FGDI_HTF

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

//|                                                     FGDI_HTF.mq5 | 

//|                               Copyright © 2016, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2016, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

//--- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window  

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> 2A53> B@8 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   3

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

//| >1JO2;5=85 :>=AB0=B                        |

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

#define RESET 0                                       // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define INDICATOR_NAME "FGDI"                         // >=AB0=B0 4;O 8<5=8 8=48:0B>@0

#define SIZE 6                                        // >=AB0=B0 4;O :>;8G5AB20 2K7>2>2 DC=:F88 CountLine

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0            |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>9 ;8=88

#property indicator_type1   DRAW_COLOR_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color1 clrBlue,clrRed

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "Fdi"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 BB C@>2=59 |

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

//---- >B@8A>2:0 C@>2=59 >;;8=465@0 2 2845 F25B=KE ;8=89

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_type3   DRAW_COLOR_LINE

//---- 2K1>@ F25B>2 C@>2=59 >;;8=465@0

#property indicator_color2  clrDodgerBlue,clrMagenta

#property indicator_color3  clrDodgerBlue,clrMagenta

//---- C@>2=8 >;;8=465@0 - A?;>H=K5

#property indicator_style2 STYLE_SOLID

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 C@>2=59 >;;8=465@0 @02=0 2

#property indicator_width2  2

#property indicator_width3  2

//---- >B>1@065=85 <5B>: C@>2=59 >;;8=465@0

#property indicator_label2  "+2Sigma"

#property indicator_label3  "-2Sigma"

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_APPLIED_PRICE_ //"8? :>=AB0=BK

  {

   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

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;// 5@8>4 3@0D8:0

input uint e_period=30; //3;C18=0  CA@54=5=8O                    

input double e_random_line=1.5;

input ENUM_APPLIED_PRICE_ IPC=PRICE_CLOSE_;//F5=>20O :>=AB0=B0

input int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];

double ColorBuffer1[],ColorBuffer2[],ColorBuffer3[];

//--- >1JO2;5=85 AB@>:>2KE ?5@5<5==KE

string Symbol_,Word;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

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

//| >;CG5=85 B09<D@59<0 2 2845 AB@>:8                               |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)

     {

      Print("5@8>4 3@0D8:0 4;O 8=48:0B>@0 FGDI =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0");

      return(INIT_FAILED);

     }

//--- 8=8F80;870F8O ?5@5<5==KE 

   min_rates_total=2;

   Symbol_=Symbol();

   Word=INDICATOR_NAME+" 8=48:0B>@: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 FGDI

   Ind_Handle=iCustom(Symbol_,TimeFrame,"FGDI",e_period,e_random_line,IPC,0);

   if(Ind_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 FGDI");

      return(INIT_FAILED);

     }

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(1,ColorBuffer1,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(3,ColorBuffer2,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(5,ColorBuffer3,INDICATOR_COLOR_INDEX);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0 C@>2=59

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ColorBuffer1,true);

   ArraySetAsSeries(ColorBuffer2,true);

   ArraySetAsSeries(ColorBuffer3,true);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

   

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 1  

   IndicatorSetInteger(INDICATOR_LEVELS,1);  

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,e_random_line);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20= 75;Q=K9 F25B  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrTeal);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);



//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME"(",GetStringTimeframe(TimeFrame),")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom iteration function                                        | 

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

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);

//--- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(time,true);

//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,ExtLineBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,1,ColorBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,2,ExtLineBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,3,ColorBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,4,ExtLineBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,5,ColorBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

//---     

   return(rates_total);

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // ><5@ DC=:F88 CountLine ?> A?8A:C 2 :>45 8=48:0B>@0 (AB0@B>2K9 =><5@ - 0)

                    string   Symb,            // !8<2>; 3@0D8:0

                    ENUM_TIMEFRAMES TFrame,   // 5@8>4 3@0D8:0

                    int      IndHandle,       // %5=4; >1@010BK205<>3> 8=48:0B>@0

                    uint     BuffNumb,        // ><5@ 1CD5@0 >1@010BK205<>3> 8=48:0B>@0

                    double&  IndBuf[],        // @85<=K9 1CD5@ 8=48:0B>@0

                    const datetime& iTime[],  // "09<A5@8O 2@5<5=8

                    const int Rates_Total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                    const int Prev_Calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                    const int Min_Rates_Total)// <8=8<0;L=>5 :>;8G5AB2> 8AB>@88 2 10@0E 4;O @0AG5B0

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

//--- 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=Rates_Total-Min_Rates_Total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 

//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      //--- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AG5B0

      IndBuf[bar]=0.0;

      //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 IndTime

      if(CopyTime(Symbol_,TimeFrame,iTime[bar],1,IndTime)<=0) return(RESET);

      //---

      if(iTime[bar]>=IndTime[0] && iTime[bar+1]<IndTime[0])

        {

         LastCountBar[Numb]=bar;

         double Arr[1];

         //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 Arr

         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);

         IndBuf[bar]=Arr[0];

        }

      else IndBuf[bar]=IndBuf[bar+1];

     }

//---     

   return(true);

  }

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