generated from LengKundee/UA6-9V_VL6-N9
292 lines
24 KiB
MQL5
292 lines
24 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| Two iMA Formula.mq5 |
|
|
//| Copyright © 2022, Vladimir Karputov |
|
|
//| https://www.mql5.com/en/users/barabashkakvn |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright © 2022, Vladimir Karputov"
|
|
#property link "https://www.mql5.com/en/users/barabashkakvn"
|
|
#property version "1.004"
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 3
|
|
#property indicator_plots 1
|
|
//--- plot Two iMA Formula
|
|
#property indicator_label1 "Two iMA Formula"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrYellowGreen
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
//+------------------------------------------------------------------+
|
|
//| Enum Formula |
|
|
//+------------------------------------------------------------------+
|
|
enum ENUM_FORMULA
|
|
{
|
|
f_0=0, // Fast-Slow
|
|
f_1=1, // Fast/Slow
|
|
f_2=2, // (Fast-Slow)/Slow
|
|
};
|
|
//--- input parameters
|
|
input group "Fast MA"
|
|
input int Inp_MA_Fast_ma_period = 9; // MA Fast: averaging period
|
|
input int Inp_MA_Fast_ma_shift = 0; // MA Fast: horizontal shift
|
|
input ENUM_MA_METHOD Inp_MA_Fast_ma_method = MODE_SMA; // MA Fast: smoothing type
|
|
input ENUM_APPLIED_PRICE Inp_MA_Fast_applied_price = PRICE_CLOSE; // MA Fast: type of price
|
|
input group "Slow MA"
|
|
input int Inp_MA_Slow_ma_period = 26; // MA Slow: averaging period
|
|
input int Inp_MA_Slow_ma_shift = 0; // MA Slow: horizontal shift
|
|
input ENUM_MA_METHOD Inp_MA_Slow_ma_method = MODE_SMA; // MA Slow: smoothing type
|
|
input ENUM_APPLIED_PRICE Inp_MA_Slow_applied_price = PRICE_CLOSE; // MA Slow: type of price
|
|
input group "Formula"
|
|
input ENUM_FORMULA InpFormula = f_0; // Formula:
|
|
//--- indicator buffers
|
|
double Two_iMA_Buffer[];
|
|
double FastBuffer[];
|
|
double SlowBuffer[];
|
|
//---
|
|
int handle_iMA_Fast; // variable for storing the handle of the iMA indicator
|
|
int handle_iMA_Slow; // variable for storing the handle of the iMA indicator
|
|
//---
|
|
int bars_calculated = 0; // we will keep the number of values in the Moving Average indicator
|
|
bool m_init_error = false; // error on InInit
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- indicator buffers mapping
|
|
SetIndexBuffer(0,Two_iMA_Buffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,FastBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(2,SlowBuffer,INDICATOR_CALCULATIONS);
|
|
//--- create handle of the indicator iMA
|
|
handle_iMA_Fast=iMA(Symbol(),Period(),Inp_MA_Fast_ma_period,Inp_MA_Fast_ma_shift,
|
|
Inp_MA_Fast_ma_method,Inp_MA_Fast_applied_price);
|
|
//--- if the handle is not created
|
|
if(handle_iMA_Fast==INVALID_HANDLE)
|
|
{
|
|
//--- tell about the failure and output the error code
|
|
PrintFormat("Failed to create handle of the iMA ('Fast') indicator for the symbol %s/%s, error code %d",
|
|
Symbol(),
|
|
EnumToString(Period()),
|
|
GetLastError());
|
|
//--- the indicator is stopped early
|
|
m_init_error=true;
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//--- create handle of the indicator iMA
|
|
handle_iMA_Slow=iMA(Symbol(),Period(),Inp_MA_Slow_ma_period,Inp_MA_Slow_ma_shift,
