MACD Top Bottom

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

//|                                              MACD Top Bottom.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2019, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   2

//--- plot CurrentTop

#property indicator_label1  "Top"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot CurrentBottom

#property indicator_label2  "Bottom"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input int                  Inp_MACD_fast_ema_period= 12;          // MACD: period for Fast average calculation

input int                  Inp_MACD_slow_ema_period= 26;          // MACD: period for Slow average calculation

input int                  Inp_MACD_signal_period  = 9;           // MACD: period for their difference averaging

input ENUM_APPLIED_PRICE   Inp_MACD_applied_price  = PRICE_CLOSE; // MACD: type of price

//--- indicator buffers

double         CurrentTopBuffer[];

double         CurrentBottomBuffer[];

double         MACDBuffer[];

double         SignalBuffer[];

//---

int    handle_iMACD;                         // variable for storing the handle of the iMACD indicator

//--- we will keep the number of values in the Moving Averages Convergence/Divergence indicator 

int    bars_calculated=0;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,CurrentTopBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,CurrentBottomBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,MACDBuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,SignalBuffer,INDICATOR_CALCULATIONS);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,Inp_MACD_signal_period-1);

//--- name for Dindicator subwindow label

   IndicatorSetString(INDICATOR_SHORTNAME,"MACD Top Bottom("+

                      string(Inp_MACD_fast_ema_period)+","+

                      string(Inp_MACD_slow_ema_period)+","+

                      string(Inp_MACD_signal_period)+")");

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(0,PLOT_ARROW,159);

   PlotIndexSetInteger(1,PLOT_ARROW,159);

//--- setting the vertical shift of arrows in pixels 

   PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,-5);

   PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,5);

//--- setting as an empty value 

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

//--- create handle of the indicator iMACD

   handle_iMACD=iMACD(Symbol(),Period(),Inp_MACD_fast_ema_period,Inp_MACD_slow_ema_period,

                      Inp_MACD_signal_period,Inp_MACD_applied_price);

//--- if the handle is not created 

   if(handle_iMACD==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      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[])

  {

//--- number of values copied from the iMACD indicator 

   int values_to_copy;

//--- determine the number of values calculated in the indicator 

   int calculated=BarsCalculated(handle_iMACD);

   if(calculated<=0)

     {

      PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());

      return(0);

     }

//--- if it is the first start of calculation of the indicator or if the number of values in the iMACD indicator changed 

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history) 

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the MACDBuffer array is greater than the number of values in the iMACD indicator for symbol/period, then we don't copy everything  

      //--- otherwise, we copy less than the size of indicator buffers 

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate() 

      //--- for calculation not more than one bar is added 

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the arrays with values of the iMACD indicator 

//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation 

   if(!FillArraysFromBuffers(MACDBuffer,SignalBuffer,handle_iMACD,values_to_copy))

      return(0);

//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence 

   bars_calculated=calculated;

//--- 

   int limit=prev_calculated-1;

   if(prev_calculated==0)

      limit=0;

   if(limit<1)

     {

      limit=1;

      CurrentTopBuffer[0]=0.0;

      CurrentBottomBuffer[0]=0.0;

     }

   for(int i=limit;i<rates_total;i++)

     {

      CurrentTopBuffer[i]=CurrentTopBuffer[i-1];

      CurrentBottomBuffer[i]=CurrentBottomBuffer[i-1];

      if(MACDBuffer[i]>0.0)

        {

         CurrentBottomBuffer[i]=0.0;

         if(MACDBuffer[i-1]!=EMPTY_VALUE)

           {

            if(MACDBuffer[i-1]<MACDBuffer[i])

               if(CurrentTopBuffer[i]<high[i] || CurrentTopBuffer[i]==0.0)

                  CurrentTopBuffer[i]=high[i];

           }

        }

      else

        {

         CurrentTopBuffer[i]=0.0;

         if(MACDBuffer[i-1]!=EMPTY_VALUE)

           {

            if(MACDBuffer[i-1]>MACDBuffer[i])

               if(CurrentBottomBuffer[i]>low[i] || CurrentBottomBuffer[i]==0.0)

                  CurrentBottomBuffer[i]=low[i];

           }

        }

     }

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

   return(rates_total);

  }

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

//| Filling indicator buffers from the iMACD indicator               | 

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

bool FillArraysFromBuffers(double &macd_buffer[],    // indicator buffer of MACD values 

                           double &signal_buffer[],  // indicator buffer of the signal line of MACD  

                           int ind_handle,           // handle of the iMACD indicator 

                           int amount                // number of copied values 

                           )

  {

//--- reset error code 

   ResetLastError();

//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(false);

     }



//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1 

   if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(false);

     }

//--- everything is fine 

   return(true);

  }

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