_MACD_Xtr.mq4

_MACD_Xtr.mq4 Programming source code

/*
iCustom(NULL,0,"_MACD_Xtr",FastMA,SlowMA,Source,SourcePeriod,FrontPeriod,xVolatility,Sens, N,i); 
*/
#property indicator_separate_window // ‚ ÓÍÌÂ ËÌ‰ËÍ‡ÚÓ‡
#property indicator_buffers 5
#property indicator_color1 Blue // 
#property indicator_color2 Gray // ÛÓ‚ÂÌ¸ œ 
#property indicator_color3 Gray // ÛÓ‚ÂÌ¸ œœ
#property indicator_color4 Green // ·‡ ‚ ÁÓÌÂ œ 
#property indicator_color5 Red // ·‡ ‚ ÁÓÌÂ œœ

// ‚ıÓ‰Ì˚Â Ô‡‡ÏÂÚ˚
   // MACD
extern int FastMA=12; // ÔÂËÓ‰ ·˚ÒÚÓÈ EMA
extern int SlowMA=26; // ÔÂËÓ‰ ÏÂ‰ÎÂÌÌÓÈ EMA
   // ‚ÓÎ‡ÚËÎ¸ÌÓÒÚ¸
extern int Source=1; // ËÒÚÓ˜ÌËÍ: 0 - Ó·˙ÂÏ, 1 - ATR, 2 - ÒÚ.‰Â‚Ë‡ˆËˇ
extern int SourcePeriod=5; // ÔÂËÓ‰ ËÒÚÓ˜ÌËÍ‡
      // ÒË„Ì‡Î¸Ì‡ˇ
 double FrontPeriod=1; // ÔÂËÓ‰ Ò„Î‡ÊË‚‡ÌËˇ ÙÓÌÚ‡; Ï.·. <1
extern double BackPeriod=444; // ÔÂËÓ‰ Ò„Î‡ÊË‚‡ÌËˇ Á‡ÚÛı‡ÌËˇ; Ï.·. <1
   // ÛÓ‚ÌË œ /œœ
extern double xVolatility=0.5;
extern double Sens=0; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ÔÔ. ËÎË ‚ ÚËÍ‡ı (‰Îˇ Ó·˙ÂÏ‡)

 int History=0; // ÍÓÎ-‚Ó ·‡Ó‚ ÔÂ‰˚ÒÚÓËË; 0 - ‚ÒÂ

// ËÌ‰.·ÛÙÂ˚
double   MACD[], // MACD
         OB[], // ÛÓ‚ÂÌ¸ œ 
         OS[], // ÛÓ‚ÂÌ¸ œœ
         OBH[], // ·‡ ‚ ÁÓÌÂ œ 
         OSH[]; // ·‡ ‚ ÁÓÌÂ œœ
// Ó·˘ËÂ („ÎÓ·‡Î¸Ì˚Â) ÔÂÂÏÂÌÌ˚Â
bool first=1; // ÙÎ‡„ ÔÂ‚Ó„Ó Á‡ÔÛÒÍ‡
double sens; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ˆÂÌ‡ı

// ËÌËˆË‡ÎËÁ‡ˆËˇ
int init()
  {
   first=1;
   sens=Sens*Point; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ˆÂÌ‡ı
   string _md="MACD("+FastMA+","+SlowMA+")";
   
   SetIndexBuffer(0,MACD);
   SetIndexStyle(0,DRAW_HISTOGRAM,0);
   SetIndexLabel(0,_md);

   SetIndexBuffer(1,OB);
   SetIndexStyle(1,DRAW_LINE,2);
   SetIndexLabel(1,"OB");

   SetIndexBuffer(2,OS);
   SetIndexStyle(2,DRAW_LINE,2);
   SetIndexLabel(2,"OS");

   SetIndexBuffer(3,OBH);
   SetIndexStyle(3,DRAW_HISTOGRAM,0,2);
   SetIndexLabel(3,"Peak");

   SetIndexBuffer(4,OSH);
   SetIndexStyle(4,DRAW_HISTOGRAM,0,2);
   SetIndexLabel(4,"Trough");

   if(BackPeriod<1) string _bk=DoubleToStr(BackPeriod,3); else _bk=DoubleToStr(BackPeriod,0);
      // ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚ¸
   if(Sens>0) string _src=DoubleToStr(Sens,1)+" "; 
      // ËÒÚÓ˜ÌËÍ
   switch(Source) {
      case 0: _src=_src+"Volume"; break; // Ó·˙ÂÏ
      case 1: _src=_src+"ATR"; break; // ATR
      case 2: _src=_src+"StDev"; // ÒÚ.‰Â‚Ë‡ˆËˇ
     }
   _src=_src+"("+SourcePeriod+","+_bk+")";

