//+------------------------------------------------------------------+ //| MTF_LRMA.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 "Multi Timeframe Linear Regression Moving Average with signal line" #property indicator_chart_window #property indicator_buffers 6 #property indicator_plots 2 //--- plot LWMA #property indicator_label1 "LRMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLimeGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot Signal #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- enums enum ENUM_DRAW_MODE { DRAW_MODE_STEPS, // Steps DRAW_MODE_SLOPE // Slope }; //--- input parameters input uint InpPeriod = 34; // LRMA period input uint InpSignal = 5; // Signal period input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // LRMA timeframe input ENUM_DRAW_MODE InpDrawMode = DRAW_MODE_STEPS; // Drawing mode //--- indicator buffers double BufferLRMA[]; double BufferSignal[]; double BufferLRMATmp[]; double BufferSignalTmp[]; double BufferLWMA[]; double BufferSMA[]; //--- global variables ENUM_TIMEFRAMES timeframe1; int period_lrma; int signal; int handle_lwma; int handle_sma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- timer EventSetTimer(90); //--- set global variables period_lrma=int(InpPeriod<1 ? 1 : InpPeriod); signal=int(InpSignal<1 ? 1 : InpSignal); timeframe1=(InpTimeframe>Period() ? InpTimeframe : Period()); //--- indicator buffers mapping SetIndexBuffer(0,BufferLRMA,INDICATOR_DATA); SetIndexBuffer(1,BufferSignal,INDICATOR_DATA); SetIndexBuffer(2,BufferLRMATmp,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferSignalTmp,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferLWMA,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferSMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters string label=TimeframeToString(timeframe1)+" LRMA("+(string)period_lrma+","+(string)signal+")"; IndicatorSetString(INDICATOR_SHORTNAME,label); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetString(0,PLOT_LABEL,TimeframeToString(timeframe1)+" LRMA("+(string)period_lrma+")"); PlotIndexSetString(1,PLOT_LABEL,TimeframeToString(timeframe1)+" Signal("+(string)signal+")"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferLRMA,true); ArraySetAsSeries(BufferSignal,true); ArraySetAsSeries(BufferLRMATmp,true); ArraySetAsSeries(BufferSignalTmp,true); ArraySetAsSeries(BufferLWMA,true); ArraySetAsSeries(BufferSMA,true); //--- create handles ResetLastError(); handle_lwma=iMA(NULL,timeframe1,period_lrma,0,MODE_LWMA,PRICE_CLOSE); if(handle_lwma==INVALID_HANDLE) { Print(__LINE__,": The ",TimeframeToString(timeframe1)," iMA(",(string)period_lrma,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_sma=iMA(NULL,timeframe1,period_lrma,0,MODE_SMA,PRICE_CLOSE); if(handle_sma==INVALID_HANDLE) { Print(__LINE__,": The ",TimeframeToString(timeframe1)," iMA(",(string)period_lrma,") object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- get timeframe Time(NULL,timeframe1,1); //--- 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 количества доступных баров if(rates_total1) { limit=rates_total-signal-2; ArrayInitialize(BufferLRMA,0); ArrayInitialize(BufferSignal,0); ArrayInitialize(BufferLRMATmp,0); ArrayInitialize(BufferSignalTmp,0); ArrayInitialize(BufferLWMA,0); ArrayInitialize(BufferSMA,0); } //--- Подготовка данных if(Time(NULL,timeframe1,1)==0) return 0; int bars=(timeframe1==Period() ? rates_total : Bars(NULL,timeframe1)); int count=(limit>1 ? fmin(bars,rates_total) : 1),copied=0; copied=CopyBuffer(handle_lwma,0,0,count,BufferLWMA); if(copied!=count) return 0; copied=CopyBuffer(handle_sma,0,0,count,BufferSMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferLRMATmp[i]=3.0*BufferLWMA[i]-2.0*BufferSMA[i]; BufferSignalTmp[i]=GetSMA(bars,i,signal,BufferLRMATmp); } for(int i=limit; i>=0 && !IsStopped(); i--) { DataConversion(rates_total,NULL,timeframe1,i,BufferLRMATmp,BufferLRMA,InpDrawMode); DataConversion(rates_total,NULL,timeframe1,i,BufferSignalTmp,BufferSignal,InpDrawMode); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Custom indicator timer function | //+------------------------------------------------------------------+ void OnTimer() { Time(NULL,timeframe1,1); } //+------------------------------------------------------------------+ //| Transfering data from the source timeframe to current timeframe | //+------------------------------------------------------------------+ void DataConversion(const int rates_total, const string symbol_name, const ENUM_TIMEFRAMES timeframe_src, const int shift, const double &buffer_src[], double &buffer_dest[], ENUM_DRAW_MODE mode=DRAW_MODE_STEPS ) { if(timeframe_src==Period()) { buffer_dest[shift]=buffer_src[shift]; return; } int bar_curr=BarToCurrent(symbol_name,timeframe_src,shift); if(bar_curr>rates_total-1) return; int bar_prev=BarToCurrent(symbol_name,timeframe_src,shift+1); int bar_next=(shift>0 ? BarToCurrent(symbol_name,timeframe_src,shift-1) : 0); if(bar_prev==WRONG_VALUE || bar_curr==WRONG_VALUE || bar_next==WRONG_VALUE) return; buffer_dest[bar_curr]=buffer_src[shift]; if(mode==DRAW_MODE_STEPS) for(int j=bar_curr; j>=bar_next; j--) buffer_dest[j]=buffer_dest[bar_curr]; else { if(bar_prev>rates_total-1) return; for(int j=bar_prev; j>=bar_curr; j--) buffer_dest[j]=EquationDirect(bar_prev,buffer_dest[bar_prev],bar_curr,buffer_dest[bar_curr],j); if(shift==0) for(int j=bar_curr; j>=0; j--) buffer_dest[j]=buffer_dest[bar_curr]; } } //+------------------------------------------------------------------+ //| Возвращает бар заданного таймфрейма как бар текущего таймфрейма | //+------------------------------------------------------------------+ int BarToCurrent(const string symbol_name,const ENUM_TIMEFRAMES timeframe_src,const int shift,bool exact=false) { datetime time=Time(symbol_name,timeframe_src,shift); return(time!=0 ? BarShift(symbol_name,Period(),time,exact) : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Возвращает смещение бара по времени | //| https://www.mql5.com/ru/forum/743/page11#comment_7010041 | //+------------------------------------------------------------------+ int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false) { int res=Bars(symbol_name,timeframe,time+1,UINT_MAX); if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE); return res; } //+------------------------------------------------------------------+ //| Возвращает Time | //+------------------------------------------------------------------+ datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift) { datetime array[]; ArraySetAsSeries(array,true); return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0); } //+------------------------------------------------------------------+ //| Уравнение прямой | //+------------------------------------------------------------------+ double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search) { return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price); } //+------------------------------------------------------------------+ //| Timeframe to string | //+------------------------------------------------------------------+ string TimeframeToString(const ENUM_TIMEFRAMES timeframe) { return StringSubstr(EnumToString(timeframe),7); } //+------------------------------------------------------------------+ //| 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