多銘柄多期間指標の作成

MetaTrader 5 — インディケータ | 11 4月 2024, 14:16

143

Artyom Trishkin

内容

はじめに

ダッシュボードの作成に関連する記事から始まり、オシレーター、ボリューム指標とビルウィリアムズ、そしてトレンド指標を考察した3つの記事で展開した、EAと指標におけるテクニカル指標のテンプレートの作成に関するトピックの続きとして、今日は多銘柄、多期間の指標の作成に関するトピックを始めます。これらには、現在のチャート上で動作するが、他の銘柄や他のチャートの時間枠のデータを使用して計算される指標が含まれます。1つのベースとなる多指標クラスと、すべての標準的な指標の種類に基づいたクラスのセットを作成します。また、カスタム指標用のクラスも作成します。このクラスを使用することで、任意の指標を多銘柄および多期間の指標に「変換」することが可能になります。すべての指標クラスについて、共通のコレクションクラスを1つ作成します。プログラムで作成された指標はすべてこのコレクションに入れられます。また、作成されたどの指標にも、収集方法を用いてアクセスし、関連する指標データを得ることができます。最終的な目標は、マルチ指標を作成し、そのデータを扱うための便利なツールを作成することです。

基本原則

指標操作のロジックを正しく理解するために、その仕組みを理解しましょう。指標には、計算とプロットの2つの部分があります。それぞれの部分は他の部分について何も知りません。指標を作成する際、端末サブシステムはチャート上にそのような指標があるかどうかを調べます。この場合、同じ名前とパラメータを持つ指標を探します。そのような指標がすでにチャート上で動作しているか、このチャート用にプログラムで作成されている場合、端末は新しい指標を作成するのではなく、既存の指標のハンドルを使用します。指標のプロット部分は、そのハンドルを使用して計算部分から必要なデータを受け取ります。複数のプロット部分が同時に1つの計算部分にアクセスする状況があるかもしれません。

計算部分のバッファは、算出された指標のデータを、現在から過去に向かって並べた配列で格納します。バッファ配列のインデックス0のデータが現在のチャートデータに対応します。

配列の各セルは、指標が計算される銘柄/期間の時系列バーに対応する1つのバーのデータを格納します。したがって、指標の計算部分のバッファからデータを取得し、別の銘柄/時間枠のチャートに表示するには、計算部分のバッファ配列のバーの時間に対応するチャート上のバー番号を計算する必要があります。得られたデータはプロット部分のバッファに書き込まれ、計算部のバッファのバーの開きに一致する現在のチャートのすべてのバーが、プロットバッファの対応するセルに追加されるようにします。

例えば、5分足チャートの1バーは1分足チャートの5バーに相当します。1分足チャートのこれら5本のバーはすべて、時間的に対応する5分足バーの値で埋められなければなりません。同じようなアルゴリズムは、より低い期間のデータをより高い時間枠のチャートに表示するために使用されます。この場合、上位時間枠チャート上のバーの時間に対応する計算部分バッファのセルからのすべてのバーが、プロッティングバッファの1つのバーにプロットされます。

もちろん、最終的にこのバーは、対応する上位時間枠バーの時間と一致する、最後の下位時間枠バーのデータのみを表すことになるため、読み取りは正確ではない場合があります。ここでは、下位時間枠の計算部分バッファからデータを受信する方向によって、最後に受信したデータが上位時間枠のチャートのバーにプロットされます。

CopyBuffer()関数は、計算された指標のバッファからデータを取得します。

この関数は、指定された指標バッファのデータを、指定された数だけbuffer配列に受け取ります。

コピーされたデータ（buffer_numのインデックスを持つ指標バッファ）の要素は、開始位置から現在から過去へ、つまり開始位置が0に等しい場合は現在のバー（現在のバーの指標値)からカウントされます。

コピーするデータ量が事前にわからない場合は、コピー先配列buffer[]として動的配列を使用することをお勧めします。CopyBuffer()は受信配列のサイズをコピーされたデータの量に分配しようとするためです。受信配列buffer[]が指標バッファ（指標値を格納するためにSetIndexBufer()関数によって以前に割り当てられた配列）である場合、部分コピーが許可されます。

指標値を部分的に別の配列（指標バッファではない）にコピーする必要がある場合は、必要な量がコピーされる中間配列を使用する必要があります。この中間配列から、必要な数の値をメンバーごとに、受信配列の必要な場所にコピーします。

あらかじめ決められた量のデータをコピーする必要がある場合は、不要なメモリの再割り当てを避けるため、静的に割り当てられたバッファを使用することをお勧めします。

受信配列のプロパティ（as_series=trueまたはas_series=false）は無視されます。コピー中、最も古い要素は配列に割り当てられた物理メモリの先頭にコピーされます。3つの関数オプションがあります。

初期位置と必要要素数によるアクセス

int  CopyBuffer(
   int       indicator_handle,     // indicator handle
   int       buffer_num,           // indicator buffer index
   int       start_pos,            // starting point 
   int       count,                // amount to copy
   double    buffer[]              // array the data to be copied to
   );

最初の日付と必要要素数によるアクセス

int  CopyBuffer(
   int       indicator_handle,     // indicator handle
   int       buffer_num,           // indicator buffer index
   datetime  start_time,           // starting date
   int       count,                // amount to copy
   double    buffer[]              // array the data to be copied to
   );

必要な時間間隔の初日と最終日によるアクセス

int  CopyBuffer(
   int       indicator_handle,     // indicator handle
   int       buffer_num,           // indicator buffer index
   datetime  start_time,           // starting date
   datetime  stop_time,            // end date
   double    buffer[]              // array the data to be copied to
   );

パラメータ

indicator_handle

[in] 該当する指標関数によって得られる指標ハンドル

buffer_num

[in] 指標バッファの番号

start_pos

[in] コピーされた最初の要素のインデックス

count

[in] コピーされた要素の数

start_time

[in] 最初の要素に対応するバー時刻

stop_time

[in] 最後の要素に対応するバー時刻

buffer[]

[out] double型の配列

戻り値

コピーされた配列要素の数、またはエラーの場合は -1

メモ

指標にデータを要求する際、要求された時系列がまだ構築されていないかサーバーからダウンロードする必要がある場合、この関数は即座に-1を返します。この場合、必要なデータのダウンロードまたは構築が開始されます。

EAやスクリプトからデータを要求する場合、端末が適切なデータをローカルに持っていなければ、サーバーからのダウンロードが開始されます。オプションとして、ローカル履歴からデータを構築できるが、まだ準備ができていない場合、必要な時系列の構築が開始されます。この関数は、タイムアウトが切れるまでに準備できる量を返します。

ここでは、一番目のバリエーションを使用します。つまり、開始位置（yはループのインデックス）と必要な要素数に基づいたアクセスです。

オブジェクトの構造は以下のようになります。

すべての指標に共通する主な機能を含む、多銘柄、多期間の指標の基本クラス
基本オブジェクトから派生したクラス（各指標を種類別に説明）
指標のコレクション - このクラスを使用して任意の指標を作成し、コレクションに追加することができます。このクラスでは、指標を作成し、指標からデータを受信するためのすべてのツールを提供します。

現在表示されていないチャートのデータを操作する場合は、時系列のリリースを避けるため、少なくとも2分に1回はこの時系列にアクセスする必要があります。この場合、時系列は「保持」され、アクセスが高速化されます（毎回データの同期を待つ必要がなくなる）。クラスのコンストラクタでは、指標が構築される時系列を最初に呼び出します。これにより、（ローカルにアクセスがない場合）時系列のダウンロードが開始されます。そして、90秒に一度、ベースクラスのタイマーにアクセスし、時系列を保持します。

リソース効率の高い計算

指標を計算し表示するためには、リソース効率の良い計算が必要です。この指標は、初回起動時にすべての履歴データに対して計算され、その後すべてのティックに対して1本または2本のバーに対して計算されます。

OnCalculate()ハンドラには、（時系列または配列の）入力データサイズと直前の OnCalculate() 呼び出し時に計算されたデータ量を格納する、定義済みの定数変数があります。

データ配列に基づく計算

int  OnCalculate(
   const int        rates_total,       // price[] array size
   const int        prev_calculated,   // number of processed bars at the previous call
   const int        begin,             // index number in the price[] array meaningful data starts from
   const double&    price[]            // array of values for calculation
   );

現在の時間枠の時系列に基づく計算

int  OnCalculate(
   const int        rates_total,       // size of input timeseries
   const int        prev_calculated,   // number of processed bars at the previous call
   const datetime&  time{},            // Time array
   const double&    open[],            // Open array
   const double&    high[],            // High array
   const double&    low[],             // Low array
   const double&    close[],           // Close array
   const long&      tick_volume[],     // Tick Volume array
   const long&      volume[],          // Real Volume array
   const int&       spread[]           // Spread array
   );

このようなデータがあることで、迅速かつ効率的な指標の算出が可能となります。例えば、limit値の計算を考えてみましょう。

//--- Number of bars for calculation
   int limit=rates_total-prev_calculated;
//--- If limit > 1, then this is the first calculation or change in the history
   if(limit>1)
     {
      //--- specify all the available history for calculation
      limit=rates_total-1;
      //--- If the indicator has any buffers, initialize them here with empty values set for these buffers
     }

指標が初めて起動された時、時系列のサイズ(rates_total)と、最後の呼び出しで計算されたデータ量(prev_calculated)があります。最初の起動では、以前に計算されたバーの値は、指標がまだ計算されていないためゼロです。したがって、limit値は1より大きくなります（利用可能なバーの数からゼロを引いた値になる）。この値で、limitを計算可能な全履歴に等しいrates_total-1に指定します。この場合、指標バッファから以前にプロットしたデータをすべて削除する必要があります。

ArrayInitialize(Buffer,EMPTY_VALUE);

この後、履歴全体がメインループで計算されます。メインループはlimitからゼロまで実行されます。

   for(int i=limit;i>=0;i--)
     {
      // Calculating indicator at each bar of the loop (i)
     }

この計算方法では、計算で使用されるすべての配列と指標バッファ自体に、時系列としてのインデックスのフラグが必要であることに注意してください。

ArraySetAsSeries(array,true);

計算されたlimitが1に等しい場合、これはチャート上の新しいバーの開始を意味します。指標は、1から0までのループで、時系列の最初のバーとゼロのバーを計算します。

計算されたlimitが0に等しい場合、これは現在のティックでの動作を意味します。指標は、0から0を含むループで、時系列のゼロバーのみを計算します。

ゼロバーから履歴データの奥深くまで計算する必要がある場合（時系列配列とバッファを拡張しないように）、ループは逆になります。

   int i=fmax(0, prev_calculated-1);
   for(;i<rates_total;i++)
     {
      // Calculating indicator at each bar of the loop (i)
     }

現在のチャートでリソース効率の良い計算を実行するのは非常に簡単です。しかし、現在のチャート以外のデータが必要な場合はどうでしょう。計算部分からデータ配列全体をコピーするのはいつで、最後の1本か2本のバーだけをコピーするのはいつでしょうか。

ここでは、関数Bars()とBarsCalculated() を使用します。これらは、定義済みの定数指標変数rates_totalとprev_calculatedの類似です。これらの指標は、指定した銘柄/期間のバー数と、指標が計算したデータ量を返します。指標は作成時に指定された銘柄/期間に対して作成されるため、計算されたデータ量もこの銘柄/期間を指します。ハンドルネームで指標を把握します。

（各ティックで配列全体をコピーしないように）どの銘柄/期間でいくつのバーをコピーする必要があるかを計算できるという事実に基づいて、現在の銘柄/期間とまったく同じ構造体を指標のクラスに作成します。

limit=rates_total-prev_calculated;

ただし、変数limit、rates_total、prev_calculatedはクラスのprivateメンバーとなり、Bars()およびBarsCalculated()関数から値を受け取ります。limit値は各ティックで計算され、それがゼロの場合、最後の2つのデータバー（現在のバーと前のバー）のデータのみがコピーされます。limitが1であれば、指標の銘柄/期間で新しいバーが開かれたことを意味し、配列を1増やして指標バッファからデータをコピーする必要があります。limitが1より大きい場合、初回起動か履歴の変更とみなされるため、指標の計算部バッファからクラスの受信配列バッファに配列全体がコピーされます。

このロジックは、ティックが到着する取引日にも適用されます。

休日はまた違ったアプローチが必要です。これは孤立したケースです。ここではティックがなく、Bars()関数は非常に頻繁にゼロを返し、計算された指標バーの数も記録されない、すなわちゼロです。計算に使用したソースデータにエラーがある場合、指標はゼロを返すべきです。つまり、次のティックまで待機し、再度計算を試みます。しかし、休日は最初の打ち上げ以外はティックがありません。

初回起動時、指標はまずバッファ配列をクリアし、それから計算をおこないます。しかし、計算のためのデータが不十分であったり、単にprev_calculatedがゼロ値を返すために、計算が失敗することがあります。そして指標はOnCalculate()を終了し、再びゼロを返します。したがって、ティックエミュレーションとみなされる右クリックメニューでチャートを更新すると、指標はエラーで計算されたことを再度認識し、最初の起動であることを考慮してバッファを再度初期化します。この動作は続き、チャートにレンダリングされたばかりのプロッティングバッファデータは常に消去される...。しかし、解決策があります。

初回起動時に指標を即座に計算できなかった場合は、次のティックまで20～30秒待ち、プログラムでティックをエミュレーションすることができます。これは、ChartSetSymbolPeriod()関数を使用しておこなうことができます。これを呼び出して現在のチャート銘柄/期間を指定すると、チャート上で動作している指標の再計算がおこなわれます。したがって、ティックがなくてもチャート上で指標を計算することができます。

指標銘柄/期間の必要な履歴を読み込みて計算するには、20秒待てば十分です。しかし、（prev_calculatedがゼロを返すので）指標がすでに計算済みであることを示すフラグが必要であり、計算成功フラグを設定しなければ、指標は再びバッファをクリアします。したがって、指標オブジェクトの計算されたバーの数が、その銘柄/期間のバーの数と等しいことを確認するだけで、指標が正常に計算されたことを理解することができます。Bars()がゼロを返す場合、別の方法で希望の銘柄/期間の利用可能なバー数を見つけることができます（現在のチャート上で実行される別の指標またはEAで計算される多銘柄、多期間の指標について話していることを忘れないでください）。SeriesInfoInteger()関数で、銘柄/期間の利用可能な履歴の開始日と終了日を取得できます。

SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE);      // The very first date for a period and symbol at the moment
SeriesInfoInteger(symbol,period,SERIES_LASTBAR_DATE);   // Time of opening the last bar for the period and symbol

これら2つの日付と時系列チャートの期間から、Bars(symbol,period)やSeriesInfoInteger(symbol,period,SERIES_BARS_COUNT)がゼロを返したとしても、利用可能なバーの数を簡単に計算することができます。

すべてのデータが受信され、指標が正しく計算されると、計算成功フラグがセットされます。このフラグは、limit > 1の条件で確認されます（この場合、指標バッファ配列を「空」で初期化する必要がある）。最初の起動では、成功フラグがリセットされ、配列が初期化され、現在のチャート銘柄/期間以外での指標の計算が試みられます。計算に失敗した場合は、次のティックまで（タイマーに従って）20秒待機します。

週末であればティックは表示されず、20秒後にティックをエミュレーションするためにチャートの現在の銘柄と期間を設定するコマンドが送信されます。タイマーで指標を再起動する際（20秒後）、データはすでにロードされており、指標はエラーなく計算されているはずです。この場合、計算成功フラグがセットされます。次にタイマーが起動されると、このフラグが確認され、セットされていれば、ティックはエミュレーションされません。このような指標バッファのレンダリングには3つの試みがあります。3回試行すると、成功フラグが強制的にセットされ、ティックをエミュレーションする試みは中止されます。右クリックメニューでリフレッシュするか、チャートの時間枠を前後に切り替えて、再度データを読み込みてティックのエミュレーションプロセス全体をおこなうかです。

それがセオリーです。実践に移り、多指標クラスを作成しましょう。

MSTF指標の基本クラス

端末フォルダ\MQL5\Include\IndMSTF\に、CIndMSTFクラス用の新規ファイルIndMSTF.mqhを作成します。このクラスは、標準ライブラリの基本オブジェクトCObjectを継承しなければなりません。基本オブジェクトファイルは、作成された新しいクラスファイルに接続されていなければなりません。

//+------------------------------------------------------------------+
//|                                                      IndMSTF.mqh |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
//--- includes
#include <Object.mqh>
//+------------------------------------------------------------------+
//| Base class of the multi-symbol multi-period indicator            |
//+------------------------------------------------------------------+
class CIndMSTF : public CObject
  {
private:

protected:

public:
//--- Constructor/destructor
                     CIndMSTF();
                    ~CIndMSTF();
  };

クラスの各セクションにメソッドを追加する前に、マクロの代入、列挙、指標バッファの構造を追加しましょう。

2つの時間を記録する2つ目のタイマーが必要です。

90秒後に、現在の銘柄/期間ではなく、計算された指標の時系列に変わる
20秒後に、ティックをエミュレーションして週末に指標をプロットする

この2つの期間の待ち時間を設定するために、マクロ置換を入力してみましょう。

//--- includes
#include <Object.mqh>
//--- defines
#define TIMER_COUNT_1   (90)  // Timer 1 size. Must not be more than two minutes (120)
#define TIMER_COUNT_2   (20)  // Timer 2 size. Too small values quickly trigger tick emulation, which is not desirable in an active market

クライアント端末の異なる標準指標は、異なるカテゴリーに属します。作成された指標をカテゴリ別に並べ替えたり、任意のカテゴリに関連する指標のリストを作成したりするために、異なる指標カテゴリの列挙を記述してみましょう。

//--- defines
#define TIMER_COUNT_1   (90)  // Timer 1 size. Must not be more than two minutes (120)
#define TIMER_COUNT_2   (20)  // Timer 2 size. Too small values quickly trigger tick emulation, which is not desirable in an active market
//--- enums
enum ENUM_IND_CATEGORY        // Indicator categories
  {
   IND_CATEGORY_NONE,         // Not set
   IND_CATEGORY_TREND,        // Trend
   IND_CATEGORY_OSCILLATOR,   // Oscillators
   IND_CATEGORY_VOLUME,       // Volume
   IND_CATEGORY_WILLIAMS,     // Bill Williams
   IND_CATEGORY_CUSTOM,       // Custom
  };

並び替え、検索、フィルタリングについて

各指標オブジェクトには、目的の指標を見つけるために使用できるプロパティがあります。指標が同一であることを理解するには、その主要な特性である銘柄、チャート期間、すべての入力パラメータの値を比較する必要があります。比較するプロパティの少なくとも1つの値が異なる場合、指標は同一ではありません。指標が等しい場合、新しい指標は作成されず、同じパラメータを持つ以前に作成された指標へのポインタが返されます。これは指標の収集に関するものです。プロパティに関しては、正常に作成された指標に設定できるいくつかのプロパティの定数を含む列挙を作成し、その指標を見つけるために使用できるようにする必要があります。

enum ENUM_COMPARE_MODE        // Comparison mode
  {
   // By default, the comparison mode is set to zero, which compares all properties
   COMPARE_MODE_HANDLE=1,     // Compare by handle
   COMPARE_MODE_SYMBOL,       // Compare by symbol
   COMPARE_MODE_TIMEFRAME,    // Compare by chart period
   COMPARE_MODE_ID,           // Compare by ID
   COMPARE_MODE_DESCRIPTION,  // Compare by custom description
   COMPARE_MODE_CATEGORY,     // Compare by category
  };

正常に作成された各指標は、それにアクセスできるハンドルを持っています。これは、指標の計算部分に割り当てられた固有の番号です。作成された指標のハンドル値は10から始まり、それ以降の値は1ずつ増加します。

残りの特性はユニークなものではなく、異なる指標に固有のものかもしれません。これらの値を使用した検索は、ここでは便宜上提供されています。例えば、指標に固有の説明を設定し、その説明で指標を参照することができます。

指標線の状態についての説明は、指標に関する以前の記事で説明しました。ここでもこの列挙を使用します。

enum ENUM_LINE_STATE          // Indicator line state
  {
   LINE_STATE_NONE,           // Undefined
   LINE_STATE_UP,             // Upward
   LINE_STATE_DOWN,           // Downward
   LINE_STATE_TURN_UP,        // Upward reversal
   LINE_STATE_TURN_DOWN,      // Downward reversal
   LINE_STATE_STOP_UP,        // Upward stop
   LINE_STATE_STOP_DOWN,      // Downward stop
   LINE_STATE_ABOVE,          // Above value
   LINE_STATE_BELOW,          // Below value
   LINE_STATE_CROSS_UP,       // Upward value crossing
   LINE_STATE_CROSS_DOWN,     // Downward value crossing
   LINE_STATE_TOUCH_BELOW,    // Touching value from below
   LINE_STATE_TOUCH_ABOVE,    // Touching value from above
   LINE_STATE_EQUALS,         // Equal to value
  };

詳細については、ATR指標のパラメータセクションのオシレーター指標に関する記事を参照してください。

各指標は、エラーコードを使用して計算結果を知らせます。

enum ENUM_ERR_TYPE            // Indicator calculation error type
  {
   ERR_TYPE_NO_ERROR,         // No error
   ERR_TYPE_NO_CYNC,          // Data not synchronized
   ERR_TYPE_NO_DATA,          // Data not loaded
   ERR_TYPE_NO_CALC,          // Calculation not completed
  };

