// +——————————————————————————————————————————————————————————————————————————————————————————————+ // ¦ Affine Transform AffineTransform.mq5 ¦ // ¦ The indicator performs an affine transformation of the time series of price data (by prices,¦ // ¦ specified in the Applied_Price parameter), using the inclination angle of the trend line. ¦ // ¦ Instructions for use: ¦ // ¦ •create a trend line, assign a name to it's object; ¦ // ¦ •attach the indicator to a chart, specifying the name of trend line in the trend line ¦ // ¦ Trendline_Name parameter; ¦ // ¦ •Choose the price constant in the Applied_Price parameter. ¦ // ¦ Note: if there is a change of the trend line, the indicator recalculates all statements. ¦ // ¦ Thanks to the author of the idea, which in base of the indicator: Lihovidov V.N. ¦ // ¦ Huge please to distribute the indicator only in the source (.mq5), and do not change the ¦ // ¦ textof this header. ¦ // ¦----------------------------------------------------------------------------------------------¦ // ¦ [release 1] 06.12.2009 ¦ // ¦ (•)The first release. ¦ // ¦ Suggestions for improvements are welcome _________________________________¦ // ¦ author's page: http://codebase.mql4.com/ru/6280 | ¦ // ¦ | © xp3rienced, Ekaterinburg 2009 ¦ // +——————————————————————————————————————————————————————————————————————————————————————————————+ #property copyright "Copyright © 2009, xp3rienced" #property link "no4ta[at]inbox.ru" //---- indicator version number #property version "1.00" //---- drawing indicator in a separate window #property indicator_separate_window //---- number of indicator buffers 5 #property indicator_buffers 5 //---- only one plot is used #property indicator_plots 1 //+-----------------------------------+ //| Declaration of constants | //+-----------------------------------+ #define RESET 0 // The constant for returning the indicator recalculation command to the terminal //+-----------------------------------+ //| Indicator drawing parameters | //+-----------------------------------+ //---- color candlesticks are used as an indicator #property indicator_type1 DRAW_COLOR_CANDLES #property indicator_color1 clrMagenta,clrGray,clrPaleGreen //---- displaying the indicator label #property indicator_label1 "AffineTransform Open";"AffineTransform High";"AffineTransform Low";"AffineTransform Close" //+-----------------------------------+ //| INDICATOR INPUT PARAMETERS | //+-----------------------------------+ input string Trendline_Name="A_Line"; // Object name (trend line) //+-----------------------------------+ //---- Declaration of integer variables of data starting point int min_rates_total; //---- declaration of dynamic arrays that will further be // used as indicator buffers double ExtOpenBuffer[]; double ExtHighBuffer[]; double ExtLowBuffer[]; double ExtCloseBuffer[]; double ExtColorBuffer[]; //---- indicator global variables double LineAngleTg; // Tangent of trend line inclination angle double LinePrice1, LinePrice2; // Price coordinates of trend line points datetime LineTime1, LineTime2; // Time coordinates of trend line points int Shift1, Shift2; // Bar shifting of trend line points int Multiplier; // Multiplier applied to the price (to reduce the margin of error) bool NeedUpdate; //+------------------------------------------------------------------+ //| AffineTransform indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_total=100; NeedUpdate = true; Multiplier = int(MathPow(10,_Digits)); //---- setting dynamic arrays as indicator buffers SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA); SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA); SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA); SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA); //---- setting dynamic array as a color index buffer SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX); //---- indexing elements in the buffer as time series ArraySetAsSeries(ExtOpenBuffer,true); ArraySetAsSeries(ExtHighBuffer,true); ArraySetAsSeries(ExtLowBuffer,true); ArraySetAsSeries(ExtCloseBuffer,true); ArraySetAsSeries(ExtColorBuffer,true); //---- shifting the start of drawing of the indicator 1 PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,"Affine Transform Candles"); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- end of initialization } //+------------------------------------------------------------------+ //| AffineTransform iteration function | //+------------------------------------------------------------------+ int OnCalculate( const int rates_total, // amount of history in bars at the current tick const int prev_calculated,// amount of history in bars at the previous tick 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[] ) { //---- Checking if the number of bars is sufficient for the calculation if(rates_totalrates_total || prev_calculated<=0)// checking for the first start of the indicator calculation { limit=rates_total-1; // starting index for the calculation of all bars } else { limit=rates_total-prev_calculated; // starting index for the calculation of new bars } //---- calculation of the tangent of inclination angle, and if it has changed - full redrawing CalcAngleTg(); if(NeedUpdate) { limit=rates_total-1; NeedUpdate=false; } //---- indexing elements in arrays as timeseries ArraySetAsSeries(open,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); //---- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { double res=(bar-Shift1)*LineAngleTg; //--- Initialization of candles ExtOpenBuffer[bar]=(open[bar]-LinePrice1)*Multiplier+res; ExtCloseBuffer[bar]=(close[bar]-LinePrice1)*Multiplier+res; ExtHighBuffer[bar]=(high[bar]-LinePrice1)*Multiplier+res; ExtLowBuffer[bar]=(low[bar]-LinePrice1)*Multiplier+res; if(close[bar]>open[bar]) ExtColorBuffer[bar]=2; else if(close[bar]0) { int size=ArraySize(Arr); return(size-1); } else return(-1); //---- } //+------------------------------------------------------------------+ //| CalcAngleTg() function | //+------------------------------------------------------------------+ void CalcAngleTg() { //---- if(ObjectFind(0,Trendline_Name)==-1) return; //---- double tg; //---- LinePrice1 = ObjectGetDouble(0,Trendline_Name,OBJPROP_PRICE,0); LinePrice2 = ObjectGetDouble(0,Trendline_Name,OBJPROP_PRICE,1); LineTime1 = datetime(ObjectGetInteger(0,Trendline_Name,OBJPROP_TIME,0)); LineTime2 = datetime(ObjectGetInteger(0,Trendline_Name,OBJPROP_TIME,1)); //---- Shift1 = iBarShift(NULL,PERIOD_CURRENT,LineTime1); Shift2 = iBarShift(NULL,PERIOD_CURRENT,LineTime2); //---- tg=(LinePrice2-LinePrice1)*Multiplier/(Shift1-Shift2); if(tg!=LineAngleTg) NeedUpdate=true; LineAngleTg=tg; //---- } //+------------------------------------------------------------------+