Initial Commit ...
This commit is contained in:
@@ -0,0 +1,141 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center RMA Indicator
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// ---------------------------------------------
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// saherelm implementation of above oscillator ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm RMA Indicator"
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#property strict
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//
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// START Inputs ...
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//
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//
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// Set the RMA Length ...
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input int RMALength = 10; // Length
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//
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// END Inputs ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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#property indicator_chart_window
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//
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// we have 2 buffer in this indicator ...
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#property indicator_buffers 1
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//
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// also we have 1 line for draw on this indicator ...
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#property indicator_plots 1
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//
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// here we declare plot SlowOCS to system ...
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#property indicator_label1 "RMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrFuchsia
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//
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// Declare Buffers ...
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#define RMABufferIndex 0
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//
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double RMABuffer[];
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// Start Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit() {
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//
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// Initialize what we want ...
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SetIndexBuffer(RMABufferIndex, RMABuffer);
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//
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// initialization done ...
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return(INIT_SUCCEEDED);
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}
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//
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// Do Calculation ...
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[]
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) {
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//
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int maxLength = MathMax(0, RMALength);
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//
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// wait to pass bars until we have rights ...
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if (rates_total <= maxLength) {
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//
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// return not calculated ...
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return 0;
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}
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//
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// find loop count for bars manipulation ...
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int count = (prev_calculated == 0) ? rates_total - maxLength - 1 : rates_total - prev_calculated + 1;
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//
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// Print("Count: ", count, ", Bars: ", Bars);
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//
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// this is the main loop of calculations, for each bar index ...
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for (int i = count - 1; i >= 0; i--) {
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//
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// Start Calculation with Formula 1 ...
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//
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double shortSMA = iMA(_Symbol, _Period, RMALength, 0, MODE_SMA, PRICE_CLOSE, i);
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double mediumSMA = iMA(_Symbol, _Period, RMALength * 2, 0, MODE_SMA, PRICE_CLOSE, i);
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double longSMA = iMA(_Symbol, _Period, RMALength * 3, 0, MODE_SMA, PRICE_CLOSE, i);
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//
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double rma1 = longSMA - mediumSMA + shortSMA;
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rma1 = NormalizeDouble(rma1, _Digits);
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//
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// End Calculation with Formula 1 ...
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//
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//
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RMABuffer[i] = rma1;
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}
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//
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return rates_total;
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// END Functions ...
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//
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@@ -0,0 +1,270 @@
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/////////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center Volume Indicator
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// -------------------------------------------------------------
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// this indicator provides Volume ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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////////////////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm Volume Indicator"
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#property strict
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//
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// START Inputs ...
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//
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input int length = 11; // Length
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//
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// END Inputs ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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//
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// Includes our shared library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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#property indicator_separate_window
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//
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// we have 2 buffer in this indicator ...
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#property indicator_buffers 3
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//
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// also we have 2 line for draw on this indicator ...
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#property indicator_plots 3
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//
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// Buy Volume ...
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#property indicator_width1 1
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#property indicator_color1 clrGreen
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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_style1 STYLE_DOT
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//
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// Sell Volume ...
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#property indicator_width2 1
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_DOT
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//
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// Diff ...
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#property indicator_width3 1
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#property indicator_type3 DRAW_HISTOGRAM
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#property indicator_color3 clrYellow
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#property indicator_style3 STYLE_SOLID
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//
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//#property indicator_minimum 0
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//#property indicator_maximum 1
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//
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// set color of horizontal levels ...
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#property indicator_levelcolor clrGray
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//
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// set style of horizontal levels ...
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#property indicator_levelstyle STYLE_DOT
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//
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// Declare Buffers ...
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#define buyVolumeBufferIndex 0
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#define sellVolumeBufferIndex 1
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#define diffBufferIndex 2
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//
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double buyVolumeBuffer[];
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double sellVolumeBuffer[];
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double diffBuffer[];
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// Start Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit() {
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//
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// Initialize what we want ...
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//
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// Validating Input Parameters ...
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if (length < 0) {
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// set descriptions of horizontal levels ...
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SetLevelValue(0, 0.0);
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IndicatorSetString(INDICATOR_LEVELTEXT,0,"");
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//
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// Buy Volume Buffer ...
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SetIndexBuffer(buyVolumeBufferIndex, buyVolumeBuffer);
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SetIndexLabel(buyVolumeBufferIndex, "Buy Volume");
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//
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// Sell Volume Buffer ...
