//+---------------------------------------------------------------------+ 
//|                                               UltraFatl_Candles.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" 
//---- indicator version number
#property version   "1.01"
//---- drawing the indicator in the main window
#property indicator_chart_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  clrGray,clrMagenta,clrHotPink,clrRed,clrBrown,clrLimeGreen,clrTeal,clrLime,clrPaleGreen
//---- displaying the indicator label
#property indicator_label1  "UltraFatl Open";"UltraFatl High";"UltraFatl Low";"UltraFatl Close"

//+-----------------------------------+
//|  Averaging classes description    |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//|  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
  }; */
//+-----------------------------------+
//|  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 
  };
//+-----------------------------------+
//|  INDICATOR INPUT PARAMETERS       |
//+-----------------------------------+
input ENUM_APPLIED_PRICE Applied_price=PRICE_CLOSE; // Applied price
//----
input Smooth_Method W_Method=MODE_JJMA;             // Smoothing method
input int StartLength=3;                            // Initial smoothing period                    
input int WPhase=100;                               // Smoothing parameter
//----  
input uint Step=5;                                  // Period change step
input uint StepsTotal=10;                           // Number of period changes
//----
input Smooth_Method SmoothMethod=MODE_JJMA;         // Smoothing method
input int SmoothLength=3;                           // Smoothing depth
input int SmoothPhase=100;                          // Smoothing parameter
input Applied_price_ IPC=PRICE_CLOSE_;              //price constant
//----                          
input uint UpLevel=80;                              // Overbought level, %%
input uint DnLevel=20;                              // Oversold level, %%        
//+-----------------------------------+
//---- 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[];
//---- Declaration of integer variables for the indicator handles
int InpInd_Handle;
//+------------------------------------------------------------------+    
//| UltraFatl indicator initialization function                      | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- Initialization of variables of the start of data calculation
   CXMA XMA;
   min_rates_total=40;
   min_rates_total+=XMA.GetStartBars(W_Method,StartLength+Step*StepsTotal,WPhase)+1;
   min_rates_total+=XMA.GetStartBars(SmoothMethod,SmoothLength,SmoothPhase)+1;

//---- getting the UltraFatl indicator handle
   InpInd_Handle=iCustom(Symbol(),PERIOD_CURRENT,"UltraFatl",Applied_price,W_Method,StartLength,
                         WPhase,Step,StepsTotal,SmoothMethod,SmoothLength,SmoothPhase,IPC,UpLevel,DnLevel,clrNONE,clrNONE,0,0);
   if(InpInd_Handle==INVALID_HANDLE) Print("Failed to get handle of UltraFatl indicator");

//---- 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,"UltraFatl Candles");
//--- determining the accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- end of initialization
  }
//+------------------------------------------------------------------+  
//| UltraFatl 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(BarsCalculated(InpInd_Handle)<rates_total || rates_total<min_rates_total) return(RESET);

//---- Declaration of integer variables and getting the bars already calculated
   int to_copy,limit,bar;

//---- calculation of the starting number limit for the bar recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation
     {
      limit=rates_total-1-min_rates_total; // starting index for the calculation of all bars
     }
   else
     {
      limit=rates_total-prev_calculated; // starting index for the calculation of new bars
     }

   to_copy=limit+1;

//---- copy newly appeared data into the arrays
   if(CopyBuffer(InpInd_Handle,2,0,to_copy,ExtColorBuffer)<=0) return(RESET);

//---- 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--)
     {
      //--- Initialization of candles
      ExtOpenBuffer[bar]=open[bar];
      ExtCloseBuffer[bar]=close[bar];
      ExtHighBuffer[bar]=high[bar];
      ExtLowBuffer[bar]=low[bar];
     }
//----        
   return(rates_total);
  }
//+------------------------------------------------------------------+