//+------------------------------------------------------------------+ //| Modeling_The_Market.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 "Modeling the market indicator" #property indicator_chart_window #property indicator_buffers 5 #property indicator_plots 1 //--- plot MM #property indicator_label1 "MMarket" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRoyalBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 20; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferMM[]; double BufferMA1[]; double BufferMAP[]; double BufferHP[]; double BufferSlope[]; //--- global variables double alpha; int period; int handle_ma1; int handle_maP; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<2 ? 2 : InpPeriod); alpha=(1.0-sin(2.0*M_PI/(double)period))/cos(2.0*M_PI/(double)period); //--- indicator buffers mapping SetIndexBuffer(0,BufferMM,INDICATOR_DATA); SetIndexBuffer(1,BufferMA1,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferMAP,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferHP,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferSlope,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"MMarket("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferMM,true); ArraySetAsSeries(BufferMA1,true); ArraySetAsSeries(BufferMAP,true); ArraySetAsSeries(BufferHP,true); ArraySetAsSeries(BufferSlope,true); //--- create MA's handle ResetLastError(); handle_ma1=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma1==INVALID_HANDLE) { Print("The iMA(1) object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_maP=iMA(NULL,PERIOD_CURRENT,period,0,MODE_SMA,InpAppliedPrice); if(handle_maP==INVALID_HANDLE) { Print("The iMA(",(string)period,") 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 на минимальное колиество баров для расчёта if(rates_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-period-4; ArrayInitialize(BufferMM,EMPTY_VALUE); ArrayInitialize(BufferMA1,0); ArrayInitialize(BufferMAP,0); ArrayInitialize(BufferHP,0); ArrayInitialize(BufferSlope,0); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_ma1,0,0,count,BufferMA1); if(copied!=count) return 0; copied=CopyBuffer(handle_maP,0,0,count,BufferMAP); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferSlope[i]=BufferMA1[i]-BufferMA1[i+period-1]; BufferHP[i]=0.5*(1.0+alpha)*(BufferMA1[i]-BufferMA1[i+1])+alpha*BufferHP[i+1]; double SmoothSlope=(BufferSlope[i]+2.0*BufferSlope[i+1]+2.0*BufferSlope[i+2]+BufferSlope[i+3])/6.0; double IT=BufferMAP[i]+SmoothSlope/2.0; double CC=(BufferHP[i]+2.0*BufferHP[i+1]+2.0*BufferHP[i+2]+BufferHP[i+3])/6.0; BufferMM[i]=IT+CC; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+