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SetIndexBuffer(sellVolumeBufferIndex, sellVolumeBuffer);
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SetIndexLabel(sellVolumeBufferIndex, "Sell Volume");
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//
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// Diff Buffer ...
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SetIndexBuffer(diffBufferIndex, diffBuffer);
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SetIndexLabel(diffBufferIndex, "Diff");
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//
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// here we specify logging enabled or not ...
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enableLogging = true;
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//
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// this is a Tag which attached to our Logger ...
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logTag = "XS_VOLUME";
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//
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return(INIT_SUCCEEDED);
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}
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//
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// Do Calculation ...
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[]
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) {
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//
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// this counts Available Bars ...
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int limit;
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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int maxLength = MathMax(0, length);
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//
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// input variable, we return 0 means nothing passed ...
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if (rates_total < maxLength) {
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return 0;
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}
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//
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// found which candles calculated before ...
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limit = (prev_calculated == 0) ? rates_total - maxLength - 1 : rates_total - prev_calculated + 1;
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//
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// this is the main loop of calculations, for each bar index ...
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for (int i = limit - 1; i >= 0; i--) {
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//
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// Start Calculation here ...
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// i is bar_index ...
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//
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CalculateBuffers(
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open,
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close,
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high,
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low,
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i
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);
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}
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//
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return rates_total;
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}
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//
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// De Initialization ...
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void OnDeinit(const int reason) {
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}
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//
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// END Event Handlers ...
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||||
//
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||||
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||||
//
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// START Functions ...
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||||
//
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||||
//
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void CalculateBuffers(
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const double &open[],
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const double &close[],
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const double &high[],
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const double &low[],
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const int &bar_index
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) {
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//
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long volume = iVolume(
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_Symbol,
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_Period,
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bar_index
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);
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//
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double buyVolume = 0.0;
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double sellVolume = 0.0;
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//
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// Up ...
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if (close[bar_index] > open[bar_index]) {
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//
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double cuenta = (high[bar_index] - low[bar_index]) * 10000;
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double cuenta1 = volume - cuenta;
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//
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buyVolume = ((volume - cuenta) / 2) + cuenta;
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//
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buyVolumeBuffer[bar_index] = buyVolume;
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sellVolumeBuffer[bar_index] = volume - buyVolume;
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} else
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//
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// Down ...
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if (close[bar_index] < open[bar_index]) {
|
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//
|
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double cuenta1 = (high[bar_index] - low[bar_index]) * 10000;
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double cuenta = volume - cuenta1;
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//
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sellVolume = ((volume - cuenta1) / 2) + cuenta1;
|
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|
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//
|
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sellVolumeBuffer[bar_index] = sellVolume;
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buyVolumeBuffer[bar_index] = volume - sellVolume;
|
||||
} else
|
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//
|
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// Neutral ...
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if (close[bar_index] == open[bar_index]) {
|
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//
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double cuenta = (volume / 2) * 1.0;
|
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|
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//
|
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sellVolumeBuffer[bar_index] = cuenta;
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buyVolumeBuffer[bar_index] = volume - cuenta;
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}
|
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|
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//
|
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diffBuffer[bar_index] = MathAbs(buyVolumeBuffer[bar_index]) - MathAbs(sellVolumeBuffer[bar_index]);
|
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}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,394 @@
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///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center XMKT Indicator
|
||||
// ---------------------------------------------
|
||||
// retrieve market base info ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property description "SaherElm XMKT Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
// Market Specifications ...
