//+------------------------------------------------------------------+ //| Projection_Oscillator.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 "Projection oscillator" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot PO #property indicator_label1 "Projection osc" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 14; // Period input double InpOverbought = 90; // Overbought input double InpOversold = 10; // Oversold //--- indicator buffers double BufferPO[]; double BufferH[]; double BufferL[]; //--- global variables double overbought; double oversold; int period; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); overbought=(InpOverbought>100 ? 100 : InpOverbought<0.1 ? 0.1 : InpOverbought); oversold=(InpOversold<0 ? 0 : InpOversold>=overbought ? overbought-0.1 : InpOversold); //--- indicator buffers mapping SetIndexBuffer(0,BufferPO,INDICATOR_DATA); SetIndexBuffer(1,BufferH,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferL,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Projection oscillator ("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold); IndicatorSetString(INDICATOR_LEVELTEXT,0,"Overbought"); IndicatorSetString(INDICATOR_LEVELTEXT,1,"Oversold"); //--- setting plot buffer parameters PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,2*period-1); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferPO,true); ArraySetAsSeries(BufferH,true); ArraySetAsSeries(BufferL,true); //--- 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); ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-period-1; ArrayInitialize(BufferPO,EMPTY_VALUE); ArrayInitialize(BufferH,0); ArrayInitialize(BufferL,0); } //--- Подготовка данных for(int i=limit; i>=0 && !IsStopped(); i--) { BufferH[i]=high[i]; BufferL[i]=low[i]; } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double SlopeHigh=LRegSlope(BufferH,i); double SlopeLow=LRegSlope(BufferL,i); double UpProjBand=high[i]; double DnProjBand=low[i]; for(int j=1; j<=period; j++) { UpProjBand=fmax(UpProjBand,high[i+j]+j*SlopeHigh); DnProjBand=fmin(DnProjBand,low[i+j]-j*SlopeLow); } BufferPO[i]=(UpProjBand!=DnProjBand ? 100.0*(close[i]-DnProjBand)/(UpProjBand-DnProjBand) : 0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Linear regression slope | //+------------------------------------------------------------------+ double LRegSlope(const double &price[],const int index) { double x=0,y=0,xy=0,x2=0,temp=0,m=0; for(int i=0; i