extrend_v1

//+------------------------------------------------------------------+
//|                                                      ExTrend.mq5 |
//|                           Copyright © 2006, Alex Sidd (Executer) | 
//|                                           mailto:work_st@mail.ru | 
//+------------------------------------------------------------------+ 
//--- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2006, Alex Sidd (Executer)k"
//--- àâòîðñòâî èíäèêàòîðà
#property link      "mailto:work_st@mail.ru"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//--- èñïîëüçîâàíî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1             |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 1 â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//--- â êà÷åñòâå öâåòà îñíîâíîé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò Lime
#property indicator_color1  clrLime
//--- ëèíèÿ èíäèêàòîðà 1 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 1
#property indicator_width1  1
//--- îòîáðàæåíèå ìåòêè ëèíèè èíäèêàòîðà
#property indicator_label1  "Up Line"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2             |
//+----------------------------------------------+
//--- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2   DRAW_LINE
//--- â êà÷åñòâå öâåòà ñèãíàëüíîé ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò Magenta
#property indicator_color2  clrMagenta
//--- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 1
#property indicator_width2  1
//--- îòîáðàæåíèå ìåòêè ëèíèè èíäèêàòîðà
#property indicator_label2  "Down Line"
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 0.0
#property indicator_levelcolor clrGray
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0     // Êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+ 
input color UpLineColor=clrTeal;     // Öâåò òðåíäà âåðõíèõ ôðàêòàëîâ
input color DnLineColor=clrMagenta;  // Öâåò òðåíäà íèæíèõ ôðàêòàëîâ
input int Shift=0;                   // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//+----------------------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpBuffer[];
double DnBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int FRA_Handle;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---
string Up_level_name,Dn_level_name;
double FractUp1,FractUp2,FractDn1,FractDn2;
datetime FTimeUp1,FTimeUp2,FTimeDn1,FTimeDn2,curTime;
//+------------------------------------------------------------------+
//|  Ñîçäàíèå òðåíäîâîé ëèíèè                                        |
//+------------------------------------------------------------------+
void CreateTline(long     chart_id,      // èäåíòèôèêàòîð ãðàôèêà
                 string   name,          // èìÿ îáúåêòà
                 int      nwin,          // èíäåêñ îêíà
                 datetime time1,         // âðåìÿ 1 öåíîâîãî óðîâíÿ
                 double   price1,        // 1 öåíîâîé óðîâåíü
                 datetime time2,         // âðåìÿ 2 öåíîâîãî óðîâíÿ
                 double   price2,        // 2 öåíîâîé óðîâåíü
                 color    Color,         // öâåò ëèíèè
                 int      style,         // ñòèëü ëèíèè
                 int      width,         // òîëùèíà ëèíèè
                 string   text)          // òåêñò
  {
//---
   ObjectCreate(chart_id,name,OBJ_TREND,nwin,time1,price1,time2,price2);
   ObjectSetInteger(chart_id,name,OBJPROP_COLOR,Color);
   ObjectSetInteger(chart_id,name,OBJPROP_STYLE,style);
   ObjectSetInteger(chart_id,name,OBJPROP_WIDTH,width);
   ObjectSetString(chart_id,name,OBJPROP_TEXT,text);
   ObjectSetInteger(chart_id,name,OBJPROP_BACK,false);
   ObjectSetInteger(chart_id,name,OBJPROP_RAY_RIGHT,true);
   ObjectSetInteger(chart_id,name,OBJPROP_RAY,true);
   ObjectSetInteger(chart_id,name,OBJPROP_SELECTED,true);
   ObjectSetInteger(chart_id,name,OBJPROP_SELECTABLE,true);
   ObjectSetInteger(chart_id,name,OBJPROP_ZORDER,true);
//---
  }
//+------------------------------------------------------------------+
//| Ïåðåóñòàíîâêà òðåíäîâîé ëèíèè                                    |
//+------------------------------------------------------------------+
void SetTline(long     chart_id,      // èäåíòèôèêàòîð ãðàôèêà
              string   name,          // èìÿ îáúåêòà
              int      nwin,          // èíäåêñ îêíà
              datetime time1,         // âðåìÿ 1 öåíîâîãî óðîâíÿ
              double   price1,        // 1 öåíîâîé óðîâåíü
              datetime time2,         // âðåìÿ 2 öåíîâîãî óðîâíÿ
              double   price2,        // 2 öåíîâîé óðîâåíü
              color    Color,         // öâåò ëèíèè
              int      style,         // ñòèëü ëèíèè
              int      width,         // òîëùèíà ëèíèè
              string   text)          // òåêñò
  {
//---
   if(ObjectFind(chart_id,name)==-1) CreateTline(chart_id,name,nwin,time1,price1,time2,price2,Color,style,width,text);
   else
     {
      ObjectSetString(chart_id,name,OBJPROP_TEXT,text);
