//+---------------------------------------------------------------------+ //| TDI-2.mq5 | //| Copyright © Rosh, 2009 | //| http://www.metaquotes.net/ | //| Written by Rosh | //+---------------------------------------------------------------------+ //| For the indicator to work, place the file SmoothAlgorithms.mqh | //| in the directory: terminal_data_folder\MQL5\Include | //+---------------------------------------------------------------------+ #property copyright "Copyright © Rosh, 2009" #property link "http://www.metaquotes.net/" //---- indicator version number #property version "1.01" //---- drawing indicator in a separate window #property indicator_separate_window //---- number of indicator buffers #property indicator_buffers 2 //---- only two plots are used #property indicator_plots 2 //+---------------------------------------+ //| TDI indicator drawing parameters | //+---------------------------------------+ //---- drawing the indicator as a line #property indicator_type1 DRAW_LINE //---- red color is used as the color of the indicator line #property indicator_color1 clrRed //---- the indicator line is a dot-dash one #property indicator_style1 STYLE_SOLID //---- indicator line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator label #property indicator_label1 "Trend Direction Index" //+---------------------------------------+ //| Signal line drawing parameter | //+---------------------------------------+ //---- drawing the indicator as a line #property indicator_type2 DRAW_LINE //---- blue-violet color is used as the color of the indicator line #property indicator_color2 clrBlueViolet //---- the indicator line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator label #property indicator_label2 "Direction" //+-----------------------------------+ //| CXMA class description | //+-----------------------------------+ #include //+-----------------------------------+ //---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file CXMA XMA1,XMA2,XMA3; //+-----------------------------------+ //| 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 Smooth_Method TdiMethod=MODE_SMA; //smoothing method input int TdiPeriod=20; //smoothing depth input int TdiPhase=15; //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 input int Shift=0; // horizontal shift of the indicator in bars //+-----------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double TDI[],Direct[]; //---- Declaration of integer variables of data starting point int min_rates_total,min_rates_1,min_rates_2; //+------------------------------------------------------------------+ //| TDI indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_1=TdiPeriod; min_rates_2=min_rates_1+XMA1.GetStartBars(TdiMethod, TdiPeriod, TdiPhase); min_rates_total=min_rates_1+min_rates_2+2*XMA1.GetStartBars(TdiMethod, TdiPeriod, TdiPhase); //---- setting alerts for invalid values of external parameters XMA1.XMALengthCheck("TdiPeriod", TdiPeriod); XMA1.XMAPhaseCheck("TdiPhase", TdiPhase, TdiMethod); //---- set dynamic array as an indicator buffer SetIndexBuffer(0,TDI,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,0); //---- set dynamic array as an indicator buffer SetIndexBuffer(1,Direct,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,0); //---- initializations of variable for indicator short name string shortname; string Smooth=XMA1.GetString_MA_Method(TdiMethod); StringConcatenate(shortname,"Trend Direction Index(",Smooth,", ",TdiPeriod,", ",TdiPhase,")"); //--- 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,_Digits+1); //---- end of initialization } //+------------------------------------------------------------------+ //| TDI 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 calculation of an indicator first=TdiPeriod; // starting number for calculation of all bars else first=prev_calculated-1; // starting number for calculation of new bars //---- Main calculation loop of the indicator for(bar=first; bar