Stalin_NRTR

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

//|                                                  Stalin_NRTR.mq5 |

//|                   Copyright © 2011, Andrey Vassiliev (MoneyJinn) |

//|                                         http://www.vassiliev.ru/ |

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

#property copyright "Copyright © 2011, Andrey Vassiliev (MoneyJinn)"

#property link      "http://www.vassiliev.ru/"

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

#property version   "1.01"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> 2A53> H5ABL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1 DRAW_LINE

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

#property indicator_color1 clrLime

//---- ;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 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label1  "NRTR Line Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2 DRAW_LINE

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

#property indicator_color2 clrMagenta

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

#property indicator_style2 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width2 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label2  "NRTR Line Down"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type3 DRAW_ARROW

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

#property indicator_color3 clrLimeGreen

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

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label3  "NRTR Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type4 DRAW_ARROW

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

#property indicator_color4 clrDeepPink

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

#property indicator_style4 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width4 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label4  "NRTR Down"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 5 2 2845 7=0G:0

#property indicator_type5   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 75;Q=K9

#property indicator_color5  clrLimeGreen

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

#property indicator_style5  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 5 @02=0 5

#property indicator_width5  5

//---- >B>1@065=85 1KGL59 <5B:8 8=48:0B>@0

#property indicator_label5  "Buy BykovTrend signal"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 7=0G:0

#property indicator_type6   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 3;C1>:>-@>7>2K9

#property indicator_color6  clrDeepPink

//---- ;8=8O 8=48:0B>@0 6 - =5?@5@K2=0O :@820O

#property indicator_style6  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 6 @02=0 5

#property indicator_width6  5

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label6 "Sell BykovTrend signal"

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

//|  >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

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input ENUM_MA_METHOD MAMethod=MODE_EMA;

input int    MAShift=0;

input int    Fast=14;

input int    Slow=21;

input int    RSI=17;

input int    Confirm=0.0;

input int    Flat=0.0;

input double AtrRatio=0.375;

input bool   SoundAlert=false;

input bool   EmailAlert=false;

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

//--- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5< 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double UpBuffer1[],DnBuffer1[];

double UpBuffer2[],DnBuffer2[];

double SellBuffer[],BuyBuffer[];

//----

double IUP,IDN,E1,E2,Confirm2,Flat2,ATR_[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

int trend,trend_prev;

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

int SLMA_Handle,FSMA_Handle,RSI_Handle,ATR_Handle;

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

//| Custom indicator initialization function                         |

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

void BU(int i,const double &Low[],const datetime &Time[])

  {

//----

   if(Low[i]>=(E1+Flat2) || Low[i]<=(E1-Flat2))

     {

      if(trend<=0) BuyBuffer[i]=Low[i]-AtrRatio*ATR_[i];

      E1=Low[i];

      trend=+1;

      Alerts(i,"UP "+Symbol()+" "+TimeToString(Time[i]));

     }

//----

  }

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

//| Custom indicator initialization function                         |

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

void BD(int i,const double &High[],const datetime &Time[])

  {

//----

   if(High[i]>=(E2+Flat2) || High[i]<=(E2-Flat2))

     {

      if(trend>=0) SellBuffer[i]=High[i]+AtrRatio*ATR_[i];

      E2=High[i];

      trend=-1;

      Alerts(i,"DN "+Symbol()+" "+TimeToString(Time[i]));

     }

//---- 

  }

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

//| Custom indicator initialization function                         |

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

void Alerts(int pos,string txt)

  {

//----

   if(SoundAlert==true&&pos==1){PlaySound("alert.wav");}

   if(EmailAlert==true&&pos==1){SendMail("Stalin alert signal: "+txt,txt);}

//----

  }

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=MathMax(RSI,MathMax(Slow,Fast));

   int ATR_Period=15;

   min_rates_total=int(MathMax(ATR_Period,min_rates_total))+1;



//---- =8F80;870F8O ?5@5<5==KE

   IUP=0;

   IDN=0;

   E1=0;

   E2=0;



   if(_Digits==3 || _Digits==5)

     {

      double Point10=10*_Point;

      Confirm2=Point10;

      Flat2=Flat*Point10;

     }

   else

     {

      Confirm2=Confirm*_Point;

      Flat2=Flat*_Point;

     }



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

   if(RSI)

     {

      RSI_Handle=iRSI(NULL,0,RSI,PRICE_CLOSE);

      if(RSI_Handle==INVALID_HANDLE)

        {

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

         return(INIT_FAILED);

