channelant_v1

//+---------------------------------------------------------------------+
//|                                                      ChannelAnt.mq5 | 
//|                                          Copyright © 2013, Stajer59 | 
//|                                        http://www.stajer59.ucoz.ru/ | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "CCopyright © 2013, Stajer59"
#property link "http://www.stajer59.ucoz.ru"
#property description ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 11
#property indicator_buffers 11 
//---- èñïîëüçîâàíî âñåãî 9 ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   11
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   | 
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñèíå-ôèîëåòîâûé öâåò
#property indicator_color1 clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "ChannelAnt"
//+--------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà óðîâíåé    |
//+--------------------------------------------+
//---- îòðèñîâêà óðîâíåé â âèäå ëèíèé
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
#property indicator_type4   DRAW_LINE
#property indicator_type5   DRAW_LINE
#property indicator_type6   DRAW_LINE
#property indicator_type7   DRAW_LINE
#property indicator_type8   DRAW_LINE
#property indicator_type9   DRAW_LINE
#property indicator_type10   DRAW_LINE
#property indicator_type11   DRAW_LINE
//---- âûáîð öâåòîâ óðîâíåé
#property indicator_color2  clrIndigo
#property indicator_color3  clrDarkSlateGray
#property indicator_color4  clrPurple
#property indicator_color5  clrRed
#property indicator_color6  clrBlue
#property indicator_color7  clrBlue
#property indicator_color8  clrRed
#property indicator_color9  clrPurple
#property indicator_color10 clrDarkSlateGray
#property indicator_color11 clrIndigo
//---- óðîâíè - øòðèõïóíêòèðíûå êðèâûå
#property indicator_style2 STYLE_DASHDOTDOT
#property indicator_style3 STYLE_SOLID
#property indicator_style4 STYLE_DASHDOTDOT
#property indicator_style5 STYLE_SOLID
#property indicator_style6 STYLE_DASHDOTDOT
#property indicator_style7 STYLE_DASHDOTDOT
#property indicator_style8 STYLE_SOLID
#property indicator_style9 STYLE_DASHDOTDOT
#property indicator_style10 STYLE_SOLID
#property indicator_style11 STYLE_DASHDOTDOT
//---- òîëùèíà óðîâíåé ðàâíà 1
#property indicator_width2  1
#property indicator_width3  2
#property indicator_width4  1
#property indicator_width5  2
#property indicator_width6  1
#property indicator_width7  1
#property indicator_width8  2
#property indicator_width9  1
#property indicator_width10 2
#property indicator_width11 1
//---- îòîáðàæåíèå ìåòîê óðîâíåé
#property indicator_label2  "+5 Level"
#property indicator_label3  "+4 Level"
#property indicator_label4  "+3 Level"
#property indicator_label5  "+2 Level"
#property indicator_label6  "+1 Level"
#property indicator_label7  "-1 Level"
#property indicator_label8  "-2 Level"
#property indicator_label9  "-3 Level"
#property indicator_label10 "-4 Level"
#property indicator_label11 "-5 Level"
//+-----------------------------------+
//| Îïèñàíèå êëàññîâ óñðåäíåíèé       |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMAn èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2;
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
enum Applied_price_ //òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //Close
   PRICE_OPEN_,          //Open
   PRICE_HIGH_,          //High
   PRICE_LOW_,           //Low
   PRICE_MEDIAN_,        //Median Price (HL/2)
   PRICE_TYPICAL_,       //Typical Price (HLC/3)
   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)
   PRICE_SIMPL_,         //Simpl Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price
   PRICE_DEMARK_         //Demark Price
  };
//+-----------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input Smooth_Method MA_Method1=MODE_SMA; // Ìåòîä ïåðâîãî óñðåäíåíèÿ
input uint Length1=40; // Ãëóáèíà  ïåðâîãî ñãëàæèâàíèÿ                    
input int Phase1=15;   // Ïàðàìåòð ïåðâîãî ñðåäíåíèÿ
                       // äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
                       // äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input Smooth_Method MA_Method2=MODE_JJMA; // Ìåòîä âòîðîãî óñðåäíåíèÿ
input uint Length2=20; // Ãëóáèíà  âòîðîãî óñðåäíåíèÿ 
input int Phase2=100;  // Ïàðàìåòð âòîðîãî ñãëàæèâàíèÿ
                       // äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
                       // äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input double Deviation=1; // Êîýôôèöèåíò ðàñøèðåíèÿ
input Applied_price_ IPC=PRICE_CLOSE;// Öåíîâàÿ êîíñòàíòà
/* , ïî êîòîðîé ïðîèçâîäèòñÿ ðàñ÷åò èíäèêàòîðà ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input int PriceShift=0; // Ñäâèã èíäèêàòîðà ïî âåðòèêàëè â ïóíêòàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé áóäåò â 
//---- äàëüíåéøåì èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double X2MA[];
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ óðîâíåé
double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[],ExtLineBuffer4[];
double ExtLineBuffer5[],ExtLineBuffer6[],ExtLineBuffer7[],ExtLineBuffer8[];
double ExtLineBuffer9[],ExtLineBuffer10[];
//---- îáúÿâëåíèå ïåðåìåííîé çíà÷åíèÿ âåðòèêàëüíîãî ñäâèãà ñêîëüçÿùåé ñðåäíåé
