MA_Difference

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

//|                                                MA_Difference.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 indicator_separate_window

#property indicator_buffers 6

#property indicator_plots   3

//--- plot Difference

#property indicator_label1  "Difference"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDeepSkyBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot MA1

#property indicator_label2  "MA1"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrOliveDrab

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot MA2

#property indicator_label3  "MA2"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrRed

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint                 InpPeriodMA1      =  14;            // MA1 period

input ENUM_MA_METHOD       InpMethodMA1      =  MODE_SMA;      // MA1 method

input uint                 InpPeriodMA2      =  14;            // MA2 period

input ENUM_MA_METHOD       InpMethodMA2      =  MODE_EMA;      // MA2 method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

input ENUM_INPUT_YES_NO    InpAbsolute       =  INPUT_YES;     // Absolute difference

input ENUM_INPUT_YES_NO    InpShowDiff       =  INPUT_YES;     // Show difference MA1/MA2

input ENUM_INPUT_YES_NO    InpShowMA1        =  INPUT_YES;     // Show MA1

input ENUM_INPUT_YES_NO    InpShowMA2        =  INPUT_YES;     // Show MA2

//--- indicator buffers

double                     BufferDiff[];

double                     BufferMA1[];

double                     BufferMA2[];

double                     BufferTmpMA[];

double                     BufferTmpMA1[];

double                     BufferTmpMA2[];

//--- global variables

int                        period_ma1;

int                        period_ma2;

int                        handle_ma;

int                        handle_ma1;

int                        handle_ma2;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- setting global variables

   period_ma1=int(InpPeriodMA1<1 ? 1 : InpPeriodMA1);

   period_ma2=int(InpPeriodMA2<1 ? 1 : InpPeriodMA2);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferDiff,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA1,INDICATOR_DATA);

   SetIndexBuffer(2,BufferMA2,INDICATOR_DATA);

   SetIndexBuffer(3,BufferTmpMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferTmpMA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferTmpMA2,INDICATOR_CALCULATIONS);

//--- settings indicators parameters

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetString(INDICATOR_SHORTNAME,"MA difference("+(string)period_ma1+","+(string)period_ma2+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferDiff,true);

   ArraySetAsSeries(BufferMA1,true);

   ArraySetAsSeries(BufferMA2,true);

   ArraySetAsSeries(BufferTmpMA,true);

   ArraySetAsSeries(BufferTmpMA1,true);

   ArraySetAsSeries(BufferTmpMA2,true);

//--- create handles

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   ResetLastError();

   handle_ma1=iMA(NULL,PERIOD_CURRENT,period_ma1,0,InpMethodMA1,InpAppliedPrice);

   if(handle_ma1==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period_ma1,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   ResetLastError();

   handle_ma2=iMA(NULL,PERIOD_CURRENT,period_ma2,0,InpMethodMA2,InpAppliedPrice);

   if(handle_ma2==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period_ma2,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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 :>;8G5AB2> 10@>2 4;O @0AGQB0

   if(rates_total<4 || Point()==0) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferDiff,EMPTY_VALUE);

      ArrayInitialize(BufferMA1,EMPTY_VALUE);

      ArrayInitialize(BufferMA2,EMPTY_VALUE);

      ArrayInitialize(BufferTmpMA,EMPTY_VALUE);

      ArrayInitialize(BufferTmpMA1,EMPTY_VALUE);

      ArrayInitialize(BufferTmpMA2,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE

   int copied=0,count=(limit==0 ? 1 : rates_total);

   copied=CopyBuffer(handle_ma,0,0,count,BufferTmpMA);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_ma1,0,0,count,BufferTmpMA1);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_ma2,0,0,count,BufferTmpMA2);

   if(copied!=count) return 0;

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0; i--)

     {

      double Pr=BufferTmpMA[i];

      double MA1=BufferTmpMA1[i];

      double MA2=BufferTmpMA2[i];

      BufferMA1[i]=(InpShowMA1 ? InpAbsolute ? fabs(MA1-Pr)/Point() : (MA1-Pr)/Point() : EMPTY_VALUE);

      BufferMA2[i]=(InpShowMA2 ? InpAbsolute ? fabs(MA2-Pr)/Point() : (MA2-Pr)/Point() : EMPTY_VALUE);

      BufferDiff[i]=(InpShowDiff ? InpAbsolute ? fabs(MA1-MA2)/Point() : (MA1-MA2)/Point() : EMPTY_VALUE);

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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