139 lines
4.8 KiB
Plaintext
139 lines
4.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Bands.mq4 |
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//| Copyright 2005-2014, MetaQuotes Software Corp. |
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//| http://www.mql4.com |
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//+------------------------------------------------------------------+
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#property copyright "2005-2014, MetaQuotes Software Corp."
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#property link "http://www.mql4.com"
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#property description "Bollinger Bands"
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#property strict
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#include <MovingAverages.mqh>
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_color1 LightSeaGreen
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#property indicator_color2 LightSeaGreen
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#property indicator_color3 LightSeaGreen
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//--- indicator parameters
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input int InpBandsPeriod=20; // Bands Period
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input int InpBandsShift=0; // Bands Shift
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input double InpBandsDeviations=2.0; // Bands Deviations
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//--- buffers
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double ExtMovingBuffer[];
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double ExtUpperBuffer[];
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double ExtLowerBuffer[];
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double ExtStdDevBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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//--- 1 additional buffer used for counting.
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IndicatorBuffers(4);
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IndicatorDigits(Digits);
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//--- middle line
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SetIndexStyle(0,DRAW_LINE);
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SetIndexBuffer(0,ExtMovingBuffer);
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SetIndexShift(0,InpBandsShift);
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SetIndexLabel(0,"Bands SMA");
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//--- upper band
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SetIndexStyle(1,DRAW_LINE);
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SetIndexBuffer(1,ExtUpperBuffer);
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SetIndexShift(1,InpBandsShift);
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SetIndexLabel(1,"Bands Upper");
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//--- lower band
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SetIndexStyle(2,DRAW_LINE);
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SetIndexBuffer(2,ExtLowerBuffer);
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SetIndexShift(2,InpBandsShift);
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SetIndexLabel(2,"Bands Lower");
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//--- work buffer
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SetIndexBuffer(3,ExtStdDevBuffer);
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//--- check for input parameter
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if(InpBandsPeriod<=0)
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{
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Print("Wrong input parameter Bands Period=",InpBandsPeriod);
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return(INIT_FAILED);
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}
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//---
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SetIndexDrawBegin(0,InpBandsPeriod+InpBandsShift);
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SetIndexDrawBegin(1,InpBandsPeriod+InpBandsShift);
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SetIndexDrawBegin(2,InpBandsPeriod+InpBandsShift);
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//--- initialization done
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Bollinger Bands |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int i,pos;
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//---
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if(rates_total<=InpBandsPeriod || InpBandsPeriod<=0)
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return(0);
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//--- counting from 0 to rates_total
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ArraySetAsSeries(ExtMovingBuffer,false);
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ArraySetAsSeries(ExtUpperBuffer,false);
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ArraySetAsSeries(ExtLowerBuffer,false);
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ArraySetAsSeries(ExtStdDevBuffer,false);
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ArraySetAsSeries(close,false);
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//--- initial zero
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if(prev_calculated<1)
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{
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for(i=0; i<InpBandsPeriod; i++)
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{
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ExtMovingBuffer[i]=EMPTY_VALUE;
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ExtUpperBuffer[i]=EMPTY_VALUE;
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ExtLowerBuffer[i]=EMPTY_VALUE;
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}
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}
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//--- starting calculation
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if(prev_calculated>1)
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pos=prev_calculated-1;
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else
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pos=0;
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//--- main cycle
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for(i=pos; i<rates_total && !IsStopped(); i++)
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{
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//--- middle line
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ExtMovingBuffer[i]=SimpleMA(i,InpBandsPeriod,close);
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//--- calculate and write down StdDev
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ExtStdDevBuffer[i]=StdDev_Func(i,close,ExtMovingBuffer,InpBandsPeriod);
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//--- upper line
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ExtUpperBuffer[i]=ExtMovingBuffer[i]+InpBandsDeviations*ExtStdDevBuffer[i];
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//--- lower line
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ExtLowerBuffer[i]=ExtMovingBuffer[i]-InpBandsDeviations*ExtStdDevBuffer[i];
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//---
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}
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//---- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculate Standard Deviation |
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//+------------------------------------------------------------------+
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double StdDev_Func(int position,const double &price[],const double &MAprice[],int period)
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{
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//--- variables
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double StdDev_dTmp=0.0;
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//--- check for position
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if(position>=period)
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{
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//--- calcualte StdDev
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for(int i=0; i<period; i++)
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StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2);
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StdDev_dTmp=MathSqrt(StdDev_dTmp/period);
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}
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//--- return calculated value
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return(StdDev_dTmp);
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}
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//+------------------------------------------------------------------+
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