このコードを使用すれば、エラーを処理するために必要な行動を外部から判断することができます。

指標バッファ

ここで、バッファがどこに属するかを決める必要があります。

計算部分のバッファ：指標を作成すると、メモリ上に作成されます。これは指標の計算部分です。端末サブシステムによって管理される独自のバッファを持ちます。このハンドルは、指標の作成に成功した後に返されます。正常に作成され計算された指標のバッファには、指標が計算された時系列に対応するデータが常に含まれています。このバッファのデータは、ゼロインデックスが指標の計算対象となる時系列の現在のバーに対応するように配置されます。
指標の計算部分のバッファからデータをコピーするには、CopyBuffer()関数を使用します。
指標オブジェクトのバッファ：作成された多指標クラスの各オブジェクトは、この指標のバッファの数に応じて、それ自身のバッファ配列を持つことになります。計算部バッファのデータは、これらの配列に置かれます。指標オブジェクトのバッファはクラスオブジェクトの内部で管理され、その中で初期化され、指標が作成された時系列のサイズに応じてサイズが増加し、新しいティックごとに更新されます。CopyBufer()を使用して計算部バッファから指標オブジェクト配列にデータをコピーする場合、現在のバーが配列の最後(ArraySize()-1)に位置するようにデータが配置されます。
指標プロット部分のバッファ：各指標オブジェクトは、EAとカスタム指標の両方で作成できます。EAで複数の指標を作成する場合、指標を計算するために、指標を計算するメソッドを呼び出し、計算されたデータを取得するために、指標オブジェクトの目的のバッファインデックスにアクセスします。カスタム指標の場合、マルチ指標のデータをチャートにプロットする必要もあります。そのため、ここではプロット用バッファも用意しています。このバッファは、カスタム指標のプロットとして割り当てられます。指標オブジェクトのバッファに保存されたデータを表示します。チャートに線を表示するには、カスタム指標から指標コレクションクラスのメソッドを呼び出し、指標を計算し、計算が成功したら、指標オブジェクトのバッファデータをカスタム指標のプロットバッファに配置するメソッドを呼び出すだけで十分です。

指標オブジェクトでは、動的配列そのものと、この配列のコントロールの両方を含む構造体によって、1つのバッファが表現されます。

//--- struct
struct SBuffer                // Structure of the indicator buffer
  {
   double            array[];    // Indicator buffer array
   double            init_value; // Initializing value
   int               shift;      // Horizontal shift of the buffer
   string            descript;   // Buffer description
   //--- (1) Sets, (2) returns the initializing value,
   void              SetInitValue(const double value) { init_value=value;                             }
   double            InitValue(void)                  { return init_value;                            }
   //--- (1) Sets, (2) returns the buffer offset
   void              SetShift(const int value)        { shift=value;                                  }
   int               Shift(void)                      { return shift;                                 }
//--- (1) Resizes the buffer array, (2) returns the size of the buffer array,
//--- (3) initializes the array with the set "empty" value
   bool              BuffResize(const int new_size)   { return(ArrayResize(array,new_size)==new_size);}
   uint              BufferSize(void)                 { return array.Size();                          }
   int               InitBuffer(void)                 { return ArrayInitialize(array,init_value);     }
  };

例えば、指標を作成する際に外部から設定した値の中には、後でその値が何であったかを知るために、どこかに保存しておく必要があるものがあります。最も簡単な方法は、構造体に直接書き込むことです。呼び出しプログラムから設定された「空」のバッファ値は、init_value変数でバッファ構造体に保存されます。指標の計算部分を作成するときに設定される指標線のシフトもここに保存することができ、後でクラスオブジェクトの内部で知ることができます。バッファの説明もここに保存されます。この記述は、指標の計算部分を作成する際に自動的に設定され、同じ標準指標のバッファの名前に対応します。この説明は後で変更できます。

指標計算時の指標線の状態やエラーの説明を返す関数は、指標線の状態やエラーを初期化時や計算時に記録したり、情報パネルに表示するためだけに必要です。

//+------------------------------------------------------------------+
//| Return the indicator line state description                      |
//+------------------------------------------------------------------+
string BufferLineStateDescription(const ENUM_LINE_STATE state)
  {
   switch(state)
     {
      case LINE_STATE_NONE       :  return "None";
      case LINE_STATE_UP         :  return "Up";
      case LINE_STATE_STOP_UP    :  return "Stop Up";
      case LINE_STATE_TURN_UP    :  return "Turn Up";
      case LINE_STATE_DOWN       :  return "Down";
      case LINE_STATE_STOP_DOWN  :  return "Stop Down";
      case LINE_STATE_TURN_DOWN  :  return "Turn Down";
      case LINE_STATE_ABOVE      :  return "Above level";
      case LINE_STATE_BELOW      :  return "Below level";
      case LINE_STATE_CROSS_UP   :  return "Crossing Up";
      case LINE_STATE_CROSS_DOWN :  return "Crossing Down";
      case LINE_STATE_TOUCH_BELOW:  return "Touch from Below";
      case LINE_STATE_TOUCH_ABOVE:  return "Touch from Above";
      case LINE_STATE_EQUALS     :  return "Equals";
      default                    :  return "Unknown";
     }
  }
//+------------------------------------------------------------------+
//| Return error description in indicator calculation                |
//+------------------------------------------------------------------+
string TypeErrorcDescription(ENUM_ERR_TYPE error_type)
  {
   switch(error_type)
     {
      case ERR_TYPE_NO_CYNC   :  return "Data is not synchronized";
      case ERR_TYPE_NO_DATA   :  return "Data not loaded";
      case ERR_TYPE_NO_CALC   :  return "Calculation not completed";
      default                 :  return "No error";
     }
  }

必要な準備作業は終わりました。多銘柄多期間指標のオブジェクトクラスに進みましょう。

クラスが機能するために必要なprivate変数、protected変数、public変数とメソッドをすべてクラス本体に書き、その目的と実装を考えてみましょう。

//+------------------------------------------------------------------+
//| Base class of the multi-symbol multi-period indicator            |
//+------------------------------------------------------------------+
class CIndMSTF : public CObject
  {
private:
   ENUM_PROGRAM_TYPE m_program;           // Program type
   ENUM_INDICATOR    m_type;              // Indicator type
   ENUM_TIMEFRAMES   m_timeframe;         // Chart timeframe
   string            m_symbol;            // Chart symbol
   int               m_handle;            // Indicator handle
   int               m_id;                // Identifier
   bool              m_success;           // Successful calculation flag
   ENUM_ERR_TYPE     m_type_err;          // Calculation error type
   string            m_description;       // Custom description of the indicator
   string            m_name;              // Indicator name
   string            m_parameters;        // Description of indicator parameters

protected:
   ENUM_IND_CATEGORY m_category;          // Indicator category
   MqlParam          m_param[];           // Array of indicator parameters
   string            m_title;             // Title (indicator name + description of parameters)
   SBuffer           m_buffers[];         // Indicator buffers
   int               m_digits;            // Digits in indicator values
   int               m_limit;             // Number of bars required to calculate the indicator on the current tick
   int               m_rates_total;       // Number of available bars for indicator calculation
   int               m_prev_calculated;   // Number of calculated bars on the previous indicator call
   
//--- (1) Sets indicator name, (2) description of parameters
   void              SetName(const string name)                      { this.m_name=name;           }
   void              SetParameters(const string str)                 { this.m_parameters=str;      }
   
//--- Resizes the (1) specified, (2) all indicator buffers
   bool              BufferResize(const uint buffer_num,const int new_buff_size);
   bool              BuffersResize(const int new_buff_size);
//--- Initializes the (1) specified, (2) all indicator buffers
   bool              BufferInitialize(const uint buffer_num,const int new_buff_size);
   bool              BuffersInitialize(const int new_buff_size);
   
//--- Returns the flag indicating equality of the structure of one parameter of two objects
   bool              IsEqualParameters(const MqlParam &this_param,const MqlParam &compared_param) const
                       {
                        if(this_param.type==compared_param.type                     && 
                           this_param.integer_value==compared_param.integer_value   && 
                           this_param.string_value==compared_param.string_value     && 
                           ::NormalizeDouble(this_param.double_value-compared_param.double_value,8)==0
                          ) return true;
                        return false;
                       }
//--- Return the result of comparison on one parameter of two objects
   int               CompareParams(const MqlParam &this_param,const MqlParam &compared_param)
                       {
                        if(this.IsEqualParameters(this_param,compared_param))
                           return 0;
                        else if(this_param.type>compared_param.type                 || 
                           this_param.integer_value>compared_param.integer_value    || 
                           this_param.string_value>compared_param.string_value      || 
                           this_param.double_value>compared_param.double_value
                          ) return 1;
                        else if(this_param.type<compared_param.type                 || 
                           this_param.integer_value<compared_param.integer_value    || 
                           this_param.string_value<compared_param.string_value      || 
                           this_param.double_value<compared_param.double_value
                          ) return -1;
                        else
                           return -1;
                       }
   
public:
//--- Creates the calculation part of the indicator, returns the handle
   int               CreateIndicator(void);
//--- (1) Calculates the indicator, (2) fills the passed buffer array (taking into account the chart period/symbol) with data from the indicator calculation buffer of this class
   bool              Calculate(void);
   bool              DataToBuffer(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const uint buffer_num,const int limit,double &buffer[]);

//--- (1) Sets (2) returns the initializing value for the specified buffer
   void              SetBufferInitValue(const uint buffer_num,const double value);
   double            BufferInitValue(const uint buffer_num) const;

//--- (1) Sets (2) returns the offset value for the specified buffer
   void              SetBufferShift(const uint buffer_num,const int value);
   double            BufferShift(const uint buffer_num) const;

//--- Returns data of the specified buffer (1) as is, (2) relative to the specified symbol/timeframe,
//--- (3) amount of data in the specified buffer, (4) the state of the indicator line as it is in the calculation part buffer,
//--- (5) indicator line state taking into account the chart symbol/period, description of the line state (6) as is in the buffer (7) taking into account the chart symbol/period
   double            GetData(const uint buffer_num,const int index)           const;
   double            GetDataTo(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const uint buffer_num,const int index) const;
   uint              DataTotal(const uint buffer_num)                         const;
   ENUM_LINE_STATE   BufferLineState(const uint buffer_num,const int index)   const;
   ENUM_LINE_STATE   BufferLineState(const string symbol_from,const ENUM_TIMEFRAMES timeframes_from,const uint buffer_num,const int index) const;
   ENUM_LINE_STATE   BufferLineStateRelative(const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE);
   ENUM_LINE_STATE   BufferLineStateRelative(const string symbol_from,const ENUM_TIMEFRAMES timeframes_from,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE);

//--- Returns (1) success flag, (2) calculation error type
   bool              IsSuccess(void)                           const { return this.m_success;               }
   ENUM_ERR_TYPE     TypeError(void)                           const { return this.m_type_err;              }
   
//--- Sets (1) identifier, (2) Digits, (3) custom description, (4) description of the specified buffer
   void              SetID(const int id)                             { this.m_id=id;                        }
   void              SetDigits(const uint digits)                    { this.m_digits=(int)digits;           }
   void              SetDescription(const string descr)              { this.m_description=descr;            }
   void              SetBufferDescription(const uint buffer_num,const string descr);

//--- Sets the indexing of buffer arrays of the calculation part not as in the timeseries
   void              SetAsSeriesOff(void);
//--- Returns flag of whether the buffer is set as series, (2) historical data for symbol/period is synchronized
   bool              IsSeries(const uint buffer_num) const;
   bool              IsSynchronized(void) const
                       {
                        return (bool)::SeriesInfoInteger(this.m_symbol,this.m_timeframe,SERIES_SYNCHRONIZED);
                       }
   
//--- Returns (1) timeframe, (2) symbol, (3) name, (4) list of parameters, (5) handle, (6) Digits
//--- number of (7) buffers, (8) bars, (9) identifier, (10) description, (11) title, (12) category,
//--- (13) number of parameters, (14) program type, description of (15) category, (16) indicator buffer
   ENUM_TIMEFRAMES   Timeframe(void)                           const { return this.m_timeframe;             }
   string            Symbol(void)                              const { return this.m_symbol;                }
   string            Name(void)                                const { return this.m_name;                  }
   string            Parameters(void)                          const { return this.m_parameters;            }
   int               Handle(void)                              const { return this.m_handle;                }
   int               Digits(void)                              const { return this.m_digits;                }
   uint              BuffersTotal(void)                        const { return this.m_buffers.Size();        }
   uint              RatesTotal(void)                          const { return this.m_rates_total;           }
   int               ID(void)                                  const { return this.m_id;                    }
   string            Description(void)                         const { return this.m_description;           }
   string            Title(void)                               const { return this.m_title;                 }
   ENUM_IND_CATEGORY Category(void)                            const { return this.m_category;              }
   uint              ParamsTotal(void)                         const { return this.m_param.Size();          }
   ENUM_PROGRAM_TYPE Program(void)                             const { return this.m_program;               }
   string            CategoryDescription(void);
   string            BufferDescription(const uint buffer_num);

//--- Returns (1) structure of parameters by index from array, (2) flag of indicator program, (3) timeframe description
   MqlParam          GetMqlParam(const int index)              const { return this.m_param[index];          }
   bool              IsIndicator()                 const { return(this.Program()==PROGRAM_INDICATOR);       }
   string            TimeframeDescription(void)    const
                       {
                        return ::StringSubstr(::EnumToString(this.m_timeframe),7);
                       }
//--- Returns amount of calculated data
   int               Calculated(void)  const { return ::BarsCalculated(this.m_handle);                      }
   
//--- Virtual method returning the type of object (indicator)
   virtual int       Type(void)                                const { return this.m_type;                  }
//--- Virtual method for comparing two objects
   virtual int       Compare(const CObject *node,const int mode=0) const
                       {
                        const CIndMSTF *compared=node;
                        switch(mode)
                          {
                           case COMPARE_MODE_ID          : return(this.ID()>compared.ID()                   ? 1 : this.ID()<compared.ID()                   ? -1 : 0);
                           case COMPARE_MODE_HANDLE      : return(this.Handle()>compared.Handle()           ? 1 : this.Handle()<compared.Handle()           ? -1 : 0);
                           case COMPARE_MODE_CATEGORY    : return(this.Category()>compared.Category()       ? 1 : this.Category()<compared.Category()       ? -1 : 0);
                           case COMPARE_MODE_SYMBOL      : return(this.Symbol()>compared.Symbol()           ? 1 : this.Symbol()<compared.Symbol()           ? -1 : 0);
                           case COMPARE_MODE_TIMEFRAME   : return(this.Timeframe()>compared.Timeframe()     ? 1 : this.Timeframe()<compared.Timeframe()     ? -1 : 0);
                           case COMPARE_MODE_DESCRIPTION : return(this.Description()>compared.Description() ? 1 : this.Description()<compared.Description() ? -1 : 0);
                           //--- Equality of all object parameters
                           default                       : return(this.IsEqualIndicators(compared) ? 0 : -1);
                          }
                       }
//--- Returns the flag of equality of parameters of two indicator objects
   bool              IsEqualIndicators(const CIndMSTF *compared) const
                       {
                        if(this.Type()!=compared.Type() || this.ParamsTotal()!=compared.ParamsTotal())
                           return false;
                        bool res=true;
                        int total=(int)this.ParamsTotal();
                        for(int i=0;i<total;i++)
                           res &=this.IsEqualParameters(this.m_param[i],compared.GetMqlParam(i));
                        res &=(this.Timeframe()==compared.Timeframe());
                        res &=(this.Symbol()==compared.Symbol());
                        return res;
                       }
//--- Timer
   void OnTimer(void);
   
//--- Constructor/destructor
                     CIndMSTF(){}
                     CIndMSTF(const ENUM_INDICATOR type,const uint buffers,const string symbol,const ENUM_TIMEFRAMES timeframe);
                    ~CIndMSTF();
  };

各変数とメソッドの目的は、クラスコードにコメントされています。メソッドの実装を考えてみましょう。

クラスコンストラクタ

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CIndMSTF::CIndMSTF(const ENUM_INDICATOR type,const uint buffers,const string symbol,const ENUM_TIMEFRAMES timeframe)
  {
//--- Start the timer
   ::ResetLastError();
   if(!::EventSetTimer(1))
      ::PrintFormat("%s: EventSetTimer failed. Error %lu",__FUNCTION__,::GetLastError());
//--- Set properties to the values passed to the constructor or to default values
   this.m_program=(ENUM_PROGRAM_TYPE)::MQLInfoInteger(MQL_PROGRAM_TYPE);
   this.m_type=type;
   this.m_symbol=(symbol==NULL || symbol=="" ? ::Symbol() : symbol);
   this.m_timeframe=(timeframe==PERIOD_CURRENT ? ::Period() : timeframe);
   this.m_handle=INVALID_HANDLE;
   this.m_digits=::Digits();
   this.m_success=true;
   this.m_type_err=ERR_TYPE_NO_ERROR;
//--- Set the size of the buffer structure array to the number of indicator buffers
   ::ResetLastError();
   if(::ArrayResize(this.m_buffers,buffers)!=buffers)
      ::PrintFormat("%s: Buffers ArrayResize failed. Error  %lu"__FUNCTION__,::GetLastError());
//--- Set the "empty" value for each buffer by default (can be changed it later)
   for(int i=0;i<(int)this.m_buffers.Size();i++)
      this.SetBufferInitValue(i,EMPTY_VALUE);
//--- Set initial values of variables involved in resource-efficient calculation of the indicator
   this.m_prev_calculated=0;
   this.m_limit=0;
   this.m_rates_total=::Bars(this.m_symbol,this.m_timeframe);
//--- If the indicator is calculated on non-current chart, request data from the required chart
//--- (the first access to data starts data pumping)
   datetime array[];
   if(symbol!=::Symbol() || timeframe!=::Period())
      ::CopyTime(this.m_symbol,this.m_timeframe,0,this.m_rates_total,array);
  }

指標の種類、バッファの数、銘柄の名前、チャートの時間枠がクラスのコンストラクタに渡されます。次に、変数にデフォルト値が設定され、バッファ配列のサイズが設定され、バッファ配列にEMPTY_VALUEというデフォルトの初期化値が与えられます。指標オブジェクトが現在表示されていないチャートで計算される場合、コンストラクタの最後で、指標が計算される時系列データのダウンロードをサーバーから開始する関数を呼び出します。

クラスデストラクタ

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CIndMSTF::~CIndMSTF()
  {
//--- Delete timer
   ::EventKillTimer();
//--- Release indicator handle
   ::ResetLastError();
   if(this.m_handle!=INVALID_HANDLE && !::IndicatorRelease(this.m_handle))
      ::PrintFormat("%s: %s, handle %ld IndicatorRelease failed. Error %ld",__FUNCTION__,this.Title(),m_handle,::GetLastError());
//--- Free up the memory of buffer arrays
   for(int i=0;i<(int)this.BuffersTotal();i++)
      ::ArrayFree(this.m_buffers[i].array);
  }

クラスのデストラクタでは、タイマーを破棄し、指標ハンドルを解放し、バッファ配列のメモリを解放します。

タイマー

//+------------------------------------------------------------------+
//| Timer                                                            |
//+------------------------------------------------------------------+
void CIndMSTF::OnTimer(void)
  {
//--- If the indicator symbol and timeframe match those of the current chart, exit
   if(this.Symbol()==::Symbol() && this.Timeframe()==::Period())
      return;
//--- Declare time counter variable
   static int count1=0;
   static int count2=0;
//--- If the counter of timer 1 has reached the specified value,
   if(count1>=TIMER_COUNT_1)
     {
      //--- call the CopyTime function (timeseries hold) and reset the counter
      datetime array[1];
      ::CopyTime(this.m_symbol,this.m_timeframe,0,1,array);
      count1=0;
     }
//--- If the counter of timer 2 has reached the specified value
   if(count2>=TIMER_COUNT_2)
     {
      static int count=0;
      //--- if the previous indicator calculation failed, emulate a tick and print the relevant log
      if(!this.m_success)
        {
         if(::ChartSetSymbolPeriod(0,::Symbol(),::Period()))
           {
            count++;
            ::PrintFormat("%s::%s: Tick emulation. Attempt %ld of 3 ...",__FUNCTION__,this.Title(),count);
            if(count>2)
              {
               count=0;
               this.m_success=true;
              }
           }
        }
      //--- reset the counter
      count2=0;
     }
//--- Increase timer counters
   count1++;
   count2++;
  }

1つは指標の時系列を維持するためのもので、もう1つは週末のティックをエミュレーションするためのものです。指標が現在のチャート銘柄/時間枠のデータを使用して計算される場合、タイマーは使用されません。

指標オブジェクト自体は指標ではありません。これは、指標の計算部分のラッパーにすぎず、指標を管理したり、指標からデータを受け取ったり、プログラムにデータを渡したりすることができます。多指標オブジェクトでは、指標自体を作成する必要があります。そのためには、指標の計算部分を作成するメソッドを使用し、作成時に受け取ったハンドルを返します。

//+------------------------------------------------------------------+
//| Creates an indicator, returns a handle                           |
//+------------------------------------------------------------------+
int CIndMSTF::CreateIndicator(void)
  {
//--- Create indicator name to print to logs
   string name=::StringFormat("%s(%s,%s)",::StringSubstr(::EnumToString(this.m_type),4),this.m_symbol,this.TimeframeDescription());
//--- Create the calculation part of the indicator
   ::ResetLastError();
   this.m_handle=::IndicatorCreate(this.m_symbol,this.m_timeframe,this.m_type,this.m_param.Size(),this.m_param);
//--- If the calculation part is not created, log a message about the failed creation of the indicator
   if(this.m_handle==INVALID_HANDLE)
      ::PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,name,::GetLastError());
//--- If the indicator is created, set non-timeseries indexing of indicator arrays
   else
      this.SetAsSeriesOff();
//--- Return the handle of the created indicator or -1 if unsuccessful
   return this.m_handle;
  }

指標オブジェクトのバッファは、上で説明したバッファ構造内の動的配列です。そのサイズは、増え続ける新しいデータに対応するために変更されるべきです。指定されたバッファ配列のサイズを変更するメソッドと、指標オブジェクトのすべてのバッファのサイズを一度に変更するメソッドです。

指定された指標バッファのサイズを変更するメソッド

//+------------------------------------------------------------------+
//| Resize the specified indicator buffer                            |
//+------------------------------------------------------------------+
bool CIndMSTF::BufferResize(const uint buffer_num,const int new_buff_size)
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and return 'false'
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return false;
     }
//--- Resize the buffer
   ::ResetLastError();
   bool res=this.m_buffers[buffer_num].BuffResize(new_buff_size);
//--- If unsuccessful, print a message to the log
   if(!res)
      ::PrintFormat("%s::%s: Buffer(%lu) resize failed. Error %lu",__FUNCTION__,this.Title(),buffer_num,::GetLastError());
//--- Return the result of resizing the buffer array
   return res;
  }

このメソッドはパラメータとして、配列のサイズを変更すべきバッファの番号を受け取ります。バッファ番号が正しく指定されていない場合、関連するメッセージがログに記録され、メソッドはfalseを返します。
配列のサイズ変更に失敗した場合、ログにメッセージが表示されます。バッファ配列のサイズ変更結果が最後に返されます。

