chandelierstops_v1

//+------------------------------------------------------------------+
//|                                           ChandelierStops_v1.mq5 |
//|                                  Copyright © 2006, Forex-TSD.com |
//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link      "http://www.forex-tsd.com/"
#property description ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îñíîâíîì îêíå
#property indicator_chart_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 4
#property indicator_buffers 4 
//---- èñïîëüçîâàíî âñåãî ÷åòûðå ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   4
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1 DRAW_LINE
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí öâåò Lime
#property indicator_color1 clrLime
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label1  "ChandelierStops Up"
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type2 DRAW_LINE
//---- â êà÷åñòâå îêðàñêè èíäèêàòîðà èñïîëüçîâàí öâåò Magenta
#property indicator_color2 clrMagenta
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style2 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label2  "ChandelierStops Down"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå çíà÷êà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò MediumTurquoise
#property indicator_color3  clrMediumTurquoise
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 4
#property indicator_width3  4
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Buy ChandelierStops signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå çíà÷êà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò DeepPink
#property indicator_color4  clrDeepPink
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 4
#property indicator_width4  4
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Sell ChandelierStops signal"
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET  0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input uint   Length=20;
input uint   ATRPeriod=10;
input double Kv=3;
input int    Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double TrendUp[],TrendDown[],SignUp[],SignDown[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int ATR_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå êîëüöåâûõ áóôåðîâ
int Count[];
double smin[],smax[];
//+------------------------------------------------------------------+
//| 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÷åòà äàííûõ
   min_rates_total=int(ATRPeriod+Length);
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,0,ATRPeriod);
   if(ATR_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
      return(1);
     }
//---- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   ArrayResize(Count,Length);
   ArrayResize(smin,Length);
   ArrayResize(smax,Length);
   ArrayInitialize(smin,-999999);
   ArrayInitialize(smax,+999999);
   ArraySetAsSeries(smin,true);
   ArraySetAsSeries(smax,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,TrendUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendUp,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,TrendDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(TrendDown,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà SignUp [] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,SignUp,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignUp,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_ARROW,108);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà SignDown[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,SignDown,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ, êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(SignDown,true);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);
//---- ñèìâîë äëÿ èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_ARROW,108);
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"ChandelierStops_v1(",Length,", ",ATRPeriod,", ",Kv,", ",Shift,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| 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[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷åòà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int limit,to_copy,bar;
   double trend0,ATR[];
   static double trend1;
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(ATR,true);
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-1-int(ATRPeriod); // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---
   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      int bar0=Count[0];
      int bar1=Count[1];
      smin[Count[0]]=high[ArrayMaximum(high,bar,ATRPeriod)]-Kv*ATR[bar];
      smax[Count[0]]=low[ArrayMinimum(low,bar,ATRPeriod)]+Kv*ATR[bar];
      trend0=trend1;
      //---
      if(close[bar]>smax[Count[1]]) trend0=+1;
      if(close[bar]<smin[Count[1]]) trend0=-1;
      //---
      if(trend0>0)
        {
         if(smin[bar0]<smin[bar1]) smin[bar0]=smin[bar1];
         TrendUp[bar]=smin[bar0];
         TrendDown[bar]=0.0;
        }
      if(trend0<0)
        {
         if(smax[bar0]>smax[bar1]) smax[bar0]=smax[bar1];
         TrendUp[bar]=0.0;
         TrendDown[bar]=smax[bar0];
        }
      //---
      if(bar)
        {
         Recount_ArrayZeroPos(Count,Length);
         trend1=trend0;
        }
      //---
      SignUp[bar]=0.0;
      SignDown[bar]=0.0;
      //---
      if(TrendDown[bar+1] &&  TrendUp[bar]) SignUp[bar]=TrendUp[bar];
      if(TrendUp[bar+1]&& TrendDown[bar]) SignDown[bar]=TrendDown[bar];
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+