|
||||
input int marketLength = 7; // Market Length
|
||||
//
|
||||
input bool showHighestHigh = true; // Show Market Highest High
|
||||
input bool showHighestLow = true; // Show Market Highest Low
|
||||
input bool showHighestOpen = true; // Show Market Highest Open
|
||||
input bool showHighestClose = true; // Show Market Highest Close
|
||||
input bool showLowestHigh = true; // Show Market Lowest High
|
||||
input bool showLowestLow = true; // Show Market Lowest Low
|
||||
input bool showLowestOpen = true; // Show Market Lowest Open
|
||||
input bool showLowestClose = true; // Show Market Lowest Close
|
||||
//
|
||||
input color highestHighColor = clrDeepPink; // Market Highest High Color
|
||||
input color highestLowColor = clrDarkOrange; // Market Highest Low Color
|
||||
input color highestOpenColor = clrDodgerBlue; // Market Highest Open Color
|
||||
input color highestCloseColor = clrOrchid; // Market Highest Close Color
|
||||
input color lowestHighColor = clrHotPink; // Market Lowest High Color
|
||||
input color lowestLowColor = clrOrange; // Market Lowest Low Color
|
||||
input color lowestOpenColor = clrPowderBlue; // Market Lowest Open Color
|
||||
input color lowestCloseColor = clrMediumOrchid; // Market Lowest Close Color
|
||||
//
|
||||
input ENUM_LINE_STYLE highestHighStyle = STYLE_DOT; // Market Highest High Line Style
|
||||
input ENUM_LINE_STYLE highestLowStyle = STYLE_DOT; // Market Highest Low Line Style
|
||||
input ENUM_LINE_STYLE highestOpenStyle = STYLE_DOT; // Market Highest Open Line Style
|
||||
input ENUM_LINE_STYLE highestCloseStyle = STYLE_DOT; // Market Highest Close Line Style
|
||||
input ENUM_LINE_STYLE lowestHighStyle = STYLE_DOT; // Market Lowest High Line Style
|
||||
input ENUM_LINE_STYLE lowestLowStyle = STYLE_DOT; // Market Lowest Low Line Style
|
||||
input ENUM_LINE_STYLE lowestOpenStyle = STYLE_DOT; // Market Lowest Open Line Style
|
||||
input ENUM_LINE_STYLE lowestCloseStyle = STYLE_DOT; // Market Lowest Close Line Style
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
// define indicator buffers ...
|
||||
#property indicator_buffers 8
|
||||
#property indicator_plots 8
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define marketHighestHighBufferIndex 0
|
||||
#define marketHighestLowBufferIndex 1
|
||||
#define marketHighestOpenBufferIndex 2
|
||||
#define marketHighestCloseBufferIndex 3
|
||||
#define marketLowestHighBufferIndex 4
|
||||
#define marketLowestLowBufferIndex 5
|
||||
#define marketLowestOpenBufferIndex 6
|
||||
#define marketLowestCloseBufferIndex 7
|
||||
|
||||
//
|
||||
double marketHighestHighBuffer[];
|
||||
double marketHighestLowBuffer[];
|
||||
double marketHighestOpenBuffer[];
|
||||
double marketHighestCloseBuffer[];
|
||||
double marketLowestHighBuffer[];
|
||||
double marketLowestLowBuffer[];
|
||||
double marketLowestOpenBuffer[];
|
||||
double marketLowestCloseBuffer[];
|
||||
|
||||
//
|
||||
// Includes our shared library ...
|
||||
#include "../Libraries/x-saherelm.lib.mq4"
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
// Validating Input Parameters ...
|
||||
if (marketLength <= 0) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
logTag = "XST_XMKT";
|
||||
|
||||
//
|
||||
// Highest High ...
|
||||
string highestHighLbl = StringConcatenate("HH(", marketLength,")");
|
||||
SetIndexLabel(marketHighestHighBufferIndex, highestHighLbl);
|
||||
SetIndexBuffer(marketHighestHighBufferIndex, marketHighestHighBuffer);
|
||||
SetIndexStyle(
|
||||
marketHighestHighBufferIndex,
|
||||
showHighestHigh ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
highestHighStyle,
|
||||
1,
|
||||
showHighestHigh ?
|
||||
highestHighColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Highest Low ...
|
||||
string highestLowLbl = StringConcatenate("HL(", marketLength,")");
|
||||
SetIndexLabel(marketHighestLowBufferIndex, highestLowLbl);
|
||||
SetIndexBuffer(marketHighestLowBufferIndex, marketHighestLowBuffer);
|
||||
SetIndexStyle(
|
||||
marketHighestLowBufferIndex,
|
||||
showHighestLow ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
highestLowStyle,
|
||||
1,
|
||||
showHighestLow ?
|
||||
highestLowColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Highest Open ...
|
||||
string highestOpenLbl = StringConcatenate("HO(", marketLength,")");
|
||||
SetIndexLabel(marketHighestOpenBufferIndex, highestOpenLbl);
|
||||
SetIndexBuffer(marketHighestOpenBufferIndex, marketHighestOpenBuffer);
|
||||
SetIndexStyle(
|
||||
marketHighestOpenBufferIndex,
|
||||
showHighestOpen ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
highestOpenStyle,
|
||||
1,
|
||||
showHighestOpen ?
|
||||
highestOpenColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Highest Close ...
