148 lines
11 KiB
Plaintext
148 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| DBB.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://mql5.com"
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#property version "1.00"
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#property description "Distance from Bollinger Band indicator"
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 2
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//--- plot Top
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#property indicator_label1 "Top"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- plot Bottom
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#property indicator_label2 "Bottom"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGreen
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- enums
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enum ENUM_CALC_MODE
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{
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MODE_PRC, // Percentage
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MODE_PT // Price points
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};
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//--- input parameters
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input uint InpPeriod = 20; // BB Period
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input double InpDeviation = 2.0; // BB Deviation
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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input ENUM_CALC_MODE InpMode = MODE_PRC; // Display mode
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//--- indicator buffers
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double BufferTop[];
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double BufferBottom[];
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double BufferMA[];
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double BufferBandsUP[];
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double BufferBandsDN[];
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//--- global variables
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double deviation;
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int period;
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int handle_ma;
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int handle_bb;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- set global variables
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period=int(InpPeriod<1 ? 1 : InpPeriod);
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deviation=(InpDeviation==0 ? 0.01 : InpDeviation);
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferTop,INDICATOR_DATA);
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SetIndexBuffer(1,BufferBottom,INDICATOR_DATA);
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SetIndexBuffer(2,BufferMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,BufferBandsUP,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,BufferBandsDN,INDICATOR_CALCULATIONS);
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//--- setting indicator parameters
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IndicatorSetString(INDICATOR_SHORTNAME,"Distance from BB ("+(string)period+","+DoubleToString(deviation,2)+")");
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferTop,true);
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ArraySetAsSeries(BufferBottom,true);
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ArraySetAsSeries(BufferMA,true);
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ArraySetAsSeries(BufferBandsUP,true);
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ArraySetAsSeries(BufferBandsDN,true);
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//--- create MA's handles
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ResetLastError();
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handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);
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if(handle_ma==INVALID_HANDLE)
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{
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Print("The iMA(1) object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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handle_bb=iBands(NULL,PERIOD_CURRENT,period,0,deviation,InpAppliedPrice);
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if(handle_bb==INVALID_HANDLE)
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{
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Print("The iBands(",(string)period,",",DoubleToString(deviation,2),") object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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//---
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return(INIT_SUCCEEDED);
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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,
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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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//--- Проверка и расчёт количества просчитываемых баров
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if(rates_total<4 || Point()==0) return 0;
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-1;
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ArrayInitialize(BufferTop,EMPTY_VALUE);
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ArrayInitialize(BufferBottom,EMPTY_VALUE);
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ArrayInitialize(BufferMA,0);
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ArrayInitialize(BufferBandsUP,0);
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ArrayInitialize(BufferBandsDN,0);
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}
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//--- Подготовка данных
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int count=(limit>1 ? rates_total : 1),copied=0;
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copied=CopyBuffer(handle_ma,0,0,count,BufferMA);
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if(copied!=count) return 0;
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copied=CopyBuffer(handle_bb,UPPER_BAND,0,count,BufferBandsUP);
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if(copied!=count) return 0;
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copied=CopyBuffer(handle_bb,LOWER_BAND,0,count,BufferBandsDN);
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if(copied!=count) return 0;
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//--- Расчёт индикатора
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for(int i=limit; i>=0 && !IsStopped(); i--)
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{
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double TL=BufferBandsUP[i];
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double BL=BufferBandsDN[i];
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if(InpMode==MODE_PRC)
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{
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if(TL!=BL)
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{
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BufferTop[i]=100.0*(TL-BufferMA[i])/(TL-BL);
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BufferBottom[i]=100.0*(BufferMA[i]-BL)/(TL-BL);
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}
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}
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else
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{
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BufferTop[i]=(TL-BufferMA[i])/Point();
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BufferBottom[i]=(BufferMA[i]-BL)/Point();
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}
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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