以下は、すべての指標バッファのサイズを変更するメソッドです。

//+------------------------------------------------------------------+
//| Resize all indicator buffers                                     |
//+------------------------------------------------------------------+
bool CIndMSTF::BuffersResize(const int new_buff_size)
  {
//--- In a loop through all indicator buffers, add to the 'res' variable the resizing result of each next buffer
   bool res=true;
   int total=(int)this.BuffersTotal();
   for(int i=0;i<total;i++)
      res &=this.m_buffers[i].BuffResize(new_buff_size);
//--- Return the result of resizing all arrays of indicator buffers
   return res;
  }

ここでは、指標オブジェクトのすべてのバッファを通るループの中で、次のバッファ配列のサイズを変更した結果がres変数に追加され、その値が最終的にメソッドから返されます。

指標オブジェクトバッファの配列を初期化するメソッドも同様に構成されています。

以下は、指定された指標バッファを初期化するメソッドです。

//+------------------------------------------------------------------+
//| Initialize the specified indicator buffer                        |
//+------------------------------------------------------------------+
bool CIndMSTF::BufferInitialize(const uint buffer_num,const int new_buff_size)
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and return 'false'
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return false;
     }
//--- resizing the buffer array
   bool res=this.BufferResize(buffer_num,new_buff_size);
//--- If successfully resized, initialize the buffer with the set initializing value
   if(res)
      this.m_buffers[buffer_num].InitBuffer();
//--- Return the result
   return res;
  }

初期化されたバッファの数が正しいかどうかも、ここで確認されます。その後、バッファは新しいサイズに設定され、サイズ変更が成功すれば、配列はこのバッファに設定された値で初期化されます。

以下は、すべての指標バッファを初期化するメソッドです。

//+------------------------------------------------------------------+
//| Initialize all indicator buffers                                 |
//+------------------------------------------------------------------+
bool CIndMSTF::BuffersInitialize(const int new_buff_size)
  {
//--- In a loop through all indicator buffers, add to the 'res' variable the resizing result of each next buffer
//--- If successfully resized, initialize the buffer with the set initializing value
   bool res=true;
   int total=(int)this.BuffersTotal();
   for(int i=0;i<total;i++)
     {
      res &=this.m_buffers[i].BuffResize(new_buff_size);
      if(res)
         this.m_buffers[i].InitBuffer();
     }
//--- Return the overall result
   return res;
  }

指標オブジェクトのすべてのバッファを通るループの中で、次のバッファ配列のリサイズ結果がres変数に追加されます。サイズ変更に成功すると、バッファは設定された初期化値に初期化されます。このメソッドは、少なくとも1つのバッファが初期化に失敗した場合、false値を持つ変数resの最終状態を返します。

バッファ値を設定したり返したりするための残りのメソッドは、上記で説明したものと同じです。

//+------------------------------------------------------------------+
//| Set the initializing value for the specified buffer              |
//+------------------------------------------------------------------+
void CIndMSTF::SetBufferInitValue(const uint buffer_num,const double value)
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and exit
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return;
     }
//--- Set a new initializing value for the specified buffer
   this.m_buffers[buffer_num].SetInitValue(value);
  }
//+------------------------------------------------------------------+
//| Return the initialization value of the specified buffer          |
//+------------------------------------------------------------------+
double CIndMSTF::BufferInitValue(const uint buffer_num) const
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to log
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      //--- If the indicator has buffers, return the initializing value of the first one, otherwise EMPTY_VALUE
      return(this.BuffersTotal()>0 ? this.BufferInitValue(0) : EMPTY_VALUE);
     }
//--- Return the initializing value of the requested buffer
   return this.m_buffers[buffer_num].InitValue();
  }
//+------------------------------------------------------------------+
//| Sets the offset value for the specified buffer                   |
//+------------------------------------------------------------------+
void CIndMSTF::SetBufferShift(const uint buffer_num,const int value)
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and exit
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return;
     }
//--- Set the offset value for the buffer
   this.m_buffers[buffer_num].SetShift(value);
  }
//+------------------------------------------------------------------+
//| Return the offset value of the specified buffer                  |
//+------------------------------------------------------------------+
double CIndMSTF::BufferShift(const uint buffer_num) const
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to log
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      //--- If the indicator has buffers, return the shift value of the very first one, otherwise 0
      return(this.BuffersTotal()>0 ? this.m_buffers[0].Shift() : 0);
     }
//--- Return the offset value of the requested buffer
   return this.m_buffers[buffer_num].Shift();
  }

メソッドのロジックは、コードのコメントに詳しく書かれています。

指標データの算出方法：計算された指標（その計算された部分）は、すべての計算された指標のデータを含むバッファを持っています。計算部分のバッファから指標オブジェクトのバッファ配列にデータをコピーする必要があります。この操作のためには、リソース効率の良い計算をおこなう必要があります。最初の開始時または履歴データに変更があった時のみ、バッファ全体をコピーします。

このような計算については前述したとおりであり、指標オブジェクトの計算メソッドの中で整理する必要があります。エラーの場合、メソッドはfalseを返し、呼び出したプログラムは次のティックが来る前にハンドラ（EAではOnTick、indicatorではOnCalculate）を終了します。メソッドからのリターンを必要とするエラーは、履歴データのダウンロードの開始、履歴ダウンロードの未完了、指標計算の未完了、計算部バッファから指標オブジェクトバッファへのデータコピーのエラーとみなされます。メソッドはエラーコードを変数に書き込み、呼び出し元がそれを読んで正しく処理できるようにします。

以下は、指標オブジェクトバッファを計算部分のバッファからのデータで満たすメソッドです。

//+------------------------------------------------------------------+
//| Fill object buffers with data from the calculation part buffer   |
//+------------------------------------------------------------------+
bool CIndMSTF::Calculate(void)
  {
//--- Set the success flag to true, and the error type to no error
   this.m_success=true;
   this.m_type_err=ERR_TYPE_NO_ERROR;
//--- If the data is not yet synchronized with the trade server,
   if(!this.IsSynchronized())
     {
      //--- Log a message about non-synchronized data,
      ::PrintFormat("%s::%s: Waiting for data to sync...",__FUNCTION__,this.Title());
      //--- set the error type, add 'false' to the error flag and return 'false'
      this.m_type_err=ERR_TYPE_NO_CYNC;
      this.m_success &=false;
      return false;
     }
//--- If the Calculated method returned -1, this means the start of data downloading
   if(this.Calculated()==WRONG_VALUE)
     {
      //--- Log a message about the start of data downloading,
      ::PrintFormat("%s::%s: Start downloading data by %s/%s. Waiting for the next tick...",__FUNCTION__,this.Title(),this.m_symbol,this.TimeframeDescription());
      //--- set the error type, add 'false' to the error flag and return 'false'
      this.m_type_err=ERR_TYPE_NO_DATA;
      this.m_success &=false;
      return false;
     }
//--- If the Calculated method returned 0, this means that the indicator has not yet been calculated
   if(this.Calculated()==0)
     {
      //--- Log a message about waiting for the indicator to be calculated,
      ::PrintFormat("%s::%s: Waiting for a new tick and when the indicator will be calculated...",__FUNCTION__,this.Title());
      //--- set the error type, add 'false' to the error flag and return 'false'
      this.m_type_err=ERR_TYPE_NO_CALC;
      this.m_success &=false;
      return false;
     }
//--- Get the number of data bars for the indicator symbol/period
   int bars=::Bars(this.m_symbol,this.m_timeframe);
//--- If the Bars function returned a zero value, which often happens on weekends, calculate the available number of bars
   if(bars==0)
     {
      //--- Get the date of the very first available bar in history for the symbol/period
      datetime firstdate=(datetime)::SeriesInfoInteger(this.m_symbol,this.m_timeframe,SERIES_FIRSTDATE);
      //--- Get the date of the last (current) bar in history for the symbol/period
      datetime lastdate=(datetime)::SeriesInfoInteger(this.m_symbol,this.m_timeframe,SERIES_LASTBAR_DATE);
      //--- Calculate the number of bars between the first and last dates of history
      int sec=::PeriodSeconds(this.m_timeframe);
      ulong date_bars=(((ulong)lastdate-(ulong)firstdate)/(sec>0 ? sec : 1))+1;
      //--- Write to the 'bars' variable the smaller value of the calculated number of bars and the maximum number of bars available in the terminal
      bars=(int)fmin(date_bars,::TerminalInfoInteger(TERMINAL_MAXBARS));
     }
//--- Write the resulting number of available bars to m_rates_total
   if(this.m_rates_total!=bars)
      this.m_rates_total=bars;
//--- If the number of available bars is received, and it is 2 or less,
   if(this.m_rates_total>=0 && this.m_rates_total<3)
     {
      //--- Log a message about the number of available bars being too small
      ::PrintFormat("%s::%s: Not enough data for calculation: %ld bars. Waiting for the next tick...",__FUNCTION__,this.Title(),this.m_rates_total);
      //--- set the error type, add 'false' to the error flag and return 'false'
      this.m_type_err=ERR_TYPE_NO_DATA;
      this.m_success &=false;
      return false;
     }

//--- Calculate the number of bars required to calculate the indicator
//--- Either the entire available history, or 1 when a new bar opens, or 0 on the current tick
   this.m_limit=this.m_rates_total-this.m_prev_calculated;
   this.m_prev_calculated=this.Calculated();

//--- Declare an array of size 2 to receive data into it from the indicator's calculation part buffer
//--- We always get two bars: previous and current
   double array[2];
//--- Get the number of indicator buffers
   int total=(int)this.BuffersTotal();
//--- If the calculated m_limit is greater than 1, it means either the first launch or changes in historical data
//--- In this case, a complete recalculation of the indicator is necessary
   if(this.m_limit>1)
     {
      //--- In a loop over the number of indicator buffers
      for(int i=0;i<total;i++)
        {
         //--- resize the indicator buffer array and initialize it to the "empty" value set for this buffer
         this.BufferInitialize(i,this.m_rates_total);
         ::ResetLastError();
         //--- Copy all available historical data from indicator's calculation part array to buffer array of indicator object
         int copied=::CopyBuffer(this.m_handle,i,-this.m_buffers[i].Shift(),this.m_rates_total,this.m_buffers[i].array);
         //--- If not all data is copied
         if(copied!=this.m_rates_total)
           {
            //--- If CopyBuffer returned -1, this means the start of historical data downloading
            //--- print a message about this to the log
            if(copied==WRONG_VALUE)
               ::PrintFormat("%s::%s: Start downloading data by %s/%s. Waiting for the next tick...",__FUNCTION__,this.Title(),this.m_symbol,this.TimeframeDescription());
            //--- In any other case, not all data has been copied yet
            //--- print a message about this to the log
            else
               ::PrintFormat("%s::%s: Not all data was copied. Data available: %lu, total copied: %ld",__FUNCTION__,this.Title(),this.m_rates_total,copied);
            //--- Write the absence of data to the error type
            this.m_type_err=ERR_TYPE_NO_DATA;
            //--- Add 'false' to the result and return 'false' to exit the method and wait for the next tick
            this.m_success &=false;
            return false;
           }
        }
      //--- If we exited the loop of copying all indicator buffers, then everything was successful - return 'true'
      return true;
     }
//--- If calculated m_limit is less than or equal to 1, this means either opening of a new bar (m_limit==1) or current tick (m_limit==0)
//--- In this case, it is necessary to calculate two bars - the first and the current
   if(this.m_limit<=1)
     {
      //--- In a loop over the number of indicator buffers
      for(int i=0;i<total;i++)
        {
         //--- If this is the opening of a new bar and resizing the indicator buffer failed,
         if(this.m_limit==1 && !this.BufferResize(i,this.m_rates_total))
           {
            //--- add 'false' to the m_success variable and return 'false'
            //--- Here, an error message will be printed to log from the BufferResize method
            this.m_success &=false;
            return false;
           }
         //--- If failed to copy two bars from the indicator's calculation part buffer,
         ::ResetLastError();
         if(::CopyBuffer(this.m_handle,i,-this.m_buffers[i].Shift(),2,array)!=2)
           {
            //--- report this via the log, add 'false' to the m_success variable and return 'false'
            ::PrintFormat("%s::%s: CopyBuffer(%lu) failed. Error %lu",__FUNCTION__,this.Title(),i,::GetLastError());
            this.m_success &=false;
            return false;
           }
         //--- If got here, it means copying was successful -
         //--- copy data from array[], into which the last two bars were copied, to the indicator object buffer
         this.m_buffers[i].array[this.DataTotal(i)-1]=array[1];
         this.m_buffers[i].array[this.DataTotal(i)-2]=array[0];
        }
      //--- Success
      return true;
     }
//--- Undefined 'limit' option - return 'false'
   return false;
  }

メソッドの全ロジックは、各コードブロックのコメントに詳細に記述されています。このメソッドはプログラムから呼び出され、falseを返したら、次のティックの前にOnTickまたはOnCalculateを終了します。

メソッドがエラーなく完了すれば、指標オブジェクトのバッファには使用可能なデータが格納されます。このデータには、後述するメソッドでアクセスできます。

指標は、このメソッドによって満たされた指標オブジェクトバッファから指標プロットバッファにデータを出力するための特別なメソッドを持っています。メソッドは、データが指標オブジェクトバッファに書き込まれるのと同じ形式で、またはチャート銘柄/周期を考慮して、データを描画バッファに出力します。これらのメソッドは、指標オブジェクトの計算データを現在のチャートに表示するために使用できます。

以下は、渡された配列にクラスバッファからのデータを入れるメソッドです。

//+------------------------------------------------------------------+
//| Fill the passed array with data from the class buffer            |
//+------------------------------------------------------------------+
bool CIndMSTF::DataToBuffer(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const uint buffer_num,const int limit,double &buffer[])
  {
//--- Set the success flag
   this.m_success=true;
//--- Get the indexing direction of the buffer array passed to the method and,
//--- if non-timeseries indexing, set timeseries indexing
   bool as_series=::ArrayGetAsSeries(buffer);
   if(!as_series)
      ::ArraySetAsSeries(buffer,true);
//--- Set the symbol name and timeframe value passed to the method
   string symbol=(symbol_to=="" || symbol_to==NULL ? ::Symbol() : symbol_to);
   ENUM_TIMEFRAMES timeframe=(timeframe_to==PERIOD_CURRENT ? ::Period() : timeframe_to);
   datetime array[2];
//--- If this is the first launch or history changes, initialize the buffer array passed to the method
   if(limit>1 && this.m_limit>1)
     {
      ::PrintFormat("%s::%s First start, or historical data has been changed. Initialize Buffer(%lu)",__FUNCTION__,this.Title(),buffer_num);
      ::ArrayInitialize(buffer,this.BufferInitValue(buffer_num));
     }
//--- Set the value of the loop counter (no more than the maximum number of bars in the terminal on the chart)
   int count=(limit<=1 ? 2 : ::fmin(::TerminalInfoInteger(TERMINAL_MAXBARS),limit));
//--- In a loop from the zero bar to the value of the loop counter
   for(int i=0;i<count;i++)
     {
      //--- If the chart timeframe matches the class object timeframe, fill the buffer directly from the class object array
      if(timeframe==::Period() && this.m_timeframe==::Period())
         buffer[i]=this.GetData(buffer_num,i);
      //--- Otherwise, if the chart timeframe is not equal to the timeframe of the class object
      else
        {
         //--- Find out which time of this class the bar of the current chart timeframe, corresponding to the loop index, belongs to
         ::ResetLastError();
         if(::CopyTime(symbol,timeframe,i,2,array)!=2)
           {
            //--- If there is no data in the terminal, move on
            if(::GetLastError()==4401)
               continue;
            //--- Error in obtaining existing data - return false
            this.m_success &=false;
            return false;
           }
         //--- Using time of bar of current chart timeframe, find corresponding index of bar of class object's chart period
         ::ResetLastError();
         int bar=::iBarShift(this.m_symbol,this.m_timeframe,array[0]);
         if(bar==WRONG_VALUE)
           {
            this.m_success &=false;
            continue;
           }
         //--- If this is historical data (not the first or zero bar) -
         //--- in the indicator buffer at the loop index, write the value obtained from the calculation part buffer
         if(i>1)
            buffer[i]=this.GetData(buffer_num,bar);
         //--- If this is the current (zero) or previous (first) bar
         else
           {
            //--- Get the time of bars 0 and 1 by symbol/timeframe of the class object
            if(::CopyTime(this.m_symbol,this.m_timeframe,0,2,array)!=2)
              {
               this.m_success &=false;
               return false;
              }
            //--- Using time, get indexes of current and previous bars on the chart whose symbol/period was passed to method
            int bar0=::iBarShift(symbol,timeframe,array[1]);
            int bar1=::iBarShift(symbol,timeframe,array[0]);
            if(bar0==WRONG_VALUE || bar1==WRONG_VALUE)
              {
               this.m_success &=false;
               return false;
              }
            //--- If the chart timeframe is lower than the timeframe of the class object,
            if(timeframe<this.m_timeframe)
              {
               //--- in a loop from bar with smaller time to current chart bar, fill the buffer with data from the last 2 cells of the indicator buffer array
               for(int j=bar1;j>=0;j--)
                  buffer[j]=this.GetData(buffer_num,(j>bar0 ? 1 : 0));
              }
            //--- If the chart timeframe is higher than the timeframe of the class object,
            else
              {
               //--- Get the time of the current and previous bars by symbol/timeframe of the current chart
               if(::CopyTime(symbol,timeframe,0,2,array)!=2)
                 {
                  this.m_success &=false;
                  return false;
                 }
               //--- Using time, get indexes of bars in indicator's calculation part buffer, corresponding to time of current and previous bars on the chart
               int bar0=::iBarShift(this.m_symbol,this.m_timeframe,array[1]);
               int bar1=::iBarShift(this.m_symbol,this.m_timeframe,array[0]);
               //--- Write into indicator buffer, at indexes 1 and 0, values from corresponding indexes of calculation part buffer
               buffer[1]=this.GetData(buffer_num,bar1);
               buffer[0]=this.GetData(buffer_num,bar0);
              } 
           }
        }
     }
//--- Set initial indexing of the buffer array passed to the method
   ::ArraySetAsSeries(buffer,as_series);
//--- Successful
   return true;
  }

メソッドロジックは、そのリストで詳細に説明されています。このメソッドのアイデアは、異なる時間枠で計算された指標バッファ配列からのデータで満たされる必要がある現在のチャートのバーを正しく計算することにあります。メソッドに渡される最後のパラメータは、カスタム指標プロットバッファの配列で、異なる銘柄/期間で計算された指標をレンダリングする必要があります。

以下は、指定したバッファのデータをそのまま返すメソッドです。

//+------------------------------------------------------------------+
//| Return the data of the specified buffer as is                    |
//+------------------------------------------------------------------+
double CIndMSTF::GetData(const uint buffer_num,const int index) const
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to log
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      //--- If the indicator has buffers, return "empty" value of the first one, otherwise EMPTY_VALUE
      return(this.BuffersTotal()>0 ? this.BufferInitValue(0) : EMPTY_VALUE);
     }
//--- If an incorrect index is specified, return the "empty" value of the specified buffer
   if(index<0 || index>(int)this.DataTotal(buffer_num)-1)
      return this.BufferInitValue(buffer_num);
//--- Calculate the real index in the buffer array and return the value at this index
   int n=int(this.DataTotal(buffer_num)-1-index);
   return this.m_buffers[buffer_num].array[n];
  }

このメソッドは、単に指定されたインデックスの指標オブジェクトバッファからデータを返します。

以下は、指定された銘柄/時間枠の指定されたバッファのデータを返すメソッドです。

//+-------------------------------------------------------------------+
//| Returns data from specified buffer for specified symbol/timeframe |
//+-------------------------------------------------------------------+
double CIndMSTF::GetDataTo(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const uint buffer_num,const int index) const
  {
//--- If current symbol/period of the chart is specified
   if(timeframe_to==::Period() && this.m_timeframe==::Period() && symbol_to==::Symbol() && this.m_symbol==::Symbol())
      return this.GetData(buffer_num,index);
//--- Find out which time of this class the current chart timeframe's bar, corresponding to the loop index, belongs to
   datetime array[];
   if(::CopyTime(symbol_to,timeframe_to,index,1,array)!=1)
      return this.BufferInitValue(buffer_num);
//--- Using time of bar of current chart timeframe, find corresponding bar index of bar this class chart period
   int bar=iBarShift(this.m_symbol,this.m_timeframe,array[0]);
//--- If the bar is not found, return the "empty" value set for the buffer
   if(bar==WRONG_VALUE)
      return this.BufferInitValue(buffer_num);
//--- Return value from the indicator object buffer at the found index
   return this.GetData(buffer_num,bar);
  }

このメソッドは、メソッドに渡されたチャート銘柄/期間に対応する指標が計算される時系列のバーインデックスを見つけ、見つけられたインデックスの指標オブジェクトバッファからデータを返します。

以下は、指標線の状態を返すメソッドです。

//+------------------------------------------------------------------+
//| Return the state of the indicator line as is                     |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CIndMSTF::BufferLineState(const uint buffer_num,const int index) const
  {
//--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index
   const double value0=this.GetData(buffer_num,index);
   const double value1=this.GetData(buffer_num,index+1);
   const double value2=this.GetData(buffer_num,index+2);
//--- If at least one of the values could not be obtained, return an undefined value 
   if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE)
      return LINE_STATE_NONE;
//--- Line upward reversal (value2>value1 && value0>value1)
   if(::NormalizeDouble(value2-value1,this.m_digits)>0 && ::NormalizeDouble(value0-value1,this.m_digits)>0)
      return LINE_STATE_TURN_UP;
//--- Line upward direction (value2<=value1 && value0>value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)<=0 && ::NormalizeDouble(value0-value1,this.m_digits)>0)
      return LINE_STATE_UP;
//--- Line upward stop (value2<=value1 && value0==value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)<=0 && ::NormalizeDouble(value0-value1,this.m_digits)==0)
      return LINE_STATE_STOP_UP;
//--- Line downward reversal (value2<value1 && value0<value1)
   if(::NormalizeDouble(value2-value1,this.m_digits)<0 && ::NormalizeDouble(value0-value1,this.m_digits)<0)
      return LINE_STATE_TURN_DOWN;
//--- Line downward direction (value2>=value1 && value0<value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)>=0 && ::NormalizeDouble(value0-value1,this.m_digits)<0)
      return LINE_STATE_DOWN;
//--- Line downward stop (value2>=value1 && value0==value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)>=0 && ::NormalizeDouble(value0-value1,this.m_digits)==0)
      return LINE_STATE_STOP_DOWN;
//--- Undefined state
   return LINE_STATE_NONE;
  }

