|
|
limit=3*(InpPeriodEMA-1);
|
|
for(int i=0;i<limit;i++)
|
|
TRIX_Buffer[i]=EMPTY_VALUE;
|
|
}
|
|
else limit=_prev_calculated-1;
|
|
//--- calculate EMA
|
|
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpPeriodEMA,customChartIndicator.Price,EMA);
|
|
//--- calculate EMA on EMA array
|
|
ExponentialMAOnBuffer(rates_total,_prev_calculated,InpPeriodEMA-1,InpPeriodEMA,EMA,SecondEMA);
|
|
//--- calculate EMA on EMA array on EMA array
|
|
ExponentialMAOnBuffer(rates_total,_prev_calculated,2*InpPeriodEMA-2,InpPeriodEMA,SecondEMA,ThirdEMA);
|
|
//--- calculate TRIX
|
|
for(int i=limit;i<rates_total && !IsStopped();i++)
|
|
{
|
|
if(ThirdEMA[i-1]!=0.0)
|
|
TRIX_Buffer[i]=(ThirdEMA[i]-ThirdEMA[i-1])/ThirdEMA[i-1];
|
|
else
|
|
TRIX_Buffer[i]=0.0;
|
|
}
|
|
//--- OnCalculate done. Return new prev_calculated.
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|