//+---------------------------------------------------------------------+ //| FastStochastic.mq5 | //| Copyright © 2012, . | //| http://www.metaquotes.net/ | //+---------------------------------------------------------------------+ //| 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 "http://www.metaquotes.net/" #property description "Fast stochastic, created as a color histogram" //---- indicator version number #property version "1.00" //---- drawing indicator in a separate window #property indicator_separate_window //---- number of indicator buffers #property indicator_buffers 5 //---- only two plots are used #property indicator_plots 2 //+-----------------------------------+ //| Indicator 1 drawing parameters | //+-----------------------------------+ //---- drawing the indicator as a color histogram #property indicator_type1 DRAW_COLOR_HISTOGRAM2 //---- the following colors are used in the histogram #property indicator_color1 clrGray,clrLimeGreen,clrTeal,clrCrimson,clrPurple //---- the indicator line is a continuous curve #property indicator_style1 STYLE_SOLID //---- the width of indicator line is 3 #property indicator_width1 3 //---- displaying the indicator label #property indicator_label1 "Main" //+-----------------------------------+ //| Indicator 2 drawing parameters | //+-----------------------------------+ //---- drawing indicator as a three-colored line #property indicator_type2 DRAW_COLOR_LINE //---- the following colors are used for the indicator line #property indicator_color2 clrGray,clrBlue,clrMagenta //---- the indicator line is a stroke #property indicator_style2 STYLE_SOLID //---- Indicator line width is equal to 2 #property indicator_width2 2 //---- displaying the indicator label #property indicator_label2 "Signal" //+----------------------------------------------+ //| Parameters of displaying horizontal levels | //+----------------------------------------------+ #property indicator_level1 70.0 #property indicator_level2 50.0 #property indicator_level3 30.0 #property indicator_levelcolor Violet #property indicator_levelstyle STYLE_DASHDOTDOT //+-----------------------------------+ //| Declaration of constants | //+-----------------------------------+ #define RESET 0 // The constant for returning the indicator recalculation command to the terminal //+-----------------------------------+ //| CXMA class description | //+-----------------------------------+ #include //+-----------------------------------+ //---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file CXMA XMA1; //+-----------------------------------+ //| 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 PRICE_DEMARK_ //Demark 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 int InpKPeriod=5; // K period input Smooth_Method XMA_Method=MODE_SMA; //signal line smoothing method input uint InpDPeriod=3; // D period input int XPhase=15; //signal line 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 //+-----------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double UpSTOH[],DnSTOH[],SIGN[]; double ColorSTOH[],ColorSIGN[]; //---- Declaration of integer variables of data starting point int min_rates_total,min_rates_; //+------------------------------------------------------------------+ //| STOH indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_=InpKPeriod; min_rates_total=min_rates_+1+XMA1.GetStartBars(XMA_Method,InpDPeriod,XPhase);; //---- set dynamic array as an indicator buffer SetIndexBuffer(0,UpSTOH,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(UpSTOH,true); //---- set dynamic array as an indicator buffer SetIndexBuffer(1,DnSTOH,INDICATOR_DATA); //---- moving the indicator 1 horizontally PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing elements in the buffer as time series ArraySetAsSeries(DnSTOH,true); //---- setting dynamic array as a color index buffer SetIndexBuffer(2,ColorSTOH,INDICATOR_COLOR_INDEX); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing elements in the buffer as time series ArraySetAsSeries(ColorSTOH,true); //---- set dynamic array as an indicator buffer SetIndexBuffer(3,SIGN,INDICATOR_DATA); //---- shifting the indicator 2 horizontally PlotIndexSetInteger(3,PLOT_SHIFT,Shift); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing elements in the buffer as time series ArraySetAsSeries(SIGN,true); //---- setting dynamic array as a color index buffer SetIndexBuffer(4,ColorSIGN,INDICATOR_COLOR_INDEX); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing elements in the buffer as time series ArraySetAsSeries(ColorSIGN,true); //---- creating name for displaying if separate sub-window and in tooltip IndicatorSetString(INDICATOR_SHORTNAME,"FastStochastic("+(string)InpKPeriod+","+(string)InpDPeriod+")"); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,0); //---- end of initialization } //+------------------------------------------------------------------+ //| STOH 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-min_rates_; // starting index for the calculation of all bars Prev_Main=50; } else limit=rates_total-prev_calculated; // starting index for the calculation of new bars //---- indexing elements in arrays as timeseries ArraySetAsSeries(open,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); maxbar=rates_total-min_rates_; Main=Prev_Main; //---- Main calculation loop of the indicator for(bar=limit; bar>=0 && !IsStopped(); bar--) { HH=high[ArrayMaximum(high,bar,InpKPeriod)]; LL=low [ArrayMinimum(low, bar,InpKPeriod)]; Range=MathMax(_Point*1,HH-LL); Price=PriceSeries(IPC,bar,open,low,high,close); Main=100*(Price-LL)/Range; SIGN[bar]=XMA1.XMASeries(maxbar,prev_calculated,rates_total,XMA_Method,XPhase,InpDPeriod,Main,bar,true); if(Main<50) { DnSTOH[bar]=Main; UpSTOH[bar]=50; } else { UpSTOH[bar]=Main; DnSTOH[bar]=50; } //---- Stoh indicator coloring ColorSTOH[bar]=0; if(Main>50) { if(Main>Prev_Main) ColorSTOH[bar]=1; if(MainPrev_Main) ColorSTOH[bar]=4; } //---- signal line coloring ColorSIGN[bar]=0; if(Main>SIGN[bar+1]) ColorSIGN[bar]=1; if(Main