//+------------------------------------------------------------------+
//| returns.mq4 |
//| Victor Nicolaev |
//| vinin@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Victor Nicolaev aka Vinin"
#property link "mailto: vinin@mail.ru"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 Maroon
#property indicator_color2 Blue
#property indicator_color3 DarkSlateGray
#property indicator_color4 Red
#property indicator_color5 DodgerBlue
#property indicator_color6 LimeGreen
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_level1 0.5
#property indicator_level2 0
#property indicator_level3 -0.5
#property indicator_levelcolor Gray
#property indicator_maximum 1
#property indicator_minimum -1
//---- input parameters
extern int CountBar1= 60;
extern int CountBar2= 240;
extern int CountBar3= 1440;
extern int MACountBar= 12;
//---- buffers
double ExtMapBuffer0[];
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double ExtMapBuffer5[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init() {
//---- drawing settings
for (int i=0;i<6;i++) {
SetIndexStyle(i,DRAW_LINE);
SetIndexDrawBegin(i,MathMax(CountBar1,MathMax(CountBar2,CountBar3))+MACountBar);
}
SetIndexBuffer(0,ExtMapBuffer0);
SetIndexBuffer(1,ExtMapBuffer1);
SetIndexBuffer(2,ExtMapBuffer2);
SetIndexBuffer(3,ExtMapBuffer3);
SetIndexBuffer(4,ExtMapBuffer4);
SetIndexBuffer(5,ExtMapBuffer5);
IndicatorShortName("Returns");
//---- initialization done
return(0); }//int init()
//+------------------------------------------------------------------+
int start() {
int limit;
int counted_bars=IndicatorCounted();
int i;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
if (limit>1440) limit = 1440;
for (i = limit;i>=0;i--){
ExtMapBuffer0[i] = Value(CountBar1,i);
ExtMapBuffer1[i] = Value(CountBar2,i);
ExtMapBuffer2[i] = Value(CountBar3,i);
}
for (i = limit;i>=0;i--){
ExtMapBuffer3[i] = iMAOnArray(ExtMapBuffer0,0,MACountBar,0,MODE_SMA,i);
ExtMapBuffer4[i] = iMAOnArray(ExtMapBuffer1,0,MACountBar,0,MODE_SMA,i);
ExtMapBuffer5[i] = iMAOnArray(ExtMapBuffer2,0,MACountBar,0,MODE_SMA,i);
}
return(0);
}// int start()
double Value(int CountBar, int pos) {
double RetVal=0, tmpHigh, tmpLow;
tmpHigh=High[iHighest(NULL,0,MODE_HIGH,CountBar,pos)];
tmpLow=Low[iLowest(NULL,0,MODE_LOW,CountBar,pos)];
if (tmpHigh>tmpLow) RetVal=((Close[pos]-tmpLow)/(tmpHigh-tmpLow)*2.0-1);
return(RetVal);
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: