【解説】【MQL5 community】 Plombiers - oscillator in the channel: Plombiersとはフランス語で、「配管」を意味する。
ここでは、平均(Means)、レジスタンス(Resistance)、サポート(Support)を表示する。またSignalを移動平均と同様に使うことによりシグナルと見ることができます。
//+------------------------------------------------------------------+
//| Plombiers.mq5 |
//| Copyright 2009-20010, Avatara@bigmir.net |
//+------------------------------------------------------------------+
#property copyright "2009-2010, Avatara@bigmir.net"
#property link "Avatara@bigmir.net"
#property version "1.00"//22/11/09
//regression copyright "ANG3110@latchess.com"
#property description "Constructing a stochastic oscillator in the"
#property description "channel where the channel walls formed a "
#property description "standard deviation of an arbitrary polynomial,"
#property description "which is approximated least squares."
#property description "_____________________________________"
#property indicator_chart_window
#property indicator_buffers 6
#property indicator_plots 6
//---- plot Means
#property indicator_label1 "Means"
#property indicator_type1 DRAW_LINE
#property indicator_color1 RoyalBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//---- plot Label2
#property indicator_label2 "Resistance"
#property indicator_type2 DRAW_LINE
#property indicator_color2 LimeGreen
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//---- plot Label3
#property indicator_label3 "Support"
#property indicator_type3 DRAW_LINE
#property indicator_color3 LimeGreen
#property indicator_style3 STYLE_SOLID
#property indicator_width3 2
//---- plot Label4
#property indicator_label4 "Resistance+"
#property indicator_type4 DRAW_LINE
#property indicator_color4 LightBlue
#property indicator_style4 STYLE_DASH
#property indicator_width4 1
//---- plot Label5
#property indicator_label5 "Support-"
#property indicator_type5 DRAW_LINE
#property indicator_color5 LightBlue
#property indicator_style5 STYLE_DASH
#property indicator_width5 1
//---- plot Label6
#property indicator_label6 "Signal"
#property indicator_type6 DRAW_LINE
#property indicator_color6 Seashell
#property indicator_style6 STYLE_DOT
#property indicator_width6 1
//-----------------------------------
enum intType
{
i0 = 0, // 0 - simple average
i1 = 1, // 1 - straight line
i2 = 2, // parabola 2-nd degrees
i3 = 3, // parabola 3-d degrees
i4 = 4 // 4-th degrees
};
//--- input parameters ------
input int bars_IN = 145; // data length
input intType SP = i2; // curve's order
input int N_Shift1 = 0; // shift back into the history
input int Forecast=0; // length of channel into the "future"
input double kstd = 2.1415; // standart deviation factor
input bool Oscilator=true; // Is oscillator on the display?
input int N_Buff=1; // displayed oscillator's buffer
input int Ka=21; // Line calculation period %K.
input int La=7; // Averaging period %D
input int Za=1; // Deceleration
input ENUM_MA_METHOD Oe=MODE_SMA; // Averaging method
input ENUM_STO_PRICE Me=STO_CLOSECLOSE; // Stochastic's price value
input int DIGf = -99; // Number of decimal points.-99 Digits
string sName="Plombiers 1.0";
//--------------------------
double ai[12][12],b[12],x[12],sx[12];
double sum,Mnog,COG[];
int N,i,N1,j,k,LM,hOsc,Dig,hFl,N_Shift;
double qq,mm,tt,sq,std;
//--- indicator buffers
double Means[];
double level1h[];
double level1l[];
double level2h[];
double level2l[];
double S[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Means,INDICATOR_DATA);
SetIndexBuffer(1,level1h,INDICATOR_DATA);
SetIndexBuffer(2,level1l,INDICATOR_DATA);
SetIndexBuffer(3,level2h,INDICATOR_DATA);
SetIndexBuffer(4,level2l,INDICATOR_DATA);
SetIndexBuffer(5,S,INDICATOR_DATA);
ArraySetAsSeries(Means,true);ArraySetAsSeries(S,true);
ArraySetAsSeries(level1h,true);ArraySetAsSeries(level2h,true);
ArraySetAsSeries(level1l,true);ArraySetAsSeries(level2l,true);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,Digits());
N_Shift=N_Shift1;
if(N_Shift＜0)N_Shift=-N_Shift;
N=bars_IN+N_Shift;
N1=Bars(Symbol(),PERIOD_CURRENT);
if(N1＜N)N=N1;
else N1=N;
sName=sName+" ("+IntegerToString(bars_IN,4)+","
+IntegerToString(N_Shift,3)+","
