141 lines
5.5 KiB
MQL5
141 lines
5.5 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| BB.mq5 |
|
|
//| Copyright 2000-2025, MetaQuotes Ltd. |
|
|
//| https://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
|
#property link "https://www.mql5.com"
|
|
#property description "Bollinger Bands"
|
|
#include <MovingAverages.mqh>
|
|
//---
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 4
|
|
#property indicator_plots 3
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrLightSeaGreen
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrLightSeaGreen
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_color3 clrLightSeaGreen
|
|
#property indicator_label1 "Bands middle"
|
|
#property indicator_label2 "Bands upper"
|
|
#property indicator_label3 "Bands lower"
|
|
//--- input parametrs
|
|
input int InpBandsPeriod=20; // Period
|
|
input int InpBandsShift=0; // Shift
|
|
input double InpBandsDeviations=2.0; // Deviation
|
|
//--- global variables
|
|
int ExtBandsPeriod,ExtBandsShift;
|
|
double ExtBandsDeviations;
|
|
int ExtPlotBegin=0;
|
|
//--- indicator buffer
|
|
double ExtMLBuffer[];
|
|
double ExtTLBuffer[];
|
|
double ExtBLBuffer[];
|
|
double ExtStdDevBuffer[];
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- check for input values
|
|
if(InpBandsPeriod<2)
|
|
{
|
|
ExtBandsPeriod=20;
|
|
PrintFormat("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",InpBandsPeriod,ExtBandsPeriod);
|
|
}
|
|
else
|
|
ExtBandsPeriod=InpBandsPeriod;
|
|
if(InpBandsShift<0)
|
|
{
|
|
ExtBandsShift=0;
|
|
PrintFormat("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",InpBandsShift,ExtBandsShift);
|
|
}
|
|
else
|
|
ExtBandsShift=InpBandsShift;
|
|
if(InpBandsDeviations==0.0)
|
|
{
|
|
ExtBandsDeviations=2.0;
|
|
PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",InpBandsDeviations,ExtBandsDeviations);
|
|
}
|
|
else
|
|
ExtBandsDeviations=InpBandsDeviations;
|
|
//--- define buffers
|
|
SetIndexBuffer(0,ExtMLBuffer);
|
|
SetIndexBuffer(1,ExtTLBuffer);
|
|
SetIndexBuffer(2,ExtBLBuffer);
|
|
SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS);
|
|
//--- set index labels
|
|
PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Middle");
|
|
PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Upper");
|
|
PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Lower");
|
|
//--- indicator name
|
|
IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands");
|
|
//--- indexes draw begin settings
|
|
ExtPlotBegin=ExtBandsPeriod-1;
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtBandsPeriod);
|
|
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtBandsPeriod);
|
|
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtBandsPeriod);
|
|
//--- indexes shift settings
|
|
PlotIndexSetInteger(0,PLOT_SHIFT,ExtBandsShift);
|
|
PlotIndexSetInteger(1,PLOT_SHIFT,ExtBandsShift);
|
|
PlotIndexSetInteger(2,PLOT_SHIFT,ExtBandsShift);
|
|
//--- number of digits of indicator value
|
|
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Bollinger Bands |
|
|
//+------------------------------------------------------------------+
|
|
int OnCalculate(const int rates_total,
|
|
const int prev_calculated,
|
|
const int begin,
|
|
const double &price[])
|
|
{
|
|
if(rates_total<ExtPlotBegin)
|
|
return(0);
|
|
//--- indexes draw begin settings, when we've recieved previous begin
|
|
if(ExtPlotBegin!=ExtBandsPeriod+begin)
|
|
{
|
|
ExtPlotBegin=ExtBandsPeriod+begin;
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPlotBegin);
|
|
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtPlotBegin);
|
|
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtPlotBegin);
|
|
}
|
|
//--- starting calculation
|
|
int pos;
|
|
if(prev_calculated>1)
|
|
pos=prev_calculated-1;
|
|
else
|
|
pos=0;
|
|
//--- main cycle
|
|
for(int i=pos; i<rates_total && !IsStopped(); i++)
|
|
{
|
|
//--- middle line
|
|
ExtMLBuffer[i]=SimpleMA(i,ExtBandsPeriod,price);
|
|
//--- calculate and write down StdDev
|
|
ExtStdDevBuffer[i]=StdDev_Func(i,price,ExtMLBuffer,ExtBandsPeriod);
|
|
//--- upper line
|
|
ExtTLBuffer[i]=ExtMLBuffer[i]+ExtBandsDeviations*ExtStdDevBuffer[i];
|
|
//--- lower line
|
|
ExtBLBuffer[i]=ExtMLBuffer[i]-ExtBandsDeviations*ExtStdDevBuffer[i];
|
|
}
|
|
//--- OnCalculate done. Return new prev_calculated.
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate Standard Deviation |
|
|
//+------------------------------------------------------------------+
|
|
double StdDev_Func(const int position,const double &price[],const double &ma_price[],const int period)
|
|
{
|
|
double std_dev=0.0;
|
|
//--- calcualte StdDev
|
|
if(position>=period)
|
|
{
|
|
for(int i=0; i<period; i++)
|
|
std_dev+=MathPow(price[position-i]-ma_price[position],2.0);
|
|
std_dev=MathSqrt(std_dev/period);
|
|
}
|
|
//--- return calculated value
|
|
return(std_dev);
|
|
}
|
|
//+------------------------------------------------------------------+
|