このメソッドは、バッファ内のデータに基づいて指標オブジェクトのライン状態を決定し、見つかった値を返します。

以下は、特定の銘柄/期間の指標の状態を返すメソッドです。

//+------------------------------------------------------------------+
//| Return indicator line state for the specific symbol/period       |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CIndMSTF::BufferLineState(const string symbol_from,const ENUM_TIMEFRAMES timeframes_from,const uint buffer_num,const int index) const
  {
//--- Determine the chart symbol/period passed to the method
   string symbol=(symbol_from=="" || symbol_from==NULL ? ::Symbol() : symbol_from);
   ENUM_TIMEFRAMES timeframe=(timeframes_from==PERIOD_CURRENT ? ::Period() : timeframes_from);
//--- If we get data from symbol/period equal to current chart, return state from the buffer "as is"
   if(symbol==::Symbol() && symbol==this.m_symbol && timeframe==::Period() && timeframe==this.m_timeframe)
      return this.BufferLineState(buffer_num,index);
//--- Declare variables to search for the required bars on the current chart
   datetime array[1];
   int      bar0=WRONG_VALUE;
   int      bar1=WRONG_VALUE;
   int      bar2=WRONG_VALUE;

//--- Get the time of the first bar on the chart
   ::ResetLastError();
   if(::CopyTime(symbol,timeframe,index,1,array)!=1)
     {
      ::PrintFormat("%s: CopyTime for %s/%s, bar %ld failed. Error %lu",__FUNCTION__,symbol,::StringSubstr(::EnumToString(timeframe),7),index,::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get index of the first bar in indicator object buffer based on bar opening time on the chart
   bar0=::iBarShift(this.m_symbol,this.m_timeframe,array[0]);
   if(bar0==WRONG_VALUE)
     {
      ::PrintFormat("%s: iBarShift for %s/%s, time %s failed. Error %lu",__FUNCTION__,this.m_symbol,this.TimeframeDescription(),string(array[0]),::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get the time of the second bar on the chart
   ::ResetLastError();
   if(::CopyTime(symbol,timeframe,index+1,1,array)!=1)
     {
      ::PrintFormat("%s: CopyTime for %s/%s, bar %ld failed. Error %lu",__FUNCTION__,symbol,::StringSubstr(::EnumToString(timeframe),7),index+1,::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get index of the second bar in indicator object buffer based on bar opening time on the chart
   bar1=::iBarShift(this.m_symbol,this.m_timeframe,array[0]);
   if(bar1==WRONG_VALUE)
     {
      ::PrintFormat("%s: iBarShift for %s/%s, time %s failed. Error %lu",__FUNCTION__,this.m_symbol,this.TimeframeDescription(),string(array[0]),::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get the time of the third bar on the chart
   ::ResetLastError();
   if(::CopyTime(symbol,timeframe,index+2,1,array)!=1)
     {
      ::PrintFormat("%s: CopyTime for %s/%s, bar %ld failed. Error %lu",__FUNCTION__,symbol,::StringSubstr(::EnumToString(timeframe),7),index+2,::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get index of the third bar in indicator object buffer based on bar opening time on the chart
   bar2=::iBarShift(this.m_symbol,this.m_timeframe,array[0]);
   if(bar2==WRONG_VALUE)
     {
      ::PrintFormat("%s: iBarShift for %s/%s, time %s failed. Error %lu",__FUNCTION__,this.m_symbol,this.TimeframeDescription(),string(array[0]),::GetLastError());
      return LINE_STATE_NONE;
     }
     
//--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index
   const double value0=this.GetData(buffer_num,bar0);
   const double value1=this.GetData(buffer_num,bar1);
   const double value2=this.GetData(buffer_num,bar2);
//--- If at least one of the values could not be obtained, return an undefined value 
   if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE)
      return LINE_STATE_NONE;
//--- Line upward reversal (value2>value1 && value0>value1)
   if(::NormalizeDouble(value2-value1,this.m_digits)>0 && ::NormalizeDouble(value0-value1,this.m_digits)>0)
      return LINE_STATE_TURN_UP;
//--- Line upward direction (value2<=value1 && value0>value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)<=0 && ::NormalizeDouble(value0-value1,this.m_digits)>0)
      return LINE_STATE_UP;
//--- Line upward stop (value2<=value1 && value0==value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)<=0 && ::NormalizeDouble(value0-value1,this.m_digits)==0)
      return LINE_STATE_STOP_UP;
//--- Line downward reversal (value2<value1 && value0<value1)
   if(::NormalizeDouble(value2-value1,this.m_digits)<0 && ::NormalizeDouble(value0-value1,this.m_digits)<0)
      return LINE_STATE_TURN_DOWN;
//--- Line downward direction (value2>=value1 && value0<value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)>=0 && ::NormalizeDouble(value0-value1,this.m_digits)<0)
      return LINE_STATE_DOWN;
//--- Line downward stop (value2>=value1 && value0==value1)
   else if(::NormalizeDouble(value2-value1,this.m_digits)>=0 && ::NormalizeDouble(value0-value1,this.m_digits)==0)
      return LINE_STATE_STOP_DOWN;
//--- Undefined state
   return LINE_STATE_NONE;
  }

このメソッドは、現在のチャートに対する指標のオブジェクトラインの状態を取得するために使用されます。指標オブジェクトが、現在のチャートに対してより高い時間枠のデータを使用して計算されている場合、その線は現在のチャートのバーを横切って「ストレッチ」されます。このメソッドを使用すると、現在のチャートの指定したバー上の指標線の状態を正しく取得することができます。

以下は、指定されたレベルに関連した線の状態を返すメソッドです。

//+------------------------------------------------------------------+
//| Return the state of the line relative to the specified level     |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CIndMSTF::BufferLineStateRelative(const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE)
  {
//--- Get the values of the indicator line with the shift (0,1) relative to the passed index
   const double value0=this.GetData(buffer_num,index);
   const double value1=this.GetData(buffer_num,index+1);
//--- If at least one of the values could not be obtained, return an undefined value 
   if(value0==EMPTY_VALUE || value1==EMPTY_VALUE)
      return LINE_STATE_NONE;
//--- Define the second level to compare
   double level=(level1==EMPTY_VALUE ? level0 : level1);
//--- The line is below the level (value1<level && value0<level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<0 && ::NormalizeDouble(value0-level0,this.m_digits)<0)
      return LINE_STATE_BELOW;
//--- The line is above the level (value1>level && value0>level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>0 && ::NormalizeDouble(value0-level0,this.m_digits)>0)
      return LINE_STATE_ABOVE;
//--- The line crossed the level upwards (value1<=level && value0>level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<=0 && ::NormalizeDouble(value0-level0,this.m_digits)>0)
      return LINE_STATE_CROSS_UP;
//--- The line crossed the level downwards (value1>=level && value0<level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>=0 && ::NormalizeDouble(value0-level0,this.m_digits)<0)
      return LINE_STATE_CROSS_DOWN;
//--- The line touched the level from below (value1<level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_TOUCH_BELOW;
//--- The line touched the level from above (value1>level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_TOUCH_BELOW;
//--- Line is equal to the level value (value1==level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)==0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_EQUALS;
//--- Undefined state
   return LINE_STATE_NONE;
  }

以下は、指定されたチャート銘柄/機関で指定されたレベルに関連した回線状態を返すメソッドです。

//+------------------------------------------------------------------+
//| Return the state of the line relative to the specified level     |
//| on the specified chart symbol/period                             |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CIndMSTF::BufferLineStateRelative(const string symbol_from,const ENUM_TIMEFRAMES timeframes_from,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE)
  {
//--- Determine the chart symbol/period passed to the method
   string symbol=(symbol_from=="" || symbol_from==NULL ? ::Symbol() : symbol_from);
   ENUM_TIMEFRAMES timeframe=(timeframes_from==PERIOD_CURRENT ? ::Period() : timeframes_from);
//--- Get the values of the indicator line with the shift (0,1) relative to the passed index
   const double value0=this.GetDataTo(symbol,timeframe,buffer_num,index);
   const double value1=this.GetDataTo(symbol,timeframe,buffer_num,index+1);
//--- If at least one of the values could not be obtained, return an undefined value 
   if(value0==EMPTY_VALUE || value1==EMPTY_VALUE)
      return LINE_STATE_NONE;
//--- Define the second level to compare
   double level=(level1==EMPTY_VALUE ? level0 : level1);
//--- The line is below the level (value1<level && value0<level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<0 && ::NormalizeDouble(value0-level0,this.m_digits)<0)
      return LINE_STATE_BELOW;
//--- The line is above the level (value1>level && value0>level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>0 && ::NormalizeDouble(value0-level0,this.m_digits)>0)
      return LINE_STATE_ABOVE;
//--- The line crossed the level upwards (value1<=level && value0>level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<=0 && ::NormalizeDouble(value0-level0,this.m_digits)>0)
      return LINE_STATE_CROSS_UP;
//--- The line crossed the level downwards (value1>=level && value0<level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>=0 && ::NormalizeDouble(value0-level0,this.m_digits)<0)
      return LINE_STATE_CROSS_DOWN;
//--- The line touched the level from below (value1<level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)<0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_TOUCH_BELOW;
//--- The line touched the level from above (value1>level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)>0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_TOUCH_BELOW;
//--- Line is equal to the level value (value1==level0 && value0==level0)
   if(::NormalizeDouble(value1-level,this.m_digits)==0 && ::NormalizeDouble(value0-level0,this.m_digits)==0)
      return LINE_STATE_EQUALS;
//--- Undefined state
   return LINE_STATE_NONE;
  }

指標線の状態を取得する方法については、オシレーターをEAに接続する方法の記事で詳しく説明しています。

その他のクラスメソッド

//+------------------------------------------------------------------+
//| Return category description                                      |
//+------------------------------------------------------------------+
string CIndMSTF::CategoryDescription(void)
  {
//--- Create a category name from ENUM_IND_CATEGORY and return the resulting text
   string category=::StringSubstr(::EnumToString(this.m_category),13);
   if(category.Lower())
      category.SetChar(0,ushort(category.GetChar(0)-0x20));
   return category;
  }
//+------------------------------------------------------------------+
//| Return the description of the indicator buffer                   |
//+------------------------------------------------------------------+
string CIndMSTF::BufferDescription(const uint buffer_num)
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and return empty string
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return "";
     }
//--- If indicator has buffers, return description of the specified buffer, otherwise description of the indicator
   return(this.BuffersTotal()>0 ? this.m_buffers[buffer_num].descript : this.m_title);
  }
//+------------------------------------------------------------------+
//| Set indicator buffer description                                 |
//+------------------------------------------------------------------+
void CIndMSTF::SetBufferDescription(const uint buffer_num,const string descr)
  {
//--- If the indicator has no buffers, exit
   if(this.BuffersTotal()==0)
      return;
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and exit
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return;
     }
//--- Write the description passed to the method into the specified buffer
   this.m_buffers[buffer_num].descript=descr;
  }
//+------------------------------------------------------------------+
//| Disable timeseries indexing of buffer arrays                     |
//+------------------------------------------------------------------+
void CIndMSTF::SetAsSeriesOff(void)
  {
//--- In a loop through all indicator buffers, disable the array as timeseries flag
   for(int i=0;i<(int)this.BuffersTotal();i++)
      ::ArraySetAsSeries(this.m_buffers[i].array,false);
  }
//+------------------------------------------------------------------+
//| Returns the timeseries flag of the given buffer                  |
//+------------------------------------------------------------------+
bool CIndMSTF::IsSeries(const uint buffer_num) const
  {
//--- Validate the buffer number passed to the method and, if the number is incorrect, print a message to the log and return 'false'
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return false;
     }
//--- Return the timeseries flag of the array of the specified buffer
   return (bool)::ArrayGetAsSeries(this.m_buffers[buffer_num].array);
  }
//+------------------------------------------------------------------+
//| Returns the amount of data in the specified buffer               |
//+------------------------------------------------------------------+
uint CIndMSTF::DataTotal(const uint buffer_num) const
  {
//--- Validate the buffer number passed to method and, if number is incorrect, print a message to log and return zero
   if(buffer_num>this.BuffersTotal()-1)
     {
      string buff_limit=(this.BuffersTotal()==1 ? "0" : "0 - "+string(this.BuffersTotal()-1));
      ::PrintFormat("%s: Invalid buffer number passed (%lu). Value must be %s",__FUNCTION__,buffer_num,buff_limit);
      return 0;
     }
//--- Return the array size of the specified buffer
   return this.m_buffers[buffer_num].array.Size();
  }

多銘柄多期間指標オブジェクトの基本クラスができました。このクラスには、現在のチャートに属さない時系列データを使用して作成された指標を操作するために必要なすべての機能が含まれています。

異なる種類のテクニカル指標を作成するには、新しく作成した基本クラスから派生クラスを作成します。派生クラスのコンストラクタでは、特定の指標の種類に固有のパラメータとプロパティを示します。

種類別指標クラス

基となるクラスから派生したクラスは最も単純で、コンストラクタだけを含みます。クラスのコンストラクタには、指標を計算するチャートの銘柄/期間と、この種類の指標に固有の入力パラメータが渡されます。コンストラクタの初期化行では、親クラスのコンストラクタにパラメータが渡されます。

以下は、パラメータを含まない指標オブジェクトを作成するクラスの例です。

//+------------------------------------------------------------------+
//| Accelerator Oscillator indicator class                           |
//+------------------------------------------------------------------+
class CIndAC : public CIndMSTF
  {
public:
//--- Constructor
   CIndAC(const string symbol,const ENUM_TIMEFRAMES timeframe) : CIndMSTF(IND_AC,1,symbol,timeframe)
     {
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("AC");
      this.SetDescription("Accelerator Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };

指標の種類、バッファ数、チャート銘柄、指標が計算されるチャートの期間は、初期化文字列で親クラスに渡されます。クラス本体には、指標パラメータの説明を記述した文字列が作成されます。この場合、指標が現在のチャートのデータに基づいて作成されると、パラメータ文字列は空になります。そうでない場合は、例えばEURUSD,H1のように、チャートの銘柄と期間が含まれます。次に、この種類の指標（ここでは Accelerator Oscillator指標）に固有のすべてのパラメータをコンストラクタ本体に設定します。

各指標について、データウィンドウと銘柄チャートに表示される小数点以下の桁数を設定することができます。このクラスのコンストラクタはDigitsの設定を持ちません。この値は、指標が計算される銘柄のDigitsと等しく、親クラスのコンストラクタで設定されるからです。指標に異なるDigits値を設定する必要がある場合、Digitsが銘柄のDigitsと異なる指標のクラスのコンストラクタでおこなうか、指標オブジェクトを作成した後にSetDigits()メソッドを使用して変更することができます。

以下は、パラメータを持つ指標クラスです。

//+------------------------------------------------------------------+
//| Accumulation/Distribution indicator class                        |
//+------------------------------------------------------------------+
class CIndAD : public CIndMSTF
  {
public:
//--- Constructor
   CIndAD(const string symbol,const ENUM_TIMEFRAMES timeframe,
          const ENUM_APPLIED_VOLUME applied_volume // used volume
         ) : CIndMSTF(IND_AD,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("A/D");
      this.SetDescription("Accumulation/Distribution");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_VOLUME;
      this.m_digits=0;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };

ここでは、指標の入力パラメータMqlParamの配列構造に登録すべきパラメータがあります。ここでは、指標のDigitsの値も設定します。これは、標準的な累積/分布指標に設定されているものです。