+IntegerToString(Forecast,3)+")";
if(DIGf＜0) Dig=Digits();
else Dig=DIGf;
//---- line shifts when drawing
PlotIndexSetInteger(0,PLOT_SHIFT,Forecast);
PlotIndexSetInteger(1,PLOT_SHIFT,Forecast);
PlotIndexSetInteger(2,PLOT_SHIFT,Forecast);
PlotIndexSetInteger(3,PLOT_SHIFT,Forecast);
PlotIndexSetInteger(4,PLOT_SHIFT,Forecast);
PlotIndexSetInteger(5,PLOT_SHIFT,Forecast);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,N1+Forecast);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,N1+Forecast);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,N1+Forecast);
PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,N1+Forecast);
PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,N1+Forecast);
PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,N1+Forecast);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,sName);
//--- set drawing line empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,0.0);
//--- initialization done
hOsc=iStochastic(Symbol(),Period(),Ka,La,Za,Oe,Me);
return(0);
}
//+------------------------------------------------------------------+
//| DEINIT |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
int mi;
N1=rates_total;
N=bars_IN+N_Shift;
if(N1＜N)
{
N1=bars_IN+N1-N;
N=N1;N1=N+1;
Print("Not presentative DATA! bars present ",N);
}
else N1=bars_IN+1;
if(!ArrayGetAsSeries(price))
ArraySetAsSeries(price,true);
int copied=CopyBuffer(hOsc,N_Buff,N_Shift,N1-1,S);
if(copied＜=0)
{
Print("Unable to copy indicator's value. Error =",
GetLastError(),", copied =",copied);
return(0);
}
//+------------------------------------------------------------------+
sx[1]=double(N1-1.0);
for(mi=1;mi＜=(SP+1)*2-2;mi++)
{
sum=0;
for(i=N_Shift;i＜N;i++)
{
sum+=MathPow(i,mi);
}
sx[mi+1]=sum;
}
//+------------------------------------------------------------------+
for(mi=1;mi＜=(SP+1);mi++)
{
sum=0.00000;
for(i=N_Shift;i＜N;i++)
{
if(mi==1)sum+=price[i];
else sum+=price[i]*MathPow(i,mi-1);
}
b[mi]=sum;
}
//=============Matrix===================
for(j=1;j＜=SP+1;j++)
{
for(i=1;i＜=SP+1;i++)
{
k=i+j-1;
ai[i][j]=sx[k];
}
}
//=============Gauss====================
for(k=1;k＜=SP;k++)
{
LM=0; mm=0;
for(i=k;i＜=SP+1;i++)
{
if(MathAbs(ai[i][k])>mm)
{
mm=MathAbs(ai[i][k]);
LM=i;
}
}
if(LM==0)return(0);
if(LM!=k)
{
for(j=1;j＜=SP+1;j++)
{
tt=ai[k][j];
ai[k][j]=ai[LM][j];
ai[LM][j]=tt;
}
tt=b[k]; b[k]=b[LM]; b[LM]=tt;
}
for(i=k+1;i＜=SP+1;i++)
{
if(MathAbs(ai[k][k])>0.00001)
{
qq=ai[i][k]/ai[k][k];
}
else qq=1.0;
for(j=1;j＜=SP+1;j++)
{
if(j==k)
{
ai[i][j]=0.0;
}
else
{
ai[i][j]=ai[i][j]-qq*ai[k][j];
}
}
b[i]=b[i]-qq*b[k];
}
}
k=SP+1;
if(ai[k][k]==0.0)
{
Print("singular");
return(rates_total);
}
x[k]=b[k]/ai[k][k];
for(i=SP;i>=1;i--)
{
tt=0.0;
for(j=1;j＜=k-i;j++)
{
tt=tt+ai[i][i+j]*x[i+j];
x[i]=(1.0/ai[i][i])*(b[i]-tt);
}
}
//+------------------------------------------------------------------+
for(i=N_Shift-Forecast;i＜N;i++)
{
sum=0;
for(k=1;k＜=SP;k++)
{
sum+=x[k+1]*MathPow(i,k);
}
Means[i+Forecast]=NormalizeDouble(x[1]+sum,Dig);
}
//-----------------------------------Std----------------------------
sq=0.0;
for(i=N_Shift;i＜N;i++)
{
qq=(price[i-N_Shift]-Means[i+Forecast]);
sq+=qq*qq;
}
tt=double(N1-1);
sq= MathSqrt(sq/(tt)) * kstd;
std=myStdDev(N1-1,price,N_Shift)*kstd;
for(i=N_Shift-Forecast;i＜N;i++)
{
level1h[i+Forecast] = Means[i+Forecast] + sq;
level1l[i+Forecast] = Means[i+Forecast] - sq;
level2h[i+Forecast] = Means[i+Forecast] + std;
level2l[i+Forecast] = Means[i+Forecast] - std;
}
if(Oscilator)
{
for(i=N-1 ;i>=N_Shift;i--)
{ S[i+Forecast]=Means[i+Forecast]+sq*(S[i]-50.0)/44.9999;}
for(i=0;i＜N_Shift+Forecast;i++)S[i]=0.0;
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double myStdDev(int period_N, const double &Cena[], int Shift)
{
double sum,sred,std;
int j,k=period_N-1;
sum=0.0;std=0.0;
for(j=0;j＜period_N;j++)
{
sum+=Cena[j+Shift];
}
sred=sum/period_N ;
for(j=0;j＜period_N;j++)
{
sum=Cena[j+Shift]-sred;
std+=sum*sum;
}
sum=std/k;
std=MathSqrt(sum);
return(std);
}
//+------------------------------------------------------------------+
【表示結果】
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