CojoneAlAire/StrategyKKxFF.mq5

<EFBFBD><EFBFBD>// file vecchio della strategia DIMENTICATELO
//+------------------------------------------------------------------
#property copyright   "<00> KKxFF, 2020"
//#property link        "mladenfx@gmail.com"
#property description "Strategy"
//+------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 15
#property indicator_plots   7

//SMA
#property indicator_label1  "SMA"
#property indicator_type1   DRAW_COLOR_LINE
#property indicator_color1  clrDeepSkyBlue,clrDeepSkyBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2

//EMA
#property indicator_label2  "EMA"
#property indicator_type2   DRAW_COLOR_LINE
#property indicator_color2  clrOrange,clrOrange
#property indicator_style2  STYLE_SOLID
#property indicator_width2  2

//Ichimoku
#property indicator_label3  "Tenkan-sen"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrNONE

#property indicator_label4  "Kijun-sen"
#property indicator_type4   DRAW_LINE
#property indicator_color4  Blue

#property indicator_label5  "Senkou Span A;Senkou Span B"
#property indicator_type5   DRAW_FILLING
#property indicator_color5  SandyBrown,Thistle

#property indicator_label6  "Chikou Span"
#property indicator_type6   DRAW_LINE
#property indicator_color6  clrNONE 

//incroci medie
#property indicator_label7  "ColorArrow"
#property indicator_type7   DRAW_COLOR_ARROW
#property indicator_color7  clrRed
#property indicator_style7  STYLE_SOLID
#property indicator_width7  10


//SMA & EMA 
input int                inpPeriod   =  6;         // Period
input ENUM_APPLIED_PRICE inpPrice    = PRICE_CLOSE; // Price
input int                inpPeriodEma   =  12;         // Period

double val[],valc[];
double valEma[],valcEma[];

double ExtMA_MinimumDistance=0.0;


//Ichimoku
input int InpTenkan=8;     // Tenkan-sen
input int InpKijun=42;     // Kijun-sen
input int InpSenkou=120;    // Senkou Span B
input int InpCloudOffset=42;// Cloud offset

double    ExtTenkanBuffer[];
double    ExtKijunBuffer[];
double    ExtSpanABuffer[];
double    ExtSpanBBuffer[];
double    ExtChikouBuffer[];

//incroci medie
input ushort   code=159;    // Symbol code to draw in DRAW_ARROW
int            color_sections;

double         ColorArrowBuffer[];


int OnInit()
{
   IndicatorSetString(INDICATOR_SHORTNAME,"strategy2");
   
   //SMA & Ema
   SetIndexBuffer(0,val,INDICATOR_DATA);
   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
   _sma.init(inpPeriod);
   
   SetIndexBuffer(2,valEma,INDICATOR_DATA);
   SetIndexBuffer(3,valcEma,INDICATOR_COLOR_INDEX);
   _ema.init(inpPeriodEma);
   
   //incroci medie
   //--- indicator buffers mapping
   SetIndexBuffer(9,ColorArrowBuffer,INDICATOR_DATA);
   //--- Define the symbol code for drawing in PLOT_ARROW
   PlotIndexSetInteger(9,PLOT_ARROW,code);
   //--- Set the vertical shift of arrows in pixels
   PlotIndexSetInteger(9,PLOT_ARROW_SHIFT,5);
   //--- Set as an empty value 0
   PlotIndexSetDouble(9,PLOT_EMPTY_VALUE,0);  
   
   //Ichimoku
   //--- indicator buffers mapping
   SetIndexBuffer(4,ExtTenkanBuffer,INDICATOR_DATA);
   SetIndexBuffer(5,ExtKijunBuffer,INDICATOR_DATA);
   SetIndexBuffer(6,ExtSpanABuffer,INDICATOR_DATA);
   SetIndexBuffer(7,ExtSpanBBuffer,INDICATOR_DATA);
   SetIndexBuffer(8,ExtChikouBuffer,INDICATOR_DATA);
   //--- sets first bar from what index will be drawn
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpTenkan);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,InpKijun);
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,InpSenkou-1);
   //--- lines shifts when drawing
   PlotIndexSetInteger(4,PLOT_SHIFT,InpCloudOffset);
   PlotIndexSetInteger(5,PLOT_SHIFT,-InpKijun);
   //--h- change labels for DataWindow 
   PlotIndexSetString(2,PLOT_LABEL,"Tenkan-sen("+string(InpTenkan)+")");
   PlotIndexSetString(3,PLOT_LABEL,"Kijun-sen("+string(InpKijun)+")");
   PlotIndexSetString(4,PLOT_LABEL,"Senkou Span A;Senkou Span B("+string(InpSenkou)+")");
   //--- initialization done
   