double dPriceShift;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int StartBars,StartBars1,StartBars2;
//+------------------------------------------------------------------+   
//| X2MA Channel indicator initialization function                   | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   StartBars1=XMA1.GetStartBars(MA_Method1, Length1, Phase1)+1;
   StartBars2=StartBars1+XMA2.GetStartBars(MA_Method2, Length2, Phase2);
   StartBars=StartBars1+StartBars2;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("Length1", Length1);
   XMA2.XMALengthCheck("Length2", Length2);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1);
   XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2);
//---- èíèöèàëèçàöèÿ ñäâèãà ïî âåðòèêàëè
   dPriceShift=_Point*PriceShift;
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,X2MA,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBars);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"X2MA");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(1,ExtLineBuffer1,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);
   SetIndexBuffer(3,ExtLineBuffer3,INDICATOR_DATA);
   SetIndexBuffer(4,ExtLineBuffer4,INDICATOR_DATA);
   SetIndexBuffer(5,ExtLineBuffer5,INDICATOR_DATA);
   SetIndexBuffer(6,ExtLineBuffer6,INDICATOR_DATA);
   SetIndexBuffer(7,ExtLineBuffer7,INDICATOR_DATA);
   SetIndexBuffer(8,ExtLineBuffer8,INDICATOR_DATA);
   SetIndexBuffer(9,ExtLineBuffer9,INDICATOR_DATA);
   SetIndexBuffer(10,ExtLineBuffer10,INDICATOR_DATA);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà óðîâíåé
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(7,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(8,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(9,PLOT_DRAW_BEGIN,StartBars);
   PlotIndexSetInteger(10,PLOT_DRAW_BEGIN,StartBars);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(7,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(8,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(9,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(10,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   string Smooth1=XMA1.GetString_MA_Method(MA_Method1);
   string Smooth2=XMA1.GetString_MA_Method(MA_Method2);
   StringConcatenate(shortname,"ChannelAnt(",
                     ", ",Smooth1,", ",Smooth2,Length1,", ",Length2,", ",DoubleToString(Deviation,4),")");
//--- 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,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| X2MA Channel 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÷åòà
   if(rates_total<StartBars) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price_,x1xma,x2xma,Dev1,Dev2,Dev3,Dev4,Dev5,Dev6,Dev7,Dev8,Dev9,Dev10;
//---- îáúÿâëåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first1,first2,bar;
//---- 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
     {
      first1=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ äëÿ ìóâèíãà
      first2=StartBars; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ äëÿ êàíàëà
     }
   else
     {
      first1=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ äëÿ ìóâèíãà
      first2=first1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ äëÿ êàíàëà
     }
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first1; bar<rates_total && !IsStopped(); bar++)
     {
      //---- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price_
      price_=PriceSeries(IPC,bar,open,low,high,close);
      //---- äâà âûçîâà ôóíêöèè XMASeries. 
      //---- âî âòîðîì âûçîâå ïàðàìåòð begin óâåëè÷åí íà StartBars1 ò. ê. ýòî ïîâòîðíîå XMA ñãëàæèâàíèå  
      x1xma = XMA1.XMASeries( 0, prev_calculated, rates_total, MA_Method1, Phase1, Length1, price_, bar, false);
      x2xma = XMA2.XMASeries(StartBars1, prev_calculated, rates_total, MA_Method2, Phase2, Length2,  x1xma, bar, false);
      //----       
      X2MA[bar]=x2xma+dPriceShift;
     }
//---- îñíîâíîé öèêë ðàñ÷åòà óðîâíåé
   for(bar=first2; bar<rates_total && !IsStopped(); bar++)
     {
      //---- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ âõîäíîé öåíû price_
      price_=PriceSeries(IPC,bar,open,low,high,close);
      //---- ðàñ÷åò ïîëîâèíû øèðèíû êàíàëà äëÿ êàæäîé ïàðû óðîâíåé
      Dev1=1+Deviation*0.736/100;
      Dev2=1+Deviation*0.618/100;
      Dev3=1+Deviation*0.500/100;
      Dev4=1+Deviation*0.382/100;
      Dev5=1+Deviation*0.191/100;
      //---- ðàñ÷åò ïîëîâèíû øèðèíû êàíàëà äëÿ êàæäîé ïàðû óðîâíåé
      Dev6=1-Deviation*0.191/100;
      Dev7=1-Deviation*0.382/100;
      Dev8=1-Deviation*0.500/100;
      Dev9=1-Deviation*0.618/100;
      Dev10=1-Deviation*0.736/100;
      //---- ðàñ÷åò óðîâíåé è èíèöèàëèçàöèÿ èíäèêàòîðíûõ áóôåðîâ
      ExtLineBuffer1[bar]=X2MA[bar]*Dev1;
      ExtLineBuffer2[bar]=X2MA[bar]*Dev2;
      ExtLineBuffer3[bar]=X2MA[bar]*Dev3;
      ExtLineBuffer4[bar]=X2MA[bar]*Dev4;
      ExtLineBuffer5[bar]=X2MA[bar]*Dev5;
      //---- ðàñ÷åò óðîâíåé è èíèöèàëèçàöèÿ èíäèêàòîðíûõ áóôåðîâ
      ExtLineBuffer6[bar]=X2MA[bar]*Dev6;
      ExtLineBuffer7[bar]=X2MA[bar]*Dev7;
      ExtLineBuffer8[bar]=X2MA[bar]*Dev8;
      ExtLineBuffer9[bar]=X2MA[bar]*Dev9;
      ExtLineBuffer10[bar]=X2MA[bar]*Dev10;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+