AroonOscillator_v2

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

//|                    AroonOscillator.mq5 (barabashkakvn's edition) |

//|                             Copyright © 2011,   Nikolay Kositsin |

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

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2011, Nikolay Kositsin"

//---- AAK;:0 =0 A09B 02B>@0

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

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

#property version   "1.003"

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

#property indicator_separate_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//---- 8A?>;L7>20=> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= 75;Q=K9 F25B

#property indicator_color1  Lime

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 1

#property indicator_width1  1

//---- >B>1@065=85 <5B:8 1KG59 ;8=88 8=48:0B>@0

#property indicator_label1  "BullsAroon"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color2  Red

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <5B:8 <54256L59 ;8=88 8=48:0B>@0

#property indicator_label2  "BearsAroon"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_levelcolor Gray

#property indicator_levelstyle STYLE_DASHDOTDOT

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input int      AroonPeriod= 9; // ?5@8>4 8=48:0B>@0

input int      AroonShift = 0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input double   InpBuyUPLevel     = 80; // Signal to open BUY: UP level

input double   InpBuyDOWNLevel   = 60; // Signal to open BUY: DOWN level

input double   InpSellUPLevel    = 40; // Signal to open SELL: UP level

input double   InpSellDOWNLevel  = 20; // Signal to open SELL: DOWN level

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

//---- >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 BullsAroonBuffer[];

double BearsAroonBuffer[];

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 BullsAroonBuffer 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,BullsAroonBuffer,INDICATOR_DATA);

//--- set levels

   IndicatorSetInteger(INDICATOR_LEVELS,5);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"BUY: UP level");

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,InpBuyUPLevel);

   IndicatorSetString(INDICATOR_LEVELTEXT,1,"BUY: DOWN level");

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,InpBuyDOWNLevel);

   IndicatorSetString(INDICATOR_LEVELTEXT,2,"50");

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,50.0);

   IndicatorSetString(INDICATOR_LEVELTEXT,3,"SELL: UP level");

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,InpSellUPLevel);

   IndicatorSetString(INDICATOR_LEVELTEXT,4,"SELL: DOWN level");

   IndicatorSetDouble(INDICATOR_LEVELVALUE,4,InpSellDOWNLevel);

//---

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 AroonShift

   PlotIndexSetInteger(0,PLOT_SHIFT,AroonShift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 AroonPeriod

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,AroonPeriod);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"BearsAroon");

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 BearsAroonBuffer 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,BearsAroonBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 AroonShift

   PlotIndexSetInteger(1,PLOT_SHIFT,AroonShift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2 =0 AroonPeriod

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,AroonPeriod);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(1,PLOT_LABEL,"BullsAroon");

//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Aroon(",AroonPeriod,", ",AroonShift,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//----

  }

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

//|  searching index of the highest bar                              |

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

int iHighest(

   const double &array[],// <0AA82 4;O ?>8A:0 8=45:A0 <0:A8<0;L=>3> M;5<5=B0

   int count,// G8A;> M;5<5=B>2 <0AA820 (2 =0?@02;5=88 >B B5:CI53> 10@0 2 AB>@>=C C1K20=8O 8=45:A0),

   // A@548 :>B>@KE 4>;65= 1KBL ?@>872545= ?>8A:.

   int startPos //8=45:A (A<5I5=85 >B=>A8B5;L=> B5:CI53> 10@0) =0G0;L=>3> 10@0,

   // A :>B>@>3> =0G8=05BAO ?>8A: =081>;LH53> 7=0G5=8O

)

  {

//----

   int index=startPos;

//---- ?@>25@:0 AB0@B>2>3> 8=45:A0 =0 :>@@5:B=>ABL

   if(startPos<0)

     {

      Print("525@=>5 7=0G5=85 2 DC=:F88 iHighest, startPos = ",startPos);

      return(0);

     }

//---- ?@>25@:0 7=0G5=8O startPos =0 :>@@5:B=>ABL

   if(startPos-count<0)

      count=startPos;

   double max=array[startPos];

//---- ?>8A: 8=45:A0

   for(int i=startPos; i>startPos-count; i--)

     {

      if(array[i]>max)

        {

         index=i;

         max=array[i];

        }

     }

//---- 2>72@0B 8=45:A0 =081>;LH53> 10@0

   return(index);

  }

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

//|  searching index of the lowest bar                               |

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

int iLowest(

   const double &array[],// <0AA82 4;O ?>8A:0 8=45:A0 <8=8<0;L=>3> M;5<5=B0

   int count,// G8A;> M;5<5=B>2 <0AA820 (2 =0?@02;5=88 >B B5:CI53> 10@0 2 AB>@>=C C1K20=8O 8=45:A0),

   // A@548 :>B>@KE 4>;65= 1KBL ?@>872545= ?>8A:.

   int startPos //8=45:A (A<5I5=85 >B=>A8B5;L=> B5:CI53> 10@0) =0G0;L=>3> 10@0,

   // A :>B>@>3> =0G8=05BAO ?>8A: =08<5=LH53> 7=0G5=8O

)

  {

//----

   int index=startPos;

//---- ?@>25@:0 AB0@B>2>3> 8=45:A0 =0 :>@@5:B=>ABL

   if(startPos<0)

     {

      Print("525@=>5 7=0G5=85 2 DC=:F88 iLowest, startPos = ",startPos);

      return(0);

     }

//---- ?@>25@:0 7=0G5=8O startPos =0 :>@@5:B=>ABL

   if(startPos-count<0)

      count=startPos;

   double min=array[startPos];

//---- ?>8A: 8=45:A0

   for(int i=startPos; i>startPos-count; i--)

     {

      if(array[i]<min)

        {

         index=i;

         min=array[i];

        }

     }

//---- 2>72@0B 8=45:A0 =08<5=LH53> 10@0

   return(index);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

   const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

   const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

   const datetime &time[],

   const double &open[],

   const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

   const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

   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(rates_total<AroonPeriod-1)

      return(0);

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

   int first,bar;

   double BULLS,BEARS;

//---- @0AGQB AB0@B>2>3> =><5@0 first 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

      first=AroonPeriod-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

   else

      first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total; bar++)

     {

      //---- 2KG8A;5=85 8=48:0B>@=KE 7=0G5=89

      BULLS = 100 - (bar - iHighest(high, AroonPeriod, bar) + 0.5) * 100 / AroonPeriod;

      BEARS = 100 - (bar - iLowest(low,  AroonPeriod, bar) + 0.5) * 100 / AroonPeriod;

      //---- 8=8F80;870F8O OG55: 8=48:0B>@=KE 1CD5@>2 ?>;CG5==K<8 7=0G5=8O<8

      BullsAroonBuffer[bar] = BULLS;

      BearsAroonBuffer[bar] = BEARS;

     }

//----

   return(rates_total);

  }

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