   
  
   return (INIT_SUCCEEDED);
}


//+------------------------------------------------------------------+
//| get highest value for range                                      |
//+------------------------------------------------------------------+
double Highest(const double&array[],int range,int fromIndex)
  {
   double res=0;
//---
   res=array[fromIndex];
   for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
     {
      if(res<array[i]) res=array[i];
     }
//---
   return(res);
  }
//+------------------------------------------------------------------+
//| get lowest value for range                                       |
//+------------------------------------------------------------------+
double Lowest(const double&array[],int range,int fromIndex)
  {
   double res=0;
//---
   res=array[fromIndex];
   for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
     {
      if(res>array[i]) res=array[i];
     }
//---
   return(res);
  }
  

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//

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[])
{

   
   //medie e Ichimoku
   
   int i=prev_calculated-1; 
   if (i<0) i=0; 
   
   for (; i<rates_total && !_StopFlag; i++){
      val[i]  = _sma.calculate(getPrice(inpPrice,open,high,low,close,i),i,rates_total); //valore sma
      valc[i] = (i>0) ? (val[i]>val[i-1]) ? 0 : (val[i]<val[i-1]) ? 1 : valc[i-1] : 0; //colore sma
      
      valEma[i]  = _ema.calculate(getPrice(inpPrice,open,high,low,close,i),i,rates_total); //valore ema
      valcEma[i] = (i>0) ? (valEma[i]>valEma[i-1]) ? 0 : (valEma[i]<valEma[i-1]) ? 1 : valcEma[i-1] : 0; //colore sma
      
      
      if(i>=1 && val[i-1]>valEma[i-1] && val[i]<valEma[i]){
         ColorArrowBuffer[i] = val[i];
      }
      
      if(i>=1 && valEma[i-1]>val[i-1] && valEma[i]<val[i]){
         ColorArrowBuffer[i] = val[i];
      }
      
      ExtChikouBuffer[i]=close[i];
      //--- tenkan sen
      double _high=Highest(high,InpTenkan,i);
      double _low=Lowest(low,InpTenkan,i);
      ExtTenkanBuffer[i]=(_high+_low)/2.0;
      //--- kijun sen
      _high=Highest(high,InpKijun,i);
      _low=Lowest(low,InpKijun,i);
      ExtKijunBuffer[i]=(_high+_low)/2.0;
      //--- senkou span a
      ExtSpanABuffer[i]=(ExtTenkanBuffer[i]+ExtKijunBuffer[i])/2.0;
      //--- senkou span b
      _high=Highest(high,InpSenkou,i);
      _low=Lowest(low,InpSenkou,i);
      ExtSpanBBuffer[i]=(_high+_low)/2.0;
   }
   
   return (i);
}

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//

class CSma
{
   private :
      struct scSmaArrayStruct
      {
         double value;
         double sum;
      };
      scSmaArrayStruct m_array[];
      int              m_arraySize;
      int              m_period;
   public :
      CSma() : m_period(1), m_arraySize(-1) {                     return; }
     ~CSma()                                { ArrayFree(m_array); return; }
     
     //
     //---
     //
      
     void init(int period) 
     { 
         m_period = (period>1) ? period : 1; 
     }
     double calculate(double value, int i, int bars)
     {
        if (m_arraySize<bars)
          { m_arraySize=ArrayResize(m_array,bars+500); if (m_arraySize<bars) return(0); }

         //
         //
         //

         m_array[i].value=value;
            if (i>m_period)
                   m_array[i].sum = m_array[i-1].sum + value - m_array[i-m_period].value;
            else { m_array[i].sum = 0; for(int k=0; k<m_period && i>=k; k++) m_array[i].sum += m_array[i-k].value; }
            return(m_array[i].sum / (double)m_period);
      }
};
CSma _sma;

class CEma
{
   private :
         double m_period;
         double m_alpha;
         double m_array[];
         int    m_arraySize;
   public :
      CEma() : m_period(1), m_alpha(1), m_arraySize(-1) { return; }
     ~CEma()                                            { return; }
     
     //
     //---
     //
     
     void init(int period)
      {
            m_period = (period>1) ? period : 1;
            m_alpha  = 2.0/(1.0+m_period);
      }
      double calculate(double value, int i, int bars)
      {
        if (m_arraySize<bars)
          { m_arraySize=ArrayResize(m_array,bars+500); if (m_arraySize<bars) return(0); }

            //
            //
            //

            if (i>0)
                    m_array[i] = m_array[i-1]+m_alpha*(value-m_array[i-1]); 
            else    m_array[i] = value;
            return (m_array[i]);
         }   
};
CEma _ema;

//
//---
//

template <typename T> 
double getPrice(ENUM_APPLIED_PRICE tprice, T& open[], T& high[], T& low[], T& close[], int i)
{
   switch(tprice)
   {
         case PRICE_CLOSE:     return(close[i]);
         case PRICE_OPEN:      return(open[i]);
         case PRICE_HIGH:      return(high[i]);
         case PRICE_LOW:       return(low[i]);
         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);
         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);
         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);
   }
   return(0);
}
//------------------------------------------------------------------