//+---------------------------------------------------------------------+ //| ColorX2MA_Osc.mq5 | //| Copyright © 2012, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+---------------------------------------------------------------------+ //| For the indicator to work, place the file SmoothAlgorithms.mqh | //| in the directory: terminal_data_folder\MQL5\Include | //+---------------------------------------------------------------------+ #property copyright "Copyright © 2012, Nikolay Kositsin" #property link "farria@mail.redcom.ru" #property description "The X2MA moving average, turned into an oscillator with normalization of its values in the range from 0 to 100." #property description "For a clearer perception the outcome indicator has been moved down to the fifty values." #property description "The main idea of normalization was proposed by Evgeny V. Trofimov" //---- indicator version number #property version "1.10" //---- drawing indicator in a separate window #property indicator_separate_window //---- number of indicator buffers #property indicator_buffers 2 //---- only one plot is used #property indicator_plots 1 //+----------------------------------------------+ //| Indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator as a four-color histogram #property indicator_type1 DRAW_COLOR_HISTOGRAM //---- colors of the four-color histogram are as follows #property indicator_color1 clrTeal,clrBlueViolet,clrIndianRed,clrMagenta //---- indicator line is a solid one #property indicator_style1 STYLE_SOLID //---- Indicator line width is equal to 2 #property indicator_width1 2 //---- displaying the indicator label #property indicator_label1 "X2MA_Osc" //+----------------------------------------------+ //| Parameters of displaying horizontal levels | //+----------------------------------------------+ #property indicator_level1 0.0 #property indicator_levelcolor clrGray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| CXMA class description | //+----------------------------------------------+ #include //+----------------------------------------------+ //---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file CXMA XMA1,XMA2; //+----------------------------------------------+ //| declaration of enumerations | //+----------------------------------------------+ enum Applied_price_ //Type od constant { PRICE_CLOSE_ = 1, //Close PRICE_OPEN_, //Open PRICE_HIGH_, //High PRICE_LOW_, //Low PRICE_MEDIAN_, //Median Price (HL/2) PRICE_TYPICAL_, //Typical Price (HLC/3) PRICE_WEIGHTED_, //Weighted Close (HLCC/4) PRICE_SIMPL_, //Simpl Price (OC/2) PRICE_QUARTER_, //Quarted Price (HLOC/4) PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price PRICE_TRENDFOLLOW1_ //TrendFollow_2 Price }; /*enum Smooth_Method - enumeration is declared in SmoothAlgorithms.mqh { MODE_SMA_, //SMA MODE_EMA_, //EMA MODE_SMMA_, //SMMA MODE_LWMA_, //LWMA MODE_JJMA, //JJMA MODE_JurX, //JurX MODE_ParMA, //ParMA MODE_T3, //T3 MODE_VIDYA, //VIDYA MODE_AMA, //AMA }; */ //+----------------------------------------------+ //| INDICATOR INPUT PARAMETERS | //+----------------------------------------------+ input uint nPeriod=100; //oscillator normalization period input Smooth_Method MA_Method1=MODE_SMA; //first smoothing averaging method input uint Length1=12; //first smoothing depth input int Phase1=15; //first smoothing parameter, // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing; // For VIDIA, it is a CMO period, for AMA, it is a slow moving average period input Smooth_Method MA_Method2=MODE_JJMA; //second smoothing averaging method input uint Length2 = 5; //second smoothing depth input int Phase2=15; //second smoothing parameter, // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing; // For VIDIA, it is a CMO period, for AMA, it is a slow moving average period input Applied_price_ IPC=PRICE_CLOSE;//price constant /* , used for calculation of the indicator ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */ input int Shift=0; // horizontal shift of the indicator in bars input int PriceShift=0; // vertical shift of the indicator in pointsõ //+----------------------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double X2MAOsc[],ColorX2MAOsc[]; //---- declaration