以下は、多銘柄多期間指標の基本クラスから派生したすべてのクラスの完全なリストです。

//+------------------------------------------------------------------+
//| Accelerator Oscillator indicator class                           |
//+------------------------------------------------------------------+
class CIndAC : public CIndMSTF
  {
public:
//--- Constructor
   CIndAC(const string symbol,const ENUM_TIMEFRAMES timeframe) : CIndMSTF(IND_AC,1,symbol,timeframe)
     {
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("AC");
      this.SetDescription("Accelerator Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Accumulation/Distribution indicator class                        |
//+------------------------------------------------------------------+
class CIndAD : public CIndMSTF
  {
public:
//--- Constructor
   CIndAD(const string symbol,const ENUM_TIMEFRAMES timeframe,
          const ENUM_APPLIED_VOLUME applied_volume // used volume
         ) : CIndMSTF(IND_AD,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("A/D");
      this.SetDescription("Accumulation/Distribution");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_VOLUME;
      this.m_digits=0;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Average Directional Movement Index indicator class               |
//+------------------------------------------------------------------+
class CIndADX : public CIndMSTF
  {
public:
//--- Constructor
   CIndADX(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int adx_period                    // averaging period
          ) : CIndMSTF(IND_ADX,3,symbol,timeframe)
     {
      // Номера буферов: 0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(adx_period<1 ? 14 : adx_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),adx_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("ADX");
      this.SetDescription("Average Directional Movement Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=2;
      //--- write descriptions of MAIN_LINE, PLUSDI_LINE and MINUSDI_LINE line buffers
      this.SetBufferDescription(MAIN_LINE,this.m_title);
      this.SetBufferDescription(PLUSDI_LINE,"+DI");
      this.SetBufferDescription(MINUSDI_LINE,"-DI");
     }
  };
//+------------------------------------------------------------------+
//| Average Directional Movement Index Wilder indicator class        |
//+------------------------------------------------------------------+
class CIndADXW : public CIndMSTF
  {
public:
//--- Constructor
   CIndADXW(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int adx_period                      // averaging period
           ) : CIndMSTF(IND_ADXW,3,symbol,timeframe)
     {
      // Номера буферов: 0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(adx_period<1 ? 14 : adx_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),adx_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("ADX Wilder");
      this.SetDescription("Average Directional Movement Index Wilder");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=2;
      //--- write descriptions of MAIN_LINE, PLUSDI_LINE and MINUSDI_LINE line buffers
      this.SetBufferDescription(MAIN_LINE,this.m_title);
      this.SetBufferDescription(PLUSDI_LINE,"+DI");
      this.SetBufferDescription(MINUSDI_LINE,"-DI");
     }
  };
//+------------------------------------------------------------------+
//| Alligator indicator class                                        |
//+------------------------------------------------------------------+
class CIndAlligator : public CIndMSTF
  {
public:
//--- Constructor
   CIndAlligator(const string symbol,const ENUM_TIMEFRAMES timeframe,
                 const int jaw_period,                   // period for calculating jaws
                 const int jaw_shift,                    // horizontal shift of jaws
                 const int teeth_period,                 // period for calculating teeth
                 const int teeth_shift,                  // horizontal shift of teeth
                 const int lips_period,                  // period for calculating lips
                 const int lips_shift,                   // horizontal shift of lips
                 const ENUM_MA_METHOD ma_method,         // smoothing type
                 const ENUM_APPLIED_PRICE applied_price  // price type or handle
                ) : CIndMSTF(IND_ALLIGATOR,3,symbol,timeframe)
     {
      // Buffer indexes: 0 - GATORJAW_LINE, 1 - GATORTEETH_LINE, 2 - GATORLIPS_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,8)==8)
        {
         ::ZeroMemory(this.m_param);
         //--- period for jaw line calculation
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(jaw_period<1 ? 13 : jaw_period);
         //--- horizontal shift of the jaw line
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=jaw_shift;
         //--- period for teeth line calculation
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(teeth_period<1 ? 8 : teeth_period);
         //--- horizontal shift of teeth line
         this.m_param[3].type=TYPE_INT;
         this.m_param[3].integer_value=teeth_shift;
         //--- period for lip line calculation
         this.m_param[4].type=TYPE_UINT;
         this.m_param[4].integer_value=(lips_period<1 ? 5 : lips_period);
         //--- horizontal shift of lips line
         this.m_param[5].type=TYPE_INT;
         this.m_param[5].integer_value=lips_shift;
         //--- smoothing type
         this.m_param[6].type=TYPE_UINT;
         this.m_param[6].integer_value=ma_method;
         //--- price type or handle
         this.m_param[7].type=TYPE_UINT;
         this.m_param[7].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),jaw_period,teeth_period,lips_period);
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("Alligator");
      this.SetDescription("Alligator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      //--- Write descriptions of GATORJAW_LINE, GATORTEETH_LINE and GATORLIPS_LINE line buffers
      this.SetBufferDescription(GATORJAW_LINE,::StringFormat("Jaws(%s%lu)", (current ? "" : symbol_period+":"),jaw_period));
      this.SetBufferDescription(GATORTEETH_LINE,::StringFormat("Teeth(%s%lu)",(current ? "" : symbol_period+":"),teeth_period));
      this.SetBufferDescription(GATORLIPS_LINE,::StringFormat("Lips(%s%lu)", (current ? "" : symbol_period+":"),lips_period));
      //--- Write offsets to buffers GATORJAW_LINE, GATORTEETH_LINE and GATORLIPS_LINE
      this.SetBufferShift(GATORJAW_LINE,jaw_shift);
      this.SetBufferShift(GATORTEETH_LINE,teeth_shift);
      this.SetBufferShift(GATORLIPS_LINE,lips_shift);
     }
  };
//+------------------------------------------------------------------+
//| Adaptive Moving Average indicator class                          |
//+------------------------------------------------------------------+
class CIndAMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int ama_period,                   // AMA period
           const int fast_ma_period,               // fast MA period
           const int slow_ma_period,               // slow MA period
           const int ama_shift,                    // horizontal shift of the indicator
           const ENUM_APPLIED_PRICE applied_price  // price type or handle
          ) : CIndMSTF(IND_AMA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,5)==5)
        {
         ::ZeroMemory(this.m_param);
         //--- AMA period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ama_period<1 ? 9 : ama_period);
         //--- fast MA period
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(fast_ma_period<1 ? 2 : fast_ma_period);
         //--- slow MA period
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(slow_ma_period<1 ? 30 : slow_ma_period);
         //--- horizontal shift of the indicator
         this.m_param[3].type=TYPE_INT;
         this.m_param[3].integer_value=ama_shift;
         //--- price type or handle
         this.m_param[4].type=TYPE_UINT;
         this.m_param[4].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),ama_period,fast_ma_period,slow_ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("AMA");
      this.SetDescription("Adaptive Moving Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ama_shift);
     }
  };
//+------------------------------------------------------------------+
//| Awesome Oscillator indicator class                               |
//+------------------------------------------------------------------+
class CIndAO : public CIndMSTF
  {
public:
//--- Constructor
   CIndAO(const string symbol,const ENUM_TIMEFRAMES timeframe) : CIndMSTF(IND_AO,1,symbol,timeframe)
     {
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("AO");
      this.SetDescription("Awesome Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Average True Range indicator class                               |
//+------------------------------------------------------------------+
class CIndATR : public CIndMSTF
  {
public:
//--- Constructor
   CIndATR(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int ma_period                     // averaging period
          ) : CIndMSTF(IND_ATR,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("ATR");
      this.SetDescription("Average True Range");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Bears Power indicator class                                      |
//+------------------------------------------------------------------+
class CIndBears : public CIndMSTF
  {
public:
//--- Constructor
   CIndBears(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int ma_period                      // averaging period
            ) : CIndMSTF(IND_BEARS,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 13 : ma_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Bears");
      this.SetDescription("Bears Power");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Bulls Power indicator class                                      |
//+------------------------------------------------------------------+
class CIndBulls : public CIndMSTF
  {
public:
//--- Constructor
   CIndBulls(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int ma_period                      // averaging period
            ) : CIndMSTF(IND_BULLS,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 13 : ma_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Bulls");
      this.SetDescription("Bulls Power");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Bollinger Bands® indicator class                                 |
//+------------------------------------------------------------------+
class CIndBands : public CIndMSTF
  {
public:
//--- Constructor
   CIndBands(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int bands_period,                  // central line calculation period
             const int bands_shift,                   // horizontal shift of the indicator
             const double deviation,                  // number of standard deviations
             const ENUM_APPLIED_PRICE applied_price   // price type or handle
            ) : CIndMSTF(IND_BANDS,3,symbol,timeframe)
     {
      // Buffer indexes: 0 - BASE_LINE, 1 - UPPER_BAND, 2 - LOWER_BAND
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- central line calculation period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(bands_period<1 ? 20 : bands_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=bands_shift;
         //--- number of standard deviations
         this.m_param[2].type=TYPE_DOUBLE;
         this.m_param[2].double_value=deviation;
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),bands_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Bands");
      this.SetDescription("Bollinger Bands");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Description of line buffers BASE_LINE, UPPER_BAND and LOWER_BAND
      this.SetBufferDescription(BASE_LINE,this.m_title+" Middle");
      this.SetBufferDescription(UPPER_BAND,this.m_title+" Upper");
      this.SetBufferDescription(LOWER_BAND,this.m_title+" Lower");
      //--- Write offsets to the BASE_LINE, UPPER_BAND and LOWER_BAND buffers
      this.SetBufferShift(BASE_LINE,bands_shift);
      this.SetBufferShift(UPPER_BAND,bands_shift);
      this.SetBufferShift(LOWER_BAND,bands_shift);
     }
  };
//+------------------------------------------------------------------+
//| Commodity Channel Index indicator class                          |
//+------------------------------------------------------------------+
class CIndCCI : public CIndMSTF
  {
public:
//--- Constructor
   CIndCCI(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int ma_period,                    // averaging period
           const ENUM_APPLIED_PRICE applied_price  // price type or handle
          ) : CIndMSTF(IND_CCI,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period<2 ? 2 : ma_period);
         //--- price type or handle
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("CCI");
      this.SetDescription("Commodity Channel Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=2;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Chaikin Oscillator indicator class                               |
//+------------------------------------------------------------------+
class CIndCHO : public CIndMSTF
  {
public:
//--- Constructor
   CIndCHO(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int fast_ma_period,                  // fast period
           const int slow_ma_period,                  // slow period
           const ENUM_MA_METHOD ma_method,            // smoothing type
           const ENUM_APPLIED_VOLUME applied_volume   // used volume
          ) : CIndMSTF(IND_CHAIKIN,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- fast period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(fast_ma_period<1 ? 3 : fast_ma_period);
         //--- slow period
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(slow_ma_period<1 ? 10 : slow_ma_period);
         //--- smoothing type
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=ma_method;
         //--- used volume
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu)",symbol_period,(current ? "" : ":"),slow_ma_period,fast_ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("CHO");
      this.SetDescription("Chaikin Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=0;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Double Exponential Moving Average indicator class                |
//+------------------------------------------------------------------+
class CIndDEMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndDEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int ma_period,                      // averaging period
            const int ma_shift,                       // horizontal indicator shift
            const ENUM_APPLIED_PRICE applied_price    // price type or handle
          ) : CIndMSTF(IND_DEMA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,3)==3)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- price type or handle
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("DEMA");
      this.SetDescription("Double Exponential Moving Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| DeMarker indicator class                                         |
//+------------------------------------------------------------------+
class CIndDeM : public CIndMSTF
  {
public:
//--- Constructor
   CIndDeM(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int ma_period                     // averaging period
          ) : CIndMSTF(IND_DEMARKER,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("DeM");
      this.SetDescription("DeMarker");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=3;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Envelopes indicator class                                        |
//+------------------------------------------------------------------+
class CIndEnvelopes : public CIndMSTF
  {
public:
//--- Constructor
   CIndEnvelopes(const string symbol,const ENUM_TIMEFRAMES timeframe,
                 const int ma_period,                    // middle line calculation period
                 const int ma_shift,                     // horizontal shift of the indicator
                 const ENUM_MA_METHOD ma_method,         // smoothing type
                 const ENUM_APPLIED_PRICE applied_price, // price type or handle
                 const double deviation                  // deviation of envelope borders from the middle line
          ) : CIndMSTF(IND_ENVELOPES,2,symbol,timeframe)
     {
      // Buffer indexes: 0 - UPPER_LINE, 1 - LOWER_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,5)==5)
        {
         ::ZeroMemory(this.m_param);
         //--- central line calculation period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- smoothing type
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=ma_method;
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
         //--- deviation of envelope borders from the muddle line
         this.m_param[4].type=TYPE_UINT;
         this.m_param[4].double_value=deviation;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Envelopes");
      this.SetDescription("Envelopes");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Description of UPPER_LINE and LOWER_LINE line buffers
      this.SetBufferDescription(UPPER_LINE,this.m_title+" Upper");
      this.SetBufferDescription(LOWER_LINE,this.m_title+" Lower");
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Force Index indicator class                                      |
//+------------------------------------------------------------------+
class CIndForce : public CIndMSTF
  {
public:
//--- Constructor
   CIndForce(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int                 ma_period,     // averaging period
             const ENUM_MA_METHOD      ma_method,     // smoothing type
             const ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
            ) : CIndMSTF(IND_FORCE,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,3)==3)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 13 : ma_period);
         //--- smoothing type
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=ma_method;
         //--- volume type for calculation
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Force");
      this.SetDescription("Force Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Fractals indicator class                                         |
//+------------------------------------------------------------------+
class CIndFractals : public CIndMSTF
  {
public:
//--- Constructor
   CIndFractals(const string symbol,const ENUM_TIMEFRAMES timeframe) : CIndMSTF(IND_FRACTALS,2,symbol,timeframe)
     {
      // Buffer indexes: 0 - UPPER_LINE, 1 - LOWER_LINE
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("Fractals");
      this.SetDescription("Fractals");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      //--- Description of UPPER_LINE and LOWER_LINE line buffers
      this.SetBufferDescription(UPPER_LINE,this.m_title+" Up");
      this.SetBufferDescription(LOWER_LINE,this.m_title+" Down");
     }
  };
//+------------------------------------------------------------------+
//| Fractal Adaptive Moving Average indicator class                  |
//+------------------------------------------------------------------+
class CIndFrAMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndFrAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int ma_period,                     // averaging period
             const int ma_shift,                      // horizontal shift of the indicator
             const ENUM_APPLIED_PRICE applied_price   // price type or handle
            ) : CIndMSTF(IND_FRAMA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,3)==3)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- price type or handle
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("FRAMA");
      this.SetDescription("Fractal Adaptive Moving Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Gator Oscillator indicator class                                 |
//+------------------------------------------------------------------+
class CIndGator : public CIndMSTF
  {
public:
//--- Constructor
   CIndGator(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int jaw_period,                    // period for jaw line calculation
             const int jaw_shift,                     // horizontal shift of jaw line
             const int teeth_period,                  // period for calculating teeth line
             const int teeth_shift,                   // horizontal shift of teeth line
             const int lips_period,                   // period for calculating lip line
             const int lips_shift,                    // horizontal shift of lip line
             const ENUM_MA_METHOD ma_method,          // smoothing type
             const ENUM_APPLIED_PRICE applied_price   // price type or handle
            ) : CIndMSTF(IND_GATOR,4,symbol,timeframe)
     {
      // Buffer indexes: 0 - UPPER_HISTOGRAM, 1 - color buffer of the upper histogram, 2 - LOWER_HISTOGRAM, 3 - color buffer of the lower histogram
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,8)==8)
        {
         ::ZeroMemory(this.m_param);
         //--- period for jaw line calculation
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(jaw_period<1 ? 13 : jaw_period);
         //--- horizontal shift of the jaw line
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=jaw_shift;
         //--- period for teeth line calculation
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(teeth_period<1 ? 8 : teeth_period);
         //--- horizontal shift of teeth line
         this.m_param[3].type=TYPE_INT;
         this.m_param[3].integer_value=teeth_shift;
         //--- period for lip line calculation
         this.m_param[4].type=TYPE_UINT;
         this.m_param[4].integer_value=(lips_period<1 ? 5 : lips_period);
         //--- horizontal shift of lips line
         this.m_param[5].type=TYPE_INT;
         this.m_param[5].integer_value=lips_shift;
         //--- smoothing type
         this.m_param[6].type=TYPE_UINT;
         this.m_param[6].integer_value=ma_method;
         //--- price type or handle
         this.m_param[7].type=TYPE_UINT;
         this.m_param[7].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),jaw_period,teeth_period,lips_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Gator");
      this.SetDescription("Gator Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      this.m_digits=::Digits()+1;
      //--- Description of line buffers UPPER_HISTOGRAM, upper histogram color buffer, LOWER_HISTOGRAM and lower histogram color buffer
      this.SetBufferDescription(UPPER_HISTOGRAM,this.m_title+" Up");
      this.SetBufferDescription(1,this.m_title+" Colors Up");
      this.SetBufferDescription(LOWER_HISTOGRAM,this.m_title+" Down");
      this.SetBufferDescription(3,this.m_title+" Colors Down");
      //--- Записываем смещения в буферы UPPER_HISTOGRAM, 1, LOWER_HISTOGRAM и 2
      this.SetBufferShift(UPPER_HISTOGRAM,teeth_shift);
      this.SetBufferShift(1,teeth_shift);
      this.SetBufferShift(LOWER_HISTOGRAM,lips_shift);
      this.SetBufferShift(3,lips_shift);
     }
  };
//+------------------------------------------------------------------+
//| Ichimoku Kinko Hyo indicator class                               |
//+------------------------------------------------------------------+
class CIndIchimoku : public CIndMSTF
  {
public:
//--- Constructor
   CIndIchimoku(const string symbol,const ENUM_TIMEFRAMES timeframe,
                const int tenkan_sen,                    // period of Tenkan-sen
                const int kijun_sen,                     // period of Kijun-sen
                const int senkou_span_b                  // period of Senkou Span B
               ) : CIndMSTF(IND_ICHIMOKU,5,symbol,timeframe)
     {
      // Buffer indexes: 0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE, 3 - SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,3)==3)
        {
         ::ZeroMemory(this.m_param);
         //--- period of Tenkan-sen
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(tenkan_sen<1 ? 9 : tenkan_sen);
         //--- period of Kijun-sen
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(kijun_sen<1 ? 26 : kijun_sen);
         //--- period of Senkou Span B
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(senkou_span_b<1 ? 52 : senkou_span_b);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),tenkan_sen,kijun_sen,senkou_span_b);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Ichimoku");
      this.SetDescription("Ichimoku Kinko Hyo");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Description of line buffers TENKANSEN_LINE, KIJUNSEN_LINE, SENKOUSPANA_LINE, SENKOUSPANB_LINE and CHIKOUSPAN_LINE
      this.SetBufferDescription(TENKANSEN_LINE,::StringFormat("Tenkan-sen(%lu)",tenkan_sen));
      this.SetBufferDescription(KIJUNSEN_LINE,::StringFormat("Kijun-sen(%lu)",kijun_sen));
      this.SetBufferDescription(SENKOUSPANA_LINE,"Senkou Span A");
      this.SetBufferDescription(SENKOUSPANB_LINE,::StringFormat("Senkou Span B(%lu)",senkou_span_b));
      this.SetBufferDescription(CHIKOUSPAN_LINE,"Chikou Span");
      //--- Write shifts to buffers SENKOUSPANA_LINE, SENKOUSPANB_LINE and CHIKOUSPAN_LINE
      //this.SetBufferShift(SENKOUSPANA_LINE,kijun_sen);
      //this.SetBufferShift(SENKOUSPANB_LINE,kijun_sen);
      //this.SetBufferShift(CHIKOUSPAN_LINE,kijun_sen-senkou_span_b);
     }
  };
//+------------------------------------------------------------------+
//| Market Facilitation Index indicator class                        |
//+------------------------------------------------------------------+
class CIndBWMFI : public CIndMSTF
  {
public:
//--- Constructor
   CIndBWMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
            ) : CIndMSTF(IND_BWMFI,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- volume type for calculation
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("BW MFI");
      this.SetDescription("Market Facilitation Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_WILLIAMS;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Momentum indicator class                                         |
//+------------------------------------------------------------------+
class CIndMomentum : public CIndMSTF
  {
public:
//--- Constructor
   CIndMomentum(const string symbol,const ENUM_TIMEFRAMES timeframe,
                const int                 mom_period,    // averaging period
                const ENUM_APPLIED_PRICE  applied_price  // price type or handle
               ) : CIndMSTF(IND_MOMENTUM,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(mom_period<1 ? 14 : mom_period);
         //--- price type or handle
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),mom_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Momentum");
      this.SetDescription("Momentum");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=2;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Money Flow Index indicator class                                 |
//+------------------------------------------------------------------+
class CIndMFI : public CIndMSTF
  {
public:
//--- Constructor
   CIndMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int                 ma_period,       // averaging period
           const ENUM_APPLIED_VOLUME applied_volume   // volume type for calculation
          ) : CIndMSTF(IND_MFI,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
         //--- volume type for calculation
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("MFI");
      this.SetDescription("Money Flow Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_VOLUME;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Moving Average indicator class                                   |
//+------------------------------------------------------------------+
class CIndMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
          const int                 ma_period,     // averaging period
          const int                 ma_shift,      // horizontal shift of the indicator
          const ENUM_MA_METHOD      ma_method,     // smoothing type
          const ENUM_APPLIED_PRICE  applied_price  // price type or handle
         ) : CIndMSTF(IND_MA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 10 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- smoothing type
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=ma_method;
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("MA");
      this.SetDescription("Moving Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Moving Average of Oscillator indicator class                     |
//+------------------------------------------------------------------+
class CIndOsMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndOsMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int                fast_ema_period, // fast MA period
            const int                slow_ema_period, // slow MA period
            const int                signal_period,   // difference averaging period
            const ENUM_APPLIED_PRICE applied_price    // price type or handle
           ) : CIndMSTF(IND_OSMA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- fast MA period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(fast_ema_period<1 ? 12 : fast_ema_period);
         //--- slow MA period
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(slow_ema_period<1 ? 26 : slow_ema_period);
         //--- difference averaging period
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(signal_period<1 ? 9 : signal_period<2 ? 2 : signal_period);
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),fast_ema_period,slow_ema_period,signal_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("OsMA");
      this.SetDescription("Moving Average of Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=::Digits()+2;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence indicator class           |
//+------------------------------------------------------------------+
class CIndMACD : public CIndMSTF
  {
public:
//--- Constructor
   CIndMACD(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int                fast_ema_period, // fast MA period
            const int                slow_ema_period, // slow MA period
            const int                signal_period,   // difference averaging period
            const ENUM_APPLIED_PRICE applied_price    // price type or handle
           ) : CIndMSTF(IND_MACD,2,symbol,timeframe)
     {
      // Buffer indexes: 0 - MAIN_LINE, 1 - SIGNAL_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- fast MA period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(fast_ema_period<1 ? 12 : fast_ema_period);
         //--- slow MA period
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(slow_ema_period<1 ? 26 : slow_ema_period);
         //--- difference averaging period
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(signal_period<1 ? 9 : signal_period);
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),fast_ema_period,slow_ema_period,signal_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("MACD");
      this.SetDescription("Moving Averages Convergence/Divergence");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=::Digits()+1;
      //--- Description of MAIN_LINE and SIGNAL_LINE line buffers
      this.SetBufferDescription(MAIN_LINE,this.m_title);
      this.SetBufferDescription(SIGNAL_LINE,"Signal");
     }
  };
//+------------------------------------------------------------------+
//| On Balance Volume indicator class                                |
//+------------------------------------------------------------------+
class CIndOBV : public CIndMSTF
  {
public:
//--- Constructor
   CIndOBV(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const ENUM_APPLIED_VOLUME applied_volume   // volume type for calculation
          ) : CIndMSTF(IND_OBV,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- volume type for calculation
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("OBV");
      this.SetDescription("On Balance Volume");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_VOLUME;
      this.m_digits=0;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Parabolic Stop and Reverse system indicator class                |
//+------------------------------------------------------------------+
class CIndSAR : public CIndMSTF
  {
public:
//--- Constructor
   CIndSAR(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const double step,                      // price change step — acceleration factor
           const double maximum                    // maximum step
          ) : CIndMSTF(IND_SAR,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- price change step — acceleration factor
         this.m_param[0].type=TYPE_DOUBLE;
         this.m_param[0].double_value=step;
         //--- maximum step
         this.m_param[1].type=TYPE_DOUBLE;
         this.m_param[1].double_value=maximum;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%.2f,%.2f)",symbol_period,(current ? "" : ":"),step,maximum);
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("SAR");
      this.SetDescription("Parabolic SAR");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Класс индикатора Relative Strength Index                         |
//+------------------------------------------------------------------+
class CIndRSI : public CIndMSTF
  {
public:
//--- Constructor
   CIndRSI(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int                ma_period,     // averaging period
           const ENUM_APPLIED_PRICE applied_price  // price type or handle
          ) : CIndMSTF(IND_RSI,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period<2 ? 2 : ma_period);
         //--- price type or handle
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("RSI");
      this.SetDescription("Relative Strength Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=2;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Relative Vigor Index indicator class                             |
//+------------------------------------------------------------------+
class CIndRVI : public CIndMSTF
  {
public:
//--- Constructor
   CIndRVI(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int ma_period                     // averaging period
          ) : CIndMSTF(IND_RVI,2,symbol,timeframe)
     {
      // Buffer indexes: 0 - MAIN_LINE, 1 - SIGNAL_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 10 : ma_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("RVI");
      this.SetDescription("Relative Vigor Index");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=3;
      //--- Description of MAIN_LINE and SIGNAL_LINE line buffers
      this.SetBufferDescription(MAIN_LINE,this.m_title);
      this.SetBufferDescription(SIGNAL_LINE,"Signal");
     }
  };
//+------------------------------------------------------------------+
//| Standard Deviation indicator class                               |
//+------------------------------------------------------------------+
class CIndStdDev : public CIndMSTF
  {
public:
//--- Constructor
   CIndStdDev(const string symbol,const ENUM_TIMEFRAMES timeframe,
              const int                ma_period,        // averaging period
              const int                ma_shift,         // horizontal shift of the indicator
              const ENUM_MA_METHOD     ma_method,        // smoothing type
              const ENUM_APPLIED_PRICE applied_price     // price type or handle
             ) : CIndMSTF(IND_STDDEV,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 20 : ma_period<2 ? 2 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- smoothing type
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=ma_method;
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("StdDev");
      this.SetDescription("Standard Deviation");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Stochastic Oscillator indicator class                            |
//+------------------------------------------------------------------+
class CIndStoch : public CIndMSTF
  {
public:
//--- Constructor
   CIndStoch(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int              Kperiod,          // K-period (number of bars for calculations)
             const int              Dperiod,          // D-period (primary smoothing period)
             const int              slowing,          // final smoothing
             const ENUM_MA_METHOD   ma_method,        // smoothing type
             const ENUM_STO_PRICE   price_field       // Stochastic calculation method
            ) : CIndMSTF(IND_STOCHASTIC,2,symbol,timeframe)
     {
      // Buffer indexes: 0 - MAIN_LINE, 1 - SIGNAL_LINE
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,5)==5)
        {
         ::ZeroMemory(this.m_param);
         //--- K period (number of bars for calculation)
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(Kperiod<1 ? 5 : Kperiod);
         //--- D period (primary smoothing period)
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(Dperiod<1 ? 3 : Dperiod);
         //--- final smoothing
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=(slowing<1 ? 3 : slowing);
         //--- smoothing type
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=ma_method;
         //--- Stochastic calculation method
         this.m_param[4].type=TYPE_UINT;
         this.m_param[4].integer_value=price_field;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu,%lu)",symbol_period,(current ? "" : ":"),Kperiod,Dperiod,slowing);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Stoch");
      this.SetDescription("Stochastic Oscillator");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=2;
      //--- Description of MAIN_LINE and SIGNAL_LINE line buffers
      this.SetBufferDescription(MAIN_LINE,this.m_title);
      this.SetBufferDescription(SIGNAL_LINE,"Signal");
     }
  };
//+------------------------------------------------------------------+
//| Triple Exponential Moving Average indicator class                |
//+------------------------------------------------------------------+
class CIndTEMA : public CIndMSTF
  {
public:
//--- Constructor
   CIndTEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int                  ma_period,     // averaging period
            const int                  ma_shift,      // horizontal shift of the indicator
            const ENUM_APPLIED_PRICE   applied_price  // price type or handle
           ) : CIndMSTF(IND_TEMA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,3)==3)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period);
         //--- horizontal shift of the indicator
         this.m_param[1].type=TYPE_INT;
         this.m_param[1].integer_value=ma_shift;
         //--- price type or handle
         this.m_param[2].type=TYPE_UINT;
         this.m_param[2].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("TEMA");
      this.SetDescription("Triple Exponential Moving Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Triple Exponential Moving Averages Oscillator indicator class    |
//+------------------------------------------------------------------+
class CIndTriX : public CIndMSTF
  {
public:
//--- Constructor
   CIndTriX(const string symbol,const ENUM_TIMEFRAMES timeframe,
            const int                ma_period,       // averaging period
            const ENUM_APPLIED_PRICE applied_price    // price type or handle
           ) : CIndMSTF(IND_TRIX,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,2)==2)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(ma_period<1 ? 14 : ma_period<2 ? 2 : ma_period);
         //--- price type or handle
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),ma_period);
      //--- Write description of parameters, indicator name, its description, title and category
      this.SetParameters(param);
      this.SetName("TRIX");
      this.SetDescription("Triple Exponential Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Larry Williams' Percent Range indicator class                    |
//+------------------------------------------------------------------+
class CIndWPR : public CIndMSTF
  {
public:
//--- Constructor
   CIndWPR(const string symbol,const ENUM_TIMEFRAMES timeframe,
           const int calc_period                   // averaging period
          ) : CIndMSTF(IND_WPR,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- averaging period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(calc_period<1 ? 14 : calc_period);
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu)",symbol_period,(current ? "" : ":"),calc_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("%R");
      this.SetDescription("Williams' Percent Range");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_OSCILLATOR;
      this.m_digits=2;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Variable Index Dynamic Average indicator class                   |
//+------------------------------------------------------------------+
class CIndVIDyA : public CIndMSTF
  {
public:
//--- Constructor
   CIndVIDyA(const string symbol,const ENUM_TIMEFRAMES timeframe,
             const int                 cmo_period,    // the Chande Momentum period
             const int                 ema_period,    // period of the smoothing factor
             const int                 ma_shift,      // horizontal shift of the indicator
             const ENUM_APPLIED_PRICE  applied_price  // price type or handle
            ) : CIndMSTF(IND_VIDYA,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,4)==4)
        {
         ::ZeroMemory(this.m_param);
         //--- Chande Momentum period
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=(cmo_period<1 ? 9 : cmo_period);
         //--- smoothing factor period
         this.m_param[1].type=TYPE_UINT;
         this.m_param[1].integer_value=(ema_period<1 ? 12 : ema_period);
         //--- horizontal shift of the indicator
         this.m_param[2].type=TYPE_INT;
         this.m_param[2].integer_value=ma_shift;
         //--- price type or handle
         this.m_param[3].type=TYPE_UINT;
         this.m_param[3].integer_value=applied_price;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=StringFormat("(%s%s%lu,%lu)",symbol_period,(current ? "" : ":"),cmo_period,ema_period);
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("VIDYA");
      this.SetDescription("Variable Index Dynamic Average");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_TREND;
      this.m_digits=::Digits()+1;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
      //--- Write shift to buffer 0
      this.SetBufferShift(0,ma_shift);
     }
  };
//+------------------------------------------------------------------+
//| Volumes indicator class                                          |
//+------------------------------------------------------------------+
class CIndVolumes : public CIndMSTF
  {
public:
//--- Constructor
   CIndVolumes(const string symbol,const ENUM_TIMEFRAMES timeframe,
               const ENUM_APPLIED_VOLUME applied_volume  // volume type
              ) : CIndMSTF(IND_VOLUMES,1,symbol,timeframe)
     {
      //--- Set the size of the parameter array and fill it
      ::ResetLastError();
      if(::ArrayResize(this.m_param,1)==1)
        {
         ::ZeroMemory(this.m_param);
         //--- volume type
         this.m_param[0].type=TYPE_UINT;
         this.m_param[0].integer_value=applied_volume;
        }
      else
         ::PrintFormat("%s: ArrayResize failed. Error %ld",__FUNCTION__,::GetLastError());
      //--- Create description of parameters
      //--- If non-current chart symbol or period, their descriptions are added to parameters
      bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
      string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
      string param=(current ? "" : StringFormat("(%s)",symbol_period));
      //--- Write description of parameters, indicator name, its description, title, category and Digits
      this.SetParameters(param);
      this.SetName("Volumes");
      this.SetDescription("Volumes");
      this.m_title=this.Name()+this.Parameters();
      this.m_category=IND_CATEGORY_VOLUME;
      this.m_digits=0;
      //--- Write description of line buffers
      this.SetBufferDescription(0,this.m_title);
     }
  };
//+------------------------------------------------------------------+
//| Custom indicator class                                           |
//+------------------------------------------------------------------+
class CIndCustom : public CIndMSTF
  {
public:
//--- Constructor
   CIndCustom(const string symbol,const ENUM_TIMEFRAMES timeframe,
              const string path,                      // path to the indicator (for example, "Examples\\MACD.ex5")
              const string name,                      // name of the custom indicator
              const uint   buffers,                   // number of indicator buffers
              const MqlParam &param[]                 // array of custom indicator parameters
             ) : CIndMSTF(IND_CUSTOM,buffers,symbol,timeframe)
     {
      //--- If an empty array of parameters is passed, print this to log
      int total=(int)param.Size();
      if(total==0)
         ::PrintFormat("%s Error. Passed an empty array",__FUNCTION__);
      //--- If the array is not empty and its size is increased by 1 (the first string parameter must contain the indicator name)
      ResetLastError();
      if(total>0 && ::ArrayResize(this.m_param,total+1)==total+1)
        {
         //--- Reset data in the array and enter name (path to file and name of .ex5 file)
         ::ZeroMemory(this.m_param);
         //--- name of the custom indicator
         this.m_param[0].type=TYPE_STRING;
         this.m_param[0].string_value=path;
         //--- fill the array of indicator parameters
         for(int i=0;i<total;i++)
           {
            this.m_param[i+1].type=param[i].type;
            this.m_param[i+1].double_value=param[i].double_value;
            this.m_param[i+1].integer_value=param[i].integer_value;
            this.m_param[i+1].string_value=param[i].string_value;
           }
         //--- Create description of parameters
         //--- If non-current chart symbol or period, their descriptions are added to parameters
         bool current=(this.Symbol()==::Symbol() && this.Timeframe()==::Period());
         string symbol_period=(current ? "" : ::StringFormat("%s,%s",this.Symbol(),this.TimeframeDescription()));
         string param=(current ? "" : StringFormat("(%s)",symbol_period));
         //--- Write description of parameters, indicator name, its description, title and category
         this.SetParameters(param);
         this.SetName(name);
         this.SetDescription(name);
         this.m_title=this.Name()+this.Parameters();
         this.m_category=IND_CATEGORY_CUSTOM;
         //--- Write a description of the first line buffer
         this.SetBufferDescription(0,this.m_title);
        }
     }
  };

