ama_stl

//+------------------------------------------------------------------+
//|                                                      AMA_STL.mq5 |
//|                      Copyright © 2006, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 1
#property indicator_buffers 1 
//--- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí SlateBlue öâåò
#property indicator_color1 clrSlateBlue
//--- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "AMA_STL"
//+-----------------------------------+
//| îáúÿâëåíèå êîíñòàíò               |
//+-----------------------------------+
#define RESET 0 // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷¸ò èíäèêàòîðà
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint FastMA=3;
input uint SlowMA=100;
input uint Range=160;
input uint filter=25;
input uint Level=100;
//+-----------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtBuffer[];
//---
double k1,k2,dLevel;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int  min_rates_total;
//--- îáúÿâëåíèå ãëîáàëüíûõ ïåðåìåííûõ
int Count[];
double mAMA[];
//+------------------------------------------------------------------+
//| Ïåðåñ÷åò ïîçèöèè ñàìîãî íîâîãî ýëåìåíòà â ìàññèâå                |
//+------------------------------------------------------------------+   
void Recount_ArrayZeroPos(int &CoArr[],// Âîçâðàò ïî ññûëêå íîìåðà òåêóùåãî çíà÷åíèÿ öåíîâîãî ðÿäà
                          int Size)
  {
//---
   int numb,Max1,Max2;
   static int count=1;

   Max2=Size;
   Max1=Max2-1;

   count--;
   if(count<0) count=Max1;

   for(int iii=0; iii<Max2; iii++)
     {
      numb=iii+count;
      if(numb>Max1) numb-=Max2;
      CoArr[iii]=numb;
     }
//---
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_total=int(Range+1);
   k1=2.0/(SlowMA+1);
   k2=2.0/(FastMA+1)-k1;
   dLevel=Level*_Point;
//--- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   if(ArrayResize(Count,Range)<int(Range))
     {
      Print("Íå óäàëîñü ðàñïðåäåëèòü ïàìÿòü ïîä ìàññèâ Count[]");
      return(INIT_FAILED);
     }
   if(ArrayResize(mAMA,Range)<int(Range))
     {
      Print("Íå óäàëîñü ðàñïðåäåëèòü ïàìÿòü ïîä ìàññèâ mAMA[]");
      return(INIT_FAILED);
     }
   ArrayInitialize(Count,0);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtBuffer,INDICATOR_DATA);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtBuffer,true);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"AMA_STL");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| Custom indicator iteration function                              | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total) return(RESET);
//--- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int limit,bar;
   double Noise,ER,SSC,AMA,sdAMA,dAMA,HH,LL,Res;
   static double AMA_;
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(close,true);
//--- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
      AMA_=close[limit+1];
      ArrayInitialize(mAMA,close[limit+1]);
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
//---  
   AMA=AMA_;
//--- ïåðâûé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      Noise=0;
      for(int i=bar+int(Range)-1; i>=bar; i--) Noise+=MathAbs(close[i]-close[i+1]);
      if(Noise) ER=MathAbs(close[bar]-close[bar+Range])/Noise;
      else ER=0;
      SSC=(ER*k2+k1);
      AMA+=NormalizeDouble(SSC*SSC*(close[bar]-AMA),_Digits);
      mAMA[Count[0]]=AMA;
      //---
      if(filter<1) ExtBuffer[bar]=mAMA[Count[0]];
      else
        {
         sdAMA=0.0;
         for(int i=bar+int(SlowMA)-1; i>=bar; i--) sdAMA+=MathAbs(mAMA[Count[0]]-mAMA[Count[1]]);

         dAMA=mAMA[Count[0]]-mAMA[Count[1]];
         Res=NormalizeDouble(filter*sdAMA/(100*SlowMA),_Digits);
         //---
         if(dAMA>=0)
           {
            HH=high[ArrayMaximum(high,bar,Range)];;
            if(+dAMA<Res && high[bar]<=HH+dLevel) ExtBuffer[bar]=ExtBuffer[bar+1];
            else ExtBuffer[bar]=mAMA[Count[0]];
           }
         else
           {
            LL=low[ArrayMinimum(low,bar,Range)];
            if(-dAMA<Res && low[bar]>LL-dLevel) ExtBuffer[bar]=ExtBuffer[bar+1];
            else ExtBuffer[bar]=mAMA[Count[0]];
           }
        }
      
      if(bar)
        {
         Recount_ArrayZeroPos(Count,Range);
         AMA_=AMA;
        }
     }
//---    
   return(rates_total);
  }
//+------------------------------------------------------------------+