of dynamic arrays that will further be // used as ring buffers int Count[]; double X2MA[]; //---- Declaration of integer variables of data starting point int min_rates_total,min_rates_1,min_rates_2; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the ring | //| buffer | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos( int &CoArr[],// Return the current value of the price series by the link int Size // Ring buffers size ) { //---- int numb,Max1,Max2; static int count=1; //---- Max2=Size; Max1=Max2-1; count--; if(count<0) count=Max1; //---- for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| calculation of interpolated values | //+------------------------------------------------------------------+ double Interpolation(double a,double b,double c,double d,double X) //a; X; b - column of known data, c; d; - column of unknown data. { //---- if(b-a==0) return(10000000); //infinity else return(d -(b-X) *(d-c)/(b-a)); //---- } //+------------------------------------------------------------------+ //| X2MA Osc indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_1=XMA1.GetStartBars(MA_Method1, Length1, Phase1); min_rates_2=XMA2.GetStartBars(MA_Method2, Length2, Phase2); min_rates_total=min_rates_1+min_rates_2+1; //---- setting alerts for invalid values of external parameters XMA1.XMALengthCheck("Length1", Length1); XMA2.XMALengthCheck("Length2", Length2); //---- setting alerts for invalid values of external parameters XMA1.XMAPhaseCheck("Phase1", Phase1, MA_Method1); XMA2.XMAPhaseCheck("Phase2", Phase2, MA_Method2); //---- memory distribution for variables' arrays ArrayResize(Count,nPeriod); ArrayResize(X2MA,nPeriod); //---- Initialization of arrays of variables ArrayInitialize(Count,0); ArrayInitialize(X2MA,0.0); //---- indexing elements in arrays as timeseries ArraySetAsSeries(Count,true); ArraySetAsSeries(X2MA,true); //---- set dynamic array as an indicator buffer SetIndexBuffer(0,X2MAOsc,INDICATOR_DATA); //---- moving the indicator 1 horizontally PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing elements in the buffer as time series ArraySetAsSeries(X2MAOsc,true); //---- setting dynamic array as a color index buffer SetIndexBuffer(1,ColorX2MAOsc,INDICATOR_COLOR_INDEX); //---- indexing elements in the buffer as time series ArraySetAsSeries(ColorX2MAOsc,true); //---- initializations of variable for indicator short name string shortname; string Smooth1=XMA1.GetString_MA_Method(MA_Method1); string Smooth2=XMA1.GetString_MA_Method(MA_Method2); StringConcatenate(shortname,"X2MA_Osc(",nPeriod,", ",Length1,", ",Length2,", ",Smooth1,", ",Smooth2,")"); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,0); //---- end of initialization } //+------------------------------------------------------------------+ //| X2MA Osc 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 the number of bars to be enough for 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 //---- Main calculation loop of the indicator for(bar=limit; bar>=0 && !IsStopped(); bar--) { //---- Calling the PriceSeries function to get the input price price_ price_=PriceSeries(IPC,bar,open,low,high,close); x1xma=XMA1.XMASeries(maxbar1,prev_calculated,rates_total,MA_Method1,Phase1,Length1,price_,bar,true); X2MA[Count[0]]=XMA2.XMASeries(maxbar2,prev_calculated,rates_total,MA_Method2,Phase2,Length2,x1xma,bar,true); //---- normalize the volatility MAX=X2MA[ArrayMaximum(X2MA,0,WHOLE_ARRAY)]; MIN=X2MA[ArrayMinimum(X2MA,0,WHOLE_ARRAY)]; //---- normalize the resulting value of volatility within the range from 0 to 100 and load in the indicator buffer x2xmaosc=Interpolation(MAX,MIN,100,0,X2MA[Count[0]]); //---- X2MAOsc[bar]=x2xmaosc-50; //---- recalculate the positions in ring buffers if(bar) Recount_ArrayZeroPos(Count,nPeriod); } if(prev_calculated>rates_total || prev_calculated<=0) limit--; //---- Main indicator coloring loop for(bar=limit; bar>=0; bar--) { int bar1=bar+1; if(X2MAOsc[bar]>=0) { if(X2MAOsc[bar]>X2MAOsc[bar1]) ColorX2MAOsc[bar]=0; if(X2MAOsc[bar]X2MAOsc[bar1]) ColorX2MAOsc[bar]=3; if(X2MAOsc[bar]==X2MAOsc[bar1]) ColorX2MAOsc[bar]=ColorX2MAOsc[bar1]; } } //---- return(rates_total); } //+------------------------------------------------------------------+