このリストには、クライアント端末で利用可能なすべてのテクニカル指標を作成するためのすべてのクラスが含まれており、さらにカスタム指標を作成するためのクラスも用意されています。すべてのクラスは同一で、その要点はクラスコードにコメントされています。

なお、テストは上記の指標の作成と運用の一部を対象としています。すなわち、メインチャート上に1本の線を描く移動平均をベースとした指標だけをテストしました。次回の記事では、あらゆる種類のテクニカル指標の多銘柄、多期間バージョンを作成するためのテンプレートを紹介します。

実際、多指標作成の準備はすべて整っています。しかし、私たちはこの考えを超えて、多銘柄、多期間の指標の作成と使用を自動化する便利なツールを作成します。これは指標のコレクションクラスとなり、標準的な指標やカスタム指標をベースにした指標を簡単に作成し、多銘柄、多期間の指標にすることができます。

指標コレクションクラス

指標コレクションクラスは、基本的にオブジェクトへのポインタの通常のリストです。このリストに、指標を簡単に作成したり、新しく作成した指標をコレクションに追加したりするメソッドを追加します。また、目的の指標へのポインタを簡単に取得し、そこから必要なデータを使用することも可能になります。新しい指標をコレクションに追加するとき、コレクションにまったく同じ指標が存在するかどうかが最初に確認されます。同じ指標がすでにコレクションに存在する場合、新しく作成されたオブジェクトは削除され、コレクションに存在するものへのポインタが返されます。これにより、2つの異なるオブジェクトが同じ計算部分を参照するという事態を避けることができます。

コレクションクラスの構造体は、基本的な多銘柄多期間指標クラスの構造体を繰り返します。唯一の違いは、ほとんどのメソッドは、まずハンドルによって必要な指標を見つけ、次に関連するメソッドを呼び出して、その値や行動の結果を設定または取得しなければならないということです。

同じファイル(\MQL5\Include\IndMSTF\IndMSTF.mqh)を使い、新しいクラスの追加を進めます。その操作のためには、CObjectクラスインスタンスとその派生クラスCArrayObjへのポインタの動的配列を持つクラスのファイルをインクルードする必要があります。

//+------------------------------------------------------------------+
//| Indicator collection class                                       |
//+------------------------------------------------------------------+
#include <Arrays\ArrayObj.mqh>
class CMSTFIndicators
  {
private:

public:
  
  }

クラス本体に、クラス操作のためのリストオブジェクトaтвメソッドを追加します。

//+------------------------------------------------------------------+
//| Indicator collection class                                       |
//+------------------------------------------------------------------+
#include <Arrays\ArrayObj.mqh>
class CMSTFIndicators
  {
private:
   CArrayObj         m_list;
//--- Creates an indicator for the passed object
   bool              CreateIndicator(CIndMSTF *ind_obj);
//--- Adds the specified indicator to the collection
   int               AddNewIndicator(CIndMSTF *ind_obj,const string source);

public:
//--- Returns (1) indicator object by handle, (2) number of indicators in the collection
   CIndMSTF         *GetIndicatorObj(const int ind_handle,const string source) const;
   uint              IndicatorsTotal(void)                  const { return this.m_list.Total(); }

//--- Populates buffers of (1) the indicator by handle, (2) all indicators in the collection
   bool              Calculate(const int ind_handle);
   bool              Calculate(void);
//--- Sets the (1) specified, (2) default description of the indicator buffer line
   void              SetPlotLabel(const uint plot_index,const string descript);
   void              SetPlotLabelFromBuffer(const uint plot_index,const int ind_handle,const uint buffer_num);
//--- Sets the shift to the specified plotting buffer
   void              SetPlotShift(const uint plot_index,const int shift);
//--- (1) Sets (2) returns the initializing value of the given buffer specified by the indicator handle
   void              SetBufferInitValue(const int ind_handle,const uint buffer_num,const double value);
   double            BufferInitValue(const int ind_handle,const uint buffer_num) const;

//--- Returns indicator data by handle from the specified buffer at index (1) as is, (2) for the specified symbol/timeframe
   double            GetData(const int ind_handle,const uint buffer_num,const uint index);
   double            GetDataTo(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const int ind_handle,const uint buffer_num,const uint index);

//--- (1) Copies data of the specified calculation part buffer of the indicator by handle into the indicator buffer, taking into account chart symbol/period,
//--- (2) returns the amount of data in the specified buffer of the indicator by handle
   bool              DataToBuffer(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const int ind_handle,const uint buffer_num,const int limit,double &buffer[]);
   uint              DataTotal(const int ind_handle,const uint buffer_num) const;

   //--- Returns (1) buffer description, (2) state of the line data of given buffer of indicator specified by handle on the specified bar
   //--- (3) indicator line state for the specific chart symbol/period, (4) indicator line state relation to the specified level,
   //--- (5)  state of relation of indicator line with specified level for certain chart symbol/period, (6) indicator category description
   string            BufferDescription(const int ind_handle,const uint buffer_num);
   ENUM_LINE_STATE   BufferLineState(const int ind_handle,const uint buffer_num,const int index);
   ENUM_LINE_STATE   BufferLineState(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ind_handle,const uint buffer_num,const int index);
   ENUM_LINE_STATE   BufferLineStateRelative(const int ind_handle,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE);
   ENUM_LINE_STATE   BufferLineStateRelative(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ind_handle,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE);
   string            CategoryDescription(const int ind_handle);
   
//--- Sets (1) identifier, (2) Digits, (3) user description, (4) buffer description
   void              SetID(const int ind_handle,const int id);
   void              SetDigits(const int ind_handle,const int digits);
   void              SetDescription(const int ind_handle,const string descr);
   void              SetBufferDescription(const int ind_handle,const uint buffer_num,const string descr);

//--- Returns flag of whether the buffer is set as series, (2) historical data for symbol/period is synchronized
   bool              IsSeries(const int ind_handle,const uint buffer_num) const;
   bool              IsSynchronized(const int ind_handle) const;
   
//--- Returns (1) timeframe, (2) symbol, (3) name, (4) list of parameters, (5) handle, (6) Digits
//--- number of (7) buffers, (8) bars, (9) identifier, (10) description, (11) title, (12) category,
//--- (13) number of parameters, (14) program type, description of (15) category, (16) indicator buffer
   ENUM_TIMEFRAMES   Timeframe(const int ind_handle) const;
   string            Symbol(const int ind_handle) const;
   string            Name(const int ind_handle) const;
   string            Parameters(const int ind_handle) const;
   int               Digits(const int ind_handle) const;
   uint              BuffersTotal(const int ind_handle) const;
   uint              RatesTotal(const int ind_handle) const;
   int               ID(const int ind_handle) const;
   string            Description(const int ind_handle) const;
   string            Title(const int ind_handle) const;
   ENUM_IND_CATEGORY Category(const int ind_handle) const;
   uint              ParamsTotal(const int ind_handle) const;
//--- Returns (1) structure of parameters by index from array, (2) timeframe description
   MqlParam          GetMqlParam(const int ind_handle,const int index) const;
   string            TimeframeDescription(const int ind_handle)    const;
//--- Returns amount of calculated data
   int               Calculated(const int ind_handle) const;
   
//--- Virtual method returning the type of object (indicator)
      ENUM_INDICATOR    Type(const int ind_handle) const;
   
//--- Methods for adding indicators to the collection
   int               AddNewAC(const string symbol,const ENUM_TIMEFRAMES timeframe);
   int               AddNewAD(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewADX(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period=14);
   int               AddNewADXWilder(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period=14);
   int               AddNewAlligator(const string symbol,const ENUM_TIMEFRAMES timeframe,const int jaw_period=13,
                                                                                         const int jaw_shift=8,
                                                                                         const int teeth_period=8,
                                                                                         const int teeth_shift=5,
                                                                                         const int lips_period=5,
                                                                                         const int lips_shift=3,
                                                                                         const ENUM_MA_METHOD ma_method=MODE_SMMA,
                                                                                         const ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN);
   int               AddNewAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ama_period=9,
                                                                                   const int fast_ma_period=2,
                                                                                   const int slow_ma_period=30,
                                                                                   const int ama_shift=0,
                                                                                   const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewAO(const string symbol,const ENUM_TIMEFRAMES timeframe);
   int               AddNewATR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14);
   int               AddNewBearsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=13);
   int               AddNewBullsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=13);
   int               AddNewBands(const string symbol,const ENUM_TIMEFRAMES timeframe,const int bands_period=20,
                                                                                     const int bands_shift=0,
                                                                                     const double deviation=2.0,
                                                                                     const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewCCI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                   const ENUM_APPLIED_PRICE applied_price=PRICE_TYPICAL);
   int               AddNewChaikin(const string symbol,const ENUM_TIMEFRAMES timeframe,const int fast_ma_period=3,
                                                                                       const int slow_ma_period=10,
                                                                                       const ENUM_MA_METHOD ma_method=MODE_EMA,
                                                                                       const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewDEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                    const int ma_shift=0,
                                                                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewDeMarker(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14);
   int               AddNewEnvelopes(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                         const int ma_shift=0,
                                                                                         const ENUM_MA_METHOD ma_method=MODE_SMA,
                                                                                         const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE,
                                                                                         const double deviation=0.1);
   int               AddNewForce(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=13,
                                                                                     const ENUM_MA_METHOD ma_method=MODE_SMA,
                                                                                     const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewFractals(const string symbol,const ENUM_TIMEFRAMES timeframe);
   int               AddNewFrAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                     const int ma_shift=0,
                                                                                     const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewGator(const string symbol,const ENUM_TIMEFRAMES timeframe,const int jaw_period=13,
                                                                                     const int jaw_shift=8,
                                                                                     const int teeth_period=8,
                                                                                     const int teeth_shift=5,
                                                                                     const int lips_period=5,
                                                                                     const int lips_shift=3,
                                                                                     const ENUM_MA_METHOD ma_method=MODE_SMMA,
                                                                                     const ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN);
   int               AddNewIchimoku(const string symbol,const ENUM_TIMEFRAMES timeframe,const int tenkan_sen=9,
                                                                                        const int kijun_sen=26,
                                                                                        const int senkou_span_b=52);
   int               AddNewBWMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewMomentum(const string symbol,const ENUM_TIMEFRAMES timeframe,const int mom_period=14,
                                                                                        const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                   const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=10,
                                                                                  const int ma_shift=0,
                                                                                  const ENUM_MA_METHOD ma_method=MODE_SMA,
                                                                                  const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewOsMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int fast_ema_period=12,
                                                                                    const int slow_ema_period=26,
                                                                                    const int signal_period=9,
                                                                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewMACD(const string symbol,const ENUM_TIMEFRAMES timeframe,const int fast_ema_period=12,
                                                                                    const int slow_ema_period=26,
                                                                                    const int signal_period=9,
                                                                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewOBV(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewSAR(const string symbol,const ENUM_TIMEFRAMES timeframe,const double step=0.02,
                                                                                   const double maximum=0.2);
   int               AddNewRSI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                   const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewRVI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=10);
   int               AddNewStdDev(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=20,
                                                                                      const int ma_shift=0,
                                                                                      const ENUM_MA_METHOD ma_method=MODE_SMA,
                                                                                      const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewStochastic(const string symbol,const ENUM_TIMEFRAMES timeframe,const int Kperiod=5,
                                                                                          const int Dperiod=3,
                                                                                          const int slowing=3,
                                                                                          const ENUM_MA_METHOD ma_method=MODE_SMA,
                                                                                          const ENUM_STO_PRICE price_field=STO_LOWHIGH);
   int               AddNewTEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                    const int ma_shif=0,
                                                                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewTriX(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14,
                                                                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewWPR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int calc_period=14);
   int               AddNewVIDyA(const string symbol,const ENUM_TIMEFRAMES timeframe,const int cmo_period=9,
                                                                                     const int ema_period=12,
                                                                                     const int ma_shift=0,
                                                                                     const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE);
   int               AddNewVolumes(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK);
   int               AddNewCustom(const string symbol,const ENUM_TIMEFRAMES timeframe,const string path,       // path to the indicator (for example, "Examples\\MACD.ex5")
                                                                                      const string name,       // name of custom indicator (for example, "Custom MACD")
                                                                                      const uint   buffers,    // number of buffers
                                                                                      const MqlParam &param[]);// array of parameters
//--- Timer
   void OnTimer(void)
     {
      //--- In a loop through all indicators form the collection
      int total=this.m_list.Total();
      for(int i=0;i<total;i++)
        {
         //--- get a pointer to the next indicator object
         //--- and call its timer
         CIndMSTF *obj=this.m_list.At(i);
         if(obj!=NULL)
            obj.OnTimer();
        }
     }
//--- Constructor/destructor
                     CMSTFIndicators(void){ this.m_list.Clear(); }
                    ~CMSTFIndicators(void){;}
  };

