Artur
159 lines
12 KiB
Plaintext
159 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| WPR.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Larry Williams' Percent Range"
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//---- indicator settings
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#property indicator_separate_window
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#property indicator_level1 -20.0
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#property indicator_level2 -80.0
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#property indicator_levelstyle STYLE_DOT
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#property indicator_levelcolor Silver
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#property indicator_levelwidth 1
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#property indicator_maximum 0.0
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#property indicator_minimum -100.0
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 DodgerBlue
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//---- input parameters
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input int InpWPRPeriod=14; // Period
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//---- buffers
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double ExtWPRBuffer[];
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//--- global variables
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int ExtPeriodWPR;
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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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void OnInit()
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{
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//--- check for input value
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if(InpWPRPeriod<3)
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{
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ExtPeriodWPR=14;
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Print("Incorrect InpWPRPeriod value. Indicator will use value=",ExtPeriodWPR);
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}
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else ExtPeriodWPR=InpWPRPeriod;
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//---- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"%R"+"("+string(ExtPeriodWPR)+")");
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//---- indicator's buffer
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SetIndexBuffer(0,ExtWPRBuffer);
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodWPR-1);
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//--- digits
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//----
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}
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//+------------------------------------------------------------------+
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//| Williams’ Percent Range |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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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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//---- insufficient data
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if(rates_total<ExtPeriodWPR)
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return(0);
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//--- start working
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int i=_prev_calculated-1;
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//--- correct position
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if(i<ExtPeriodWPR-1) i=ExtPeriodWPR-1;
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//--- main cycle
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while(i<rates_total && !IsStopped())
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{
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//--- calculate maximum High
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double dMaxHigh=MaxAr(customChartIndicator.High,ExtPeriodWPR,i);
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//--- calculate minimum Low
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double dMinLow=MinAr(customChartIndicator.Low,ExtPeriodWPR,i);
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//--- calculate WPR
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if(dMaxHigh!=dMinLow)
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ExtWPRBuffer[i]=-(dMaxHigh-customChartIndicator.Close[i])*100/(dMaxHigh-dMinLow);
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else
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ExtWPRBuffer[i]=ExtWPRBuffer[i-1];
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//--- increment i for next iteration
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i++;
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}
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//--- return new prev_calculated value
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Maximum High |
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//+------------------------------------------------------------------+
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double MaxAr(const double &array[],int period,int cur_position)
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{
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double Highest=array[cur_position];
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for(int i=cur_position-1;i>cur_position-period;i--)
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{
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if(Highest<array[i]) Highest=array[i];
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}
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return(Highest);
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}
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//+------------------------------------------------------------------+
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//| Minimum Low |
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//+------------------------------------------------------------------+
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double MinAr(const double &array[],int period,int cur_position)
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{
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double Lowest=array[cur_position];
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for(int i=cur_position-1;i>cur_position-period;i--)
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{
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if(Lowest>array[i]) Lowest=array[i];
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}
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return(Lowest);
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}
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//+------------------------------------------------------------------+
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