MMI

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

//|                                                          MMI.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 description "Market Meanness Index indicator"

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_plots   1

//--- plot MMI

#property indicator_label1  "MMI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrFireBrick

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint     InpPeriod      =  200;  // Period

input double   InpOverbought  =  76.0; // Random boundings

input double   InpOversold    =  74.0; // Trend

//--- indicator buffers

double         BufferMMI[];

//--- global variables

int            period;

double         overbought;

double         oversold;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=int(InpPeriod<2 ? 2 : InpPeriod);

   overbought=(InpOverbought>100 ? 100 : InpOverbought<0.1 ? 0.1 : InpOverbought);

   oversold=(InpOversold<0 ? 0 : InpOversold>=overbought ? overbought-0.1 : InpOversold);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferMMI,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Market Meanness Index ("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"Random");

   IndicatorSetString(INDICATOR_LEVELTEXT,1,"Trend");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferMMI,true);

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(period,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-1;

      ArrayInitialize(BufferMMI,EMPTY_VALUE);

     }



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

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

     {

      int nl=0,nh=0;

      double mean=Mean(i,open,close);

      for(int j=i+1; j<=i+period; j++)

        {

         if(open[j]>close[j])

           {

            if(open[j]-close[j]>mean && open[j]-close[j]>open[j-1]-close[j-1]) nl++;

           }

         else

           {

            if(close[j]-open[j]<mean && close[j]-open[j]<close[j-1]-open[j-1]) nh++;

           }

        }

      BufferMMI[i]=100.0-100.0*(nl+nh)/(period-1);

     }



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

   return(rates_total);

  }

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

//|                                                                  |

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

double Mean(const int shift,const double &open[],const double &close[])

  {

   double sum=0;

   for(int i=shift; i<shift+period; i++)

      sum+=fabs(open[i]-close[i]);

   return(sum/period);

  }

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