//+------------------------------------------------------------------+
//| Entropy.mq5 |
//| Copyright © 2008, Korey |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, Korey"
#property link ""
//---- indicator version number
#property version "1.00"
//---- drawing the indicator in a separate window
#property indicator_separate_w indow
//---- number of indicator buffers 1
#property indicator_buffers 1
//---- only one plot is used
#property indicator_plots 1
//+-----------------------------------+
//| Parameters of indicator drawing |
//+-----------------------------------+
//---- drawing of the indicator as a line
#property indicator_type1 DRAW_LINE
//---- indian red color is used
#property indicator_color1 IndianRed
//---- indicator line is a solid one
#property indicator_style1 STYLE_SOLID
//---- indicator line width is equal to 2
#property indicator_width1 2
//---- displaying label of the signal line
#property indicator_label1 "Entropy"
//+----------------------------------------------+
//| Horizontal levels display parameters |
//+----------------------------------------------+
#property indicator_level1 0.0
#property indicator_levelcolor Blue
#property indicator_levelstyle STYLE_SOLID
//+----------------------------------------------+
//| Input parameters of the indicator |
//+----------------------------------------------+
input int Period_=15; // Period of the indicator
input int Shift=0; // Horizontal shift of the indicator in bars
//+----------------------------------------------+
//---- declaration of dynamic arrays that further
//---- will be used as indicator buffers
double ExtBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//---- transformation of the dynamic array ExtBuffer into an indicator buffer
SetIndexBuffer(0,Ext Buffer,INDICATOR_DAT A);
//---- initializations of variable for indicator short name
string shortname;
StringConcatenate(sh ortname,"Entropy(",P eriod_,")");
//---- shifting the indicator horizontally by Shift
PlotIndexSetInteger( 0,PLOT_SHIFT,Shift);
//--- create label to display in Data Window
PlotIndexSetString(0 ,PLOT_LABEL,shortnam e);
//---- shifting the start of drawing of the indicator
PlotIndexSetInteger( 0,PLOT_DRAW_BEGIN,Pe riod_);
//---- creating name for displaying in a separate sub-window and in a tooltip
IndicatorSetString(I NDICATOR_SHORTNAME,s hortname);
//---- determination of accuracy of displaying of the indicator values
IndicatorSetInteger( INDICATOR_DIGITS,_Di gits+4);
//---- restriction to draw empty values for the indicator
PlotIndexSetDouble(0 ,PLOT_EMPTY_VALUE,EM PTY_VALUE);
//----
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//---- checking the number of bars to be enough for the calculation
if(rates_total<Perio d_+begin) return(0);
//---- declarations of local variables
int first,bar,kkk;
//---- declaration of variables with a floating point
double sumx,sumx2,avgx,rmsx ,Price0,Price1,fPric e,P,G;
//---- calculation of the starting number 'first' for the cycle of recalculation of bars
if(prev_calculated>r ates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
{
first=Period_+begin; // starting number for calculation of all bars
}
else
{
first=prev_calculate d-1; // starting number for calculation of new bars
}
//---- main cycle of calculation of the indicator
for(bar=first; bar<rates_total; bar++)
{
sumx=0;
sumx2=0;
//---
for(int jjj=0; jjj<Period_; jjj++)
{
kkk=bar-jjj;
Price0 = price[kkk];
Price1 = price[kkk - 1];
fPrice=MathLog(Price 0/Price1);
sumx+=fPrice;
sumx2+=fPrice*fPrice ;
}
//----
avgx = sumx / Period_;
rmsx = MathSqrt(sumx2/Period_);
//----
P = (1.0 + avgx/rmsx)/2.0;
G = P * MathLog(1.0 + rmsx) + (1.0 - P) * MathLog(1.0 - rmsx);
ExtBuffer[bar]=G;
}
//----
return(rates_total);
}
http://www.mql5.com/en/code/397
Originally Posted by Dân Ngu
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