//+------------------------------------------------------------------+ //| HWC.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 "Holt-Winter Channel indicator" #property indicator_chart_window #property indicator_buffers 8 #property indicator_plots 3 //--- plot HVMA #property indicator_label1 "HVMA" #property indicator_type1 DRAW_LINE #property indicator_color1 clrYellowGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot Top #property indicator_label2 "Top" #property indicator_type2 DRAW_LINE #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot Bottom #property indicator_label3 "Bottom" #property indicator_type3 DRAW_LINE #property indicator_color3 clrBlue #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- input parameters input double InpValueA = 0.2; // nA (from 0 to 1) input double InpValueB = 0.1; // nB (from 0 to 1) input double InpValueC = 0.1; // nC (from 0 to 1) input double InpValueD = 0.1; // nD (from 0 to 1) input double InpMultiplier = 1.0; // Multiplier input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferHVMA[]; double BufferTop[]; double BufferBottom[]; double BufferMA[]; double BufferF[]; double BufferV[]; double BufferA[]; double BufferVar[]; //--- global variables double a; double b; double c; double d; double multiplier; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables a=(InpValueA<0 ? 0 : InpValueA>1 ? 1 : InpValueA); b=(InpValueB<0 ? 0 : InpValueB>1 ? 1 : InpValueB); c=(InpValueC<0 ? 0 : InpValueC>1 ? 1 : InpValueC); d=(InpValueD<0 ? 0 : InpValueD>1 ? 1 : InpValueD); multiplier=fabs(InpMultiplier); //--- indicator buffers mapping SetIndexBuffer(0,BufferHVMA,INDICATOR_DATA); SetIndexBuffer(1,BufferTop,INDICATOR_DATA); SetIndexBuffer(2,BufferBottom,INDICATOR_DATA); SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferF,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferV,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferA,INDICATOR_CALCULATIONS); SetIndexBuffer(7,BufferVar,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Holt-Winter Channel ("+DoubleToString(a,2)+","+DoubleToString(b,2)+","+DoubleToString(c,2)+","+DoubleToString(d,2)+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferHVMA,true); ArraySetAsSeries(BufferTop,true); ArraySetAsSeries(BufferBottom,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferF,true); ArraySetAsSeries(BufferV,true); ArraySetAsSeries(BufferA,true); ArraySetAsSeries(BufferVar,true); //--- create MA's handles ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); 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 и расчёт количества просчитываемых 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(BufferHVMA,0); ArrayInitialize(BufferTop,EMPTY_VALUE); ArrayInitialize(BufferBottom,EMPTY_VALUE); ArrayInitialize(BufferMA,0); ArrayInitialize(BufferF,0); ArrayInitialize(BufferV,0); ArrayInitialize(BufferA,0); ArrayInitialize(BufferVar,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferF[i]=(1.0-a)*(BufferF[i+1]+BufferV[i+1]+0.5*BufferA[i+1])+a*BufferMA[i]; BufferV[i]=(1.0-b)*(BufferV[i+1]+BufferA[i+1])+b*(BufferF[i]-BufferF[i+1]); BufferA[i]=(1.0-c)*BufferA[i+1]+c*(BufferV[i]-BufferV[i+1]); BufferHVMA[i]=BufferF[i]+BufferV[i]+0.5*BufferA[i]; BufferVar[i]=(1.0-d)*BufferVar[i+1]+d*(BufferMA[i+1]-BufferHVMA[i+1])*(BufferMA[i+1]-BufferHVMA[i+1]); double Stdt=sqrt(BufferVar[i+1]); BufferTop[i]=BufferHVMA[i]+multiplier*Stdt; BufferBottom[i]=BufferHVMA[i]-multiplier*Stdt; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+