   IndicatorShortName(_md+" "+_src); 
   
   return(0);
  }

// Ù-ˇ ‰ÓÔÓÎÌËÚÂÎ¸ÌÓÈ ËÌËˆË‡ÎËÁ‡ˆËË
int reinit() 
  {
   ArrayInitialize(MACD,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡
   ArrayInitialize(OB,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡
   ArrayInitialize(OS,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡
   ArrayInitialize(OBH,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡
   ArrayInitialize(OSH,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡
   return(0);
  }

int start()
  {
   int ic=IndicatorCounted();
   if(!first && Bars-ic-1>1) ic=reinit(); // ÂÒÎË ÂÒÚ¸ ÔÓÔÛ˘ÂÌÌ˚Â ·‡˚ ÌÂ Ì‡ ÔÓ‰ÍÎ˛˜ÂÌËË - ÔÂÂÒ˜ÂÚ
   bool ic0=ic==0; // ÙÎ‡„ ÔÂÂÒ˜ÂÚ‡
   int limit=Bars-ic-1; // ÍÓÎ-‚Ó ÔÂÂÒ˜ÂÚÓ‚
   if(History!=0 && limit>History) limit=History-1; // ÍÓÎ-‚Ó ÔÂÂÒ˜ÂÚÓ‚ ÔÓ ËÒÚÓËË

   for(int i=limit; i>=0; i--) { // ˆËÍÎ ÔÂÂÒ˜ÂÚ‡ ÔÓ ¬—≈Ã ·‡‡Ï
      
      double macd=iMACD(NULL,0,FastMA,SlowMA,1,0, 0,i);
      MACD[i]=macd;

      double vlt=xVolatility*iCustom(NULL,0,"_Volatility_FBA_NR",Source,SourcePeriod,FrontPeriod,BackPeriod,0, 1,i);
      double lev=MathMax(sens,vlt);
      OB[i]=lev; OS[i]=-lev;

      if(macd> lev) OBH[i]=macd; else OBH[i]=0;
      if(macd<-lev) OSH[i]=macd; else OSH[i]=0;

     }   
   first=0; // Ò·ÓÒ ÙÎ‡„‡ ÔÂ‚Ó„Ó ˆËÍÎ‡
   return(0);
  }

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iCustom(NULL,0,"_MACD_Xtr",FastMA,SlowMA,Source,SourcePeriod,FrontPeriod,xVolatility,Sens, N,i);

#property indicator_separate_window // ‚ ÓÍÌÂ ËÌ‰ËÍ‡ÚÓ‡

#property indicator_buffers 5

#property indicator_color1 Blue //

#property indicator_color2 Gray // ÛÓ‚ÂÌ¸ œ

#property indicator_color3 Gray // ÛÓ‚ÂÌ¸ œœ

#property indicator_color4 Green // ·‡ ‚ ÁÓÌÂ œ

#property indicator_color5 Red // ·‡ ‚ ÁÓÌÂ œœ

// ‚ıÓ‰Ì˚Â Ô‡‡ÏÂÚ˚

// MACD

extern int FastMA=12; // ÔÂËÓ‰ ·˚ÒÚÓÈ EMA

extern int SlowMA=26; // ÔÂËÓ‰ ÏÂ‰ÎÂÌÌÓÈ EMA

// ‚ÓÎ‡ÚËÎ¸ÌÓÒÚ¸

extern int Source=1; // ËÒÚÓ˜ÌËÍ: 0 - Ó·˙ÂÏ, 1 - ATR, 2 - ÒÚ.‰Â‚Ë‡ˆËˇ

extern int SourcePeriod=5; // ÔÂËÓ‰ ËÒÚÓ˜ÌËÍ‡

// ÒË„Ì‡Î¸Ì‡ˇ

double FrontPeriod=1; // ÔÂËÓ‰ Ò„Î‡ÊË‚‡ÌËˇ ÙÓÌÚ‡; Ï.·. <1

extern double BackPeriod=444; // ÔÂËÓ‰ Ò„Î‡ÊË‚‡ÌËˇ Á‡ÚÛı‡ÌËˇ; Ï.·. <1

// ÛÓ‚ÌË œ /œœ

extern double xVolatility=0.5;

extern double Sens=0; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ÔÔ. ËÎË ‚ ÚËÍ‡ı (‰Îˇ Ó·˙ÂÏ‡)

