TR_Agent/PaPP v2/PaPP_Median.mq5

//+------------------------------------------------------------------+
//|                                                   PaPP_Median.mq5 |
//|                                                        PaPP v2    |
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version   "2.00"
#property description "PaPP Median - Mediana 7 MA (3g-1y)"
#property description "Calcolo ancorato a D1 = linea uguale su ogni timeframe"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots   1

input int  FontSize  = 9;

#define ANCHOR_TF PERIOD_D1   // calcolo ancorato a D1: linea identica su ogni TF

double Buff_Median[];

int hMA[7];
int bars[7];
string _pfx = "PM_";

//+------------------------------------------------------------------+
int TimeToBars(int d)
  {
   datetime n = TimeCurrent();
   if(n==0)
     {
      long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
      return (int)MathMax(1,s/p);
     }
   return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
  }

//+------------------------------------------------------------------+
int OnInit()
  {
   int days[7] = {365,182,121,30,14,7,3};
   for(int i=0;i<7;i++)
     {
      bars[i] = TimeToBars(days[i]);
      hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
      if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
     }

   SetIndexBuffer(0,Buff_Median,INDICATOR_DATA);
   ArraySetAsSeries(Buff_Median,true);

   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
   PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrGold);
   PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
   PlotIndexSetString(0,PLOT_LABEL,"PaPP Median");
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
   IndicatorSetString(INDICATOR_SHORTNAME,"PaPP Median");
   return INIT_SUCCEEDED;
  }

//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
   ObjectsDeleteAll(0,_pfx);
  }

//+------------------------------------------------------------------+
// d1shift = indice (serie) della barra D1 da cui leggere la SMA
double GetMA(int m,int d1shift)
  {
   if(d1shift<0) return 0;
   double buf[1];
   if(CopyBuffer(hMA[m],0,d1shift,1,buf)==1) return buf[0];
   return 0;
  }

//+------------------------------------------------------------------+
double Median(double &a[],int n)
  {
   if(n<=0) return 0;
   ArraySort(a);
   if((n&1)==1) return a[n/2];
   return 0.5*(a[n/2-1]+a[n/2]);
  }

//+------------------------------------------------------------------+
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[])
  {
   if(rates_total<2) return 0;
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(time,true);

   int limit = rates_total - prev_calculated;
   if(limit>1) limit=rates_total-1;

   for(int idx=limit;idx>=0;idx--)
     {
      //--- ultima barra D1 chiusa rispetto al tempo di questa barra grafico
      int d1 = iBarShift(_Symbol,ANCHOR_TF,time[idx],false);
      if(d1<0) { Buff_Median[idx]=0; continue; }
      d1 += 1;

      double vals[]; int cnt=0; ArrayResize(vals,7);
      for(int m=0;m<7;m++)
        {
         double v = GetMA(m,d1);
         if(v>0) { vals[cnt]=v; cnt++; }
        }
      ArrayResize(vals,cnt);
      Buff_Median[idx]=Median(vals,cnt);
     }

   DrawInfo();
   return rates_total;
  }

//+------------------------------------------------------------------+
void DrawInfo()
  {
   double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
   double median = Buff_Median[0];
   if(median<=0) return;

   int x=10,y=30,lh=FontSize+4;
   ObjectsDeleteAll(0,_pfx);

   Lbl("T","PaPP Median ["+EnumToString((ENUM_TIMEFRAMES)_Period)+"]",x,y,FontSize+2,clrGold,true);
   y+=lh+4;

   double distPct = (bid-median)/median*100;
   string distS = StringFormat("%+.2f%%",distPct);
   color distC = (distPct>0)?clrRed:clrLimeGreen;
   Lbl("M","Median: "+DoubleToString(median,_Digits),x,y,FontSize,clrWhite,false); y+=lh;
   Lbl("D","Dist: "+distS,x,y,FontSize,distC,true); y+=lh+2;

   //--- Dispersione MA e bande (info)
   double ds=0; int dc=0;
   for(int m=0;m<7;m++) { double v=GetMA(m,1); if(v>0) { ds+=MathAbs(v-median)/median*100; dc++; } }
   double vol = (dc>0)?ds/dc:0;
   Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh;
   Lbl("H","Sopra=SELL | Sotto=BUY",x,y,FontSize-1,clrGray,false);
  }

//+------------------------------------------------------------------+
void Lbl(string n,string t,int x,int y,int fs,color c,bool b)
  {
   string o=_pfx+n;
   if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_LABEL,0,0,0);
   ObjectSetInteger(0,o,OBJPROP_XDISTANCE,x);
   ObjectSetInteger(0,o,OBJPROP_YDISTANCE,y);
   ObjectSetInteger(0,o,OBJPROP_CORNER,CORNER_LEFT_UPPER);
   ObjectSetString(0,o,OBJPROP_TEXT,t);
    ObjectSetString(0,o,OBJPROP_FONT,"Consolas");
    ObjectSetInteger(0,o,OBJPROP_BOLD,b?1:0);
   ObjectSetInteger(0,o,OBJPROP_FONTSIZE,fs);
   ObjectSetInteger(0,o,OBJPROP_COLOR,c);
   ObjectSetInteger(0,o,OBJPROP_BACK,false);
   ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
   ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
  }
//+------------------------------------------------------------------+