//+------------------------------------------------------------------+ //| Blau_Ergodic_DTI.mq5 | //| Copyright 2011, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2011, MetaQuotes Software Corp." // copyright #property link "http://www.mql5.com" // URL #property description "Ergodic DTI-Oscillator (William Blau)" // description #include // include file (terminal_data_folder\MQL5\Include) //--- indicator settings #property indicator_separate_window // indicator in a separate window #property indicator_buffers 12 // number of buffers used #property indicator_plots 2 // number of graphic plots //--- horizontal levels #property indicator_level1 -25 // level #0 #property indicator_level2 25 // level #1 #property indicator_levelcolor Silver // level line color #property indicator_levelstyle STYLE_DOT // level line style #property indicator_levelwidth 1 // level line width //--- scale #property indicator_minimum -100 // lower bound #property indicator_maximum 100 // upper bound //--- graphic plot #0 (Main) #property indicator_label1 "Ergodic" // label of graphic plot #0 #property indicator_type1 DRAW_HISTOGRAM // draw as a histogram #property indicator_color1 Silver // histogram color #property indicator_style1 STYLE_SOLID // histogram style #property indicator_width1 2 // histogram line width //--- graphic plot #1 (Signal Line) #property indicator_label2 "Signal" // label of graphic plot #1 #property indicator_type2 DRAW_LINE // draw as a line #property indicator_color2 Red // line color #property indicator_style2 STYLE_SOLID // line style #property indicator_width2 1 // line width //--- input parameters input int q=2; // q - period of Momentum input int r=20; // r - 1st EMA, applied to Momentum input int s=5; // s - 2nd EMA, applied to the 1st smoothing input int u=3; // u - 3rd EMA, applied to the 2nd smoothing input int ul=3; // ul - period of a Signal Line //--- dynamic arrays double MainBuffer[]; // Egrodic Line (graphic plot #0) double SignalBuffer[]; // Signal Line: EMA(ul), applied to Ergodic Line (graphic plot #1) double HMUBuffer[]; // q-period Up Trend Momentum double LMDBuffer[]; // q-period Down Trend Momentum double HLMBuffer[]; // Composite High/Low Momentum double EMA_HLMBuffer[]; // r-period 1st EMA double DEMA_HLMBuffer[]; // s-period 2nd EMA double TEMA_HLMBuffer[]; // u-period 3rd EMA double AbsHLMBuffer[]; // Composite High/Low Momemtum (absolute values) double EMA_AbsHLMBuffer[]; // r-period 1st EMA (absolute values) double DEMA_AbsHLMBuffer[]; // s-period 2nd EMA (absolute values) double TEMA_AbsHLMBuffer[]; // u-period 3rd EMA (absolute values) //--- global variables int begin1, begin2, begin3, begin4, begin5; // starting bar index int rates_total_min; // rates total min //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers // graphic plot #0 SetIndexBuffer(0,MainBuffer,INDICATOR_DATA); // Ergodic Line // graphic plot #1 SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA); // Signal Line: EMA(ul), applied to Ergodic // buffers, used for intermediate calculations SetIndexBuffer(2,HMUBuffer,INDICATOR_CALCULATIONS); // q-period Up Trend Momentum SetIndexBuffer(3,LMDBuffer,INDICATOR_CALCULATIONS); // q-period Down Trend Momentum SetIndexBuffer(4,HLMBuffer,INDICATOR_CALCULATIONS); // Composite q-period High/Low Momentum SetIndexBuffer(5,EMA_HLMBuffer,INDICATOR_CALCULATIONS); // r-period 1st EMA SetIndexBuffer(6,DEMA_HLMBuffer,INDICATOR_CALCULATIONS); // s-period 2nd EMA SetIndexBuffer(7,TEMA_HLMBuffer,INDICATOR_CALCULATIONS); // u-period 3rd EMA SetIndexBuffer(8,AbsHLMBuffer,INDICATOR_CALCULATIONS); // Composite q-period High/Low Momentum (absolute values) SetIndexBuffer(9,EMA_AbsHLMBuffer,INDICATOR_CALCULATIONS); // r-period 1st EMA (absolute values) SetIndexBuffer(10,DEMA_AbsHLMBuffer,INDICATOR_CALCULATIONS); // s-period 2nd EMA (absolute values) SetIndexBuffer(11,TEMA_AbsHLMBuffer,INDICATOR_CALCULATIONS); // u-period 3rd EMA (absolute values) /* //--- graphic plot #0 (Main) PlotIndexSetString(0,PLOT_LABEL,"Ergodic"); // label of graphic plot #0 PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_HISTOGRAM); // draw as a histogram PlotIndexSetInteger(0,PLOT_LINE_COLOR,Silver); // histogram color PlotIndexSetInteger(0,PLOT_LINE_STYLE,STYLE_SOLID); // histogram style PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2); // histogram line width //--- graphic plot #1 (Signal Line) PlotIndexSetString(1,PLOT_LABEL,"Signal"); // label of graphic plot #1 PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_LINE); // draw as a line PlotIndexSetInteger(1,PLOT_LINE_COLOR,Red); // line color PlotIndexSetInteger(1,PLOT_LINE_STYLE,STYLE_SOLID); // line style PlotIndexSetInteger(1,PLOT_LINE_WIDTH,1); // line width */ //--- precision IndicatorSetInteger(INDICATOR_DIGITS,2); /* //--- horizontal levels IndicatorSetInteger(INDICATOR_LEVELS,2); // number of levels IndicatorSetDouble(INDICATOR_LEVELVALUE,0,-25); // level #0 IndicatorSetDouble(INDICATOR_LEVELVALUE,1,25); // level #1 IndicatorSetInteger(INDICATOR_LEVELCOLOR,Silver); // level line color IndicatorSetInteger(INDICATOR_LEVELSTYLE,STYLE_DOT); // level line style IndicatorSetInteger(INDICATOR_LEVELWIDTH,1); // level line width IndicatorSetString(INDICATOR_LEVELTEXT,0,"Oversold"); // description of level #0 "Oversold" IndicatorSetString(INDICATOR_LEVELTEXT,1,"Overbought"); // description of level #1 "Overbought" //--- scale IndicatorSetDouble(INDICATOR_MINIMUM,-100); // lower bound IndicatorSetDouble(INDICATOR_MAXIMUM,100); // upper bound */ //--- begin1=q-1; // - HLMBuffer[], AbsHLMBuffer[], HMUBuffer[], LMDBuffer[] begin2=begin1+r-1; // or =(q-1)+(r-1) - EMA_...[] begin3=begin2+s-1; // or =(q-1)+(r-1)+(s-1) - DEMA_...[] begin4=begin3+u-1; // or =(q-1)+(r-1)+(s-1)+(u-1) - TEMA_...[], MainBuffer[] begin5=begin4+ul-1; // or =(q-1)+(r-1)+(s-1)+(u-1)+(ul-1) - SignalBuffer[] // rates_total_min=begin5+1; // rates total min //--- starting bar index for graphic plot #0 PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,begin4); //--- starting bar index for graphic plot #1 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,begin5); //--- indicator short name string shortname=string(q)+","+string(r)+","+string(s)+","+string(u)+","+string(ul); IndicatorSetString(INDICATOR_SHORTNAME,"Blau_Ergodic_DTI("+shortname+")"); //--- OnInit done return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate( const int rates_total, // rates total const int prev_calculated, // number of bars, calculated at previous call const datetime &Time[], // Time const double &Open[], // Open const double &High[], // High const double &Low[], // Low const double &Close[], // Close const long &TickVolume[], // Tick Volume const long &Volume[], // Real Volume const int &Spread[] // Spread ) { int i,pos; double value1,value2; //--- check rates if(rates_total0)?HMUBuffer[i]:0; LMDBuffer[i]=-1*(Low[i]-Low[i-(q-1)]); LMDBuffer[i]=(LMDBuffer[i]>0)?LMDBuffer[i]:0; HLMBuffer[i]=HMUBuffer[i]-LMDBuffer[i]; AbsHLMBuffer[i]=MathAbs(HLMBuffer[i]); } //--- EMA smoothing // r-period 1st EMA ExponentialMAOnBufferWB( rates_total, // rates total prev_calculated, // number of bars, calculated at previous call begin1, // starting index r, // smoothing period HLMBuffer, // input array EMA_HLMBuffer // target array ); ExponentialMAOnBufferWB(rates_total,prev_calculated,begin1,r,AbsHLMBuffer,EMA_AbsHLMBuffer); // s-period 2nd EMA ExponentialMAOnBufferWB(rates_total,prev_calculated,begin2,s,EMA_HLMBuffer,DEMA_HLMBuffer); ExponentialMAOnBufferWB(rates_total,prev_calculated,begin2,s,EMA_AbsHLMBuffer,DEMA_AbsHLMBuffer); // u-period 3rd EMA ExponentialMAOnBufferWB(rates_total,prev_calculated,begin3,u,DEMA_HLMBuffer,TEMA_HLMBuffer); ExponentialMAOnBufferWB(rates_total,prev_calculated,begin3,u,DEMA_AbsHLMBuffer,TEMA_AbsHLMBuffer); //--- calculation of Ergodic Line (graphic plot #0) if(prev_calculated==0) // at first call { pos=begin4; // for(i=0;i0)?value1/value2:0; } //--- calculation of a Signal Line (graphic plot #1) ExponentialMAOnBufferWB(rates_total,prev_calculated,begin4,ul,MainBuffer,SignalBuffer); //--- OnCalculate done. Return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+