105 lines
8.1 KiB
Plaintext
105 lines
8.1 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RTL.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 "Recursive trendline"
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#property indicator_chart_window
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#property indicator_buffers 4
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#property indicator_plots 1
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//--- plot RTL
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#property indicator_label1 "RTL"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrCrimson
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- input parameters
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input uint InpPeriod = 20; // Period
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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//--- indicator buffers
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double BufferRTL[];
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double BufferTMP0[];
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double BufferTMP1[];
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double BufferMA[];
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//--- global variables
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double alpha;
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int period;
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int handle_ma;
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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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//--- setting global variables
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period=int(InpPeriod<1 ? 1 : InpPeriod);
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alpha=double(2.0/((double)period+1));
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferRTL,INDICATOR_DATA);
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SetIndexBuffer(1,BufferTMP0,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,BufferTMP1,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS);
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//--- settings indicators parameters
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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IndicatorSetString(INDICATOR_SHORTNAME,"RTL("+(string)period+")");
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferRTL,true);
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ArraySetAsSeries(BufferTMP0,true);
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ArraySetAsSeries(BufferTMP1,true);
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ArraySetAsSeries(BufferMA,true);
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//--- create 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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//---
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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 на минимальное количество баров для расчёта
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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-2;
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ArrayInitialize(BufferRTL,EMPTY_VALUE);
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ArrayInitialize(BufferTMP0,0);
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ArrayInitialize(BufferTMP1,0);
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ArrayInitialize(BufferMA,EMPTY_VALUE);
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}
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//--- Подготовка данных
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int copied=0,count=(limit==0 ? 1 : rates_total);
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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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//--- Расчёт индикатора
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for(int i=limit; i>=0; i--)
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{
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double Pr=BufferMA[i];
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BufferTMP0[i]=(1-alpha)*BufferTMP0[i+1]+Pr;
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BufferRTL[i]=BufferTMP1[i]=(1-alpha)*BufferTMP1[i+1]+alpha*(Pr+BufferTMP0[i]-BufferTMP0[i+1]);
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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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