197 lines
13 KiB
Plaintext
197 lines
13 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Wi.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 indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 1
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//--- plot WI
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#property indicator_label1 "WI"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGreen,clrRed,clrBlue,clrLime,clrTomato,clrAqua
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- input parameters
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input uint InpPeriod = 10; // Period
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input ENUM_MA_METHOD InpMethod = MODE_SMA; // Method
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//--- indicator buffers
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double BufferWI[];
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double BufferColors[];
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double BufferAPrice[];
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//--- global variables
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int period_calc;
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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_calc=int(InpPeriod<1 ? 1 : InpPeriod);
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferWI,INDICATOR_DATA);
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SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,BufferAPrice,INDICATOR_CALCULATIONS);
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//--- settings indicators parameters
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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IndicatorSetString(INDICATOR_SHORTNAME,"WI("+(string)period_calc+")");
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferWI,true);
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ArraySetAsSeries(BufferColors,true);
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ArraySetAsSeries(BufferAPrice,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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//--- Проверка на минимальное количество баров для расчёта
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if(rates_total<4 || Point()==0) return 0;
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//--- Установка индексации массивов 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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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(BufferWI,EMPTY_VALUE);
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ArrayInitialize(BufferColors,EMPTY_VALUE);
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ArrayInitialize(BufferAPrice,EMPTY_VALUE);
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}
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//--- Подготовка данных
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for(int i=limit; i>=0 && !IsStopped(); i--)
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BufferAPrice[i]=(2*close[i]-high[i]-low[i])/Point();
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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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BufferWI[i]=iMAOnArray(BufferAPrice,0,period_calc,0,InpMethod,i);
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if(BufferWI[i]>0)
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{
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if(BufferWI[i]>BufferWI[i+1]) BufferColors[i]=0;
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else if(BufferWI[i]<BufferWI[i+1]) BufferColors[i]=1;
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else BufferColors[i]=2;
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}
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else
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{
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if(BufferWI[i]>BufferWI[i+1]) BufferColors[i]=3;
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else if(BufferWI[i]<BufferWI[i+1]) BufferColors[i]=4;
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else BufferColors[i]=5;
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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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//| iMAOnArray() https://www.mql5.com/ru/articles/81 |
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//+------------------------------------------------------------------+
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double iMAOnArray(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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