|
|
Inp_MA_Slow_ma_method,Inp_MA_Slow_applied_price);
|
|
//--- if the handle is not created
|
|
if(handle_iMA_Slow==INVALID_HANDLE)
|
|
{
|
|
//--- tell about the failure and output the error code
|
|
PrintFormat("Failed to create handle of the iMA ('Slow') indicator for the symbol %s/%s, error code %d",
|
|
Symbol(),
|
|
EnumToString(Period()),
|
|
GetLastError());
|
|
//--- the indicator is stopped early
|
|
m_init_error=true;
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//--- Fast
|
|
string mode_fast;
|
|
switch(Inp_MA_Fast_ma_method)
|
|
{
|
|
case MODE_EMA :
|
|
mode_fast="EMA";
|
|
break;
|
|
case MODE_LWMA :
|
|
mode_fast="LWMA";
|
|
break;
|
|
case MODE_SMA :
|
|
mode_fast="SMA";
|
|
break;
|
|
case MODE_SMMA :
|
|
mode_fast="SMMA";
|
|
break;
|
|
default :
|
|
mode_fast="unknown mode";
|
|
}
|
|
string price_fast=StringSubstr(EnumToString(Inp_MA_Fast_applied_price),6,-1);
|
|
//--- Slow
|
|
string mode_slow;
|
|
switch(Inp_MA_Slow_ma_method)
|
|
{
|
|
case MODE_EMA :
|
|
mode_slow="EMA";
|
|
break;
|
|
case MODE_LWMA :
|
|
mode_slow="LWMA";
|
|
break;
|
|
case MODE_SMA :
|
|
mode_slow="SMA";
|
|
break;
|
|
case MODE_SMMA :
|
|
mode_slow="SMMA";
|
|
break;
|
|
default :
|
|
mode_slow="unknown mode";
|
|
}
|
|
string price_slow=StringSubstr(EnumToString(Inp_MA_Fast_applied_price),6,-1);
|
|
//--- Formula
|
|
string mode_formula;
|
|
switch(InpFormula)
|
|
{
|
|
case f_0 :
|
|
mode_formula="Fast-Slow";
|
|
PlotIndexSetString(0,PLOT_LABEL,"Fast-Slow");
|
|
break;
|
|
case f_1 :
|
|
mode_formula="Fast/Slow";
|
|
PlotIndexSetString(0,PLOT_LABEL,"Fast/Slow");
|
|
break;
|
|
default :
|
|
mode_formula="(Fast-Slow)/Slow";
|
|
PlotIndexSetString(0,PLOT_LABEL,"(Fast-Slow)/Slow");
|
|
}
|
|
//--- name for indicator subwindow label
|
|
string short_name=StringFormat("Two iMA Formula(%d,%d,%s,%s)(%d,%d,%s,%s)(%s)",
|
|
Inp_MA_Fast_ma_period,Inp_MA_Fast_ma_shift,mode_fast,price_fast,
|
|
Inp_MA_Slow_ma_period,Inp_MA_Slow_ma_shift,mode_slow,price_slow,
|
|
EnumToString(InpFormula));
|
|
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
|
//---
|
|
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[])
|
|
{
|
|
if(m_init_error)
|
|
return(0);
|
|
//--- number of values copied from the iMA indicator
|
|
int values_to_copy;
|
|
//--- determine the number of values calculated in the indicator
|
|
int calculated_fast=BarsCalculated(handle_iMA_Fast);
|
|
if(calculated_fast<=0)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iMA_Fast) returned %d, error code %d",calculated_fast,GetLastError());
|
|
return(0);
|
|
}
|
|
int calculated_slow=BarsCalculated(handle_iMA_Slow);
|
|
if(calculated_slow<=0)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iMA_Slow) returned %d, error code %d",calculated_slow,GetLastError());
|
|
return(0);
|
|
}
|
|
if(calculated_fast!=calculated_slow)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iMA_Fast) returned %d, BarsCalculated(handle_iMA_Slow) returned %d",calculated_fast,calculated_slow);
|
|
return(0);
|
|
}
|
|
int calculated=calculated_fast;
|
|
//--- if it is the first start of calculation of the indicator or if the number of values in the iMA indicator changed
|
|
//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
