//+------------------------------------------------------------------+ //| TDI.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 "Trend detection index" #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 3 //--- plot TDI #property indicator_label1 "TD Index" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot DIR #property indicator_label2 "Direction" #property indicator_type2 DRAW_LINE #property indicator_color2 clrGreen #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot SIG #property indicator_label3 "Signal" #property indicator_type3 DRAW_COLOR_HISTOGRAM #property indicator_color3 clrLimeGreen,clrOrange #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- input parameters input uint InpPeriod = 20; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferTDI[]; double BufferDIR[]; double BufferSIG[]; double BufferColors[]; double BufferMA[]; double BufferMom[]; double BufferMomAbs[]; //--- global variables int period_ma; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_ma=int(InpPeriod<1 ? 1 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferTDI,INDICATOR_DATA); SetIndexBuffer(1,BufferDIR,INDICATOR_DATA); SetIndexBuffer(2,BufferSIG,INDICATOR_DATA); SetIndexBuffer(3,BufferColors,INDICATOR_COLOR_INDEX); SetIndexBuffer(4,BufferMA,INDICATOR_DATA); SetIndexBuffer(5,BufferMom,INDICATOR_DATA); SetIndexBuffer(6,BufferMomAbs,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"TDI("+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferTDI,true); ArraySetAsSeries(BufferDIR,true); ArraySetAsSeries(BufferSIG,true); ArraySetAsSeries(BufferColors,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferMom,true); ArraySetAsSeries(BufferMomAbs,true); //--- create MA handle 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 на минимальное колиество баров для расчёта if(rates_total1) { limit=rates_total-2; limit1=limit-period_ma; ArrayInitialize(BufferTDI,EMPTY_VALUE); ArrayInitialize(BufferDIR,EMPTY_VALUE); ArrayInitialize(BufferSIG,EMPTY_VALUE); ArrayInitialize(BufferMA,0); ArrayInitialize(BufferMom,0); ArrayInitialize(BufferMomAbs,0); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; for(int i=limit1; i>=0 && !IsStopped(); i--) { BufferMom[i]=BufferMA[i]-BufferMA[i+period_ma]; BufferMomAbs[i]=fabs(BufferMom[i]); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferDIR[i]=MAOnArray(BufferMom,0,period_ma,0,MODE_SMA,i)*period_ma; double F=fabs(BufferDIR[i]); double H=MAOnArray(BufferMomAbs,0,period_ma,0,MODE_SMA,i)*period_ma; double G=MAOnArray(BufferMomAbs,0,2*period_ma,0,MODE_SMA,i)*2*period_ma; BufferTDI[i]=F+H-G; //--- if(BufferTDI[i]>0) BufferSIG[i]=(BufferDIR[i]>0 ? -0.1 : 0.1); else BufferSIG[i]=BufferSIG[i+1]; BufferColors[i]=(BufferSIG[i]>0 ? 0 : 1); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| iMAOnArray() https://www.mql5.com/ru/articles/81 | //+------------------------------------------------------------------+ double MAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift) { double buf[],arr[]; if(total==0) total=ArraySize(array); if(total>0 && total<=period) return(0); if(shift>total-period-ma_shift) return(0); //--- switch(ma_method) { case MODE_SMA : { total=ArrayCopy(arr,array,0,shift+ma_shift,period); if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,pos=total-1; for(i=1;i=0) { sum+=arr[pos]; buf[pos]=sum/period; sum-=arr[pos+period-1]; pos--; } return(buf[0]); } case MODE_EMA : { if(ArrayResize(buf,total)<0) return(0); double pr=2.0/(period+1); int pos=total-2; while(pos>=0) { if(pos==total-2) buf[pos+1]=array[pos+1]; buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr); pos--; } return(buf[shift+ma_shift]); } case MODE_SMMA : { if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,k,pos; pos=total-period; while(pos>=0) { if(pos==total-period) { for(i=0,k=pos;i=0) { buf[pos]=sum/weight; if(pos==0) break; pos--; i--; price=array[pos]; sum=sum-lsum+price*period; lsum-=array[i]; lsum+=price; } return(buf[shift+ma_shift]); } default: return(0); } return(0); } //+------------------------------------------------------------------+