//+------------------------------------------------------------------+ //| WSI.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 "Wave Segregation Index indicator" #property indicator_separate_window #property indicator_buffers 5 #property indicator_plots 1 //--- plot WSI #property indicator_label1 "WSI" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrLimeGreen,clrDarkSeaGreen,clrRed,clrBurlyWood,clrDarkGray #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- input parameters input uint InpPeriodCCI = 100; // CCI period input uint InpPeriodADX = 100; // ADX period //--- indicator buffers double BufferWSI[]; double BufferColors[]; double BufferCCI[]; double BufferADX[]; double BufferMA[]; //--- global variables int period_cci; int period_adx; int handle_cci; int handle_adx; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_cci=int(InpPeriodCCI<1 ? 1 : InpPeriodCCI); period_adx=int(InpPeriodADX<1 ? 1 : InpPeriodADX); //--- indicator buffers mapping SetIndexBuffer(0,BufferWSI,INDICATOR_DATA); SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(2,BufferCCI,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferADX,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferMA,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"WSI ("+(string)period_cci+","+(string)period_adx+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferWSI,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferCCI,true); ArraySetAsSeries(BufferADX,true); ArraySetAsSeries(BufferMA,true); //--- create handles ResetLastError(); handle_cci=iCCI(NULL,PERIOD_CURRENT,period_cci,PRICE_TYPICAL); if(handle_cci==INVALID_HANDLE) { Print("The iCCI(",(string)period_cci,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_adx=iADX(NULL,PERIOD_CURRENT,period_adx); if(handle_adx==INVALID_HANDLE) { Print("The iADX(",(string)period_adx,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,PRICE_TYPICAL); if(handle_ma==INVALID_HANDLE) { Print("The iMA(1) 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 количества доступных 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(BufferWSI,EMPTY_VALUE); ArrayInitialize(BufferColors,4); ArrayInitialize(BufferCCI,0); ArrayInitialize(BufferADX,0); ArrayInitialize(BufferMA,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_cci,0,0,count,BufferCCI); if(copied!=count) return 0; copied=CopyBuffer(handle_adx,MAIN_LINE,0,count,BufferADX); if(copied!=count) return 0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferWSI[i]=(BufferCCI[i]*BufferMA[i]*BufferADX[i])/1000.0; BufferColors[i]= ( BufferWSI[i]>0 ? (BufferWSI[i]>BufferWSI[i+1] ? 0 : BufferWSI[i]BufferWSI[i+1] ? 3 : 4) : 4 ); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+