次は、リストにある指標を使用した作業方法の実装です。

//+------------------------------------------------------------------+
//| Creates indicator calculation part for the passed object         |
//+------------------------------------------------------------------+
bool CMSTFIndicators::CreateIndicator(CIndMSTF *ind_obj)
  {
   //--- If the calculation part of the indicator could not be created
   if(!ind_obj.CreateIndicator())
     {
      //--- look for the index of the indicator object in the collection list
      //--- using the index, delete the indicator object from the collection list
      this.m_list.Sort();
      int index=this.m_list.Search(ind_obj);
      this.m_list.Delete(index);
      //--- Return false
      return false;
     }
//--- The calculation part has been successfully created - return true
   return true;
  }
//+------------------------------------------------------------------+
//| Returns indicator object by the calculation part handle          |
//+------------------------------------------------------------------+
CIndMSTF *CMSTFIndicators::GetIndicatorObj(const int ind_handle,const string source) const
  {
//--- If an invalid handle is passed to the method, report this and return NULL
   if(ind_handle==INVALID_HANDLE)
     {
      ::PrintFormat("%s: Error handle",source);
      return NULL;
     }
//--- In a loop through all indicator objects in the collection list
   int total=this.m_list.Total();
   for(int i=0;i<total;i++)
     {
      //--- get a pointer to the next indicator object
      CIndMSTF *obj=this.m_list.At(i);
      if(obj==NULL)
         continue;
      //--- If the indicator handle is equal to that passed to the method -
      //--- return a pointer to the found indicator object
      if(obj.Handle()==ind_handle)
         return obj;
     }
//--- Nothing is found - return NULL
   return NULL;
  }
//+------------------------------------------------------------------+
//| Populate buffers of the indicator at the handle                  |
//+------------------------------------------------------------------+
bool CMSTFIndicators::Calculate(const int ind_handle)
  {
   //--- Get a pointer to an indicator object using the handle
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
      return false;
   //--- Return the result of the Calculate method obtained from the handle of the indicator object
   return obj.Calculate();
  }
//+------------------------------------------------------------------+
//| Populate buffers of all indicators in the collection             |
//+------------------------------------------------------------------+
bool CMSTFIndicators::Calculate(void)
  {
   //--- Declare the variable for storing the result
   bool res=true;
//--- In a loop through all indicator objects in the collection list
   int total=this.m_list.Total();
   for(int i=0;i<total;i++)
     {
      //--- get a pointer to the next indicator object
      CIndMSTF *obj=this.m_list.At(i);
      if(obj==NULL)
         continue;
      //--- Add to the 'res' variable the result of calling the Calculate method of the next indicator object
      res &=obj.Calculate();
      //--- If the method worked with an error, inform that in the journal
      if(!res)
         ::PrintFormat("%s::%s: Error in indicator calculation: %s",__FUNCTION__,obj.Title(),TypeErrorcDescription(obj.TypeError()));
     }
//--- If the overall result is false, inform of that in the journal
   if(!res)
      ::PrintFormat("%s: Not all indicators have been calculated successfully. It is necessary to recalculate the buffers of all indicators",__FUNCTION__);
//--- Return the result of calling the Calculate methods of all indicators in the collection
   return res;
  }
//+------------------------------------------------------------------+
//| Returns data of the indicator at the handle                      |
//| from the specified buffers by index as is                        |
//+------------------------------------------------------------------+
double CMSTFIndicators::GetData(const int ind_handle,const uint buffer_num,const uint index)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return EMPTY_VALUE;
     }
//--- Return data from the specified indicator buffer at the index passed to the method
   return obj.GetData(buffer_num,index);
  }
//+------------------------------------------------------------------+
//| Returns data of the indicator at the handle                      |
//| from the specified buffer at index for this symbol/timeframe     |
//+------------------------------------------------------------------+
double CMSTFIndicators::GetDataTo(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const int ind_handle,const uint buffer_num,const uint index)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return EMPTY_VALUE;
     }
//--- Return data from the specified indicator buffer at the index passed to the method
   return obj.GetDataTo(symbol_to,timeframe_to,buffer_num,index);
  }
//+------------------------------------------------------------------+
//| Fills the passed indicator buffer with data                      |
//+------------------------------------------------------------------+
bool CMSTFIndicators::DataToBuffer(const string symbol_to,const ENUM_TIMEFRAMES timeframe_to,const int ind_handle,const uint buffer_num,const int limit,double &buffer[])
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return false;
     }
//--- Fill the buffer array passed to the method from the specified indicator buffer
   return obj.DataToBuffer(symbol_to,timeframe_to,buffer_num,limit,buffer);
  }
//+------------------------------------------------------------------+
//| Set the specified description for the buffer line                |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetPlotLabel(const uint plot_index,const string descript)
  {
   ::PlotIndexSetString(plot_index,PLOT_LABEL,descript);
  }
//+------------------------------------------------------------------+
//| Set default description for the buffer line                      |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetPlotLabelFromBuffer(const uint plot_index,const int ind_handle,const uint buffer_num)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set the description of the specified indicator buffer to the specified plotting buffer
   ::PlotIndexSetString(plot_index,PLOT_LABEL,obj.BufferDescription(buffer_num));
  }
//+------------------------------------------------------------------+
//| Set the shift for the specified plotting buffer                  |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetPlotShift(const uint plot_index,const int shift)
  {
   ::PlotIndexSetInteger(plot_index,PLOT_SHIFT,shift);
  }
//+------------------------------------------------------------------+
//| Return the description of the given buffer                       |
//| of the indicator specified by handle                             |
//+------------------------------------------------------------------+
string CMSTFIndicators::BufferDescription(const int ind_handle,const uint buffer_num)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If pointer to object received, return description of the specified buffer from it. Otherwise error text
   return(obj!=NULL ? obj.BufferDescription(buffer_num) : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Set the initializing value for the specified buffer              |
//| of the indicator specified by handle                             |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetBufferInitValue(const int ind_handle,const uint buffer_num,const double value)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set the specified initializing "empty" value for the specified buffer
   obj.SetBufferInitValue(buffer_num,value);
  }
//+------------------------------------------------------------------+
//| Return the initialization value of the specified buffer          |
//| of the indicator specified by handle                             |
//+------------------------------------------------------------------+
double CMSTFIndicators::BufferInitValue(const int ind_handle,const uint buffer_num) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return WRONG_VALUE;
     }
//--- Return the initializing "empty" value set for the specified buffer
   return obj.BufferInitValue(buffer_num);
  }
//+------------------------------------------------------------------+
//| Returns the line data state of the given buffer                  |
//| specified by indicator handle at the specified bar               |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CMSTFIndicators::BufferLineState(const int ind_handle,const uint buffer_num,const int index)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return LINE_STATE_NONE;
     }
//--- Return the state of the line of the specified buffer at the specified index
   return obj.BufferLineState(buffer_num,index);
  }
//+------------------------------------------------------------------+
//| Returns the line data state of the given buffer                  |
//| specified by indicator handle at the symbol/timeframe bar        |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CMSTFIndicators::BufferLineState(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ind_handle,const uint buffer_num,const int index)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return LINE_STATE_NONE;
     }
//--- Get the time of the passed to the method
   datetime array[1];
   if(::CopyTime(symbol,timeframe,index,1,array)!=1)
     {
      ::PrintFormat("%s::%s: Failed to get the time of the bar with index %ld. Error %lu",__FUNCTION__,obj.Title(),index,::GetLastError());
      return LINE_STATE_NONE;
     }
//--- Get the bar index in the indicator object buffer corresponding to the found time
   int bar=::iBarShift(obj.Symbol(),obj.Timeframe(),array[0]);
//--- If a bar is found, return the line state on the found bar, otherwise an undefined state
   return(bar!=WRONG_VALUE ? obj.BufferLineState(buffer_num,bar) : LINE_STATE_NONE);
  }
//+------------------------------------------------------------------+
//| Return the line data ratio for the given buffer                  |
//| specified by indicator handle at the specified bar               |
//| with specified valiues                                           |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CMSTFIndicators::BufferLineStateRelative(const int ind_handle,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return LINE_STATE_NONE;
     }
//--- Return the ratio of the indicator line and the level in the specified buffer at the specified index
   return obj.BufferLineStateRelative(buffer_num,index,level0,level1);
  }
//+------------------------------------------------------------------+
//| Return the line data ratio for the given buffer                  |
//| specified by indicator handle at the specified bar               |
//| with the specified values on the specified chart symbol/period   |
//+------------------------------------------------------------------+
ENUM_LINE_STATE CMSTFIndicators::BufferLineStateRelative(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ind_handle,const int buffer_num,const int index,const double level0,const double level1=EMPTY_VALUE)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return LINE_STATE_NONE;
     }
//--- Return the ratio of the indicator line and the level in the specified buffer at the specified index
   return obj.BufferLineStateRelative(symbol,timeframe,buffer_num,index,level0,level1);
  }
//+------------------------------------------------------------------+
//| Return category description                                      |
//+------------------------------------------------------------------+
string CMSTFIndicators::CategoryDescription(const int ind_handle)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return the description of the category Otherwise error text
   return(obj!=NULL ? obj.CategoryDescription() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Set identifier                                                   |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetID(const int ind_handle,const int id)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set the identifier for the received object
   obj.SetID(id);
  }
//+------------------------------------------------------------------+
//| Set Digits of the indicator                                      |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetDigits(const int ind_handle,const int digits)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set Digits for the received object
   obj.SetDigits(digits);
  }
//+------------------------------------------------------------------+
//| Set a custom description                                         |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetDescription(const int ind_handle,const string descr)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set a description for the received object
   obj.SetDescription(descr);
  }
//+------------------------------------------------------------------+
//| Set a description of the specified buffer                        |
//+------------------------------------------------------------------+
void CMSTFIndicators::SetBufferDescription(const int ind_handle,const uint buffer_num,const string descr)
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return;
     }
//--- Set a description for the specified buffer of the received object
   obj.SetBufferDescription(buffer_num,descr);
  }
//+------------------------------------------------------------------+
//| Returns the timeseries flag of the given buffer                  |
//+------------------------------------------------------------------+
bool CMSTFIndicators::IsSeries(const int ind_handle,const uint buffer_num) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return false;
     }
//--- Return the timeseries flag of the specified buffer of the received object
   return obj.IsSeries(buffer_num);
  }
//+------------------------------------------------------------------+
//| Returns the synchronization flag for                             |
//| historical data for the symbol/period                            |
//+------------------------------------------------------------------+
bool CMSTFIndicators::IsSynchronized(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return false;
     }
//--- Return the synchronization flag of the received object
   return obj.IsSynchronized();
  }
//+------------------------------------------------------------------+
//| Return the timeframe of the specified indicator                  |
//+------------------------------------------------------------------+
ENUM_TIMEFRAMES CMSTFIndicators::Timeframe(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return WRONG_VALUE;
     }
//--- Return the timeframe of the received object
   return obj.Timeframe();
  }
//+------------------------------------------------------------------+
//| Returns the symbol of the specified indicator                    |
//+------------------------------------------------------------------+
string CMSTFIndicators::Symbol(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return the name of the symbol Otherwise error text
   return(obj!=NULL ? obj.Symbol() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Return the name of the specified indicator                       |
//+------------------------------------------------------------------+
string CMSTFIndicators::Name(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return the name of the indicator Otherwise error text
   return(obj!=NULL ? obj.Name() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Returns a list of parameters of the specified indicator          |
//+------------------------------------------------------------------+
string CMSTFIndicators::Parameters(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return a list of indicator parameters Otherwise error text
   return(obj!=NULL ? obj.Parameters() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Return Digits of the specified indicator                         |
//+------------------------------------------------------------------+
int CMSTFIndicators::Digits(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return WRONG_VALUE;
     }
//--- Return Digits of the received object
   return obj.Digits();
  }
//+------------------------------------------------------------------+
//| Return the number of buffers of the specified indicator          |
//+------------------------------------------------------------------+
uint CMSTFIndicators::BuffersTotal(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return 0;
     }
//--- Return the number of buffers of the received object
   return obj.BuffersTotal();
  }
//+------------------------------------------------------------------+
//| Return the number of timeseries bars for specified the indicator |
//+------------------------------------------------------------------+
uint CMSTFIndicators::RatesTotal(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return 0;
     }
//--- Return the number of bars in the timeseries of the received object
   return obj.RatesTotal();
  }
//+------------------------------------------------------------------+
//| Return the identifier of the specified indicator                 |
//+------------------------------------------------------------------+
int CMSTFIndicators::ID(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return WRONG_VALUE;
     }
//--- Return the identifier of the received object
   return obj.ID();
  }
//+------------------------------------------------------------------+
//| Return a description of the specified indicator                  |
//+------------------------------------------------------------------+
string CMSTFIndicators::Description(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return the indicator description Otherwise error text
   return(obj!=NULL ? obj.Description() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Return the title of the specified indicator                      |
//+------------------------------------------------------------------+
string CMSTFIndicators::Title(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return the indicator title Otherwise error text
   return(obj!=NULL ? obj.Title() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Return the category of the specified indicator                   |
//+------------------------------------------------------------------+
ENUM_IND_CATEGORY CMSTFIndicators::Category(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return IND_CATEGORY_NONE;
     }
//--- Return the category of the received object
   return obj.Category();
  }
//+------------------------------------------------------------------+
//| Return the number of parameters of the specified indicator       |
//+------------------------------------------------------------------+
uint CMSTFIndicators::ParamsTotal(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return 0;
     }
//--- Return the number of parameters of the received object
   return obj.ParamsTotal();
  }
//+------------------------------------------------------------------+
//| Return the structure of parameters by index from the array       |
//| for the specified indicator                                      |
//+------------------------------------------------------------------+
MqlParam CMSTFIndicators::GetMqlParam(const int ind_handle,const int index) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      MqlParam null;
      ::ZeroMemory(null);
      return null;
     }
//--- Return the structure of parameters of the received object by index from the array of parameters
   return obj.GetMqlParam(index);
  }
//+------------------------------------------------------------------+
//| Return a timeframe description for the specified indicator       |
//+------------------------------------------------------------------+
string CMSTFIndicators::TimeframeDescription(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
//--- If the object is received, return a description of the indicator timeframe Otherwise error text
   return(obj!=NULL ? obj.Description() : ::StringFormat("%s: Failed to get indicator object",__FUNCTION__));
  }
//+------------------------------------------------------------------+
//| Return the amount of calculated data of the specified indicator  |
//+------------------------------------------------------------------+
int CMSTFIndicators::Calculated(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return WRONG_VALUE;
     }
//--- Return the amount of calculated data of the received object
   return obj.Calculated();
  }
//+------------------------------------------------------------------+
//| Return the type of the specified indicator                       |
//+------------------------------------------------------------------+
ENUM_INDICATOR CMSTFIndicators::Type(const int ind_handle) const
  {
//--- Get a pointer to the indicator object using the handle passed to the method
   CIndMSTF *obj=this.GetIndicatorObj(ind_handle,__FUNCTION__);
   if(obj==NULL)
     {
      ::PrintFormat("%s: Failed to get indicator object",__FUNCTION__);
      return (ENUM_INDICATOR)WRONG_VALUE;
     }
//--- Return the indicator type of the received object
   return (ENUM_INDICATOR)obj.Type();
  }

すべてのメソッドのロジックは、メソッド一覧にコメントされています。まず、リスト内の必要な指標へのポインタを取得し、そのプロパティを設定または返したり、計算を実行してその結果を返したりします。呼び出されるメソッドはすべて、多銘柄、多期間指標の基本クラスについて説明したときに、上で述べたとおりです。

以下は、新しい指標オブジェクトを作成するメソッドの実装です。

//+------------------------------------------------------------------+
//| Add the specified indicator to the collection                    |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewIndicator(CIndMSTF *ind_obj,const string source)
  {
//--- Set the sorted list flag to the collection list
   this.m_list.Sort();
//--- Search the list for an index matching the indicator object passed to the method
   int index=this.m_list.Search(ind_obj);
//--- If such an indicator with the same parameters is already in the list,
   if(index>WRONG_VALUE)
     {
      //--- report this to journal and delete the new indicator object
      ::PrintFormat("%s: The %s indicator with such parameters %s is already in the collection",source,ind_obj.Name(),ind_obj.Parameters());
      delete ind_obj;
      //--- Get a pointer to an already existing indicator object in the list and return its handle
      ind_obj=this.m_list.At(index);
      return(ind_obj!=NULL ? ind_obj.Handle() : INVALID_HANDLE);
     }
//--- If such an indicator is not in the list, but it could not be placed in the list
   if(!this.m_list.Add(ind_obj))
     {
      //--- report the error in the journal, delete the indicator object and return INVALID_HANDLE
      ::PrintFormat("%s: Error. Failed to add %s indicator to collection",source,ind_obj.Name());
      delete ind_obj;
      return INVALID_HANDLE;
     }
//--- If indicator is placed in list, but creating a calculation part for it failed, return INVALID_HANDLE
//--- (if there is an error creating a calculation part, the indicator object is deleted in the CreateIndicator method)
   if(!this.CreateIndicator(ind_obj))
      return INVALID_HANDLE;
//--- Successful - inform about addition of a new indicator to collection and return its handle
   ::PrintFormat("%s: %s indicator (handle %ld) added to the collection",source,ind_obj.Title(),ind_obj.Handle());
   return ind_obj.Handle();
  }
//+------------------------------------------------------------------+
//| Add the Accelerator Oscillator indicator to the collection       |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewAC(const string symbol,const ENUM_TIMEFRAMES timeframe)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndAC *ind_obj=new CIndAC(symbol,timeframe);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create AC indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Accumulation/Distribution indicator to the collection     |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewAD(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndAD *ind_obj=new CIndAD(symbol,timeframe,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create A/D indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+--------------------------------------------------------------------+
//| Add Average Directional Movement Index to the collection           |
//+--------------------------------------------------------------------+
int CMSTFIndicators::AddNewADX(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period=14)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndADX *ind_obj=new CIndADX(symbol,timeframe,adx_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create ADX indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add to the collection the indicator                              |
//| Average Directional Movement Index by Welles Wilder              |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewADXWilder(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period=14)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndADXW *ind_obj=new CIndADXW(symbol,timeframe,adx_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create ADX Wilder indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Alligator indicator to the collection                    |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewAlligator(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                      const int jaw_period=13,
                                      const int jaw_shift=8,
                                      const int teeth_period=8,
                                      const int teeth_shift=5,
                                      const int lips_period=5,
                                      const int lips_shift=3,
                                      const ENUM_MA_METHOD ma_method=MODE_SMMA,
                                      const ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndAlligator *ind_obj=new CIndAlligator(symbol,timeframe,jaw_period,jaw_shift,teeth_period,teeth_shift,lips_period,lips_shift,ma_method,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Alligator indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Adaptive Moving Average indicator to the collection      |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int ama_period=9,
                                const int fast_ma_period=2,
                                const int slow_ma_period=30,
                                const int ama_shift=0,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndAMA *ind_obj=new CIndAMA(symbol,timeframe,ama_period,fast_ma_period,slow_ma_period,ama_shift,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create AMA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Awesome Oscillator indicator to the collection           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewAO(const string symbol,const ENUM_TIMEFRAMES timeframe)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndAO *ind_obj=new CIndAO(symbol,timeframe);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create AO indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Average True Range indicator to the collection           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewATR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndATR *ind_obj=new CIndATR(symbol,timeframe,ma_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create ATR indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Bears Power indicator to the collection                  |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewBearsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=13)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndBears *ind_obj=new CIndBears(symbol,timeframe,ma_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Bears indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Bulls Power indicator to the collection                  |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewBullsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=13)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndBulls *ind_obj=new CIndBulls(symbol,timeframe,ma_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Bulls indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Bollinger Bands® indicator to the collection             |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewBands(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                  const int bands_period=20,
                                  const int bands_shift=0,
                                  const double deviation=2.0,
                                  const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndBands *ind_obj=new CIndBands(symbol,timeframe,bands_period,bands_shift,deviation,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Bands indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Commodity Channel Index indicator to the collection      |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewCCI(const string symbol,const ENUM_TIMEFRAMES timeframe,
                               const int ma_period=14,
                               const ENUM_APPLIED_PRICE applied_price=PRICE_TYPICAL)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndCCI *ind_obj=new CIndCCI(symbol,timeframe,ma_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create CCI indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Chaikin Oscillator indicator to the collection           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewChaikin(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                    const int fast_ma_period=3,
                                    const int slow_ma_period=10,
                                    const ENUM_MA_METHOD ma_method=MODE_EMA,
                                    const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndCHO *ind_obj=new CIndCHO(symbol,timeframe,fast_ma_period,slow_ma_period,ma_method,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Chaikin indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+-------------------------------------------------------------------+
//| Add Double Exponential Moving Average to the collection           |
//+-------------------------------------------------------------------+
int CMSTFIndicators::AddNewDEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int ma_period=14,
                                const int ma_shift=0,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndDEMA *ind_obj=new CIndDEMA(symbol,timeframe,ma_period,ma_shift,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create DEMA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the DeMarker indicator to the collection                     |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewDeMarker(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=14)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndDeM *ind_obj=new CIndDeM(symbol,timeframe,ma_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create DeMarker indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Envelopes indicator to the collection                    |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewEnvelopes(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                      const int ma_period=14,
                                      const int ma_shift=0,
                                      const ENUM_MA_METHOD ma_method=MODE_SMA,
                                      const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE,
                                      const double deviation=0.1)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndEnvelopes *ind_obj=new CIndEnvelopes(symbol,timeframe,ma_method,ma_shift,ma_method,applied_price,deviation);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Envelopes indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Force Index indicator to the collection                  |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewForce(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                  const int ma_period=13,
                                  const ENUM_MA_METHOD ma_method=MODE_SMA,
                                  const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndForce *ind_obj=new CIndForce(symbol,timeframe,ma_period,ma_method,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Force indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Fractals indicator to the collection                     |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewFractals(const string symbol,const ENUM_TIMEFRAMES timeframe)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndFractals *ind_obj=new CIndFractals(symbol,timeframe);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Fractals indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Fractal Adaptive Moving Average indicator to collection  |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewFrAMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                 const int ma_period=14,
                                 const int ma_shift=0,
                                 const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndFrAMA *ind_obj=new CIndFrAMA(symbol,timeframe,ma_period,ma_shift,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create FrAMA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Gator indicator to the collection                        |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewGator(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                  const int jaw_period=13,
                                  const int jaw_shift=8,
                                  const int teeth_period=8,
                                  const int teeth_shift=5,
                                  const int lips_period=5,
                                  const int lips_shift=3,
                                  const ENUM_MA_METHOD ma_method=MODE_SMMA,
                                  const ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndGator *ind_obj=new CIndGator(symbol,timeframe,jaw_period,jaw_shift,teeth_period,teeth_shift,lips_period,lips_shift,ma_method,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Gator indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Ichimoku Kinko Hyo indicator to the collection           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewIchimoku(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                    const int tenkan_sen=9,
                                    const int kijun_sen=26,
                                    const int senkou_span_b=52)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndIchimoku *ind_obj=new CIndIchimoku(symbol,timeframe,tenkan_sen,kijun_sen,senkou_span_b);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Ichimoku indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Market Facilitation Index indicator to the collection    |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewBWMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndBWMFI *ind_obj=new CIndBWMFI(symbol,timeframe,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create BW MFI indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Momentum indicator to the collection                     |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewMomentum(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                    const int mom_period=14,
                                    const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndMomentum *ind_obj=new CIndMomentum(symbol,timeframe,mom_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Momentum indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Money Flow Index indicator to the collection             |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewMFI(const string symbol,const ENUM_TIMEFRAMES timeframe,
                               const int ma_period=14,
                               const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndMFI *ind_obj=new CIndMFI(symbol,timeframe,ma_period,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create MFI indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Moving Average indicator to the collection               |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                               const int ma_period=10,
                               const int ma_shift=0,
                               const ENUM_MA_METHOD ma_method=MODE_SMA,
                               const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndMA *ind_obj=new CIndMA(symbol,timeframe,ma_period,ma_shift,ma_method,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create MA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Moving Average of Oscillator indicator to the collection |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewOsMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int fast_ema_period=12,
                                const int slow_ema_period=26,
                                const int signal_period=9,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndOsMA *ind_obj=new CIndOsMA(symbol,timeframe,fast_ema_period,slow_ema_period,signal_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create OsMA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add to the collection the indicator                              |
//| Moving Averages Convergence/Divergence                           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewMACD(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int fast_ema_period=12,
                                const int slow_ema_period=26,
                                const int signal_period=9,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndMACD *ind_obj=new CIndMACD(symbol,timeframe,fast_ema_period,slow_ema_period,signal_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create MACD indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the On Balance Volume indicator to the collection            |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewOBV(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndOBV *ind_obj=new CIndOBV(symbol,timeframe,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create OBV indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+-------------------------------------------------------------------+
//| Add Parabolic Stop and Reverse system to the collection           |
//+-------------------------------------------------------------------+
int CMSTFIndicators::AddNewSAR(const string symbol,const ENUM_TIMEFRAMES timeframe,
                               const double step=0.02,
                               const double maximum=0.2)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndSAR *ind_obj=new CIndSAR(symbol,timeframe,step,maximum);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create SAR indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Relative Strength Index indicator to the collection      |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewRSI(const string symbol,const ENUM_TIMEFRAMES timeframe,
                               const int ma_period=14,
                               const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndRSI *ind_obj=new CIndRSI(symbol,timeframe,ma_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create RSI indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Relative Vigor Index indicator to the collection         |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewRVI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period=10)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndRVI *ind_obj=new CIndRVI(symbol,timeframe,ma_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create RVI indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Standard Deviation indicator to the collection           |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewStdDev(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                  const int ma_period=20,
                                  const int ma_shift=0,
                                  const ENUM_MA_METHOD ma_method=MODE_SMA,
                                  const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndStdDev *ind_obj=new CIndStdDev(symbol,timeframe,ma_period,ma_shift,ma_method,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create StdDev indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Stochastic Oscillator indicator to the collection        |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewStochastic(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                      const int Kperiod=5,
                                      const int Dperiod=3,
                                      const int slowing=3,
                                      const ENUM_MA_METHOD ma_method=MODE_SMA,
                                      const ENUM_STO_PRICE price_field=STO_LOWHIGH)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndStoch *ind_obj=new CIndStoch(symbol,timeframe,Kperiod,Dperiod,slowing,ma_method,price_field);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Stochastic indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+-------------------------------------------------------------------+
//| Add Triple Exponential Moving Average indicator to the collection |
//+-------------------------------------------------------------------+
int CMSTFIndicators::AddNewTEMA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int ma_period=14,
                                const int ma_shift=0,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndTEMA *ind_obj=new CIndTEMA(symbol,timeframe,ma_period,ma_shift,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create TEMA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
  
