//+------------------------------------------------------------------+ //| TOSC.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 "Difference between the recursive trendline value" #property description " and the exponential moving average" #property indicator_separate_window #property indicator_buffers 5 #property indicator_plots 1 //--- plot TOSC #property indicator_label1 "TOSC" #property indicator_type1 DRAW_LINE #property indicator_color1 clrCrimson #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 20; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferTOSC[]; double BufferTMP0[]; double BufferTMP1[]; double BufferMA[]; double BufferEMA[]; //--- global variables double alpha; int period; int handle_ma; int handle_ema; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- setting global variables period=int(InpPeriod<1 ? 1 : InpPeriod); alpha=double(2.0/((double)period+1)); //--- indicator buffers mapping SetIndexBuffer(0,BufferTOSC,INDICATOR_DATA); SetIndexBuffer(1,BufferTMP0,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferTMP1,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferEMA,INDICATOR_CALCULATIONS); //--- settings indicators parameters IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetString(INDICATOR_SHORTNAME,"TOSC("+(string)period+")"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferTOSC,true); ArraySetAsSeries(BufferTMP0,true); ArraySetAsSeries(BufferTMP1,true); ArraySetAsSeries(BufferMA,true); ArraySetAsSeries(BufferEMA,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; } ResetLastError(); handle_ema=iMA(NULL,PERIOD_CURRENT,period,0,MODE_EMA,InpAppliedPrice); if(handle_ema==INVALID_HANDLE) { Print("The iMA(",(string)period,") 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 количество баров для расчёта if(rates_total<4 || Point()==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-2; ArrayInitialize(BufferTOSC,EMPTY_VALUE); ArrayInitialize(BufferTMP0,0); ArrayInitialize(BufferTMP1,0); ArrayInitialize(BufferMA,EMPTY_VALUE); ArrayInitialize(BufferEMA,EMPTY_VALUE); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; copied=CopyBuffer(handle_ema,0,0,count,BufferEMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0; i--) { BufferTMP0[i]=(1-alpha)*BufferTMP0[i+1]+BufferMA[i]; BufferTMP1[i]=(1-alpha)*BufferTMP1[i+1]+alpha*(BufferMA[i]+BufferTMP0[i]-BufferTMP0[i+1]); BufferTOSC[i]=(BufferTMP1[i]-BufferEMA[i])/Point(); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+