        }

     }

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

   SLMA_Handle=iMA(NULL,0,Slow,MAShift,MAMethod,PRICE_CLOSE);

   if(SLMA_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   FSMA_Handle=iMA(NULL,0,Fast,MAShift,MAMethod,PRICE_CLOSE);

   if(FSMA_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   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);

     }



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

   SetIndexBuffer(0,UpBuffer1,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(UpBuffer1,true);



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

   SetIndexBuffer(1,DnBuffer1,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(DnBuffer1,true);



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

   SetIndexBuffer(2,UpBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 3

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(UpBuffer2,true);



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

   SetIndexBuffer(3,DnBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 4

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(DnBuffer2,true);



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

   SetIndexBuffer(4,BuyBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 5

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_ARROW,171);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(BuyBuffer,true);



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

   SetIndexBuffer(5,SellBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 6

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(5,PLOT_ARROW,171);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,NULL);

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

   ArraySetAsSeries(SellBuffer,true);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O ?>4>:>= 

   string short_name="Stalin_NRTR";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

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

   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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if((RSI && BarsCalculated(RSI_Handle)<rates_total)

      || BarsCalculated(SLMA_Handle)<rates_total

      || BarsCalculated(FSMA_Handle)<rates_total

      || 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;

   double RSI_[],SLMA_[],FSMA_[],range,stop;



//---- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

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

      to_copy=rates_total; // @0AG5B=>5 :>;8G5AB2> 2A5E 10@>2

      trend_prev=0;

     }

   else

     {

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

      to_copy=limit+2; // @0AG5B=>5 :>;8G5AB2> B>;L:> =>2KE 10@>2

     }



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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(time,true);

   ArraySetAsSeries(SLMA_,true);

   ArraySetAsSeries(FSMA_,true);

   ArraySetAsSeries(ATR_,true);



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

   if(CopyBuffer(SLMA_Handle,0,0,to_copy,SLMA_)<=0) return(RESET);

   if(CopyBuffer(FSMA_Handle,0,0,to_copy,FSMA_)<=0) return(RESET);

   if(CopyBuffer(ATR_Handle,0,0,to_copy-1,ATR_)<=0) return(RESET);



   if(RSI)

     {

      ArraySetAsSeries(RSI_,true);

      if(CopyBuffer(RSI_Handle,0,0,to_copy,RSI_)<=0) return(RESET);

     }



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

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

     {

      BuyBuffer[bar]=SellBuffer[bar]=UpBuffer1[bar]=DnBuffer1[bar]=UpBuffer2[bar]=DnBuffer2[bar]=NULL;

      trend=trend_prev;



      if(FSMA_[bar+1]<SLMA_[bar+1]&&FSMA_[bar]>SLMA_[bar]&&(!RSI || RSI_[bar]>50)){if(!Confirm2)BU(bar,low, time); else{IUP=low[bar]; IDN=0;}}

      if(FSMA_[bar+1]>SLMA_[bar+1]&&FSMA_[bar]<SLMA_[bar]&&(!RSI || RSI_[bar]<50)){if(!Confirm2)BD(bar,high,time); else{IDN=high[bar];IUP=0;}}

      if(IUP && high[bar]-IUP>=Confirm2 && close[bar]<=high[bar]){BU(bar,low,time); IUP=0;}

      if(IDN && IDN-low[bar]>=Confirm2 && open[bar]>=close[bar]){BD(bar,high,time);IDN=0;}

      range=AtrRatio*ATR_[bar];

      if(trend>0)

        {

         if(BuyBuffer[bar])

           {

            UpBuffer1[bar]=UpBuffer2[bar]=BuyBuffer[bar];

            DnBuffer1[bar]=DnBuffer1[bar+1];

           }

         else

           {

            stop=low[bar]-range;

            if(stop<UpBuffer1[bar+1]) stop=UpBuffer1[bar+1];

            UpBuffer1[bar]=UpBuffer2[bar]=stop;

           }

        }



      if(trend<0)

        {

         if(SellBuffer[bar])

           {

            DnBuffer1[bar]=DnBuffer2[bar]=SellBuffer[bar];

            UpBuffer1[bar]=UpBuffer1[bar+1];

           }

         else

           {

            stop=high[bar]+range;

            if(stop>DnBuffer1[bar+1]) stop=DnBuffer1[bar+1];

            DnBuffer1[bar]=DnBuffer2[bar]=stop;

           }

        }

      

      if(bar) trend_prev=trend;

     }

//----     

   return(rates_total);

  }

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