Diff_TF_MA

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

//|                                                   Diff_TF_MA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot MA1

#property indicator_label1  "MA1"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot MA2

#property indicator_label2  "MA2"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint              InpMAPeriod=10;            // Period MA

input ENUM_TIMEFRAMES   InpMATimeframe=PERIOD_H4;  // Timeframe MA

//--- indicator buffers

double         BufferMA1[];

double         BufferMA2[];

//--- global variables

int            period_ma1;

int            period_ma2;

int            handle_ma1;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferMA1,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA2,INDICATOR_DATA);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(1,PLOT_ARROW,159);

//--- settings variables

   period_ma1=int(InpMAPeriod<1 ? 1 : InpMAPeriod);

   int v1=PeriodSeconds(InpMATimeframe)/60;

   int v2=PeriodSeconds(Period())/60;

   int v3=period_ma1*v1/v2;

   period_ma2=(v3>0 ? v3 : 1);

//--- settings a string parameters to the plot buffers

   PlotIndexSetString(0,PLOT_LABEL,"MA("+NameTimeframe(Period())+")");

   PlotIndexSetString(1,PLOT_LABEL,"MA("+NameTimeframe(InpMATimeframe)+")");

//--- create handle MA1

   ResetLastError();

   handle_ma1=iMA(NULL,PERIOD_CURRENT,period_ma2,0,MODE_SMA,PRICE_CLOSE);

   if(handle_ma1==INVALID_HANDLE)

     {

      Print("The iMA object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   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 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period_ma2) return 0;

//--- 04048< =0?@02;5=85 8=45:A0F88 <0AA82>2 :0: C B09<A5@89

   ArraySetAsSeries(BufferMA1,true);

   ArraySetAsSeries(BufferMA2,true);

   ArraySetAsSeries(time,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferMA1,EMPTY_VALUE);

      ArrayInitialize(BufferMA2,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE 

   int copied=(limit==0 ? 1 : rates_total);

   int copied_ma1=CopyBuffer(handle_ma1,0,0,copied,BufferMA1);

   if(copied_ma1!=copied) return 0;

//--- &8:; @0AGQB0 8=48:0B>@0

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

     {

      int index=BarShift(InpMATimeframe,time[i]);

      if(index==WRONG_VALUE) return 0;

      if(time[i]==Time(InpMATimeframe,index))

        {

         double ma2=GetMA(InpMATimeframe,period_ma1,MODE_SMA,PRICE_CLOSE,index);

         if(ma2==WRONG_VALUE) return 0;

         BufferMA2[i]=ma2;

        }

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| MA from one specified bar                                        |

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

double GetMA(const ENUM_TIMEFRAMES timeframe,

             const int period,

             const ENUM_MA_METHOD method,

             const ENUM_APPLIED_PRICE price,

             const int shift)

  {

   double array[];

   ResetLastError();

   int handle=iMA(Symbol(),timeframe,period,0,method,price);

   if(handle==INVALID_HANDLE)

     {

      Print("Trading day average: Error creating MA handle ",GetLastError(),", recalculate now");

      return(WRONG_VALUE);

     }

   if(CopyBuffer(handle,0,shift,1,array)==1) return array[0];

   return WRONG_VALUE;

  }

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

//| Returns the offset of the bar by time                            |

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

int BarShift(const ENUM_TIMEFRAMES timeframe,const datetime time)

  {

   int res=WRONG_VALUE;

   datetime last_bar=0;

   if(SeriesInfoInteger(Symbol(),timeframe,SERIES_LASTBAR_DATE,last_bar))

     {

      if(time>last_bar) res=0;

      else

        {

         const int shift=Bars(Symbol(),timeframe,time,last_bar);

         if(shift>0) res=shift-1;

        }

     }

   return(res);

  }

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

//| Returns specified Time by shift                                  |

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

datetime Time(const ENUM_TIMEFRAMES timeframe,const int shift)

  {

   datetime array[];

   if(CopyTime(Symbol(),timeframe,shift,1,array)==1) return array[0];

   return 0;

  }

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

//| Returns the name timeframe                                       |

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

string NameTimeframe(int timeframe=PERIOD_CURRENT) 

  {

   if(timeframe==PERIOD_CURRENT) timeframe=Period();

   switch(timeframe)

     {

      case 1      : return "M1";

      case 2      : return "M2";

      case 3      : return "M3";

      case 4      : return "M4";      

      case 5      : return "M5";

      case 6      : return "M6";

      case 10     : return "M10";

      case 12     : return "M12";

      case 15     : return "M15";

      case 20     : return "M20";

      case 30     : return "M30";

      case 16385  : return "H1";

      case 16386  : return "H2";

      case 16387  : return "H3";

      case 16388  : return "H4";

      case 16390  : return "H6";

      case 16392  : return "H8";

      case 16396  : return "H12";

      case 16408  : return "D1";

      case 32769  : return "W1";

      case 49153  : return "MN1";      

      default     : return (string)(int)Period();

     }

  }

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