AnalysisOnBarsJFatlCandle_vol

ÿþ//+------------------------------------------------------------------+

//|                                AnalysisOnBarsJFatlCandle_vol.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

//+------------------------------------------------------------------+

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "=D>@<0F8>==K9 D>@5:A 8=48:0B>@ AnalysisOnBarsJFatlCandle >B>1@0605B 10@K JFatlCandle, 157 CG5B0 F5=K, 10@K >B>1@060NBAO 2 ?C=:B0E."

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.01"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

//+----------------------------------------------+

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrMagenta,clrGray,clrBlue

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "AnalysisOnBarsJFatlCandle Open;AnalysisOnBarsJFatlCandle High;AnalysisOnBarsJFatlCandle Low;AnalysisOnBarsJFatlCandle Close"

//+----------------------------------------------+

//|  ?8A0=85 :;0AA>2 CA@54=5=89                 |

//+----------------------------------------------+

#include <SmoothAlgorithms.mqh> 

//+----------------------------------------------+

//---- >1JO2;5=85 ?5@5<5==>9 :;0AA0 CJJMA 87 D09;0 JJMASeries_Cls.mqh

CJJMA JMA;

//+----------------------------------------------+

//|  >1JO2;5=85 :>=AB0=B                         |

//+----------------------------------------------+

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

//+----------------------------------------------+

//|  %+  " + "                 |

//+----------------------------------------------+

input int JLength=15;                                  // 3;C18=0 JMA A3;06820=8O                   

input int JPhase=100;                                  // ?0@0<5B@ JMA A3;06820=8O,

//---- 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

input int FATLShift=0;                                 // A4283 $0B;0 ?> 3>@87>=B0;8 2 10@0E

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;      // >1JQ<             

//+----------------------------------------------+

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];



//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle[4];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//---- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   min_rates_total=39+30;



//---- >1JO2;5=85 ?5@5G8A;5=89 

   enum Applied_price_ //"8? :>=AB0=BK

     {

      PRICE_CLOSE_ = 1,     //PRICE_CLOSE

      PRICE_OPEN_,          //PRICE_OPEN

      PRICE_HIGH_,          //PRICE_HIGH

      PRICE_LOW_            //PRICE_LOW

     };



//---- ?>;CG5=85 E5=4;>2 8=48:0B>@0 JFatl

   Ind_Handle[0]=iCustom(NULL,0,"JFatl",JLength,JPhase,PRICE_OPEN_,0,0);

   if(Ind_Handle[0]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iJFatl["+string(0)+"]!");

      return(INIT_FAILED);

     }



   Ind_Handle[1]=iCustom(NULL,0,"JFatl",JLength,JPhase,PRICE_HIGH_,0,0);

   if(Ind_Handle[1]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iJFatl["+string(1)+"]!");

      return(INIT_FAILED);

     }



   Ind_Handle[2]=iCustom(NULL,0,"JFatl",JLength,JPhase,PRICE_LOW_,0,0);

   if(Ind_Handle[2]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iJFatl["+string(2)+"]!");

      return(INIT_FAILED);

     }



   Ind_Handle[3]=iCustom(NULL,0,"JFatl",JLength,JPhase,PRICE_CLOSE_,0,0);

   if(Ind_Handle[3]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iJFatl["+string(3)+"]!");

      return(INIT_FAILED);

     }



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);



//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorBuffer,true);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//---- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O AC1J>:>= 

   string short_name="AnalysisOnBarsJFatlCandle_vol";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(Ind_Handle[0])<rates_total

      || BarsCalculated(Ind_Handle[1])<rates_total

      || BarsCalculated(Ind_Handle[2])<rates_total

      || BarsCalculated(Ind_Handle[3])<rates_total

      || rates_total<min_rates_total)

      return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int to_copy,limit,bar;

   int maxbar=rates_total-1;

   double vol,xvol;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=maxbar; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }



   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(Ind_Handle[0],0,0,to_copy,ExtOpenBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[1],0,0,to_copy,ExtHighBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[2],0,0,to_copy,ExtLowBuffer)<=0) return(RESET);

   if(CopyBuffer(Ind_Handle[3],0,0,to_copy,ExtCloseBuffer)<=0) return(RESET);

   

//--- 8=45:A0F8O M;5<5=B>2 2 <0AA825 :0: 2 B09<A5@88

   if(VolumeType==VOLUME_TICK) ArraySetAsSeries(tick_volume,true);

   else ArraySetAsSeries(volume,true); 





//---- A=>2=>9 F8:; 8A?@02;5=8O 8 >:@0H820=8O A25G59

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      double Max=MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      double Min=MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      //----

      ExtHighBuffer[bar]=MathMax(Max,ExtHighBuffer[bar]);

      ExtLowBuffer[bar]=MathMin(Min,ExtLowBuffer[bar]);      

      //----

      ExtHighBuffer[bar]-=ExtOpenBuffer[bar];

      ExtLowBuffer[bar]-=ExtOpenBuffer[bar];

      ExtCloseBuffer[bar]-=ExtOpenBuffer[bar];

      ExtOpenBuffer[bar]-=ExtOpenBuffer[bar];

      //----

      //ExtOpenBuffer[bar]/=_Point;

      ExtHighBuffer[bar]/=_Point;

      ExtLowBuffer[bar]/=_Point;

      ExtCloseBuffer[bar]/=_Point;

      if(VolumeType==VOLUME_TICK) vol=double(tick_volume[bar]);

      else vol=double(volume[bar]);

      xvol=JMA.JJMASeries(maxbar,prev_calculated,rates_total,0,JPhase,JLength,vol,bar,true);

      ExtOpenBuffer[bar]*=xvol;

      ExtHighBuffer[bar]*=xvol;

      ExtLowBuffer[bar]*=xvol;

      ExtCloseBuffer[bar]*=xvol;

      //----

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;

      else ExtColorBuffer[bar]=1.0;

     }

//----     

   return(rates_total);

  }

//+------------------------------------------------------------------+