|
||||
string highestCloseLbl = StringConcatenate("HC(", marketLength,")");
|
||||
SetIndexLabel(marketHighestCloseBufferIndex, highestCloseLbl);
|
||||
SetIndexBuffer(marketHighestCloseBufferIndex, marketHighestCloseBuffer);
|
||||
SetIndexStyle(
|
||||
marketHighestCloseBufferIndex,
|
||||
showHighestClose ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
highestCloseStyle,
|
||||
1,
|
||||
showHighestClose ?
|
||||
highestCloseColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Lowest High ...
|
||||
string lowestHighLbl = StringConcatenate("LH(", marketLength,")");
|
||||
SetIndexLabel(marketLowestHighBufferIndex, lowestHighLbl);
|
||||
SetIndexBuffer(marketLowestHighBufferIndex, marketLowestHighBuffer);
|
||||
SetIndexStyle(
|
||||
marketLowestHighBufferIndex,
|
||||
showLowestHigh ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
lowestHighStyle,
|
||||
1,
|
||||
showLowestHigh ?
|
||||
lowestHighColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Lowest Low ...
|
||||
string lowestLowLbl = StringConcatenate("LL(", marketLength,")");
|
||||
SetIndexLabel(marketLowestLowBufferIndex, lowestLowLbl);
|
||||
SetIndexBuffer(marketLowestLowBufferIndex, marketLowestLowBuffer);
|
||||
SetIndexStyle(
|
||||
marketLowestLowBufferIndex,
|
||||
showLowestLow ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
lowestLowStyle,
|
||||
1,
|
||||
showLowestLow ?
|
||||
lowestLowColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Lowest Open ...
|
||||
string lowestOpenLbl = StringConcatenate("LO(", marketLength,")");
|
||||
SetIndexLabel(marketLowestOpenBufferIndex, lowestOpenLbl);
|
||||
SetIndexBuffer(marketLowestOpenBufferIndex, marketLowestOpenBuffer);
|
||||
SetIndexStyle(
|
||||
marketLowestOpenBufferIndex,
|
||||
showLowestOpen ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
lowestOpenStyle,
|
||||
1,
|
||||
showLowestOpen ?
|
||||
lowestOpenColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Lowest Close ...
|
||||
string lowestCloseLbl = StringConcatenate("LC(", marketLength,")");
|
||||
SetIndexLabel(marketLowestCloseBufferIndex, lowestCloseLbl);
|
||||
SetIndexBuffer(marketLowestCloseBufferIndex, marketLowestCloseBuffer);
|
||||
SetIndexStyle(
|
||||
marketLowestCloseBufferIndex,
|
||||
showLowestClose ?
|
||||
DRAW_LINE :
|
||||
DRAW_NONE,
|
||||
lowestCloseStyle,
|
||||
1,
|
||||
showLowestClose ?
|
||||
lowestCloseColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason) {
|
||||
//
|
||||
RemoveDraws(logTag);
|
||||
}
|
||||
|
||||
//
|
||||
// Do Calculation ...
|
||||
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[]
|
||||
) {
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
// because in some cases we may have more than one input for
|
||||
// calculation and we must prevent any calculation
|
||||
// untill we pass the biggest input length, here we get max Input length
|
||||
// and then wait until pass it ...
|
||||
int maxLength = MathMax(marketLength, 3);
|
||||
|
||||
//
|
||||
// input variable, we return 0 means nothing passed ...
|
||||
if (rates_total < maxLength) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
// found which candles calculated before ...
|
||||
limit = (prev_calculated == 0) ? rates_total - maxLength - 1 : rates_total - prev_calculated + 1;
|
||||
|
||||
//
|
||||
// this is the main loop of calculations, for each bar index ...
|
||||
for (int i = limit - 1; i >= 0; i--) {
|
||||
//
|
||||
// Start Calculation here ...
|
||||
// i is bar_index ...
|
||||
|
||||
//
|
||||
// Calculate Short Cycle ...
|
||||
CalculateBuffers(i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
// Calculate Short Cycle ...
|
||||
void CalculateBuffers(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Highest High ...
|
||||
double highestHighValue = GetMarketHighestHigh(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketHighestHighBuffer[bar_index] = highestHighValue;
|
||||
|
||||
//
|
||||
// Highest Low ...
|
||||
double highestLowValue = GetMarketHighestLow(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketHighestLowBuffer[bar_index] = highestLowValue;
|
||||
|
||||
//
|
||||
// Highest Open ...
|
||||
double highestOpenValue = GetMarketHighestOpen(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketHighestOpenBuffer[bar_index] = highestOpenValue;
|
||||
|
||||
//
|
||||
// Highest Close ...
