i-highlow_channel_htf

Author: Copyright © 2014, Nikolay Kositsin
Price Data Components
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i-highlow_channel_htf
ÿþ//+------------------------------------------------------------------+ 

//|                                        i-HighLow_Channel_HTF.mq5 | 

//|                               Copyright © 2014, Nikolay Kositsin | 

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

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

#property copyright "Copyright © 2014, Nikolay Kositsin"

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

//--- indicator version

#property version   "1.60"

#property description "i-HighLow_Channel with the timeframe selection option available in input parameters"

//--- drawing the indicator in the main window

#property indicator_chart_window

//--- number of indicator buffers 3

#property indicator_buffers 3 

//--- three plots are used

#property indicator_plots   3

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

//| declaration of constants                     |

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

#define RESET 0                             // A constant for returning the indicator recalculation command to the terminal

#define INDICATOR_NAME "i-HighLow_Channel"  // A constant for the indicator name

#define SIZE 3                              // A constant for the number of calls of the CountIndicator function in the code

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

//| Indicator 1 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type1   DRAW_LINE

//--- displaying the indicator label

#property indicator_label1  "i-HighLow Middle"

//--- the color of the indicator

#property indicator_color1 clrSlateGray

//--- Indicator line is a solid one

#property indicator_style1  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width1  2

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

//| Indicator 2 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type2   DRAW_LINE

//--- displaying the indicator label

#property indicator_label2  "i-HighLow Upper"

//--- colors used for the indicator line

#property indicator_color2 clrDodgerBlue

//--- Indicator line is a solid one

#property indicator_style2  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width2  2

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

//| Indicator 3 drawing parameters               |

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

//--- a line is used for the indicator

#property indicator_type3   DRAW_LINE

//--- displaying the indicator label

#property indicator_label3  "i-HighLow Lower"

//--- colors used for the indicator line

#property indicator_color3 clrMagenta

//--- Indicator line is a solid one

#property indicator_style3  STYLE_SOLID

//--- indicator line width is 2

#property indicator_width3  2

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

//| Indicator input parameters                   |

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;  // Indicator chart period 

input uint period=20;                       // The number of candlesticks for determining extremum

input uint Filter=50;                       // Width of the offset from the candlestick in points

input int Shift=0;                          // Horizontal shift of the indicator in bars

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

//--- declaration of dynamic arrays that will be used as indicator buffers

double Ind1Buffer[];

double Ind2Buffer[];

double Ind3Buffer[];

//--- declaration of integer variables for the start of data calculation

int min_rates_total;

//--- declaration of integer variables for the indicators handles

int Ind_Handle;

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

//| Getting a timeframe as a string                                  |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

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

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- checking correctness of the chart periods

   if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame)) return(INIT_FAILED);

//--- initialization of variables 

   min_rates_total=2;

//--- getting the handle of the i-HighLow_Channel indicator 

   Ind_Handle=iCustom(Symbol(),TimeFrame,"i-HighLow",period,Filter,0);

   if(Ind_Handle==INVALID_HANDLE)

     {

      Print(" Failed to get the handle of the i-HighLow_Channel indicator");

      return(INIT_FAILED);

     }

//--- Initialize indicator buffers

   IndInit(0,Ind1Buffer,0.0,min_rates_total,Shift);

   IndInit(1,Ind2Buffer,0.0,min_rates_total,Shift);

   IndInit(2,Ind3Buffer,0.0,min_rates_total,Shift);

//--- creation of the name to be displayed in a separate sub-window and in a pop up help

   string shortname;

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

//---

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- determining the accuracy of the indicator values

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//--- initialization end

   return(INIT_SUCCEEDED);

  }

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

//| Custom iteration function                                        | 

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

int OnCalculate(const int rates_total,    // number of bars in history at the current tick

                const int prev_calculated,// amount of history in bars at the previous tick

                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[])

  {

//--- checking if the number of bars is enough for the calculation

   if(rates_total<min_rates_total) return(RESET);

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

//--- apply timeseries indexing to array elements  

   ArraySetAsSeries(time,true);

//---

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,Ind1Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,1,Ind2Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,2,Ind3Buffer,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

//---     

   return(rates_total);

  }

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

//| Indicator buffer initialization                                  |

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

void IndInit(int Number,double &Buffer[],double Empty_Value,int Draw_Begin,int nShift)

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,Buffer,INDICATOR_DATA);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

//--- shifting the indicator 2 horizontally by Shift

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(Buffer,true);

  }

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

//| CountIndicator                                                   |

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

bool CountIndicator(uint     Numb,            // The number of the CountLine function in the list in the indicator code (starting number - 0)

                    string   Symb,            // Chart symbol

                    ENUM_TIMEFRAMES TFrame,   // Chart period

                    int      IndHandle,       // The handle of the processed indicator

                    uint     BuffNumb,        // The number of the buffer of the processed indicator

                    double&  IndBuf[],        // receiving buffer of the indicator

                    const datetime& iTime[],  // Timeseries of time

                    const int Rates_Total,    // amount of history in bars on the current tick

                    const int Prev_Calculated,// amount of history in bars at the previous tick

                    const int Min_Rates_Total)// minimum amount of history in bars for calculation

  {

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- calculations of the necessary amount of data to be copied

//--- and the 'limit' starting index for the bars recalculation loop

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// checking for the first start of the indicator calculation

     {

      limit=Rates_Total-Min_Rates_Total-1; // starting index for calculation of all bars

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // Starting index for calculation of new bars 

//--- main indicator calculation loop

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

     {

      //---- reset the contents of the indicator buffers for calculation

      IndBuf[bar]=0.0;

      //--- Aopy new data to the IndTime array

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

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

        {

         LastCountBar[Numb]=bar;

         double Arr[1];

         //--- Aopy new data to the Arr array

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

         IndBuf[bar]=Arr[0];

        }

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

     }

//---     

   return(true);

  }

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

//| TimeFramesCheck()                                                |

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

bool TimeFramesCheck(string IndName,ENUM_TIMEFRAMES TFrame)

  {

//--- checking correctness of the chart periods

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

     {

      Print("Chart period for the "+IndName+" indicator cannot be less than the period of the current chart!");

      Print ("You must change the indicator input parameters!");

      return(RESET);

     }

//---

   return(true);

  }

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

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