//+------------------------------------------------------------------+ //| III2.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 "Intraday Intensity Index oscillator" #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 2 //--- plot III #property indicator_label1 "Intensity Idx" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrGreen,clrRed,clrDarkGray #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- plot Signal #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrBlue #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- input parameters input uint InpPeriod = 21; // Intensity period input uint InpPeriodSig = 14; // Signal period //--- indicator buffers double BufferIII[]; double BufferColors[]; double BufferSignal[]; double BufferRaw[]; double BufferVol[]; double BufferAvgRaw[]; double BufferAvgVol[]; //--- global variables int period_iii; int period_sig; int period_max; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_iii=int(InpPeriod<1 ? 1 : InpPeriod); period_sig=int(InpPeriodSig<2 ? 2 : InpPeriodSig); period_max=fmax(period_iii,period_sig); //--- indicator buffers mapping SetIndexBuffer(0,BufferIII,INDICATOR_DATA); SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,BufferSignal,INDICATOR_DATA); SetIndexBuffer(3,BufferRaw,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferVol,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferAvgRaw,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferAvgVol,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Intraday Intensity ("+(string)period_iii+","+(string)period_sig+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferIII,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferSignal,true); ArraySetAsSeries(BufferRaw,true); ArraySetAsSeries(BufferVol,true); ArraySetAsSeries(BufferAvgRaw,true); ArraySetAsSeries(BufferAvgVol,true); //--- 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); ArraySetAsSeries(tick_volume,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-1; ArrayInitialize(BufferIII,EMPTY_VALUE); ArrayInitialize(BufferSignal,EMPTY_VALUE); ArrayInitialize(BufferRaw,0); ArrayInitialize(BufferVol,0); ArrayInitialize(BufferAvgRaw,0); ArrayInitialize(BufferAvgVol,0); } //--- Подготовка данных for(int i=limit; i>=0 && !IsStopped(); i--) { BufferRaw[i]=(high[i]!=low[i] ? tick_volume[i]*(2.0*close[i]-high[i]-low[i])/(high[i]-low[i]) : 0); BufferVol[i]=(double)tick_volume[i]; } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double Avg=GetSMA(rates_total,i,period_iii,BufferRaw); double AvgVol=GetSMA(rates_total,i,period_iii,BufferVol); BufferIII[i]=(AvgVol!=0 ? 100.0*Avg/(AvgVol*Point()) : 0); } for(int i=limit; i>=0 && !IsStopped(); i--) { BufferSignal[i]=GetSMA(rates_total,i,period_sig,BufferIII); BufferColors[i]=(BufferSignal[i]BufferIII[i] ? 1 : 2); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Simple Moving Average | //+------------------------------------------------------------------+ double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true) { //--- double result=0.0; //--- check position bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1); if(period<1 || !check_index) return 0; //--- calculate value for(int i=0; i