rj_slidingrange_v1

//+------------------------------------------------------------------+
//|                                              Rj_SlidingRange.mq5 |
//|                            Copyright © 2011,RJ Rjabkov Alexander |
//|                                                     rj-a@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011,RJ Rjabkov Alexander"
#property link      "rj-a@mail.ru"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 4 
//--- èñïîëüçîâàíî òðè ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   3
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí çåëåíûé öâåò
#property indicator_color1 clrLime
//--- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1  2
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Upper Rj_SlidingRange"
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ìíîãîöâåòíîé ëèíèè
#property indicator_type2   DRAW_COLOR_LINE
//--- â êà÷åñòâå öâåòîâ äâóõöâåòíîé ëèíèè èñïîëüçîâàíû
#property indicator_color2  clrOrange,clrBlue
//--- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width2  2
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "Middle Rj_SlidingRange"
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type3   DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ðîçîâûé öâåò
#property indicator_color3 clrMagenta
//--- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width3  2
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label3  "Lower Rj_SlidingRange"
//+-----------------------------------+
//| Âõîäûíå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint CalcPeriodRange=5;
input int Shift=0;  // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//--- èíäèêàòîðíûå áóôåðû
double UpperBuffer[];
double MiddleBuffer[];
double LowerBuffer[];
double ColorMiddleBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+    
//| Rj_SlidingRange Channel indicator initialization function        | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//--- èíèöèàëèçàöèÿ êîíñòàíò
   min_rates_total=int(CalcPeriodRange+1);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,UpperBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(UpperBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,MiddleBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(MiddleBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(2,ColorMiddleBuffer,INDICATOR_COLOR_INDEX);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ColorMiddleBuffer,true);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,LowerBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//--- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//--- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(LowerBuffer,true);
//--- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Rj_SlidingRange(",CalcPeriodRange,")");
//--- 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,_Digits);
//--- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| Rj_SlidingRange Channel 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(0);
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int limit;
//--- ðàñ÷åò 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
   else limit=rates_total-prev_calculated;  // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà òîëüêî íîâûõ áàðîâ
//--- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(High,true);
   ArraySetAsSeries(Low,true);
//--- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      int iii=bar+int(CalcPeriodRange)-1;
      double b1=0,b2=0;
      while(iii>=bar)
        {
         b1+=High[ArrayMaximum(High,iii,CalcPeriodRange)];
         b2+=Low[ArrayMinimum(Low,iii,CalcPeriodRange)];
         iii--;
        }
      //---        
      UpperBuffer[bar]=b1/CalcPeriodRange;
      LowerBuffer[bar]=b2/CalcPeriodRange;
      MiddleBuffer[bar]=NormalizeDouble((UpperBuffer[bar]+LowerBuffer[bar])/2,_Digits);
     }
//---
   if(prev_calculated>rates_total || prev_calculated<=0) limit--;
//--- îñíîâíîé öèêë ðàñêðàñêè ñèãíàëüíîé ëèíèè
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      if(MiddleBuffer[bar+1]<MiddleBuffer[bar]) ColorMiddleBuffer[bar]=1;
      if(MiddleBuffer[bar+1]>MiddleBuffer[bar]) ColorMiddleBuffer[bar]=0;
     }
//---    
   return(rates_total);
  }
//+------------------------------------------------------------------+