//+------------------------------------------------------------------+
//| Add to the collection the indicator                              |
//| Triple Exponential Moving Averages Oscillator                    |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewTriX(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                const int ma_period=14,
                                const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndTriX *ind_obj=new CIndTriX(symbol,timeframe,ma_period,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create TriX indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add Larry Williams' Percent Range to the collection              |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewWPR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int calc_period=14)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndWPR *ind_obj=new CIndWPR(symbol,timeframe,calc_period);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create WPR indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add Variable Index Dynamic Average to the collection             |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewVIDyA(const string symbol,const ENUM_TIMEFRAMES timeframe,
                                  const int cmo_period=9,
                                  const int ema_period=12,
                                  const int ma_shift=0,
                                  const ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndVIDyA *ind_obj=new CIndVIDyA(symbol,timeframe,cmo_period,ema_period,ma_shift,applied_price);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create VIDyA indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add the Volumes indicator to the collection                      |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewVolumes(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK)
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndVolumes *ind_obj=new CIndVolumes(symbol,timeframe,applied_volume);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create Volumes indicator object",__FUNCTION__);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }
//+------------------------------------------------------------------+
//| Add a custom indicator to the collection                         |
//+------------------------------------------------------------------+
int CMSTFIndicators::AddNewCustom(const string symbol,const ENUM_TIMEFRAMES timeframe,const string path,const string name,const uint buffers,const MqlParam &param[])
  {
//--- Create a new indicator object. If there is an error, add a journal message and return INVALID_HANDLE
   CIndCustom *ind_obj=new CIndCustom(symbol,timeframe,path,name,buffers,param);
   if(ind_obj==NULL)
     {
      ::PrintFormat("%s: Error. Failed to create %s custom indicator object",__FUNCTION__,name);
      return INVALID_HANDLE;
     }
//--- Return the result of adding the created indicator object to the collection list
   return this.AddNewIndicator(ind_obj,__FUNCTION__);
  }

指標コレクションクラスのすべてのコードが準備できました。各メソッドには、そのロジックを説明するコメントがついており、容易に理解できるようになっています。

テスト

多指標のクラスとそのコレクションをテストするために、簡単な指標を作ってみましょう。この指標は、複数の移動平均から選択します。これらのテストの目的は、メインチャートウィンドウの1つのバッファから1本の線を引く指標を持つクラスの動作を確認することです。この目的には、クライアント端末のトレンド指標セットから移動平均を使用するのが最適です。次回の記事では、端末に用意されている標準セットから任意の指標を素早く作成し、操作するためのテンプレートを作成し、カスタム指標を操作します。徐々に、今日作成したクラスがどのような種類の指標でも正しく動作するように、完全に仕上げていきます。

テスト指標は、作成した多指標線をチャート上にプロットします。該当するデータがダッシュボードに表示されます。このダッシュボードの作成については、本連載の第1回で紹介しました。

1つの指標の中に2つの同じ指標を作成します。一方は現在のチャートデータを使用して計算され、もう一方は設定で選択した銘柄/期間のデータを使用して計算されます。こうすることで、現在のチャート上の移動平均線と、異なるチャート期間のデータを使用して作成された同じ移動平均線が常に表示されます。他のチャートから銘柄を選択することは可能ですが、その場合、線は価格レベルと一致しません。

TestMSTFM MovingAverages.mq5という名前の新しい指標ファイルを作成します。

OnTimerハンドラとOnChartEventハンドラを選択します。

メインチャートウィンドウに線としてプロットする2つのバッファを選択します。

バッファ名はコード内で名前変更されるため、任意のバッファ名を使用できます。[Finish]をクリすると、指標テンプレートが取得されます。

//+------------------------------------------------------------------+
//|                                       TestMSTFMovingAverages.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2
//--- plot MA1
#property indicator_label1  "MA1"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- plot MA2
#property indicator_label2  "MA2"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
//--- indicator buffers
double         MA1Buffer[];
double         MA2Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,MA1Buffer,INDICATOR_DATA);
   SetIndexBuffer(1,MA2Buffer,INDICATOR_DATA);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---
   
//--- return value of prev_calculated for the next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//---
   
  }

グローバルエリアでは、移動平均の種類を選択する列挙を追加し、多銘柄多期間指標クラスファイルとダッシュボードクラスファイルを接続し、入力変数を宣言します。
より意味のある表現をするためにバッファの名前を変更し、グローバルな指標変数を宣言します。

//+------------------------------------------------------------------+
//|                                       TestMSTFMovingAverages.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2
//--- enums
enum ENUM_USED_MA
  {
   USED_MA_AMA    =  IND_AMA,    // Adaptive Moving Average
   USED_MA_DEMA   =  IND_DEMA,   // Double Exponential Moving Average
   USED_MA_FRAMA  =  IND_FRAMA,  // Fractal Adaptive Moving Average
   USED_MA_MA     =  IND_MA,     // Moving Average
   USED_MA_TEMA   =  IND_TEMA,   // Triple Exponential Moving Average
   USED_MA_VIDYA  =  IND_VIDYA,  // Variable Index Dynamic Average
  };
//--- plot MA1
#property indicator_label1  "MA1"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

//--- plot MA2
#property indicator_label2  "MA2"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1

//--- includes
#include <IndMSTF\IndMSTF.mqh>
#include <Dashboard\Dashboard.mqh>
//--- input parameters
input ENUM_USED_MA         InpIndicator   =  USED_MA_MA;       /* Used MA        */ // Type of moving average to use
input string               InpSymbol      =  NULL;             /* Symbol         */ // Moving average symbol
input ENUM_TIMEFRAMES      InpTimeframe   =  PERIOD_CURRENT;   /* Timeframe      */ // Moving average timeframe
input ENUM_APPLIED_PRICE   InpPrice       =  PRICE_CLOSE;      /* Applied Price  */ // Price used for calculations
input ENUM_MA_METHOD       InpMethod      =  MODE_SMA;         /* MA Method      */ // Moving Average calculation method
input int                  InpShift       =  0;                /* MA Shift       */ // Moving average shift
input bool                 InpAsSeries    =  true;             /* As Series flag */ // Timeseries flag of indicator buffer arrays

//--- indicator buffers
double         BufferMA1[];
double         BufferMA2[];
//--- global variables
int handle_ma1;
int handle_ma2;
CMSTFIndicators indicators;      // An instance of the indicator collection object
//--- variables for the panel
CDashboard *panel=NULL;          // Pointer to the panel object
int         mouse_bar_index;     // Index of the bar the data is taken from

OnInit()ハンドラ内で、タイマーの作成を入力し、プロットバッファを割り当て、選択した指標のハンドルを作成し、ダッシュボードを作成します。

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- Set a timer with an interval of 1 second
   EventSetTimer(1);
//--- Assign the BufferMA1 and BufferMA2 arrays to the plot buffers 0 and 1, respectively
   SetIndexBuffer(0,BufferMA1,INDICATOR_DATA);
   SetIndexBuffer(1,BufferMA2,INDICATOR_DATA);
//--- sets indicator shift
   //PlotIndexSetInteger(0,PLOT_SHIFT,InpShift);   // analog in line 116
   //PlotIndexSetInteger(1,PLOT_SHIFT,InpShift);   // analog in line 117
//--- Set the timeseries flags for the indicator buffer arrays (for testing, to see that there is no difference)
   ArraySetAsSeries(BufferMA1,InpAsSeries);
   ArraySetAsSeries(BufferMA2,InpAsSeries);
   
//--- For different indicators, the dashboard width will be individual (due to the number of parameters in the description)
   int width=0;
//--- According on the indicator selected in the settings, create two indicators of the same type
//--- The first one is calculated on the current chart symbol/period, the second - on those specified in the settings
   switch(InpIndicator)
     {
      case USED_MA_AMA     :
         handle_ma1=indicators.AddNewAMA(NULL,PERIOD_CURRENT,9,2,30,InpShift);
         handle_ma2=indicators.AddNewAMA(InpSymbol,InpTimeframe,9,2,30,InpShift);
         width=269;
        break;
      case USED_MA_DEMA    :
         handle_ma1=indicators.AddNewDEMA(NULL,PERIOD_CURRENT,14,InpShift,InpPrice);
         handle_ma2=indicators.AddNewDEMA(InpSymbol,InpTimeframe,14,InpShift,InpPrice);
         width=255;
        break;
      case USED_MA_FRAMA   :
         handle_ma1=indicators.AddNewFrAMA(NULL,PERIOD_CURRENT,14,InpShift,InpPrice);
         handle_ma2=indicators.AddNewFrAMA(InpSymbol,InpTimeframe,14,InpShift,InpPrice);
         width=259;
        break;
      case USED_MA_TEMA    :
         handle_ma1=indicators.AddNewTEMA(NULL,PERIOD_CURRENT,14,InpShift,InpPrice);
         handle_ma2=indicators.AddNewTEMA(InpSymbol,InpTimeframe,14,InpShift,InpPrice);
         width=253;
        break;
      case USED_MA_VIDYA   :
         handle_ma1=indicators.AddNewVIDyA(NULL,PERIOD_CURRENT,9,12,InpShift,InpPrice);
         handle_ma2=indicators.AddNewVIDyA(InpSymbol,InpTimeframe,9,12,InpShift,InpPrice);
         width=267;
        break;
      default:
         handle_ma1=indicators.AddNewMA(NULL,PERIOD_CURRENT,10,InpShift,InpMethod,InpPrice);
         handle_ma2=indicators.AddNewMA(InpSymbol,InpTimeframe,10,InpShift,InpMethod,InpPrice);
         width=231;
        break;
     }
//--- If failed to create indicator handles, return initialization error
   if(handle_ma1==INVALID_HANDLE || handle_ma2==INVALID_HANDLE)
      return INIT_FAILED;
//--- Set descriptions for indicator lines from buffer descriptions of calculation part of created indicators
   indicators.SetPlotLabelFromBuffer(0,handle_ma1,0);
   indicators.SetPlotLabelFromBuffer(1,handle_ma2,0);
//--- Set "empty" values for calculation part buffers of the created indicators
   indicators.SetBufferInitValue(handle_ma1,0,EMPTY_VALUE);
   indicators.SetBufferInitValue(handle_ma2,0,EMPTY_VALUE);
//--- Set shifts for indicator lines
   indicators.SetPlotShift(0,InpShift);
   indicators.SetPlotShift(1,InpShift);
      
//--- Dashboard
//--- Create the panel
   panel=new CDashboard(1,20,20,width,264);
   if(panel==NULL)
     {
      Print("Error. Failed to create panel object");
      return INIT_FAILED;
     }
//--- Set font parameters
   panel.SetFontParams("Calibri",9);
//--- Display the panel with the "Symbol, Timeframe description" header text
   panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7));

//--- Create a table with ID 0 to display bar data in it
   panel.CreateNewTable(0);
//--- Draw a table with ID 0 on the dashboard background
   panel.DrawGrid(0,2,20,6,2,18,width/2-2);

//--- Create a table with ID 1 to display the data of indicator 1
   panel.CreateNewTable(1);
//--- Get the Y2 table coordinate with ID 0 and
//--- set the Y1 coordinate for the table with ID 1
   int y1=panel.TableY2(0)+22;
//--- Draw a table with ID 1 on the dashboard background
   panel.DrawGrid(1,2,y1,2,2,18,width/2-2);

//--- Create a table with ID 2 to display the data of indicator 2
   panel.CreateNewTable(2);
//--- Get the Y2 coordinate of the table with ID 1 and
//--- set the Y1 coordinate for the table with ID 2
   int y2=panel.TableY2(1)+3;
//--- Draw a table with ID 2 on the background of the dashboard
   panel.DrawGrid(2,2,y2,3,2,18,width/2-2);
   
//--- Initialize the variable with the index of the mouse cursor bar
   mouse_bar_index=0;
//--- Display the data of the current bar on the dashboard
   DrawData(mouse_bar_index,TimeCurrent());

//--- Successful initialization
   return(INIT_SUCCEEDED);
  }

OnDeinit()ハンドラを追加します。

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- Delete the timer
   EventKillTimer();
//--- If the panel object exists, delete it
   if(panel!=NULL)
      delete panel;
//--- Delete all comments
   Comment("");
  }

OnCalculate()ハンドラで、すべての多銘柄多期間指標の計算を呼び出します。計算に失敗した場合は、ハンドラを終了してゼロを返し、次のティックで指標を再計算します。
計算に成功すると、指標オブジェクトの配列バッファにデータが既に存在し、ダッシュボードに表示できるようになります。ダッシュボードにデータを表示した後、計算されたバッファから指標のプロットバッファにデータを出力します。

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- Number of bars for calculation
   int limit=rates_total-prev_calculated;
//--- If limit > 1, then this is the first calculation or change in the history
   if(limit>1)
     {
      //--- specify all the available history for calculation
      limit=rates_total-1;
      /*
      // If the indicator has any buffers that display other calculations (not multi-indicators),
      // initialize them here with the "empty" value set for these buffers
      */
     }
//--- Calculate all created multi-symbol multi-period indicators
   if(!indicators.Calculate())
      return 0;

//--- Display the bar data under cursor (or current bar if cursor is outside the chart) on the dashboard
   DrawData(mouse_bar_index,time[mouse_bar_index]);

//--- From buffers of calculated indicators, output data to indicator buffers
   if(!indicators.DataToBuffer(NULL,PERIOD_CURRENT,handle_ma1,0,limit,BufferMA1))
      return 0;
   if(!indicators.DataToBuffer(NULL,PERIOD_CURRENT,handle_ma2,0,limit,BufferMA2))
      return 0;

//--- return value of prev_calculated for the next call
   return(rates_total);
  }

指標タイマーで、指標コレクションオブジェクトのタイマーを呼び出します。

//+------------------------------------------------------------------+
//| Timer function                                                   | 
//+------------------------------------------------------------------+
void OnTimer()
  {
//--- Call the indicator collection timer
   indicators.OnTimer();
  }

OnChartEvent()ハンドラで、ダッシュボードオブジェクトのイベントハンドラを呼び出し、カーソルの動きを処理して、バーがどこにあるかを決定します。

//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//--- Handling the panel
//--- Call the panel event handler
   panel.OnChartEvent(id,lparam,dparam,sparam);

//--- If the cursor moves or a click is made on the chart
   if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK)
     {
      //--- Declare the variables to record time and price coordinates in them
      datetime time=0;
      double price=0;
      int wnd=0;
      //--- If the cursor coordinates are converted to date and time
      if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price))
        {
         //--- write the bar index where the cursor is located to a global variable
         mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time);
         //--- Display the bar data under the cursor on the panel 
         DrawData(mouse_bar_index,time);
        }
     }

//--- If we received a custom event, display the appropriate message in the journal
   if(id>CHARTEVENT_CUSTOM)
     {
      //--- Here we can implement handling a click on the close button on the panel
      PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam);
     }
  }

次は、複数の指標データをダッシュボードに表示する関数です。

//+------------------------------------------------------------------+
//| Display data from the specified timeseries index to dashboard    |
//+------------------------------------------------------------------+
void DrawData(const int index,const datetime time)
  {
//--- Declare the variables to receive data in them
   MqlRates rates[1];

//--- Exit if unable to get the bar data by the specified index
   if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1)
      return;

//--- Set font parameters for bar and indicator data headers
   int  size=0;
   uint flags=0;
   uint angle=0;
   string name=panel.FontParams(size,flags,angle);
   panel.SetFontParams(name,9,FW_BOLD);
   panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6);
   panel.DrawText("Indicators data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6);
//--- Set font parameters for bar and indicator data
   panel.SetFontParams(name,9);

//--- Display the data of the specified bar in table 0 on the panel
   panel.DrawText("Date",  panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString(  rates[0].time,TIME_DATE),     panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90);
   panel.DrawText("Time",  panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString(  rates[0].time,TIME_MINUTES),  panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90);
   panel.DrawText("Open",  panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()),      panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90);
   panel.DrawText("High",  panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()),      panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90);
   panel.DrawText("Low",   panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()),       panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90);
   panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()),     panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90);

//--- Output the data of indicator 1 from the specified bar into table 1
   panel.DrawText(indicators.Title(handle_ma1), panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2);
   double value1=indicators.GetData(handle_ma1,0,index);
   string value_str1=(value1!=EMPTY_VALUE ? DoubleToString(value1,indicators.Digits(handle_ma1)) : " ");
   panel.DrawText(value_str1,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,110);
   
//--- Display a description of the indicator 1 line state
   panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2);
   ENUM_LINE_STATE state1=indicators.BufferLineState(Symbol(),PERIOD_CURRENT,handle_ma1,0,index);
   panel.DrawText(BufferLineStateDescription(state1),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,110);
   
//--- Output the data of indicator 2 from the specified bar into table 2
   panel.DrawText(indicators.Title(handle_ma2), panel.CellX(2,0,0)+2, panel.CellY(2,0,0)+2);
   double value2=indicators.GetDataTo(Symbol(),PERIOD_CURRENT,handle_ma2,0,index);
   string value_str2=(value2!=EMPTY_VALUE ? DoubleToString(value2,indicators.Digits(handle_ma2)) : " ");
   panel.DrawText(value_str2,panel.CellX(2,0,1)+2,panel.CellY(2,0,1)+2,clrNONE,110);
   
//--- Display a description of the indicator 2 line state
   panel.DrawText("Line state", panel.CellX(2,1,0)+2, panel.CellY(2,1,0)+2);
   ENUM_LINE_STATE state2=indicators.BufferLineState(Symbol(),PERIOD_CURRENT,handle_ma2,0,index);
   panel.DrawText(BufferLineStateDescription(state2),panel.CellX(2,1,1)+2,panel.CellY(2,1,1)+2,clrNONE,110);
   
//--- Display description of relationship between indicator 1 line relative to indicator 2 line
   double value21=indicators.GetDataTo(Symbol(),PERIOD_CURRENT,handle_ma2,0,index+1);
   ENUM_LINE_STATE stateR=indicators.BufferLineStateRelative(Symbol(),PERIOD_CURRENT,handle_ma1,0,index,value2,value21);
   string ma1=indicators.Name(handle_ma1);
   string ma2=indicators.Name(handle_ma2);
   string state_relative=
     (
      stateR==LINE_STATE_ABOVE      ? StringFormat("%s1 > %s2",ma1,ma2)   :
      stateR==LINE_STATE_BELOW      ? StringFormat("%s1 < %s2",ma1,ma2)           :
      stateR==LINE_STATE_CROSS_DOWN ? "Top-down crossing"   :
      stateR==LINE_STATE_CROSS_UP   ? "Bottom-up crossing"  :
      BufferLineStateDescription(stateR)
     );
   panel.DrawText(StringFormat("%s1 vs %s2",ma1,ma2), panel.CellX(2,2,0)+2, panel.CellY(2,2,0)+2);
   panel.DrawText(state_relative, panel.CellX(2,2,1)+2, panel.CellY(2,2,1)+2,clrNONE,110);
   
//--- Redraw the chart to immediately display all changes on the panel
   ChartRedraw(ChartID());
  }

ご覧のように、指標コレクションクラスのCalculate()メソッドを呼び出すだけで、多銘柄、多期間の指標を計算できます。計算に成功すると、すべてのデータがすでに利用可能になります。このデータはEAからアクセスして処理することができます。指標では、計算に成功した後、指標コレクションクラスのDataToBuffer()メソッドを使用して、データを線の形でチャートに表示できます。これだけで、多指標が計算され、チャートに表示されます。

テスト用指標をコンパイルした後、M1周期のチャートで起動し、設定で現在の銘柄と指標の計算期間M5を選択します。この場合、指標の設定で選択した2本の移動平均線が作成されます。そのうちの1つは現在のチャートデータを使用して計算され、もう1つは5分足チャートのデータに基づいて計算されます。チャートの時間枠を切り替えると、M1に2本の線が引かれているのがわかります。1本はM1で計算された移動平均線に対応し、2本目はM5で計算された移動平均線に対応します。チャートをM5に切り替えると、2つ目の指標は1つ目の指標と同じになるため、1つの指標しか作成されません。チャートをM15に切り替えると、1つの指標がM15用に計算され、2つ目の指標がM5用に計算され、チャートにも表示されます。

ご覧のように、宣言された機能は動作し、メインチャートウィンドウに指標を見ることができます。1つのバッファを使用しながら、複数の指標が作成されます。

全クラスとテスト用指標のファイルは添付ファイルにあります。

結論

本日は、多銘柄多期間指標を素早く作成し、そのデータを指標で受け取り、計算された指標をメインチャートウィンドウにプロットする機能を作成しました。次の記事では、1つのバッファだけでなく、メインチャートウィンドウにデータをプロットする他の多銘柄、多期間の標準指標を作成するためのテンプレートを作成します。その結果、あらゆる指標を素早く多銘柄、多期間バージョンにする便利なツールを手に入れることができます。多指標クラスは、他の標準指標やカスタム指標を作成するため、さらに発展する可能性があります。

MetaQuotes Ltdによってロシア語から翻訳されました。
元の記事: https://www.mql5.com/ru/articles/13578

添付されたファイル |

ZIPをダウンロード

Dashboard.mqh (217.85 KB)

IndMSTF.mqh (473.51 KB)

TestMSTFMovingAverages.mq5 (32.66 KB)

警告: これらの資料についてのすべての権利はMetaQuotes Ltd.が保有しています。これらの資料の全部または一部の複製や再プリントは禁じられています。

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