indicators/J4Bollinger Bands.mq4

   1 /*\r
   2 Äëÿ  ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéëû \r
   3 JJMASeries.mqh \r
   4 PriceSeries.mqh \r
   5 â ïàïêó (äèðåêòîðèþ): MetaTrader\experts\include\\r
   6 Heiken Ashi#.mq4\r
   7 â ïàïêó (äèðåêòîðèþ): MetaTrader\indicators\\r
   8 */\r
   9 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
  10 //|                                            J4Bollinger Bands.mq4 | \r
  11 //|                        Copyright © 2006,        Nikolay Kositsin | \r
  12 //|                              Khabarovsk,   farria@mail.redcom.ru | \r
  13 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
  14 #property copyright "Nikolay Kositsin"\r
  15 #property link "farria@mail.redcom.ru" \r
  16 //---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå\r
  17 #property indicator_chart_window \r
  18 //---- êîëè÷åñòâî èíäèêàòîðíûõ áóôôåðîâ\r
  19 #property indicator_buffers 5\r
  20 //---- öâåòà èíäèêàòîðà\r
  21 #property indicator_color1 Red\r
  22 #property indicator_color2 Blue \r
  23 #property indicator_color3 Lime\r
  24 #property indicator_color4 Blue\r
  25 #property indicator_color5 Red\r
  26 //---- ñòèëü ëèíèé èíäèêàòîðà\r
  27 #property indicator_style1 4\r
  28 #property indicator_style2 2\r
  29 #property indicator_style3 4\r
  30 #property indicator_style4 2\r
  31 #property indicator_style5 4\r
  32 //---- ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ þþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþþææ+\r
  33 extern int        Bands_Period = 100; // ïåðèîä  óñðåäíåíèÿ J2Bollinger Bands\r
  34 extern double Bands_Deviations = 2.0; // äåâèàòàöèÿ \r
  35 extern int           MA_method = 0;   // ìåòîä óñðåäíåíèÿ\r
  36 extern int           MA_Smooth = 20;  // ãëóáèíà ñãëàæèâàíèÿ ïîëó÷åííîãî Moving Avereges\r
  37 extern int        Bands_Smooth = 20;  // ãëóáèíà ñãëàæèâàíèÿ ïîëó÷åííûõ Bollinger Bands\r
  38 extern int        Smooth_Phase = 100; // ïàðàìåòð ñãëàæèâàíèÿ, èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà; \r
  39 extern int          Bands_Shift = 0;  // cäâèã èíäèêàòîðà âäîëü îñè âðåìåíè \r
  40 extern int  Input_Price_Customs = 0;  //Âûáîð öåí, ïî êîòîðûì ïðîèçâîäèòñÿ ðàñ÷¸ò èíäèêàòîðà \r
  41 //(0-CLOSE, 1-OPEN, 2-HIGH, 3-LOW, 4-MEDIAN, 5-TYPICAL, 6-WEIGHTED, 7-Heiken Ashi Close, 8-SIMPL, 9-TRENDFOLLOW, 10-0.5*TRENDFOLLOW,\r
  42 //11-Heiken Ashi Low, 12-Heiken Ashi High,  13-Heiken Ashi Open, 14-Heiken Ashi Close.)\r
  43 //---- æææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææææ+\r
  44 //---- èíäèêàòîðíûå áóôôåðû\r
  45 double UpperBuffer2 [];\r
  46 double UpperBuffer1 [];\r
  47 double JMovingBuffer[];\r
  48 double LowerBuffer1 [];\r
  49 double LowerBuffer2 [];\r
  50 double Series_buffer[];\r
  51 //---- ïåðåìåííûå ñ ïëàâàþùåé òî÷êîé  \r
  52 double deviation1,deviation2,Temp_Series,sum,midline,priceswing,Resalt;\r
  53 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
  54 //| J4Bollinger Bands initialization function                        | \r
  55 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
  56 int init()\r
  57   {\r
  58 //---- îïðåäåëåíèå ñòèëÿ èñïîëíåíèÿ ãðàôèêà\r
  59    SetIndexStyle(0,DRAW_LINE); \r
  60    SetIndexStyle(1,DRAW_LINE);\r
  61    SetIndexStyle(2,DRAW_LINE);\r
  62    SetIndexStyle(3,DRAW_LINE); \r
  63    SetIndexStyle(4,DRAW_LINE);\r
  64 //---- 4 èíäèêàòîðíûõ áóôôåðà èñïîëüçîâàíû äëÿ ñ÷¸òà.  \r
  65    IndicatorBuffers(6);\r
  66    SetIndexBuffer(0,UpperBuffer2 );\r
  67    SetIndexBuffer(1,UpperBuffer1 );\r
  68    SetIndexBuffer(2,JMovingBuffer);\r
  69    SetIndexBuffer(3,LowerBuffer1 );\r
  70    SetIndexBuffer(4,LowerBuffer2 );\r
  71    SetIndexBuffer(5,Series_buffer);\r
  72 //---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå\r
  73    SetIndexEmptyValue(0,0);\r
  74    SetIndexEmptyValue(1,0);\r
  75    SetIndexEmptyValue(2,0);\r
  76    SetIndexEmptyValue(3,0);\r
  77    SetIndexEmptyValue(4,0);\r
  78 //---- óñòàíîâêà íîìåðà áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò îòðèñîâûâàòüñÿ èíäèêàòîð  \r
  79    int drawbegin=Bands_Period+30+Bands_Shift;\r
  80    SetIndexDrawBegin(0,drawbegin);\r
  81    SetIndexDrawBegin(1,drawbegin);\r
  82    SetIndexDrawBegin(2,drawbegin);\r
  83    SetIndexDrawBegin(3,drawbegin);\r
  84    SetIndexDrawBegin(4,drawbegin);\r
  85 //---- ãîðèçîíòàëüíûé ñäâèã èíäèêàòîðíûõ ëèíèé  \r
  86    SetIndexShift (0, Bands_Shift); \r
  87    SetIndexShift (1, Bands_Shift); \r
  88    SetIndexShift (2, Bands_Shift); \r
  89    SetIndexShift (3, Bands_Shift); \r
  90    SetIndexShift (4, Bands_Shift); \r
  91 //---- èìÿ äëÿ îêîí äàííûõ è ëýéáà äëÿ ñóáúîêîí.\r
  92    IndicatorShortName ("J4Bollinger Bands( Period="+Bands_Period+", Deviations="+Bands_Deviations+")"); \r
  93    SetIndexLabel (0, "Upper2 Bands");\r
  94    SetIndexLabel (1, "Upper1 Bands"); \r
  95    SetIndexLabel (3, "Lower1 Bands"); \r
  96    SetIndexLabel (4, "Lower2 Bands"); \r
  97    switch(MA_method)\r
  98            {\r
  99             case  0: SetIndexLabel (2, "JMoving Avereges JSMA ("+Bands_Period+")");break;\r
 100             case  1: SetIndexLabel (2, "JMoving Avereges JEMA ("+Bands_Period+")");break;\r
 101             case  2: SetIndexLabel (2, "JMoving Avereges JSSMA("+Bands_Period+")");break;\r
 102             case  3: SetIndexLabel (2, "JMoving Avereges JLWMA("+Bands_Period+")");break;\r
 103             default: SetIndexLabel (2, "JMoving Avereges JSMA ("+Bands_Period+")");\r
 104            }\r
 105 //----\r
 106    IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));\r
 107 //---- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âõîäíûõ ïàðàìåòðîâ ======================================================================================+ \r
 108 if(Smooth_Phase<-100){Alert("Ïàðàìåòð Smooth_Phase äîëæåí áûòü îò -100 äî +100" + " Âû ââåëè íåäîïóñòèìîå " +Smooth_Phase+  " áóäåò èñïîëüçîâàíî -100");}//|\r
 109 if(Smooth_Phase> 100){Alert("Ïàðàìåòð Smooth_Phase äîëæåí áûòü îò -100 äî +100" + " Âû ââåëè íåäîïóñòèìîå " +Smooth_Phase+  " áóäåò èñïîëüçîâàíî  100");}//|\r
 110 if(MA_Smooth<1)      {Alert("Ïàðàìåòð MA_Smooth äîëæåí áûòü íå ìåíåå 1" + " Âû ââåëè íåäîïóñòèìîå " +MA_Smooth+ " áóäåò èñïîëüçîâàíî  1");}////////////////|\r
 111 if(MA_Smooth<1)      {Alert("Ïàðàìåòð Bands_Smooth äîëæåí áûòü íå ìåíåå 1" + " Âû ââåëè íåäîïóñòèìîå " +Bands_Smooth + " áóäåò èñïîëüçîâàíî  1");}/////////|\r
 112 if(Bands_Period<1)   {Alert("Ïàðàìåòð Bands_Period äîëæåí áûòü íå ìåíåå 1 "+ " Âû ââåëè íåäîïóñòèìîå " +Bands_Period+ " áóäåò èñïîëüçîâàíî  1");}//////////|\r
 113 if(MA_method<0)      {Alert("Ïàðàìåòð MA_method äîëæåí áûòü îò 0 äî 3"   + " Âû ââåëè íåäîïóñòèìîå " +MA_method+ " áóäåò èñïîëüçîâàíî 0");}////////////////|\r
 114 if(MA_method>3)      {Alert("Ïàðàìåòð MA_method äîëæåí áûòü îò 0 äî 3"   + " Âû ââåëè íåäîïóñòèìîå " +MA_method+ " áóäåò èñïîëüçîâàíî 0");}////////////////|\r
 115 PriceSeriesAlert(Input_Price_Customs);/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////|\r
 116 //+========================================================================================================================================================+ \r
 117 //---- êîðåêöèÿ íåäîïóñòèìîãî çíà÷åíèÿ ïàðàìåòðà Bands_Period\r
 118 if (Bands_Period<1)Bands_Period=1; \r
 119 //---- çàâåðøåíèå èíèöèàëèçàöèè\r
 120    return(0);\r
 121   }\r
 122 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
 123 //| J4Bollinger Bands iteration function                             | \r
 124 //+SSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSSS+ \r
 125 int start()\r
 126   {\r
 127 //---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà\r
 128 if(Bars-1<=Bands_Period) return(0);\r
 129 //----+ Ââåäåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ\r
 130 //---- áëîêèðîâàíèå ïåðåñ÷¸òà âñåõ ïîäñ÷èòàííûõ è îòðèñîâàííûõ áàðîâ ïðè ïîäêëþ÷åíèè ê èíòåðíåòó\r
 131 int reset,MaxBar,MaxBarBB,bar,kk,counted_bars=INDICATOR_COUNTED(0); INDICATOR_COUNTED(1);\r
 132 //---- ïðîâåðêà íà âîçìîæíûå îøèáêè\r
 133 if (counted_bars<0){INDICATOR_COUNTED(-1);return(-1);}\r
 134 //---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí \r
 135 //---- (áåç ýòîãî ïåðåñ÷¸òà äëÿ counted_bars ôóíêöèÿ JJMASeries áóäåò ðàáîòàòü íåêîððåêòíî!!!)\r
 136 if (counted_bars>0) counted_bars--;\r
 137 //----+ Ââåäåíèå è èíèöèàëèçàöèÿ âíóòðåííèõ ïåðåìåííûõ ôóíêöèè JJMASeries, nJMAnumber=5(Ïÿòü îáðàùåíèé ê ôóíêöèè)  \r
 138 if (counted_bars==0)if (Bands_Smooth>1)JJMASeriesReset(5);else JJMASeriesReset(1);\r
 139 //---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïåðåñ÷¸ò íîâûõ áàðîâ\r
 140 int limit=Bars-counted_bars-1;MaxBar=Bars-1-Bands_Period;MaxBarBB=MaxBar-30-Bands_Period;\r
 141 //----+ çàãðóçêà âõîäíûõ öåí â áóôôåð äëÿ ðàñ÷¸òà       \r
 142 for(bar=limit;bar>=0;bar--)Series_buffer[bar]=PriceSeries(Input_Price_Customs,bar);\r
 143 //---- ïðîâåðêà áàðà íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà Bollinger Bands \r
 144 //---- èíèöèàëèçàöèÿ íóëÿ          \r
 145 if (limit>MaxBar)\r
 146      {\r
 147       for(bar=limit;bar>=MaxBar;bar--)JMovingBuffer[bar]=0;\r
 148       limit=MaxBar;\r
 149      }\r
 150 //----+ öèêë ðàñ÷¸òà Moving Avereges\r
 151 for(bar=limit;bar>=0;bar--)\r
 152      {\r
 153       //----+ ôîðìóëà äëÿ ðàñ÷¸òà Moving Avereges\r
 154       switch(MA_method)\r
 155            {\r
 156             case  0: Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0,MODE_SMA, bar);break;\r
 157             case  1: Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0,MODE_EMA, bar);break;\r
 158             case  2: Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0,MODE_SMMA,bar);break;\r
 159             case  3: Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0,MODE_LWMA,bar);break;\r
 160             default: Temp_Series=iMAOnArray(Series_buffer,0,Bands_Period,0,MODE_SMA, bar);\r
 161            }\r
 162       //----+ ñãëàæèâàíèå ïîëó÷åííîãî Moving Avereges\r
 163       //----+ îáðàùåíèå ê ôóíêöèè JJMASeries çà íîìåðîì 0. Ïàðàìåòðû nJMAPhase è nJMALength íå ìåíÿþòñÿ íà êàæäîì áàðå (nJMAdin=0)\r
 164       Resalt=JJMASeries(0,0,MaxBar,limit,Smooth_Phase,MA_Smooth,Temp_Series,bar,reset);\r
 165       //----+ ïðîâåðêà íà îòñóòñòâèå îøèáêè â ïðåäûäóùåé îïåðàöèè\r
 166       if(reset!=0){INDICATOR_COUNTED(-1);return(-1);} \r
 167       JMovingBuffer[bar]=Resalt; \r
 168      }     \r
 169 //---- ÐÀÑ×¨Ò Bollinger Bands \r
 170 //---- èíèöèàëèçàöèÿ íóëÿ      \r
 171 if (limit>MaxBarBB)\r
 172      {\r
 173       for(bar=limit;bar>=MaxBarBB;bar--)\r
 174        {\r
 175         UpperBuffer2[bar]=0;\r
 176         UpperBuffer1[bar]=0;\r
 177         LowerBuffer1[bar]=0;\r
 178         LowerBuffer2[bar]=0;\r
 179        }\r
 180       limit=MaxBarBB;\r
 181      }\r
 182 for(bar=limit;bar>=0;bar--)\r
 183    {         \r
 184      sum=0.0;\r
 185      midline=JMovingBuffer[bar];\r
 186      kk=bar+Bands_Period-1;\r
 187      while(kk>=bar)\r
 188       {\r
 189        priceswing=PriceSeries(Input_Price_Customs,kk)-midline;\r
 190        sum+=priceswing*priceswing;\r
 191        kk--;\r
 192       }\r
 193      deviation2=Bands_Deviations*MathSqrt(sum/Bands_Period);     \r
 194      deviation1=0.5*deviation2;\r
 195      if (Bands_Smooth>1)\r
 196         {\r
 197          //----+ âû÷èñëåíèå è JMA ñãëàæèâàíèå Bollinger Bands      \r
 198          //----+ ----------------------------------------------------------------------------------------+            \r
 199          //----+ ÷åòûðå ïàðàëëåëüíûõ îáðàùåíèÿ ê ôóíêöèè JJMASeries çà íîìåðàìè 1, 2, 3, 4. \r
 200          //----+ Ïàðàìåòðû nJJMALength íå ìåíÿtòñÿ íà êàæäîì áàðå (nJJMAdin=0)\r
 201          //----+ ----------------------------------------------------------------------------------------+ \r
 202          Resalt=JJMASeries(1,0,MaxBarBB-1,limit,Smooth_Phase,Bands_Smooth ,midline+deviation2,bar,reset);\r
 203          //----+ ïðîâåðêà íà îòñóòñòâèå îøèáêè â ïðåäûäóùåé îïåðàöèè\r
 204          if(reset!=0){INDICATOR_COUNTED(-1);return(-1);} \r
 205          UpperBuffer2[bar]=Resalt; \r
 206          //----+ ----------------------------------------------------------------------------------------+       \r
 207          Resalt=JJMASeries(2,0,MaxBarBB-1,limit,Smooth_Phase,Bands_Smooth ,midline+deviation1,bar,reset);\r
 208          //----+ ïðîâåðêà íà îòñóòñòâèå îøèáêè â ïðåäûäóùåé îïåðàöèè\r
 209          if(reset!=0){INDICATOR_COUNTED(-1);return(-1);} \r
 210          UpperBuffer1[bar]=Resalt; \r
 211          //----+ ----------------------------------------------------------------------------------------+ \r
 212          Resalt=JJMASeries(3,0,MaxBarBB-1,limit,Smooth_Phase,Bands_Smooth ,midline-deviation1,bar,reset);\r
 213          //----+ ïðîâåðêà íà îòñóòñòâèå îøèáêè â ïðåäûäóùåé îïåðàöèè\r
 214          if(reset!=0){INDICATOR_COUNTED(-1);return(-1);} \r
 215          LowerBuffer1[bar]=Resalt; \r
 216          //----+ ----------------------------------------------------------------------------------------+ \r
 217          Resalt=JJMASeries(4,0,MaxBarBB-1,limit,Smooth_Phase,Bands_Smooth ,midline-deviation2,bar,reset);\r
 218          //----+ ïðîâåðêà íà îòñóòñòâèå îøèáêè â ïðåäûäóùåé îïåðàöèè\r
 219          if(reset!=0){INDICATOR_COUNTED(-1);return(-1);} \r
 220          LowerBuffer2[bar]=Resalt;         \r
 221          //----+ ----------------------------------------------------------------------------------------+ \r
 222         }\r
 223       else \r
 224         {\r
 225          //----+ âû÷èñëåíèå Bollinger Bands áåç JMA ñãëàæèâàíèÿ  \r
 226          UpperBuffer2[bar]=midline+deviation2;\r
 227          UpperBuffer1[bar]=midline+deviation1;\r
 228          LowerBuffer1[bar]=midline-deviation1;\r
 229          LowerBuffer2[bar]=midline-deviation2;\r
 230         }\r
 231       \r
 232    }\r
 233 //---- çàâåðøåíèå âû÷èñëåíèé çíà÷åíèé èíäèêàòîðà\r
 234    return(0);\r
 235   }\r
 236 //+---------------------------------------------------------------------------------------------------------------------------+\r
 237 //----+ Ââåäåíèå ôóíêöèè JJMASeries (ôàéë JJMASeries.mqh ñëåäóåò ïîëîæèòü â ïàïêó (äèðåêòîðèþ): MetaTrader\experts\include)\r
 238 //----+ Ââåäåíèå ôóíêöèè JJMASeriesReset  (äîïîëíèòåëüíàÿ ôóíêöèÿ ôàéëà JJMASeries.mqh)\r
 239 //----+ Ââåäåíèå ôóíêöèè INDICATOR_COUNTED(äîïîëíèòåëüíàÿ ôóíêöèÿ ôàéëà JJMASeries.mqh)\r
 240 #include <JJMASeries.mqh> \r
 241 //+---------------------------------------------------------------------------------------------------------------------------+\r
 242 //----+ Ââåäåíèå ôóíêöèè PriceSeries, ôàéë PriceSeries.mqh ñëåäóåò ïîëîæèòü â ïàïêó (äèðåêòîðèþ): MetaTrader\experts\include\r
 243 //----+ Ââåäåíèå ôóíêöèè PriceSeriesAlert (äîïîëíèòåëüíàÿ ôóíêöèÿ ôàéëà PriceSeries.mqh)\r
 244 #include <PriceSeries.mqh>\r
 245 //+---------------------------------------------------------------------------------------------------------------------------+