194 行
7.2 KiB
MQL5
194 行
7.2 KiB
MQL5
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//+------------------------------------------------------------------+
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//| CandleCode.mq5 |
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//| Copyright 2026, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 2
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//--- plot Code
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#property indicator_label1 "Code"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- plot CodeAvg
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#property indicator_label2 "CodeAvg"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrangeRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- input parameters
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input int InpBBLength = 55; // BB Length (Thresholds)
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input double InpBBNumDevs = 0.5; // BB Deviations
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input int InpAvgLength = 9; // Average Length (SMA)
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//--- indicator buffers
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double BufferCCode[]; // Код свечи
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double BufferCCodeAvg[]; // Среднее кодов свечей
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double BufferBD[]; // Тело свечи
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double BufferUS[]; // Верхняя тень
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double BufferLS[]; // Нижняя тень
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//--- global variables
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int period_bb;
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int period_sm;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferCCode,INDICATOR_DATA);
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SetIndexBuffer(1,BufferCCodeAvg,INDICATOR_DATA);
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SetIndexBuffer(2,BufferBD,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,BufferUS,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,BufferLS,INDICATOR_CALCULATIONS);
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//--- Индексация как в таймсериях
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ArraySetAsSeries(BufferCCode,true);
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ArraySetAsSeries(BufferCCodeAvg,true);
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ArraySetAsSeries(BufferBD,true);
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ArraySetAsSeries(BufferUS,true);
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ArraySetAsSeries(BufferLS,true);
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//--- Корректировка введённых значений
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period_bb=(InpBBLength<1 ? 55 : InpBBLength);
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period_sm=(InpAvgLength<1 ? 9 : InpAvgLength);
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//--- Настройки индикатора
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IndicatorSetString(INDICATOR_SHORTNAME,StringFormat("CandleCode(%d,%.1f,%d)",period_bb,InpBBNumDevs,period_sm));
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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//--- Успешно
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int32_t rates_total,
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const int32_t prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int32_t &spread[])
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{
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//--- Проверка количества доступных баров
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if(rates_total<period_bb+period_sm)
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return(0);
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//--- Массивы для расчёта - как таймсерии
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close,true);
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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//--- Если первый запуск или изменения исторических данных
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if(limit>1)
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{
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limit=rates_total-period_bb-1;
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ArrayInitialize(BufferCCode,0);
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ArrayInitialize(BufferCCodeAvg,0);
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ArrayInitialize(BufferBD,0);
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ArrayInitialize(BufferUS,0);
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ArrayInitialize(BufferLS,0);
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}
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//--- Основной цикл
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for(int i=limit;i>=0;i--)
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{
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//--- Верх и низ текущей свечи
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double hi=fmax(open[i],close[i]);
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double lo=fmin(open[i],close[i]);
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//--- Записываем в буферы размеры тела, верхней и нижней теней
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BufferBD[i]=hi-lo;
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BufferUS[i]=high[i]-hi;
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BufferLS[i]=lo-low[i];
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//--- Переменные для порогов (Bollinger Bands)
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double bot_bd=0, top_bd=0, bot_us=0, top_us=0, bot_ls=0, top_ls=0;
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//--- Расчет статистических порогов для каждого элемента свечи
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CalcBBThresholds(BufferBD,i,period_bb,InpBBNumDevs,bot_bd,top_bd);
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CalcBBThresholds(BufferUS,i,period_bb,InpBBNumDevs,bot_us,top_us);
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CalcBBThresholds(BufferLS,i,period_bb,InpBBNumDevs,bot_ls,top_ls);
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int color_code=0, body_code=0, us_code=0, ls_code=0;
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//--- Определение кодов цвета и тела свечи
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//--- Бычье тело
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if(close[i]>open[i])
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{
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color_code=64;
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body_code=(BufferBD[i]<bot_bd ? 16 : BufferBD[i]<top_bd ? 32 : 48);
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}
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//--- Медвежье тело
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else if(close[i]<open[i])
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{
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color_code=0;
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body_code=(BufferBD[i]<bot_bd ? 32 : BufferBD[i]<top_bd ? 16 : 0);
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}
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//--- Doji (Open == Close)
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else
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{
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color_code=(BufferUS[i]>=BufferLS[i] ? 64 : -64);
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body_code=0;
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}
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//--- Код верхней тени
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us_code=(BufferUS[i]==0 ? 0 : BufferUS[i]<bot_us ? 4 : BufferUS[i]<top_us ? 8 : 12);
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//--- Код нижней тени
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ls_code=(BufferLS[i]==0 ? 3 : BufferLS[i]<bot_ls ? 2 : BufferLS[i]<top_ls ? 1 : 0);
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//--- Итоговый код свечи Лиховидова
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BufferCCode[i]=double(color_code+body_code+us_code+ls_code);
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}
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//--- Сглаживание
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for(int i=limit;i>=0;i--)
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{
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double sum=0;
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for(int j=0;j<period_sm;j++)
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sum+=BufferCCode[i+j];
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BufferCCodeAvg[i]=sum/period_sm;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Расчет пороговых значений на основе Bollinger Bands |
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//+------------------------------------------------------------------+
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void CalcBBThresholds(const double &data[], int pos, int period, double dev, double &bot, double &top)
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{
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double sum=0, avg=0, sq_sum=0, std_dev=0;
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//--- Среднее (SMA)
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for(int i=0;i<period;i++)
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sum+=data[pos+i];
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avg=sum/period;
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//--- Сумма квадратов отклонений для StdDev
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for(int i=0;i<period;i++)
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sq_sum+=pow(data[pos+i]-avg,2);
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std_dev=sqrt(sq_sum/period);
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//--- Расчёт значений BB
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bot=avg-dev*std_dev;
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top=avg+dev*std_dev;
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}
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//+------------------------------------------------------------------+
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