//+------------------------------------------------------------------+ //| Kolier_SuperTrend.mq5 | //| Copyright 2010, KoliEr Li. | //| http://kolier.li | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Copyright 2010, KoliEr Li." //---- link to the website of the author #property link "http://kolier.li" //---- indicator version number #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- 4 buffers are used for calculation and drawing the indicator #property indicator_buffers 4 //---- 4 plots are used #property indicator_plots 4 //+----------------------------------------------+ //| Bullish indicator drawing parameters | //+----------------------------------------------+ //---- drawing indicator 1 as a line #property indicator_type1 DRAW_LINE //---- LightSeaGreen color is used for indicator line #property indicator_color1 clrLightSeaGreen //---- the indicator 1 line is a dotted line #property indicator_style1 STYLE_DASH //---- thickness of line of the indicator 1 is equal to 1 #property indicator_width1 1 //---- displaying the indicator line label #property indicator_label1 "Upper SuperTrend" //+----------------------------------------------+ //| Bearish indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- DeepPink color is used for the indicator line #property indicator_color2 clrDeepPink //---- the indicator 2 line is a dotted line #property indicator_style2 STYLE_DASH //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator line label #property indicator_label2 "Lower SuperTrend" //+----------------------------------------------+ //| Bullish indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 3 as a label #property indicator_type3 DRAW_ARROW //---- lime color is used for the indicator #property indicator_color3 clrLime //---- indicator 3 width is equal to 4 #property indicator_width3 4 //---- displaying the indicator label #property indicator_label3 "Buy SuperTrend" //+----------------------------------------------+ //| Bearish indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 4 as a label #property indicator_type4 DRAW_ARROW //---- red color is used for the indicator #property indicator_color4 Red //---- indicator 4 width is equal to 4 #property indicator_width4 4 //---- displaying the indicator label #property indicator_label4 "Sell SuperTrend" //+----------------------------------------------+ //| declaring constants | //+----------------------------------------------+ #define RESET 0 // The constant for returning the indicator recalculation command to the terminal #define PHASE_NONE 0 #define PHASE_BUY 1 #define PHASE_SELL -1 //+-----------------------------------------------+ //| Declaration of enumerations | //+-----------------------------------------------+ enum Mode { SuperTrend=0,//Display as SuperTrend NewWay,//Display as NeWay Visual, //Display for the visual trading ExpertSignal //Display for the automated trading }; //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input Mode TrendMode=NewWay; //Display option input uint ATR_Period=10; input double ATR_Multiplier=3.0; input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double UpBuffer[]; double DnBuffer[]; double BuyBuffer[]; double SellBuffer[]; //---- declaration of integer variables for the indicators handles int ATR_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //---- getting the ATR indicator handle ATR_Handle=iATR(NULL,0,ATR_Period); if(ATR_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the ATR indicator"); return(1); } //---- initialization of variables of the start of data calculation min_rates_total=int(ATR_Period+3); //---- set UpBuffer[] dynamic array as an indicator buffer SetIndexBuffer(0,UpBuffer,INDICATOR_DATA); //---- shifting indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- shifting the start of drawing of the indicator 1 PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(UpBuffer,true); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0); //---- set DnBuffer[] dynamic array as an indicator buffer SetIndexBuffer(1,DnBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- shifting the start of drawing of the indicator 2 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(DnBuffer,true); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0); //---- set BuyBuffer[] dynamic array as an indicator buffer SetIndexBuffer(2,BuyBuffer,INDICATOR_DATA); //---- shifting indicator 1 horizontally by Shift PlotIndexSetInteger(2,PLOT_SHIFT,Shift); //---- shifting the start of drawing of the indicator 3 PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(BuyBuffer,true); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0); //---- indicator symbol PlotIndexSetInteger(2,PLOT_ARROW,167); //---- set SellBuffer[] dynamic array as an indicator buffer SetIndexBuffer(3,SellBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(3,PLOT_SHIFT,Shift); //---- shifting the start of drawing of the indicator 4 PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(SellBuffer,true); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0); //---- indicator symbol PlotIndexSetInteger(3,PLOT_ARROW,167); //---- initializations of variable for indicator short name string shortname; StringConcatenate(shortname,"SuperTrend(",ATR_Period,", ",ATR_Multiplier,", ",Shift,")"); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// amount of history in bars at the previous tick const datetime &time[], const double &open[], const double& high[], // price array of price maximums for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking for the sufficiency of bars for the calculation if(BarsCalculated(ATR_Handle)rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation { limit=rates_total-min_rates_total-1; // starting index for calculation of all bars phase_=PHASE_NONE; } else { limit=rates_total-prev_calculated; // starting index for calculation of new bars } to_copy=limit+1; //---- copy newly appeared data into the arrays if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); //---- restore values of the variables phase=phase_; for(bar=limit; bar>=0 && !IsStopped(); bar--) { double mediane=(high[bar]+low[bar])/2; atr=ATR[bar]; atr*=ATR_Multiplier; band_upper = mediane + atr; band_lower = mediane - atr; UpBuffer[bar]=0.0; DnBuffer[bar]=0.0; BuyBuffer[bar]=0.0; SellBuffer[bar]=0.0; if(phase==PHASE_NONE) { UpBuffer[bar]=mediane; DnBuffer[bar]=mediane; } if(phase!=PHASE_BUY && close[bar]>DnBuffer[bar+1] && DnBuffer[bar+1]) { phase=PHASE_BUY; UpBuffer[bar]=band_lower; if(TrendModeSuperTrend)) { if(band_lower>UpBuffer[bar+1] || (UpBuffer[bar] && TrendMode>NewWay)) UpBuffer[bar]=band_lower; else UpBuffer[bar]=UpBuffer[bar+1]; } if(phase==PHASE_SELL && ((TrendMode==SuperTrend && DnBuffer[bar+2]) || TrendMode>SuperTrend)) { if(band_upperNewWay)) DnBuffer[bar]=band_upper; else DnBuffer[bar]=DnBuffer[bar+1]; } if(TrendMode!=Visual) { if(DnBuffer[bar+1] && UpBuffer[bar]) BuyBuffer[bar]=UpBuffer[bar]; if(UpBuffer[bar+1] && DnBuffer[bar]) SellBuffer[bar]=DnBuffer[bar]; } else { if(!UpBuffer[bar+1] && UpBuffer[bar]) BuyBuffer[bar]=UpBuffer[bar]; if(!DnBuffer[bar+1] && DnBuffer[bar]) SellBuffer[bar]=DnBuffer[bar]; } //---- store values of the variables if(bar==1) phase_=phase; } //---- return(rates_total); } //+------------------------------------------------------------------+