//+------------------------------------------------------------------+ //| Mean_Reversion.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 "Mean reversion indicator" #property indicator_chart_window #property indicator_buffers 4 #property indicator_plots 4 //--- plot DU #property indicator_label1 "Highest" #property indicator_type1 DRAW_LINE #property indicator_color1 clrGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot DN #property indicator_label2 "Lowest" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot DM #property indicator_label3 "Median" #property indicator_type3 DRAW_LINE #property indicator_color3 clrBlue #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- plot MA #property indicator_label4 "MovAvg" #property indicator_type4 DRAW_LINE #property indicator_color4 clrOrange #property indicator_style4 STYLE_SOLID #property indicator_width4 1 //--- input parameters input uint InpPeriod = 20; // Range input uint InpPeriodMA = 50; // MA period //--- indicator buffers double BufferDU[]; double BufferDN[]; double BufferDM[]; double BufferMA[]; //--- global variables int period; int period_ma; int period_max; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); period_ma=int(InpPeriodMA<1 ? 1 : InpPeriodMA); period_max=fmax(period,period_ma); //--- indicator buffers mapping SetIndexBuffer(0,BufferDU,INDICATOR_DATA); SetIndexBuffer(1,BufferDN,INDICATOR_DATA); SetIndexBuffer(2,BufferDM,INDICATOR_DATA); SetIndexBuffer(3,BufferMA,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Mean reversion ("+(string)period+","+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetString(0,PLOT_LABEL,"Highest at "+(string)period); PlotIndexSetString(1,PLOT_LABEL,"Lowest at "+(string)period); PlotIndexSetString(2,PLOT_LABEL,"Median at "+(string)period); PlotIndexSetString(3,PLOT_LABEL,"MovAvg "+(string)period_ma); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferDU,true); ArraySetAsSeries(BufferDN,true); ArraySetAsSeries(BufferDM,true); ArraySetAsSeries(BufferMA,true); //--- create handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,period_ma,0,MODE_SMA,PRICE_CLOSE); if(handle_ma==INVALID_HANDLE) { Print("The iMA(",(string)period_ma,") 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); //--- Проверка количества доступных баров if(rates_total1) { limit=rates_total-period-1; ArrayInitialize(BufferDU,EMPTY_VALUE); ArrayInitialize(BufferDN,EMPTY_VALUE); ArrayInitialize(BufferDM,EMPTY_VALUE); ArrayInitialize(BufferMA,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1); int copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { int bl=Lowest(period,i); int bh=Highest(period,i); if(bl==WRONG_VALUE || bh==WRONG_VALUE) continue; double min=low[bl]; double max=high[bh]; BufferDN[i]=min; BufferDU[i]=max; BufferDM[i]=(min+max)/2.0; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Возвращает индекс максимального значения таймсерии High | //+------------------------------------------------------------------+ int Highest(const int count,const int start,const bool as_series=true) { double array[]; ArraySetAsSeries(array,as_series); return(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMaximum(array)+start : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Возвращает индекс минимального значения таймсерии Low | //+------------------------------------------------------------------+ int Lowest(const int count,const int start,const bool as_series=true) { double array[]; ArraySetAsSeries(array,as_series); return(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMinimum(array)+start : WRONG_VALUE); } //+------------------------------------------------------------------+