|
|
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
|
|
{
|
|
//--- if the iMABuffer array is greater than the number of values in the iMA indicator for symbol/period, then we don't copy everything
|
|
//--- otherwise, we copy less than the size of indicator buffers
|
|
if(calculated>rates_total)
|
|
values_to_copy=rates_total;
|
|
else
|
|
values_to_copy=calculated;
|
|
}
|
|
else
|
|
{
|
|
//--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
|
|
//--- for calculation not more than one bar is added
|
|
values_to_copy=(rates_total-prev_calculated)+1;
|
|
}
|
|
//--- fill the iMABuffer array with values of the Moving Average indicator
|
|
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation
|
|
if(!FillArrayFromBuffer(FastBuffer,Inp_MA_Fast_ma_shift,handle_iMA_Fast,values_to_copy))
|
|
return(0);
|
|
if(!FillArrayFromBuffer(SlowBuffer,Inp_MA_Slow_ma_shift,handle_iMA_Slow,values_to_copy))
|
|
return(0);
|
|
//--- memorize the number of values in the Moving Average indicator
|
|
bars_calculated=calculated;
|
|
//--- main loop
|
|
int limit=prev_calculated-1;
|
|
if(prev_calculated==0)
|
|
limit=0;
|
|
for(int i=limit; i<rates_total; i++)
|
|
{
|
|
switch(InpFormula)
|
|
{
|
|
case f_0 :
|
|
Two_iMA_Buffer[i]=FastBuffer[i]-SlowBuffer[i];
|
|
break;
|
|
case f_1 :
|
|
{
|
|
if(SlowBuffer[i]>0.0)
|
|
Two_iMA_Buffer[i]=FastBuffer[i]/SlowBuffer[i];
|
|
else
|
|
Two_iMA_Buffer[i]=0.0;
|
|
}
|
|
break;
|
|
default :
|
|
{
|
|
if(SlowBuffer[i]>0.0)
|
|
Two_iMA_Buffer[i]=(FastBuffer[i]-SlowBuffer[i])/SlowBuffer[i];
|
|
else
|
|
Two_iMA_Buffer[i]=0.0;
|
|
}
|
|
}
|
|
}
|
|
//--- return value of prev_calculated for next call
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Filling indicator buffers from the MA indicator |
|
|
//+------------------------------------------------------------------+
|
|
bool FillArrayFromBuffer(double &values[], // indicator buffer of Moving Average values
|
|
int shift, // shift
|
|
int ind_handle, // handle of the iMA indicator
|
|
int amount // number of copied values
|
|
)
|
|
{
|
|
//--- reset error code
|
|
ResetLastError();
|
|
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
|
|
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
|
|
//--- quit with zero result - it means that the indicator is considered as not calculated
|
|
return(false);
|
|
}
|
|
//--- everything is fine
|
|
return(true);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Indicator deinitialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
Print(__FUNCTION__,", IN");
|
|
int windows_total=(int)ChartGetInteger(0,CHART_WINDOWS_TOTAL);
|
|
for(int i=windows_total-1; i>=0; i--)
|
|
{
|
|
for(int j=ChartIndicatorsTotal(0,i)-1; j>=0; j--)
|
|
{
|
|
string name=ChartIndicatorName(0,i,j);
|
|
Print("windows #:",i,", indicator short name '",name,"'");
|
|
if(name=="MA("+IntegerToString(Inp_MA_Fast_ma_period)+")" || name=="MA("+IntegerToString(Inp_MA_Slow_ma_period)+")")
|
|
ChartIndicatorDelete(0,i,name);
|
|
}
|
|
}
|
|
//---
|
|
if(handle_iMA_Fast!=INVALID_HANDLE)
|
|
IndicatorRelease(handle_iMA_Fast);
|
|
if(handle_iMA_Slow!=INVALID_HANDLE)
|
|
IndicatorRelease(handle_iMA_Slow);
|
|
}
|
|
//+------------------------------------------------------------------+
|