//+------------------------------------------------------------------+ //| FIR.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Symmetrically weighted FIR filter" #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 //--- plot FIR #property indicator_label1 "FIR" #property indicator_type1 DRAW_LINE #property indicator_color1 clrFireBrick #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- input parameters input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price //--- indicator buffers double BufferFIR[]; double BufferMA[]; //--- global variables int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping SetIndexBuffer(0,BufferFIR,INDICATOR_DATA); SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"SW FIR filter)"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferFIR,true); ArraySetAsSeries(BufferMA,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The iMA(1) object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, 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[]) { //--- Проверка и расчёт количества просчитываемых баров if(rates_total<4 || Point()==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-4; ArrayInitialize(BufferFIR,EMPTY_VALUE); ArrayInitialize(BufferMA,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) BufferFIR[i]=(BufferMA[i]+2.0*BufferMA[i+1]+2.0*BufferMA[i+2]+BufferMA[i+3])/6.0; //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+