Created
May 25, 2023 18:13
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Bollinger Band Indicator EMA
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| //+------------------------------------------------------------------+ | |
| //| BB.mq5 | | |
| //| Copyright 2009, MetaQuotes Software Corp. | | |
| //| http://www.mql5.com | | |
| //+------------------------------------------------------------------+ | |
| #property copyright "2009, MetaQuotes Software Corp." | |
| #property link "http://www.mql5.com" | |
| #property description "Bollinger Bands" | |
| #include <MovingAverages.mqh> | |
| //--- | |
| #property indicator_chart_window | |
| #property indicator_buffers 4 | |
| #property indicator_plots 3 | |
| #property indicator_type1 DRAW_LINE | |
| #property indicator_color1 LightSeaGreen | |
| #property indicator_type2 DRAW_LINE | |
| #property indicator_color2 LightSeaGreen | |
| #property indicator_type3 DRAW_LINE | |
| #property indicator_color3 LightSeaGreen | |
| #property indicator_label1 "Bands middle" | |
| #property indicator_label2 "Bands upper" | |
| #property indicator_label3 "Bands lower" | |
| //--- input parametrs | |
| input int InpBandsPeriod=30; // Period | |
| input int InpBandsShift=0; // Shift | |
| input double InpBandsDeviations=2.4; // Deviation | |
| //--- global variables | |
| int ExtPlotBegin=0; | |
| //---- indicator buffer | |
| double middleBand[]; | |
| double upperBand[]; | |
| double lowerBand[]; | |
| double DeviationBuffer[]; | |
| //+------------------------------------------------------------------+ | |
| //| Custom indicator initialization function | | |
| //+------------------------------------------------------------------+ | |
| void OnInit() | |
| { | |
| //--- check for input values | |
| //--- define buffers | |
| SetIndexBuffer(0,middleBand); | |
| SetIndexBuffer(1,upperBand); | |
| SetIndexBuffer(2,lowerBand); | |
| SetIndexBuffer(3,DeviationBuffer,INDICATOR_CALCULATIONS); | |
| //--- set index labels | |
| PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(InpBandsPeriod)+") Middle"); | |
| PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(InpBandsPeriod)+") Upper"); | |
| PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(InpBandsPeriod)+") Lower"); | |
| //--- indicator name | |
| IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands"); | |
| //--- indexes draw begin settings | |
| ExtPlotBegin=InpBandsPeriod-1; | |
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpBandsPeriod); | |
| PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpBandsPeriod); | |
| PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpBandsPeriod); | |
| //--- indexes shift settings | |
| PlotIndexSetInteger(0,PLOT_SHIFT,InpBandsShift); | |
| PlotIndexSetInteger(1,PLOT_SHIFT,InpBandsShift); | |
| PlotIndexSetInteger(2,PLOT_SHIFT,InpBandsShift); | |
| //--- number of digits of indicator value | |
| IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); | |
| //---- OnInit done | |
| } | |
| //+------------------------------------------------------------------+ | |
| //| Custom indicator iteration function | | |
| //+------------------------------------------------------------------+ | |
| int OnCalculate(const int rates_total, | |
| const int prev_calculated, | |
| const int begin, | |
| const double &price[]) | |
| { | |
| //--- variables | |
| int pos; | |
| //--- indexes draw begin settings, when we've recieved previous begin | |
| if(ExtPlotBegin!=InpBandsPeriod+begin) | |
| { | |
| ExtPlotBegin=InpBandsPeriod+begin; | |
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPlotBegin); | |
| PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtPlotBegin); | |
| PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtPlotBegin); | |
| } | |
| //--- check for bars count | |
| if(rates_total<ExtPlotBegin) | |
| return(0); | |
| //--- starting calculation | |
| if(prev_calculated>1) pos=prev_calculated-1; | |
| else pos=0; | |
| //--- main cycle | |
| for(int i=pos;i<rates_total && !IsStopped();i++) | |
| { | |
| //--- middle line | |
| //middleBand[i]=SimpleMA(i,InpBandsPeriod,price); | |
| int handleEma = iMA(Symbol(),PERIOD_CURRENT, InpBandsPeriod, 0, MODE_EMA, PRICE_CLOSE); | |
| CopyBuffer(handleEma, 0, 0, rates_total, middleBand); | |
| //--- calculate and write down StdDev | |
| DeviationBuffer[i]=StdDev_Func(i,price,middleBand,InpBandsPeriod); | |
| //--- upper line | |
| upperBand[i]=middleBand[i]+InpBandsDeviations*DeviationBuffer[i]; | |
| //--- lower line | |
| lowerBand[i]=middleBand[i]-InpBandsDeviations*DeviationBuffer[i]; | |
| //--- | |
| } | |
| //---- OnCalculate done. Return new prev_calculated. | |
| return(rates_total); | |
| } | |
| //+------------------------------------------------------------------+ | |
| //| Calculate Standard Deviation | | |
| //+------------------------------------------------------------------+ | |
| double StdDev_Func(int position,const double &price[],const double &MAprice[],int period) | |
| { | |
| //--- variables | |
| double StdDev_dTmp=0.0; | |
| //--- check for position | |
| if(position<period) return(StdDev_dTmp); | |
| //--- calcualte StdDev | |
| for(int i=0;i<period;i++) StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2); | |
| StdDev_dTmp=MathSqrt(StdDev_dTmp/period); | |
| //--- return calculated value | |
| return(StdDev_dTmp); | |
| } | |
| //+------------------------------------------------------------------+ |
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