PEMACandle_VolatilityStep_Alerts

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

//|                             PEMACandle_VolatilityStep_Alerts.mq5 | 

//|                                       Copyright © 2007, Eva Ruft | 

//|                                               briz18@rambler.ru/ | 

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

#property copyright "Copyright © 2007, Eva Ruft"

#property link      "briz18@rambler.ru"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 1 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 38AB>3@0<<K

#property indicator_type1   DRAW_HISTOGRAM

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= LimeGreen F25B

#property indicator_color1 clrLimeGreen

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 4

#property indicator_width1  4

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "PEMACandle_VolatilityStep"

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  ?8A0=85 :;0AA>2 CA@54=5=89                 |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CMoving_Average 87 D09;0 SmoothAlgorithms.mqh

CMoving_Average EMA[8][4];

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

//|  %+  " + "                 |

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

input double EmaLength=50.01;                   // 3;C18=0 A3;06820=8O                   

input int    Shift=0;                           // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input uint   LevelsTotal=20;                    // :>;8G5AB2> C@>25=59

input uint   StartLevel=100;                    // AB0@B>2K9 C@>25=L

input uint   LevelsStep=100;                    // @0AAB>O=85 <564C C@>2=O<8

input color  LevelsColor=clrDarkViolet;         // F25B C@>25=59

input uint AlertLevel=200;                      // #@>25=L A@010BK20=8O

input uint NumberofBar=1;                       // ><5@ 10@0 4;O ?>40G8 A83=0;0

input bool SoundON=true;                        //  07@5H5=85 0;5@B0

input uint NumberofAlerts=2;                    // >;8G5AB2> 0;5@B>2

input bool EMailON=false;                       //  07@5H5=85 ?>GB>2>9 >B?@02:8 A83=0;0

input bool PushON=false;                        //  07@5H5=85 >B?@02:8 A83=0;0 =0 <>18;L=K9

input color AlertLevelColor=clrDeepPink;        // F25B C@>2=O A@010BK20=8O

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

//---- 8=48:0B>@=K9 1CD5@

double IndBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| Volatility indicator initialization function                     | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=9;



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname="PEMACandle_VolatilityStep_Alerts("+string(EmaLength)+","+string(AlertLevel)+")";

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);



//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 LevelsTotal   

   IndicatorSetInteger(INDICATOR_LEVELS,LevelsTotal+1);

   for(int numb=0; numb<int(LevelsTotal); numb++)

     {

      int level=int(StartLevel+LevelsStep*numb);

      //---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

      IndicatorSetDouble(INDICATOR_LEVELVALUE,numb,level);

      //---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K A5@K9 8 @>7>2K9 F25B0  

      IndicatorSetInteger(INDICATOR_LEVELCOLOR,numb,LevelsColor);

      //---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

      IndicatorSetInteger(INDICATOR_LEVELSTYLE,numb,STYLE_DASHDOTDOT);

     }

//---- 7=0G5=8O C@>2=O A@010BK20=8O 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,LevelsTotal,AlertLevel);

//---- 2 :0G5AB25 F25B0 ;8=88 C@>2=O A@010BK20=8O 8?>;L7>20= F25B  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,LevelsTotal,AlertLevelColor);

//---- 2 ;8=88 C@>2=O A@010BK20=8O 8A?>;L7>20=0 A?;>H=0O ;8=8O 

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,LevelsTotal,STYLE_SOLID);

//---- B>;I8=0 ;8=88 C@>2=O A@010BK20=8O 

   IndicatorSetInteger(INDICATOR_LEVELWIDTH,LevelsTotal,3);

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| Volatility iteration function                                    | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(RESET);

   

//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int first,bar;

   double res[9],Volatility,Res,O,H,L,C;

   static double HAO_prev,HAC_prev;



