//+------------------------------------------------------------------+ //| Tom_Demark_Moving_Average.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 "T.Demark Moving Average" #property indicator_chart_window #property indicator_buffers 5 #property indicator_plots 2 //--- plot UP #property indicator_label1 "Up" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLimeGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- plot DN #property indicator_label2 "Down" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrangeRed #property indicator_style2 STYLE_SOLID #property indicator_width2 2 //--- input parameters input uint InpPeriodTR = 12; // Trend period input uint InpPeriodMA = 5; // SMA period //--- indicator buffers double BufferUP[]; double BufferDN[]; double BufferTR[]; double BufferMAH[]; double BufferMAL[]; //--- global variables int period_tr; int period_ma; int handle_mah; int handle_mal; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_tr=int(InpPeriodTR<1 ? 1 : InpPeriodTR); period_ma=int(InpPeriodMA<1 ? 1 : InpPeriodMA); //--- indicator buffers mapping SetIndexBuffer(0,BufferUP,INDICATOR_DATA); SetIndexBuffer(1,BufferDN,INDICATOR_DATA); SetIndexBuffer(2,BufferTR,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferMAH,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferMAL,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"TDemark MA ("+(string)period_tr+","+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferUP,true); ArraySetAsSeries(BufferDN,true); ArraySetAsSeries(BufferTR,true); ArraySetAsSeries(BufferMAH,true); ArraySetAsSeries(BufferMAL,true); //--- create MA's handles ResetLastError(); handle_mah=iMA(NULL,PERIOD_CURRENT,period_ma,0,MODE_SMA,PRICE_HIGH); if(handle_mah==INVALID_HANDLE) { Print("The iMA(",(string)period_ma,") by PRICE_HIGH object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_mal=iMA(NULL,PERIOD_CURRENT,period_ma,0,MODE_SMA,PRICE_LOW); if(handle_mal==INVALID_HANDLE) { Print("The iMA(",(string)period_ma,") by PRICE_LOW 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(open,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-2; ArrayInitialize(BufferUP,EMPTY_VALUE); ArrayInitialize(BufferDN,EMPTY_VALUE); ArrayInitialize(BufferTR,0); ArrayInitialize(BufferMAH,0); ArrayInitialize(BufferMAL,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_mah,0,0,count,BufferMAH); if(copied!=count) return 0; copied=CopyBuffer(handle_mal,0,0,count,BufferMAL); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { int bh=HighestL(period_tr,i+1); int bl=LowestH(period_tr,i+1); if(bh==WRONG_VALUE || bl==WRONG_VALUE) continue; double max=low[bh]; double min=high[bl]; if(BufferTR[i+1]==1 || BufferTR[i+1]==-1) BufferTR[i]=0; else if(BufferTR[i+1]>1) BufferTR[i]=BufferTR[i+1]-1; else if(BufferTR[i+1]<-1) BufferTR[i]=BufferTR[i+1]+1; //--- if(low[i]>max) BufferTR[i]=period_ma; else if(high[i]