281 lines
19 KiB
Plaintext
281 lines
19 KiB
Plaintext
//+------------------------------------------------------------------+
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//| UI.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 "Ulcer index"
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 1
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//--- plot UI
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#property indicator_label1 "UI"
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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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//--- enums
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enum ENUM_INPUT_YES_NO
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{
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INPUT_YES = 1, // Yes
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INPUT_NO = 0 // No
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};
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//--- input parameters
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input uint InpPeriodMA = 14; // Period
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input ENUM_INPUT_YES_NO InpInvPair = INPUT_NO; // Inverse pair
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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//--- indicator buffers
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double BufferUI[];
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double BufferPD[];
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double BufferMA[];
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//--- global variables
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int period_ma;
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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_ma=int(InpPeriodMA<1 ? 1 : InpPeriodMA);
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferUI,INDICATOR_DATA);
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SetIndexBuffer(1,BufferPD,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,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,"Ulcer index("+(string)period_ma+")");
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferUI,true);
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ArraySetAsSeries(BufferPD,true);
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ArraySetAsSeries(BufferMA,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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//---
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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<period_ma) 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-period_ma-1;
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ArrayInitialize(BufferUI,EMPTY_VALUE);
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ArrayInitialize(BufferPD,0);
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ArrayInitialize(BufferMA,0);
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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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int index;
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double max;
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double Pr;
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for(int i=limit; i>=0; i--)
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{
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if(InpInvPair)
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{
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index=Lowest(NULL,PERIOD_CURRENT,InpAppliedPrice,period_ma,i);
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if(index==WRONG_VALUE) return 0;
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max=1/BufferMA[index];
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Pr=1/BufferMA[i];
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}
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else
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{
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index=Highest(NULL,PERIOD_CURRENT,InpAppliedPrice,period_ma,i);
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if(index==WRONG_VALUE) return 0;
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max=BufferMA[index];
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Pr=BufferMA[i];
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}
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BufferPD[i]=pow((Pr-max)/(max!=0 ? max : DBL_MIN),2);
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}
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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 MA=MAOnArray(BufferPD,0,period_ma,0,MODE_SMA,i);
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BufferUI[i]=sqrt(MA)*100;
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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 |
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//+------------------------------------------------------------------+
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int Highest(string symbol_name,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_PRICE price_type,const int count,const int start)
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{
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if(symbol_name=="" || symbol_name==NULL) symbol_name=Symbol();
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double array[];
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int copied=0;
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ArraySetAsSeries(array,true);
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switch(price_type)
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{
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case PRICE_OPEN :
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if(CopyOpen(symbol_name,timeframe,start,count,array)==count)
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return ArrayMaximum(array)+start;
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return WRONG_VALUE;
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case PRICE_HIGH :
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if(CopyHigh(symbol_name,timeframe,start,count,array)==count)
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return ArrayMaximum(array)+start;
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return WRONG_VALUE;
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case PRICE_LOW :
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if(CopyLow(symbol_name,timeframe,start,count,array)==count)
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return ArrayMaximum(array)+start;
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return WRONG_VALUE;
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default:
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if(CopyClose(symbol_name,timeframe,start,count,array)==count)
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return ArrayMaximum(array)+start;
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return WRONG_VALUE;
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}
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return WRONG_VALUE;
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}
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//+------------------------------------------------------------------+
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//| Возвращает индекс минимального значения таймсерии |
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//+------------------------------------------------------------------+
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int Lowest(string symbol_name,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_PRICE price_type,const int count,const int start)
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{
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if(symbol_name=="" || symbol_name==NULL) symbol_name=Symbol();
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double array[];
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ArraySetAsSeries(array,true);
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switch(price_type)
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{
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case PRICE_OPEN :
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if(CopyOpen(symbol_name,timeframe,start,count,array)==count)
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return ArrayMinimum(array)+start;
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return WRONG_VALUE;
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case PRICE_HIGH :
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if(CopyHigh(symbol_name,timeframe,start,count,array)==count)
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return ArrayMinimum(array)+start;
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return WRONG_VALUE;
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case PRICE_LOW :
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if(CopyLow(symbol_name,timeframe,start,count,array)==count)
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return ArrayMinimum(array)+start;
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return WRONG_VALUE;
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default:
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if(CopyClose(symbol_name,timeframe,start,count,array)==count)
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return ArrayMinimum(array)+start;
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return WRONG_VALUE;
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}
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return WRONG_VALUE;
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}
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//+------------------------------------------------------------------+
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//| iMAOnArray() https://www.mql5.com/ru/articles/81 |
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//+------------------------------------------------------------------+
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double MAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)
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{
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double buf[],arr[];
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if(total==0) total=ArraySize(array);
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if(total>0 && total<=period) return(0);
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if(shift>total-period-ma_shift) return(0);
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//---
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switch(ma_method)
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{
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case MODE_SMA :
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{
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total=ArrayCopy(arr,array,0,shift+ma_shift,period);
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0;
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int i,pos=total-1;
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for(i=1;i<period;i++,pos--)
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sum+=arr[pos];
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while(pos>=0)
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{
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sum+=arr[pos];
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buf[pos]=sum/period;
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sum-=arr[pos+period-1];
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pos--;
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}
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return(buf[0]);
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}
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case MODE_EMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double pr=2.0/(period+1);
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int pos=total-2;
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while(pos>=0)
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{
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if(pos==total-2) buf[pos+1]=array[pos+1];
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buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);
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pos--;
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}
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return(buf[shift+ma_shift]);
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}
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case MODE_SMMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0;
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int i,k,pos;
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pos=total-period;
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while(pos>=0)
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{
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if(pos==total-period)
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{
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for(i=0,k=pos;i<period;i++,k++)
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{
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sum+=array[k];
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buf[k]=0;
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}
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}
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else sum=buf[pos+1]*(period-1)+array[pos];
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buf[pos]=sum/period;
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pos--;
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}
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return(buf[shift+ma_shift]);
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}
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case MODE_LWMA :
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{
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if(ArrayResize(buf,total)<0) return(0);
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double sum=0.0,lsum=0.0;
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double price;
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int i,weight=0,pos=total-1;
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for(i=1;i<=period;i++,pos--)
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{
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price=array[pos];
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sum+=price*i;
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lsum+=price;
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weight+=i;
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}
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pos++;
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i=pos+period;
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while(pos>=0)
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{
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buf[pos]=sum/weight;
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if(pos==0) break;
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pos--;
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i--;
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price=array[pos];
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sum=sum-lsum+price*period;
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lsum-=array[i];
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lsum+=price;
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}
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return(buf[shift+ma_shift]);
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}
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default: return(0);
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}
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return(0);
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}
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//+------------------------------------------------------------------+
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