//+------------------------------------------------------------------+ //| Adaptive CG Oscillator.mq5 | //| | //| Adaptive CG Oscillator | //| | //| Algorithm taken from book | //| "Cybernetics Analysis for Stock and Futures" | //| by John F. Ehlers | //| | //| contact@mqlsoft.com | //| http://www.mqlsoft.com/ | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Coded by Witold Wozniak" //---- author of the indicator #property link "www.mqlsoft.com" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- two buffers are used for calculation and drawing the indicator #property indicator_buffers 2 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| CG indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a line #property indicator_type1 DRAW_LINE //---- red color is used as the color of the indicator basic line #property indicator_color1 Red //---- the indicator 1 line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator line label #property indicator_label1 "Adaptive CG Oscillator" //+----------------------------------------------+ //| Trigger indicator drawing parameters | //+----------------------------------------------+ //---- dawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator signal line #property indicator_color2 Blue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator line label #property indicator_label2 "Trigger" //+----------------------------------------------+ //| Horizontal levels display parameters | //+----------------------------------------------+ #property indicator_level1 0.0 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+-----------------------------------+ //| Declaration of constants | //+-----------------------------------+ #define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input double Alpha=0.07; // Indicator smoothing ratio input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double ACGBuffer[]; double TriggerBuffer[]; //----declaration of variables for the indicators handles int CP_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=1; //---- getting handle of the CyclePeriod indicator CP_Handle=iCustom(NULL,0,"CyclePeriod",Alpha); if(CP_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the CyclePeriod indicator"); return(1); } //---- set ACGBuffer[] dynamic array as an indicator buffer SetIndexBuffer(0,ACGBuffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- set TriggerBuffer[] dynamic array as an indicator buffer SetIndexBuffer(1,TriggerBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 2 by min_rates_total+1 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total+1); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"Adaptive CG Oscillator(",DoubleToString(Alpha,4),", ",Shift,")"); //---- creating a name for displaying in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //---- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(BarsCalculated(CP_Handle)rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation first=1; // starting index for calculation of all bars else first=prev_calculated-1; // starting index for calculation of new bars //---- main indicator calculation loop for(bar=first; bar