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      IndBuffer[bar]=NULL;

      res[0]=open[bar];

      res[1]=EMA[0][0].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][0].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][0].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][0].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][0].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][0].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][0].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][0].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      O=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=high[bar];

      res[1]=EMA[0][1].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][1].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][1].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][1].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][1].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][1].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][1].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][1].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      H=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=low[bar];

      res[1]=EMA[0][2].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][2].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][2].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][2].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][2].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][2].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][2].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][2].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      L=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //----

      res[0]=close[bar];

      res[1]=EMA[0][3].EMASeries(0,prev_calculated,rates_total,EmaLength,res[0],bar,false); 

      res[2]=EMA[1][3].EMASeries(1,prev_calculated,rates_total,EmaLength,res[1],bar,false); 

      res[3]=EMA[2][3].EMASeries(2,prev_calculated,rates_total,EmaLength,res[2],bar,false); 

      res[4]=EMA[3][3].EMASeries(3,prev_calculated,rates_total,EmaLength,res[3],bar,false); 

      res[5]=EMA[4][3].EMASeries(4,prev_calculated,rates_total,EmaLength,res[4],bar,false); 

      res[6]=EMA[5][3].EMASeries(5,prev_calculated,rates_total,EmaLength,res[5],bar,false); 

      res[7]=EMA[6][3].EMASeries(6,prev_calculated,rates_total,EmaLength,res[6],bar,false); 

      res[8]=EMA[7][3].EMASeries(7,prev_calculated,rates_total,EmaLength,res[7],bar,false);    

      C=8*res[1]-28*res[2]+56*res[3]-70*res[4]+56*res[5]-28*res[6]+8*res[7]-res[8];  

      //---- 8A?@02;O5< 7=0G5=8O ?>;CG5==KE A25G5:

      double Max=MathMax(O,C);

      Max=MathMax(Max,L);

      Max=MathMax(Max,H);

      double Min=MathMin(O,C);

      Min=MathMin(Min,L);

      Min=MathMin(Min,H);

      //---- 

      Volatility=(Max-Min)/_Point; 

      if(Volatility>=StartLevel)

        {

         Res=MathMax(Volatility-StartLevel,0);

         IndBuffer[bar]=StartLevel+LevelsStep*int(Res/LevelsStep);

        }

      //---- 

      if(bar<rates_total-1)

        {

         HAO_prev=O;

         HAC_prev=C;

        }

     }

//---     

   TrendSignal("PEMACandle_VolatilityStep_Alerts",rates_total,prev_calculated,close,spread);

//---            

   return(rates_total);

  }

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

//| TrendSignal function                                             |

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

void TrendSignal(string SignalSirname,      // B5:AB 8<5=8 8=48:0B>@0 4;O ?>GB>2KE 8 ?CH-A83=0;>2

                 const int Rates_total,     // B5:CI55 :>;8G5AB2> 10@>2

                 const int Prev_calculated, // :>;8G5AB2> 10@>2 =0 ?@54K4CI5< B8:5

                 const double &Close[],     // F5=0 70:@KB8O

                 const int &Spread[])       // A?@54

  {

//---

   static uint counter=0;

   if(Rates_total!=Prev_calculated) counter=0;



   string SignalText="";

   bool Signal=false;

   int index=int(NumberofBar);

   int index1=int(NumberofBar)+1;

//--- 

   if(IndBuffer[index1]<=AlertLevel && IndBuffer[index]>AlertLevel)

     {

      Signal=true;

      SignalText=SignalText+"#A8;5=85 B@5=40: :@C3;Q==0O 2>;0B8;L=>ABL =0 10@5 =><5@ "+string(NumberofBar)+" ?@52KA8;0 C@>25=L "+string(AlertLevel)+"!";

     }

//---              

   if(Signal && counter<=NumberofAlerts)

     {

      counter++;

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      string text=TimeToString(TimeCurrent(),TIME_DATE)+" "+string(tm.hour)+":"+string(tm.min);

      double Ask=Close[index];

      double Bid=Close[index];

      Bid+=Spread[index]*_Point;

      string sAsk=DoubleToString(Ask,_Digits);

      string sBid=DoubleToString(Bid,_Digits);

      string sPeriod=GetStringTimeframe(ChartPeriod());

      if(SoundON) Alert(SignalText+"\n Ask=",Ask,"\n Bid=",Bid,"\n currtime=",text,"\n Symbol=",Symbol()," Period=",sPeriod);

      if(EMailON) SendMail(SignalSirname+": "+SignalText," at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

      if(PushON) SendNotification(SignalSirname+": "+SignalText+" at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

     }

//---

  }

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

//|  >;CG5=85 B09<D@59<0 2 2845 AB@>:8                              |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {

//----

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

//----

  }

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