CaudateXPeriodCandleRange

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

//|                                    CaudateXPeriodCandleRange.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

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

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

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

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

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

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

#property version   "1.00"

//---- >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 @0AGQB0 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  clrDodgerBlue,clrBlue,clrPaleTurquoise,clrGray,clrLightPink,clrMaroon,clrMagenta

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

#property indicator_label1  "CaudateXPeriodOpen;CaudateXPeriodHigh;CaudateXPeriodLow;CaudateXPeriodClose"

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

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

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

#define RESET 0                                    // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define TYPE_NO_TAIL     0                         // !25G0 157 E2>AB0

#define TYPE_HIGHER_TAIL 1                         // !25G0 A 25@E=8< E2>AB><         

#define TYPE_LOWER_TAIL  2                         // !25G0 A =86=8< E2>AB><

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh>

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMAO,XMAL,XMAH,XMAC;

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

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

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  // SMA

   MODE_EMA_,  // EMA

   MODE_SMMA_, // SMMA

   MODE_LWMA_, // LWMA

   MODE_JJMA,  // JJMA

   MODE_JurX,  // JurX

   MODE_ParMA, // ParMA

   MODE_T3,    // T3

   MODE_VIDYA, // VIDYA

   MODE_AMA    // AMA

  }; */

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

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

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

input uint period=10;                      // 5@8>4 @0AGQB0 A25G59

input Smooth_Method MA_SMethod=MODE_JJMA;  // 5B>4 CA@54=5=8O

input int MA_Length=3;                     // 3;C18=0 A3;06820=8O                    

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

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

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

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



//---- >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 ExtColorsBuffer[];

//---

int min_rates_total,min_rates_1;

//---- >1JO2;5=85 3;>10;L=KE ?5@5<5==KE

int Count[];

double iopen[],ihigh[],ilow[];

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

//| ?@545;5=85 B8?0 A25G8                                           |

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

int GetCandleType(int index,const double &Open[],const double &High[],const double &Low[],const double &Close[])

  {

//----

   double candleHalf=(High[index]+Low[index])/2;            // !5@548=0 2KA>BK A25G8



   if(Open[index]<candleHalf && Close[index]<candleHalf) // "5;> A25G8 =0E>48BAO 2 =86=59 ?>;>28=5 A25G8                        

      return(TYPE_HIGHER_TAIL);                             // 5@E=89 E2>AB



   if(Open[index]>candleHalf && Close[index]>candleHalf) // "5;> A25G8 =0E>48BAO 2 25@E=59 ?>;>28=5 A25G8                        

      return(TYPE_LOWER_TAIL);                              // 86=89 E2>AB

//----   

   return(TYPE_NO_TAIL);                                    // # A25G8 =5B E2>AB0

  }

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

//|  5@5AG5B ?>78F88 A0<>3> =>2>3> M;5<5=B0 2 <0AA825               |

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

void Recount_ArrayZeroPos(int &CoArr[],// >72@0B ?> AAK;:5 =><5@0 B5:CI53> 7=0G5=8O F5=>2>3> @O40

                          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()

  {

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

   min_rates_1=GetStartBars(MA_SMethod,MA_Length,MA_Phase);

   min_rates_total=min_rates_1+int(period)+1;

//---- @0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE  

   ArrayResize(Count,period);

   ArrayResize(iopen,period);

   ArrayResize(ihigh,period);

   ArrayResize(ilow,period);

//---- ?@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,ExtColorsBuffer,INDICATOR_COLOR_INDEX);

//---- 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);

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

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 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(ExtColorsBuffer,true);

//---- #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 ;M910 4;O AC1J>:>= 

   string short_name="CaudateXPeriodCandleRange";

   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(rates_total<min_rates_total) return(0);



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

   int bar,limit,maxbar=rates_total-1;

   double HH,LL,iclose;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2 8 AB0@B>20O 8=8F80;870F8O ?5@5<5==KE

   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

      ArrayInitialize(Count,0);

      ArrayInitialize(iopen,open[maxbar]);

      ArrayInitialize(ihigh,high[maxbar]);

      ArrayInitialize(ilow,low[maxbar]);

     }

   else

     {

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

     }



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);



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

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

     {

      iopen[Count[0]]=XMAO.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,open[bar],bar,true);

      ihigh[Count[0]]=XMAH.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,high[bar],bar,true);

      ilow[Count[0]]=XMAL.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,low[bar],bar,true);

      iclose=XMAC.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,close[bar],bar,true);

      //----

      HH=ihigh[ArrayMaximum(ihigh,0,period)];

      LL=ilow[ArrayMinimum(ilow,0,period)];

      //---- 

      ExtOpenBuffer[bar]=iopen[Count[period-1]];

      ExtHighBuffer[bar]=HH;

      ExtLowBuffer[bar]=LL;

      ExtCloseBuffer[bar]=iclose;

      ExtColorsBuffer[bar]=1;

      //---- 8A?@02;5=85 =5?@028;L=KE A25G59     

      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]);

      //---- >:@0H820=85 A25G59

      if(ExtOpenBuffer[bar]<=ExtCloseBuffer[bar]) ExtColorsBuffer[bar]=2;

      else ExtColorsBuffer[bar]=4;

      //---- >?@545;5=85 E2>AB0BKE A25G59

      switch(GetCandleType(bar,ExtOpenBuffer,ExtHighBuffer,ExtLowBuffer,ExtCloseBuffer)) // >;CG5=85 B8?0 A25G8

        {

         case TYPE_NO_TAIL: // !25G0 157 E2>AB0 =5 8=B5@5AC5B

            break;



         case TYPE_LOWER_TAIL: // !25G0 A =86=8< E2>AB><

            if(ExtOpenBuffer[bar]<=ExtCloseBuffer[bar]) ExtColorsBuffer[bar]=0;

            else ExtColorsBuffer[bar]=1;

            break;



         case TYPE_HIGHER_TAIL: // !25G0 A 25@E=8< E2>AB><

            if(ExtOpenBuffer[bar]>=ExtCloseBuffer[bar]) ExtColorsBuffer[bar]=6;

            else ExtColorsBuffer[bar]=5;

            break;

        }

      //---- 8B>3>2K9 ?5@AGQB A25G5: 4;O 3@0D8:0  

      ExtHighBuffer[bar]-=ExtOpenBuffer[bar];

      ExtLowBuffer[bar]-=ExtOpenBuffer[bar];

      ExtCloseBuffer[bar]-=ExtOpenBuffer[bar];

      ExtOpenBuffer[bar]=NULL;

      ExtHighBuffer[bar]/=_Point;

      ExtLowBuffer[bar]/=_Point;

      ExtCloseBuffer[bar]/=_Point;    

      //---- ?5@5AGQB 10@>2 2 :>;LF52>< 1CD5@5

      if(bar) Recount_ArrayZeroPos(Count,period);

     }

//---       

   return(rates_total);

  }

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