      ObjectMove(chart_id,name,0,time1,price1);
      ObjectMove(chart_id,name,1,time2,price2);
      ObjectSetInteger(chart_id,name,OBJPROP_COLOR,Color);
     }
//---
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
int OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=10;
   FractUp1=0.0;
   FractUp2=0.0;
   FractDn1=0.0;
   FractDn2=0.0;
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   FRA_Handle=iFractals(NULL,0);
   if(FRA_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà iFractals");
      return(INIT_FAILED);
     }
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà UpBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1 íà min_rates_total
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(UpBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà DnBuffer[] â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2 íà min_rates_total
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(DnBuffer,true);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"ExTrend(",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,2);
//---  
   Up_level_name=shortname+" Up_level";
   Dn_level_name=shortname+" Dn_level";
   if(ObjectFind(0,Up_level_name)==-1) SetTline(0,Up_level_name,0,0,0,0,0,UpLineColor,0,1,Up_level_name);
   if(ObjectFind(0,Dn_level_name)==-1) SetTline(0,Dn_level_name,0,0,0,0,0,DnLineColor,0,1,Dn_level_name);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+    
void OnDeinit(const int reason)
  {
//--- óäàëÿåì òðåíäîâûå ëèíèè ñ ãðàôèêà
   ObjectDelete(0,Up_level_name);
   ObjectDelete(0,Dn_level_name);
//---
   ChartRedraw(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(FRA_Handle)<rates_total || rates_total<min_rates_total) return(RESET);
//--- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int to_copy,limit;
   double UpFr[],DnFr[];
//--- ðàñ÷åòû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ
//--- è ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      to_copy=rates_total; // ðàñ÷åòíîå êîëè÷åñòâî âñåõ êîïèðóåìûõ äàííûõ
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else
     {
      to_copy=rates_total-prev_calculated+6; // ðàñ÷åòíîå êîëè÷åñòâî òîëüêî íîâûõ êîïèðóåìûõ äàííûõ
      limit=rates_total-prev_calculated+2; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
     }
//--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû UpFr[] è DnFr[]
   if(CopyBuffer(FRA_Handle,0,0,to_copy,UpFr)<=0) return(RESET);
   if(CopyBuffer(FRA_Handle,1,0,to_copy,DnFr)<=0) return(RESET);
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(UpFr,true);
   ArraySetAsSeries(DnFr,true);
   ArraySetAsSeries(time,true);
//--- îáíóëåíèå íåèñïîëüçóåìûõ ÿ÷ååê áóôåðîâ
   for(int bar=2; bar>=0 && !IsStopped(); bar--)
     {
      UpBuffer[bar]=EMPTY_VALUE;
      DnBuffer[bar]=EMPTY_VALUE;
     }
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      double negative=0;
      double positive=0;
      double Fup=UpFr[bar+3];
      double Fdn=DnFr[bar+3];
      //---
      if(Fup && Fup!=EMPTY_VALUE)
        {
         if(!FractUp1 && !FractUp2)
           {
            FractUp1 = Fup;
            FTimeUp1 = time[bar+3];
           }
         //---
         if(FractUp1 && !FractUp2 && FTimeUp1!=time[bar+3])
           {
            FractUp2 = Fup;
            FTimeUp2 = time[bar+3];
           }
         //---
         if(FractUp1 && FractUp2 && FTimeUp2!=time[bar+3])
           {
            FractUp1 = FractUp2;
            FTimeUp1 = FTimeUp2;
            FractUp2 = Fup;
            FTimeUp2 = time[bar+3];
           }
        }
      //---
      if(Fdn && Fdn!=EMPTY_VALUE)
        {
         if(!FractDn1 && !FractDn2)
           {
            FractDn1 = Fdn;
            FTimeDn1 = time[bar+3];
           }
         //---
         if(FractDn1 && !FractDn2 && FTimeDn1!=time[bar+3])
           {
            FractDn2 = Fdn;
            FTimeDn2 = time[bar+3];
           }
         //---
         if(FractDn1 && FractDn2 && FTimeDn2!=time[bar+3])
           {
            FractDn1 = FractDn2;
            FTimeDn1 = FTimeDn2;
            FractDn2 = Fdn;
            FTimeDn2 = time[bar+3];
           }
        }
      //---
      if(FractUp1 && FractUp2)
        {
         SetTline(0,Up_level_name,0,FTimeUp1,FractUp1,FTimeUp2,FractUp2,UpLineColor,0,1,Up_level_name);
         double y = double((FTimeUp2 - FTimeUp1) / (240*60.0));
         double x = (FractUp2 - FractUp1)*(240.0);
         if(!y) y=double(1/(240*60.0));
         positive=MathArctan(x/y);
        }
      //---
      if(FractDn1 && FractDn2)
        {
         SetTline(0,Dn_level_name,0,FTimeDn1,FractDn1,FTimeDn2,FractDn2,DnLineColor,0,1,Dn_level_name);
         double a = double((FTimeDn2 - FTimeDn1) / (240*60.0));
         double b = (FractDn2 - FractDn1)*(240.0);
         if(!a) a=double(1/(240*60.0));
         negative=MathArctan(b/a);
        }
      UpBuffer[bar+3]=positive;
      DnBuffer[bar+3]=negative;
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+