Price Data Components
1
Views
0
Downloads
0
Favorites
Elsigs_Shifting_Mean
ÿþ//+------------------------------------------------------------------+
//| Elsigs_Shifting_Mean.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 description "Elsig's Shifting Mean"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot ESM
#property indicator_label1 "ESM"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input uint InpPeriod=5; // Period
//--- indicator buffers
double BufferESM[];
//--- global variables
int period;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- set global variables
period=int(InpPeriod<1 ? 1 : InpPeriod);
//--- indicator buffers mapping
SetIndexBuffer(0,BufferESM,INDICATOR_DATA);
//--- setting indicator parameters
IndicatorSetString(INDICATOR_SHORTNAME,"ESM("+(string)period+")");
IndicatorSetInteger(INDICATOR_DIGITS,Digits());
//--- setting buffer arrays as timeseries
ArraySetAsSeries(BufferESM,true);
//---
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) return 0;
//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89
ArraySetAsSeries(high,true);
ArraySetAsSeries(low,true);
//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2
int limit=rates_total-prev_calculated;
if(limit>1)
{
limit=rates_total-period-1;
ArrayInitialize(BufferESM,EMPTY_VALUE);
}
//--- 0AGQB 8=48:0B>@0
for(int i=limit; i>=0 && !IsStopped(); i--)
{
int f=int(rates_total-floor((rates_total-i)/period)*period);
int bl=Lowest(period,f);
int bh=Highest(period,f);
if(bl==WRONG_VALUE || bh==WRONG_VALUE)
continue;
double min=low[bl];
double max=high[bh];
BufferESM[i]=(min+max)/2.0;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High |
//+------------------------------------------------------------------+
int Highest(const int count,const int start)
{
double array[];
ArraySetAsSeries(array,true);
if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count)
return ArrayMaximum(array)+start;
return WRONG_VALUE;
}
//+------------------------------------------------------------------+
//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 Low |
//+------------------------------------------------------------------+
int Lowest(const int count,const int start)
{
double array[];
ArraySetAsSeries(array,true);
if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count)
return ArrayMinimum(array)+start;
return WRONG_VALUE;
}
//+------------------------------------------------------------------+
Comments