int History=0; // ÍÓÎ-‚Ó ·‡Ó‚ ÔÂ‰˚ÒÚÓËË; 0 - ‚ÒÂ

// ËÌ‰.·ÛÙÂ˚

double MACD[], // MACD

OB[], // ÛÓ‚ÂÌ¸ œ

OS[], // ÛÓ‚ÂÌ¸ œœ

OBH[], // ·‡ ‚ ÁÓÌÂ œ

OSH[]; // ·‡ ‚ ÁÓÌÂ œœ

// Ó·˘ËÂ („ÎÓ·‡Î¸Ì˚Â) ÔÂÂÏÂÌÌ˚Â

bool first=1; // ÙÎ‡„ ÔÂ‚Ó„Ó Á‡ÔÛÒÍ‡

double sens; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ˆÂÌ‡ı

// ËÌËˆË‡ÎËÁ‡ˆËˇ

int init()

{

first=1;

sens=Sens*Point; // ÔÓÓ„ ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚË ‚ ˆÂÌ‡ı

string _md="MACD("+FastMA+","+SlowMA+")";

SetIndexBuffer(0,MACD);

SetIndexStyle(0,DRAW_HISTOGRAM,0);

SetIndexLabel(0,_md);

SetIndexBuffer(1,OB);

SetIndexStyle(1,DRAW_LINE,2);

SetIndexLabel(1,"OB");

SetIndexBuffer(2,OS);

SetIndexStyle(2,DRAW_LINE,2);

SetIndexLabel(2,"OS");

SetIndexBuffer(3,OBH);

SetIndexStyle(3,DRAW_HISTOGRAM,0,2);

SetIndexLabel(3,"Peak");

SetIndexBuffer(4,OSH);

SetIndexStyle(4,DRAW_HISTOGRAM,0,2);

SetIndexLabel(4,"Trough");

if(BackPeriod<1) string _bk=DoubleToStr(BackPeriod,3); else _bk=DoubleToStr(BackPeriod,0);

// ˜Û‚ÒÚ‚ËÚÂÎ¸ÌÓÒÚ¸

if(Sens>0) string _src=DoubleToStr(Sens,1)+" ";

// ËÒÚÓ˜ÌËÍ

switch(Source) {

case 0: _src=_src+"Volume"; break; // Ó·˙ÂÏ

case 1: _src=_src+"ATR"; break; // ATR

case 2: _src=_src+"StDev"; // ÒÚ.‰Â‚Ë‡ˆËˇ

}

_src=_src+"("+SourcePeriod+","+_bk+")";

IndicatorShortName(_md+" "+_src);

return(0);

}

// Ù-ˇ ‰ÓÔÓÎÌËÚÂÎ¸ÌÓÈ ËÌËˆË‡ÎËÁ‡ˆËË

int reinit()

{

ArrayInitialize(MACD,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡

ArrayInitialize(OB,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡

ArrayInitialize(OS,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡

ArrayInitialize(OBH,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡

ArrayInitialize(OSH,0.0); // Ó·ÌÛÎÂÌËÂ Ï‡ÒÒË‚‡

return(0);

}

int start()

{

int ic=IndicatorCounted();

if(!first && Bars-ic-1>1) ic=reinit(); // ÂÒÎË ÂÒÚ¸ ÔÓÔÛ˘ÂÌÌ˚Â ·‡˚ ÌÂ Ì‡ ÔÓ‰ÍÎ˛˜ÂÌËË - ÔÂÂÒ˜ÂÚ

bool ic0=ic==0; // ÙÎ‡„ ÔÂÂÒ˜ÂÚ‡

int limit=Bars-ic-1; // ÍÓÎ-‚Ó ÔÂÂÒ˜ÂÚÓ‚

if(History!=0 && limit>History) limit=History-1; // ÍÓÎ-‚Ó ÔÂÂÒ˜ÂÚÓ‚ ÔÓ ËÒÚÓËË

for(int i=limit; i>=0; i--) { // ˆËÍÎ ÔÂÂÒ˜ÂÚ‡ ÔÓ ¬—≈Ã ·‡‡Ï

double macd=iMACD(NULL,0,FastMA,SlowMA,1,0, 0,i);

MACD[i]=macd;

double vlt=xVolatility*iCustom(NULL,0,"_Volatility_FBA_NR",Source,SourcePeriod,FrontPeriod,BackPeriod,0, 1,i);

double lev=MathMax(sens,vlt);

OB[i]=lev; OS[i]=-lev;

if(macd> lev) OBH[i]=macd; else OBH[i]=0;

if(macd<-lev) OSH[i]=macd; else OSH[i]=0;

}

first=0; // Ò·ÓÒ ÙÎ‡„‡ ÔÂ‚Ó„Ó ˆËÍÎ‡

return(0);

}