132 lines
11 KiB
Plaintext
132 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MPO.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 "Midpoint Oscillator"
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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//--- plot MP
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#property indicator_label1 "Midpoint"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- plot SM
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- input parameters
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input uint InpPeriod = 26; // Period
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input uint InpPeriodSm = 9; // Smoothing period
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input ENUM_MA_METHOD InpMethod = MODE_SMA; // Smoothing method
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//--- indicator buffers
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double BufferMP[];
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double BufferSM[];
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//--- global variables
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int period_mp;
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int period_sm;
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int weight_sum;
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//--- includes
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#include <MovingAverages.mqh>
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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_mp=int(InpPeriod<1 ? 1 : InpPeriod);
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period_sm=int(InpPeriodSm<2 ? 2 : InpPeriodSm);
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferMP,INDICATOR_DATA);
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SetIndexBuffer(1,BufferSM,INDICATOR_DATA);
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//--- setting indicator parameters
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IndicatorSetString(INDICATOR_SHORTNAME,"MPO ("+(string)period_mp+","+(string)period_sm+")");
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferMP,true);
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ArraySetAsSeries(BufferSM,true);
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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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//--- Установка массивов буферов как таймсерий
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ArraySetAsSeries(high,true);
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ArraySetAsSeries(low,true);
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ArraySetAsSeries(close,true);
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//--- Проверка и расчёт количества просчитываемых баров
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if(rates_total<4) 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(BufferMP,EMPTY_VALUE);
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ArrayInitialize(BufferSM,EMPTY_VALUE);
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}
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//--- Расчёт MP
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for(int i=limit; i>=0 && !IsStopped(); i--)
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{
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int bl=Lowest(period_mp,i);
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int bh=Highest(period_mp,i);
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if(bl==WRONG_VALUE || bh==WRONG_VALUE)
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continue;
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double min=low[bl];
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double max=high[bh];
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BufferMP[i]=(max!=min ? 100.0*(2.0*close[i]-max-min)/(max-min) : 0);
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}
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//--- Сглаживание
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switch(InpMethod)
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{
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case MODE_EMA : ExponentialMAOnBuffer(rates_total,prev_calculated,period_mp,period_sm,BufferMP,BufferSM); break;
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case MODE_SMMA : SmoothedMAOnBuffer(rates_total,prev_calculated,period_mp,period_sm,BufferMP,BufferSM); break;
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case MODE_LWMA : LinearWeightedMAOnBuffer(rates_total,prev_calculated,period_mp,period_sm,BufferMP,BufferSM,weight_sum); break;
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//---MODE_SMA
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default : SimpleMAOnBuffer(rates_total,prev_calculated,period_mp,period_sm,BufferMP,BufferSM); break;
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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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//| Возвращает индекс максимального значения таймсерии High |
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//+------------------------------------------------------------------+
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int Highest(const int count,const int start)
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{
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double array[];
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ArraySetAsSeries(array,true);
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return(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMaximum(array)+start : WRONG_VALUE);
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}
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//+------------------------------------------------------------------+
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//| Возвращает индекс минимального значения таймсерии Low |
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//+------------------------------------------------------------------+
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int Lowest(const int count,const int start)
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{
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double array[];
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ArraySetAsSeries(array,true);
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return(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMinimum(array)+start : WRONG_VALUE);
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return WRONG_VALUE;
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}
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//+------------------------------------------------------------------+
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