colorjmomentum_v1

Author: Copyright � 2010, Nikolay Kositsin
0 Views
0 Downloads
0 Favorites
colorjmomentum_v1
//+---------------------------------------------------------------------+
//|                                                  ColorJMomentum.mq5 | 
//|                                Copyright © 2010,   Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2010, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.10"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_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 öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñåðûé öâåò
#property indicator_color1 clrGray
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "JMomentum"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áû÷üåãî èíäèêàòîðà       |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type2   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áû÷üåãî èíäèêàòîðà èñïîëüçîâàí ñàëàòîâûé öâåò
#property indicator_color2 clrSpringGreen
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width2 3
//---- îòîáðàæåíèå áû÷üåé ìåòêè èíäèêàòîðà
#property indicator_label2 "Up_Signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè ìåäâåæüåãî èíäèêàòîðà    |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type3   DRAW_ARROW
//---- â êà÷åñòâå öâåòà ìåäâåæüåãî èíäèêàòîðà èñïîëüçîâàí òåìíî-ðîçîâûé öâåò
#property indicator_color3  clrDeepPink
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width3 3
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label3 "Dn_Signal"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè áåçòðåíäîâîãî èíäèêàòîðà |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ñèìâîëà
#property indicator_type4   DRAW_ARROW
//---- â êà÷åñòâå öâåòà áåçòðåíäîâîãî èíäèêàòîðà èñïîëüçîâàí ñåðûé
#property indicator_color4  clrGray
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 3
#property indicator_width4 3
//---- îòîáðàæåíèå áåçòðåíäîâîé ìåòêè èíäèêàòîðà
#property indicator_label4 "No_Signal"
//+----------------------------------------------+
//| 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 
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int MLength=8;  // Ïåðèîä èíäèêàòîðà Momentum 
input int JMLength=8; // Ãëóáèíà JMA ñãëàæèâàíèÿ èíäèêàòîðà Momentum                  
input int JPhase=100; // Ïàðàìåòð JMA ñãëàæèâàíèÿ
                      // èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100,
                      // âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
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
//+----------------------------------------------+
//---- èíäèêàòîðíûå áóôåðû
double JMomentum[];
double UpBuffer[];
double DnBuffer[];
double FlBuffer[];
//----
int start;
//+------------------------------------------------------------------+
//| Îïèñàíèå ôóíêöèè iPriceSeries                                    |
//| Îïèñàíèå ôóíêöèè iPriceSeriesAlert                               |
//| Îïèñàíèå êëàññà CMomentum                                        |
//+------------------------------------------------------------------+
#include <SmoothAlgorithms.mqh>  
//+------------------------------------------------------------------+   
//| JMomentum indicator initialization function                      | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- 
   start=MLength+31;
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,JMomentum,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,MLength);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"JMomentum");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,UpBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,start);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(1,PLOT_LABEL,"Up Signal");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(1,PLOT_ARROW,159);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,DnBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,start);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(2,PLOT_LABEL,"Dn Signal");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(2,PLOT_ARROW,159);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,FlBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,start);
//--- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â DataWindow
   PlotIndexSetString(3,PLOT_LABEL,"No Signal");
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- âûáîð ñèìâîëà äëÿ îòðèñîâêè
   PlotIndexSetInteger(3,PLOT_ARROW,159);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"JMomentum( MLength = ",MLength,")");
//--- 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);
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CMomentum èç ôàéëà SmoothAlgorithms.mqh
   CMomentum Mom;
//---- îáúÿâëåíèå ïåðåìåííîé êëàññà CJJMA èç ôàéëà SmoothAlgorithms.mqh
   CJJMA JMA;
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   Mom.MALengthCheck("MLength",MLength);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   JMA.JJMALengthCheck("JMLength",JMLength);
//---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   JMA.JJMAPhaseCheck("JPhase",JPhase);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| JMomentum 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<start) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double price,momentum,jmomentum,dmomentum;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated==0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññîâ CMomentum è CJJMA èç ôàéëà SmoothAlgorithms.mqh
   static CMomentum Mom;
   static CJJMA JMA;
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total; bar++)
     {
      //---- âûçîâ ôóíêöèè PriceSeries äëÿ ïîëó÷åíèÿ ïðèðàùåíèÿ âõîäíîé öåíû dprice_
      price=PriceSeries(IPC,bar,open,low,high,close);
      //---- äâà âûçîâà ôóíêöèè MomentumSeries
      momentum=Mom.MomentumSeries(0,prev_calculated,rates_total,MLength,price,bar,false);
      //---- îäèí âûçîâ ôóíêöèè JJMASeries. 
      //---- Ïàðàìåòðû Phase è MLength íå ìåíÿþòñÿ íà êàæäîì áàðå (Din = 0) 
      jmomentum=JMA.JJMASeries(MLength+1,prev_calculated,rates_total,0,JPhase,JMLength,momentum,bar,false);
      //---- çàãðóçêà ïîëó÷åííîãî çíà÷åíèÿ â èíäèêàòîðíûé áóôåð
      JMomentum[bar]=jmomentum/_Point;
      //---- èíèöèàëèçàöèÿ ÿ÷ååê èíäèêàòîðíûõ áóôåðîâ íóëÿìè
      UpBuffer[bar] = EMPTY_VALUE;
      DnBuffer[bar] = EMPTY_VALUE;
      FlBuffer[bar] = EMPTY_VALUE;
      //----
      if(bar<start) continue;
      //---- èíèöèàëèçàöèÿ ÿ÷ååê èíäèêàòîðíûõ áóôåðîâ ïîëó÷åííûìè çíà÷åíèÿìè 
      dmomentum=NormalizeDouble(JMomentum[bar]-JMomentum[bar-1],0);
      if(dmomentum>0) UpBuffer[bar] = JMomentum[bar]; //åñòü âîñõîäÿùèé òðåíä
      if(dmomentum<0) DnBuffer[bar] = JMomentum[bar]; //åñòü íèñõîäÿùèé òðåíä
      if(dmomentum==0) FlBuffer[bar]= JMomentum[bar]; //íåò òðåíäà
     }
//----     
   return(rates_total);
  }
//+X----------------------+ <<< The End >>> +-----------------------X+

Comments

Markdown supported. Formatting help

Markdown Formatting Guide

Element Markdown Syntax
Heading # H1
## H2
### H3
Bold **bold text**
Italic *italicized text*
Link [title](https://www.example.com)
Image ![alt text](image.jpg)
Code `code`
Code Block ```
code block
```
Quote > blockquote
Unordered List - Item 1
- Item 2
Ordered List 1. First item
2. Second item
Horizontal Rule ---