//+---------------------------------------------------------------------+ //| EntropyMath.mq5 | //| Copyright © 2008, Aleksandr Pak | //| http://forum.mql4.com/ru/13708 | //+---------------------------------------------------------------------+ //| Place the SmoothAlgorithms.mqh file | //| in the directory: terminal_data_folder\MQL5\Include | //+---------------------------------------------------------------------+ #property copyright "Copyright © 2008, Aleksandr Pak" #property link "http://forum.mql4.com/ru/13708" //---- indicator version number #property version "1.00" //---- drawing indicator in a separate window #property indicator_separate_window //---- количество индикаторных буферов 4 #property indicator_buffers 4 //---- only two plots are used #property indicator_plots 2 //+-----------------------------------+ //| Parameters of indicator drawing | //+-----------------------------------+ //---- 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 clrMagenta,clrPurple,clrGray,clrBlue,clrTeal //---- 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 "EntropyMath" //---- drawing of the indicator as a three color line #property indicator_type2 DRAW_COLOR_LINE //---- colors of the three-color line are #property indicator_color2 clrRed,clrGray,clrDodgerBlue //---- the indicator line is a dash-and-dot curve #property indicator_style2 STYLE_DASHDOTDOT //---- indicator line width is equal to 5 #property indicator_width2 5 //---- displaying label of the signal line #property indicator_label2 "Signal EntropyMath" //+-----------------------------------+ //| Averaging classes description | //+-----------------------------------+ #include //+-----------------------------------+ //---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file CXMA XMA1; //+-----------------------------------+ //| declaration of enumerations | //+-----------------------------------+ enum Applied_price_ //Type of 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 PRICE_DEMARK_, //Demark Price PRICE_NAVEL_ //Navel Price }; //+-----------------------------------+ //| declaration of enumerations | //+-----------------------------------+ /*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 Smooth_Method XMA_Method=MODE_T3; //method of averaging of the histogram input uint numbars=12; //period of averaging input int XPhase= 100; //parameter of averaging //for JJMA, it varies within the range -100 ... +100 and influences on the quality of the transient period; // For VIDIA, it is a CMO period, for AMA, it is a slow moving average period input Smooth_Method Signal_Method=MODE_JJMA; //method of averaging of the signal line input uint Signal_XMA=9; //signal line period input int Signal_XPhase=100; // parameter of the signal line, //varying within the range -100 ... +100, //it influences the quality of the transient period; input Applied_price_ AppliedPrice=PRICE_CLOSE_;//price constant //+-----------------------------------+ //---- Declaration of integer variables of data starting point int min_rates_total,min_rates_; //---- declaration of global variables int Count[]; double Value[]; //---- declaration of dynamic arrays that will further be // used as indicator buffers double IndBuffer[],SignBuffer[],ColorIndBuffer[],ColorSignBuffer[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos(int &CoArr[],// Returns the number of the current value of the price series by reference int 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; } //---- } //+------------------------------------------------------------------+ //| XMACD indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of data calculation starting point min_rates_=XMA1.GetStartBars(XMA_Method,numbars,XPhase)+1; min_rates_total=min_rates_+XMA1.GetStartBars(Signal_Method,Signal_XMA,Signal_XPhase); //---- memory allocation for arrays of variables ArrayResize(Count,numbars); ArrayResize(Value,numbars); ArrayInitialize(Count,0); ArrayInitialize(Value,0.0); //---- set IndBuffer dynamic array as an indicator buffer SetIndexBuffer(0,IndBuffer,INDICATOR_DATA); //---- set dynamic array as as a color index buffer SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX); //---- set SignBuffer dynamic array as an indicator buffer SetIndexBuffer(2,SignBuffer,INDICATOR_DATA); //---- set dynamic array as as a color index buffer SetIndexBuffer(3,ColorSignBuffer,INDICATOR_COLOR_INDEX); //---- shifting the starting point of the indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting values of the indicator that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- shifting the starting point of the indicator drawing PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- setting values of the indicator that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- setting alerts for invalid values of external parameters XMA1.XMALengthCheck("numbars", numbars); XMA1.XMALengthCheck("Signal_XMA", Signal_XMA); //---- setting alerts for invalid values of external parameters XMA1.XMAPhaseCheck("XPhase", XPhase, XMA_Method); XMA1.XMAPhaseCheck("Signal_XPhase", Signal_XPhase, Signal_Method); //---- initializations of variable for indicator short name string shortname; string Smooth1=XMA1.GetString_MA_Method(XMA_Method); string Smooth2=XMA1.GetString_MA_Method(Signal_Method); StringConcatenate(shortname,"EntropyMath( ",numbars,", ",Smooth1,", ",Signal_XMA,", ",Smooth2," )"); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,3*_Digits); //---- end of initialization } //+------------------------------------------------------------------+ //| XMACD 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 { first=1; // starting number for calculation of all bars } else // starting number for the calculation of new bars { first=prev_calculated-1; } //---- Main calculation loop of the indicator for(bar=first; barrates_total || prev_calculated<=0) first++; //---- Main loop of the XMACD indicator coloring for(bar=first; bar0) { if(IndBuffer[bar]>IndBuffer[bar-1]) clr=4; if(IndBuffer[bar]IndBuffer[bar-1]) clr=1; } ColorIndBuffer[bar]=clr; } //---- Main loop of the signal line coloring for(bar=first; barSignBuffer[bar-1]) clr=2; if(IndBuffer[bar]