Author: Copyright © 2006, Evbut
Indicators Used
Indicator of the average true range
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si_q_asi
ÿþ//+---------------------------------------------------------------------+ 

//|                                                        si_q_asi.mq5 | 

//|                                             Copyright © 2006, Evbut | 

//|                                                                     | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2006, Evbut"

#property link ""

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

#property version   "1.00"

#property description "@0B:>A@>G=K9 8 ::C<C;OB82=K9 =45:AK :>;510=8O F5=K. \nCurrent and Accumulative Swing Index"

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

#property indicator_separate_window 

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

#property indicator_buffers 2

//---- 8A?>;L7>20=> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots  1

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

//|  >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

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 1            |

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

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

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color1 clrLime,clrDeepSkyBlue,clrGray,clrMagenta,clrRed

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width1 3

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

#property indicator_label1  "si_q_asi"

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_CHOIS

  {

   SwingIndex,                        //@0B:@>A@>G=K9 8=45:A / Current Index

   AccumulativeIndex                  //0:>?8B5;L=K9 8=45:A / Accumulative Index

  };

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

//|  %+  " + "                 |

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

input ENUM_CHOIS IndexType=SwingIndex;               //"8? 8=45:A0 / Index Type

input int Shift=0;                                   //!4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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



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

int  min_rates_total;

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int ATR_Handle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   int ATR_Period=15;

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }

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

   min_rates_total=MathMax(ATR_Period,2);



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

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- >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);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ColorBuffer,true);



//--- 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,"si_q_asi("+EnumToString(IndexType)+")");

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

   IndicatorSetInteger(INDICATOR_DIGITS,4);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator 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[],

                const double &Low[],

                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(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



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

   int to_copy,limit,bar;

   double SI,K,SH,R,ER,ATR[];

   static double SI_prev,ER_prev;



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

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      SI_prev=NULL;

      ER_prev=NULL;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2



   to_copy=limit+1;

   ER=ER_prev;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(ATR_Handle,MAIN_LINE,0,to_copy,ATR)<=0) return(RESET);

//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(Open,true);

   ArraySetAsSeries(High,true);

   ArraySetAsSeries(Low,true);

   ArraySetAsSeries(Close,true);



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

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

     {

      if(Close[bar+1]>=Low[bar] && Close[bar+1]<=High[bar]) ER=NULL;

      else

        {

         if(Close[bar+1]>High[bar]) ER=MathAbs(High[bar]-Close[bar+1]);

         if(Close[bar+1]<Low[bar])  ER=MathAbs(Low[bar]-Close[bar+1]);

        }

      K=MathMax(MathAbs(High[bar]-Close[bar+1]),MathAbs(Low[bar]-Close[bar+1]));

      SH=MathAbs(Close[bar+1]-Open[bar+1]);

      R=ATR[bar]-0.5*ER+0.25*SH;

      if(!R) SI=NULL;

      else SI=50*(Close[bar]-Close[bar+1]+0.5*(Close[bar]-Open[bar])+0.25*(Close[bar+1]-Open[bar+1]))*(K/_Point)/R;

      if(IndexType==SwingIndex) IndBuffer[bar]=SI;

      else

        {

         IndBuffer[bar]=SI+SI_prev;

         if(bar) SI_prev=SI;

        }

      if(bar) ER_prev=ER;



      int clr=2;

      if(IndBuffer[bar]>=0)

        {

         if(IndBuffer[bar]>=IndBuffer[bar+1]) clr=0;

         else clr=1;

        }

      else

        {

         if(IndBuffer[bar]<=IndBuffer[bar+1]) clr=4;

         else clr=3;

        }

      ColorBuffer[bar]=clr;

     }

//----    

   return(rates_total);

  }

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

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