laguerre_roc_htf

//+------------------------------------------------------------------+ 
//|                                             Laguerre_ROC_HTF.mq5 | 
//|                               Copyright © 2015, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2015, Nikolay Kositsin"
#property link "farria@mail.redcom.ru" 
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.60"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 3
#property indicator_buffers 3 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 1 â âèäå ãèñòîãðàììû
#property indicator_type1   DRAW_COLOR_HISTOGRAM2
//---- â êà÷åñòâå öâåòîâ èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1  clrDarkOrange,clrBrown,clrGray,clrBlue,clrDeepSkyBlue
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Laguerre_ROC"
//+----------------------------------------------+
//| Ïàðàìåòðû ãðàíèö îêíà èíäèêàòîðà             |
//+----------------------------------------------+
#property indicator_maximum +1.1
#property indicator_minimum -0.1
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèÿ                      |
//+----------------------------------------------+  
enum WIDTH
  {
   Width_1=1, //1
   Width_2,   //2
   Width_3,   //3
   Width_4,   //4
   Width_5    //5
  };
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèÿ                      |
//+----------------------------------------------+
enum STYLE
  {
   SOLID_,       // Ñïëîøíàÿ ëèíèÿ
   DASH_,        // Øòðèõîâàÿ ëèíèÿ
   DOT_,         // Ïóíêòèðíàÿ ëèíèÿ
   DASHDOT_,     // Øòðèõ-ïóíêòèðíàÿ ëèíèÿ
   DASHDOTDOT_   // Øòðèõ-ïóíêòèðíàÿ ëèíèÿ ñ äâîéíûìè òî÷êàìè
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;           // Ïåðèîä ãðàôèêà
input uint vPeriod=5;                                // Ïåðèîä
input double gamma=0.500;                            // Êîýôôèöèåíò óñðåäíåíèÿ                
input double UpLevel=0.75;                           // Óðîâåíü ïåðåêóïëåííîñòè â %%
input double DnLevel=0.25;                           // Óðîâåíü ïåðåïðîäàííîñòè â %%
input color UpLevelsColor=clrMagenta;                // Öâåò óðîâíÿ ïåðåêóïëåííîñòè
input color DnLevelsColor=clrMagenta;                // Öâåò óðîâíÿ ïåðåïðîäàííîñòè
input STYLE Levelstyle=DASH_;                        // Ñòèëü óðîâíåé
input WIDTH  LevelsWidth=Width_1;                    // Òîëùèíà óðîâíåé
input int  Shift=0;                                  // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
input bool ReDraw=true;                              // Ïîâòîð îòîáðàæåíèÿ èíôîìàöèè íà ïóñòûõ áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int Ind_Handle;
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double UpIndBuffer[],DnIndBuffer[],ColorIndBuffer[];
//+------------------------------------------------------------------+
//| Ïîëó÷åíèå òàéìôðåéìà â âèäå ñòðîêè                               |
//+------------------------------------------------------------------+
string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)
  {
//----
   return(StringSubstr(EnumToString(timeframe),7,-1));
  }
//+------------------------------------------------------------------+    
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+  
int OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=3;
//---- ïðîâåðêà ïåðèîäîâ ãðàôèêîâ íà êîððåêòíîñòü
   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)
     {
      Print("Ïåðèîä ãðàôèêà äëÿ èíäèêàòîðà Laguerre_ROC íå ìîæåò áûòü ìåíüøå ïåðèîäà òåêóùåãî ãðàôèêà");
      return(INIT_FAILED);
     }
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà Laguerre_ROC
   Ind_Handle=iCustom(Symbol(),TimeFrame,"Laguerre_ROC",vPeriod,gamma,UpLevel,DnLevel,CLR_NONE,CLR_NONE,SOLID_,Width_1,0);
   if(Ind_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Laguerre_ROC");
      return(INIT_FAILED);
     }
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpIndBuffer,INDICATOR_DATA);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(UpIndBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,DnIndBuffer,INDICATOR_DATA);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(DnIndBuffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(2,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ColorIndBuffer,true);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Laguerre_ROC HTF( ",GetStringTimeframe(TimeFrame)," )");
//--- 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);
//---- ïàðàìåòðû îòðèñîâêè ëèíèé  
   IndicatorSetInteger(INDICATOR_LEVELS,3);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,UpLevel);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,UpLevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,0,LevelsWidth);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,DnLevel);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,DnLevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,1,LevelsWidth);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,0.5);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrGray);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,DASHDOTDOT_);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,2,0);
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+  
//| 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[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total) return(RESET);
   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int limit,bar;
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
   double UpInd[2],DnInd[2],Col[1];
   datetime IndTime[1];
   static uint LastCountBar;
//---- 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
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
      LastCountBar=rates_total;
     }
   else limit=int(LastCountBar)+rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ 
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(time,true);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      //---- îáíóëèì ñîäåðæèìîå èíäèêàòîðíûõ áóôåðîâ äî ðàñ÷åòà
      UpIndBuffer[bar]=EMPTY_VALUE;
      DnIndBuffer[bar]=EMPTY_VALUE;
      ColorIndBuffer[bar]=0;
      //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
      if(CopyTime(Symbol(),TimeFrame,time[bar],1,IndTime)<=0) return(RESET);
      //----
      if(time[bar]>=IndTime[0] && time[bar+1]<IndTime[0])
        {
         LastCountBar=bar;
         //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
         if(CopyBuffer(Ind_Handle,0,time[bar],1,UpInd)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,1,time[bar],1,DnInd)<=0) return(RESET);
         if(CopyBuffer(Ind_Handle,2,time[bar],1,Col)<=0) return(RESET);
         //---- çàãðóçêà ïîëó÷åííûõ çíà÷åíèé â èíäèêàòîðíûå áóôåðû
         UpIndBuffer[bar]=UpInd[0];
         DnIndBuffer[bar]=DnInd[0];
         ColorIndBuffer[bar]=Col[0];
        }
      //----
      if(ReDraw)
        {
         if(UpIndBuffer[bar+1]!=EMPTY_VALUE && UpIndBuffer[bar]==EMPTY_VALUE)
           {
            UpIndBuffer[bar]=UpIndBuffer[bar+1];
            DnIndBuffer[bar]=DnIndBuffer[bar+1];
            ColorIndBuffer[bar]=ColorIndBuffer[bar+1];
           }
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+