forked from LengKundee/NUNA
137 lines
9.7 KiB
MQL5
137 lines
9.7 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| Deviation Ratio.mq5 |
|
|
//| Copyright © 2020, Tadeáš Rusňák |
|
|
//| http://www.tadeasrusnak.com |
|
|
//+------------------------------------------------------------------+
|
|
|
|
//---- author of the indicator
|
|
#property copyright "Copyright © 2020, Tadeáš Rusňák"
|
|
#property link "http://www.tadeasrusnak.com"
|
|
#property description "Deviation Ratio"
|
|
#property version "1.00"
|
|
|
|
input int Short_StDevPeriod = 6; // Fast StDev period
|
|
input int Long_StDevPeriod = 27; // Slow StDev period
|
|
input ENUM_MA_METHOD Short_StDevMode = MODE_SMA; // Short StDev Moving Average method
|
|
input ENUM_APPLIED_PRICE Short_StDevPrice = PRICE_CLOSE; // Short StDev Moving Average price data
|
|
input ENUM_MA_METHOD Long_StDevMode = MODE_SMA; // Short StDev Moving Average method
|
|
input ENUM_APPLIED_PRICE Long_StDevPrice = PRICE_CLOSE; // Long StDev Moving Average price data
|
|
int StDevShift = 0;
|
|
|
|
//+----------------------------------------------+
|
|
|
|
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 1
|
|
#property indicator_plots 1
|
|
|
|
|
|
//+----------------------------------------------+
|
|
|
|
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 Snow
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
#property indicator_label1 "Deviation Ratio"
|
|
|
|
#property indicator_level1 0.9
|
|
#property indicator_levelcolor Red
|
|
#property indicator_levelstyle STYLE_DOT
|
|
|
|
|
|
//+----------------------------------------------+
|
|
|
|
double ExtLineBuffer[];
|
|
int Short_STDEV_Handle,Long_STDEV_Handle;
|
|
int StartBars;
|
|
|
|
|
|
void OnInit()
|
|
{
|
|
Short_STDEV_Handle=iStdDev(NULL,PERIOD_CURRENT,Short_StDevPeriod, 0, Short_StDevMode, Short_StDevPrice);
|
|
if(Short_STDEV_Handle==INVALID_HANDLE)Print(" Failed to get handle of the Standard Deviation indicator");
|
|
|
|
Long_STDEV_Handle=iStdDev(NULL,PERIOD_CURRENT,Long_StDevPeriod, 0, Long_StDevMode, Long_StDevPrice);
|
|
if(Long_STDEV_Handle==INVALID_HANDLE)Print(" Failed to get handle of the Standard Deviation indicator");
|
|
|
|
StartBars=MathMax(Short_StDevPeriod, Long_StDevPeriod);
|
|
SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
|
|
|
|
string shortname;
|
|
StringConcatenate(shortname,"Deviation Ratio (",Short_StDevPeriod," ",Long_StDevPeriod,")");
|
|
|
|
PlotIndexSetInteger(0,PLOT_SHIFT,StDevShift);
|
|
PlotIndexSetString(0,PLOT_LABEL,shortname);
|
|
|
|
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
|
|
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
|
|
|
|
ArraySetAsSeries(ExtLineBuffer,true);
|
|
IndicatorSetInteger(INDICATOR_DIGITS,2);
|
|
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
|
|
|
|
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[])
|
|
{
|
|
|
|
//---- checking the number of bars to be enough for the calculation
|
|
|
|
if(BarsCalculated(Short_STDEV_Handle)<rates_total
|
|
|| BarsCalculated(Long_STDEV_Handle)<rates_total
|
|
|| rates_total<StartBars)
|
|
return(0);
|
|
|
|
//---- declarations of local variables
|
|
|
|
int to_copy,limit,bar;
|
|
double SRange[],LRange[];
|
|
|
|
//---- calculations of the necessary amount of data to be copied and
|
|
//---- the limit starting index for the loop of bars recalculation
|
|
|
|
if(prev_calculated > rates_total || prev_calculated <= 0) // checking for the first start of the indicator calculation
|
|
{
|
|
to_copy=rates_total; // calculated number of all bars
|
|
limit=rates_total-1; // starting index for calculation of all bars
|
|
}
|
|
else
|
|
{
|
|
to_copy=rates_total-prev_calculated+1; // calculated number of new bars only
|
|
limit=rates_total-prev_calculated; // starting index for calculation of new bars
|
|
}
|
|
|
|
//---- copy the newly appeared data into the SRange[] and LRange[] arrays
|
|
|
|
if(CopyBuffer(Short_STDEV_Handle,0,0,to_copy,SRange) <= 0) return(0);
|
|
if(CopyBuffer(Long_STDEV_Handle,0,0,to_copy,LRange) <= 0) return(0);
|
|
|
|
//---- indexing elements in arrays as timeseries
|
|
|
|
ArraySetAsSeries(SRange,true);
|
|
ArraySetAsSeries(LRange,true);
|
|
|
|
//---- main indicator calculation loop
|
|
|
|
for(bar = limit; bar >= 0; bar--)
|
|
{
|
|
if(LRange[bar]!= 0.0 && LRange[bar] != EMPTY_VALUE) ExtLineBuffer[bar] = SRange[bar] / LRange[bar];
|
|
else ExtLineBuffer[bar] = 0;
|
|
}
|
|
//----
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|