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//+------------------------------------------------------------------+
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//| Ultimate_Oscillator.mq5 |
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//| Copyright 2000-2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2024, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#include <MovingAverages.mqh>
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 DodgerBlue
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//--- input parameters
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input int InpFastPeriod=7; // Fast ATR period
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input int InpMiddlePeriod=14; // Middle ATR period
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input int InpSlowPeriod=28; // Slow ATR period
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input int InpFastK=4; // Fast K
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input int InpMiddleK=2; // Middle K
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input int InpSlowK=1; // Slow K
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//--- indicator buffers
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double ExtUOBuffer[];
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double ExtBPBuffer[];
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double ExtFastATRBuffer[];
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double ExtMiddleATRBuffer[];
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double ExtSlowATRBuffer[];
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//--- indicator handles
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int ExtFastATRhandle;
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int ExtMiddleATRhandle;
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int ExtSlowATRhandle;
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double ExtDivider;
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int ExtMaxPeriod;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtUOBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtBPBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtFastATRBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtMiddleATRBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,ExtSlowATRBuffer,INDICATOR_CALCULATIONS);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- set levels
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IndicatorSetInteger(INDICATOR_LEVELS,2);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,0,30);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,1,70);
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//--- set maximum and minimum for subwindow
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IndicatorSetDouble(INDICATOR_MINIMUM,0);
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IndicatorSetDouble(INDICATOR_MAXIMUM,100);
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//--- set first bar from which index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowPeriod-1);
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//--- name for DataWindow and indicator subwindow label
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string short_name=StringFormat("UOS(%d,%d,%d)",InpFastPeriod,InpMiddlePeriod,InpSlowPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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//--- get handles
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ExtFastATRhandle=iATR(Symbol(),0,InpFastPeriod);
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ExtMiddleATRhandle=iATR(Symbol(),0,InpMiddlePeriod);
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ExtSlowATRhandle=iATR(Symbol(),0,InpSlowPeriod);
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//---
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ExtDivider=InpFastK+InpMiddleK+InpSlowK;
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ExtMaxPeriod=InpSlowPeriod;
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if(ExtMaxPeriod<InpMiddlePeriod)
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ExtMaxPeriod=InpMiddlePeriod;
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if(ExtMaxPeriod<InpFastPeriod)
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ExtMaxPeriod=InpFastPeriod;
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}
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//+------------------------------------------------------------------+
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//| Ultimate Oscillator |
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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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if(rates_total<ExtMaxPeriod)
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return(0);
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//--- not all data may be calculated
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int calculated=BarsCalculated(ExtFastATRhandle);
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if(calculated<rates_total)
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{
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Print("Not all data of ExtFastATRhandle is calculated (",calculated," bars). Error ",GetLastError());
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return(0);
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}
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calculated=BarsCalculated(ExtMiddleATRhandle);
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if(calculated<rates_total)
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{
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Print("Not all data of ExtMiddleATRhandle is calculated (",calculated," bars). Error ",GetLastError());
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return(0);
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}
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calculated=BarsCalculated(ExtSlowATRhandle);
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if(calculated<rates_total)
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{
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Print("Not all data of ExtSlowATRhandle is calculated (",calculated," bars). Error ",GetLastError());
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return(0);
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}
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//--- we can copy not all data
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int to_copy;
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if(prev_calculated>rates_total || prev_calculated<0)
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to_copy=rates_total;
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else
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{
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to_copy=rates_total-prev_calculated;
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if(prev_calculated>0)
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to_copy++;
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}
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//--- get ATR buffers
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if(IsStopped()) // checking for stop flag
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return(0);
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if(CopyBuffer(ExtFastATRhandle,0,0,to_copy,ExtFastATRBuffer)<=0)
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{
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Print("getting ExtFastATRhandle is failed! Error ",GetLastError());
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return(0);
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}
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if(IsStopped()) // checking for stop flag
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return(0);
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if(CopyBuffer(ExtMiddleATRhandle,0,0,to_copy,ExtMiddleATRBuffer)<=0)
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{
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Print("getting ExtMiddleATRhandle is failed! Error ",GetLastError());
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return(0);
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}
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if(IsStopped()) // checking for stop flag
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return(0);
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if(CopyBuffer(ExtSlowATRhandle,0,0,to_copy,ExtSlowATRBuffer)<=0)
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{
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Print("getting ExtSlowATRhandle is failed! Error ",GetLastError());
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return(0);
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}
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//--- preliminary calculations
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int i,start;
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if(prev_calculated==0)
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{
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ExtBPBuffer[0]=0.0;
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ExtUOBuffer[0]=0.0;
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//--- set value for first InpSlowPeriod bars
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for(i=1; i<=InpSlowPeriod; i++)
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{
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ExtUOBuffer[i]=0.0;
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double true_low=MathMin(low[i],close[i-1]);
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ExtBPBuffer[i]=close[i]-true_low;
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}
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//--- now we are going to calculate from start index in main loop
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start=InpSlowPeriod+1;
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}
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else
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start=prev_calculated-1;
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//--- the main loop of calculations
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for(i=start; i<rates_total && !IsStopped(); i++)
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{
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double true_low=MathMin(low[i],close[i-1]);
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ExtBPBuffer[i]=close[i]-true_low; // buying pressure
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if(ExtFastATRBuffer[i]!=0.0 &&
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ExtMiddleATRBuffer[i]!=0.0 &&
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ExtSlowATRBuffer[i]!=0.0)
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{
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double raw_uo=InpFastK*SimpleMA(i,InpFastPeriod,ExtBPBuffer)/ExtFastATRBuffer[i]+
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InpMiddleK*SimpleMA(i,InpMiddlePeriod,ExtBPBuffer)/ExtMiddleATRBuffer[i]+
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InpSlowK*SimpleMA(i,InpSlowPeriod,ExtBPBuffer)/ExtSlowATRBuffer[i];
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ExtUOBuffer[i]=raw_uo/ExtDivider*100;
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}
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else
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ExtUOBuffer[i]=ExtUOBuffer[i-1]; // set current Ultimate value as previous Ultimate value
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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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