|
||||
double highestCloseValue = GetMarketHighestClose(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketHighestCloseBuffer[bar_index] = highestCloseValue;
|
||||
|
||||
//
|
||||
// Lowest High ...
|
||||
double lowestHighValue = GetMarketLowestHigh(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketLowestHighBuffer[bar_index] = lowestHighValue;
|
||||
|
||||
//
|
||||
// Lowest Low ...
|
||||
double lowestLowValue = GetMarketLowestLow(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketLowestLowBuffer[bar_index] = lowestLowValue;
|
||||
|
||||
//
|
||||
// Lowest Open ...
|
||||
double lowestOpenValue = GetMarketLowestOpen(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketLowestOpenBuffer[bar_index] = lowestOpenValue;
|
||||
|
||||
//
|
||||
// Lowest Close ...
|
||||
double lowestCloseValue = GetMarketLowestClose(
|
||||
bar_index,
|
||||
marketLength
|
||||
);
|
||||
marketLowestCloseBuffer[bar_index] = lowestCloseValue;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,476 @@
|
||||
/////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center ZigZag Indicator
|
||||
// -------------------------------------------------------------
|
||||
// this indicator provides signals for Main strategy ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property description "SaherElm ZigZag Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
input int depth = 12; // Depth
|
||||
input int deviation = 5; // Deviation
|
||||
input int backStep = 3; // BackStep
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
// Includes our shared library ...
|
||||
#include "../Libraries/x-saherelm.lib.mq4"
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 1
|
||||
|
||||
//
|
||||
#property indicator_width1 1
|
||||
#property indicator_color1 clrAqua
|
||||
// #property indicator_type1 DRAW_SECTION
|
||||
// #property indicator_style1 STYLE_SOLID
|
||||
|
||||
// //
|
||||
// #property indicator_width2 1
|
||||
// #property indicator_color2 clrNONE
|
||||
// #property indicator_type2 DRAW_NONE
|
||||
// #property indicator_style2 STYLE_SOLID
|
||||
|
||||
// //
|
||||
// #property indicator_width3 1
|
||||
// #property indicator_color3 clrNONE
|
||||
// #property indicator_type3 DRAW_NONE
|
||||
// #property indicator_style3 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
//
|
||||
#define zigzagBufferIndex 0
|
||||
#define highBufferIndex 1
|
||||
#define lowBufferIndex 2
|
||||
// #define ziggyBufferIndex 3
|
||||
|
||||
//
|
||||
double zigzagBuffer[];
|
||||
double highBuffer[];
|
||||
double lowBuffer[];
|
||||
// double ziggyBuffer[];
|
||||
|
||||
//
|
||||
// recounting's depth of extremums ...
|
||||
int level=3;
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
// Validating Input Parameters ...
|
||||
if (
|
||||
depth <= 0 ||
|
||||
backStep < 0 ||
|
||||
deviation < 0 ||
|
||||
backStep >= depth
|
||||
) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Set Index Buffers of ZigZag ...
|
||||
IndicatorBuffers(3);
|
||||
|
||||
//
|
||||
// ZigZag Buffer ...
|
||||
SetIndexBuffer(zigzagBufferIndex, zigzagBuffer);
|
||||
SetIndexStyle(zigzagBufferIndex, DRAW_SECTION);
|
||||
SetIndexLabel(zigzagBufferIndex, "ZigZag");
|
||||
|
||||
//
|
||||
// High Buffer ...
|
||||
SetIndexBuffer(highBufferIndex, highBuffer);
|
||||
SetIndexLabel(highBufferIndex, "");
|
||||
|
||||
//
|
||||
// Low Buffer ...
|
||||
SetIndexBuffer(lowBufferIndex, lowBuffer);
|
||||
SetIndexLabel(lowBufferIndex, "");
|
||||
|
||||
//
|
||||
// Ziggy Buffer ...
|
||||
// SetIndexBuffer(ziggyBufferIndex, ziggyBuffer);
|
||||
// SetIndexLabel(ziggyBufferIndex, "");
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
logTag = "XS_ZG";
|
||||
|
||||
//
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//
|
||||
// Do Calculation ...
|
||||
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[]
|
||||
) {
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength = MathMax(depth, backStep);
|
||||
|
||||
int i;
|
||||
int counterZ;
|
||||
int back;
|
||||
int pos;
|
||||
|
||||
//
|
||||
int lastlowpos = 0;
|
||||
int lasthighpos = 0;
|
||||
int whatlookfor = 0;
|
||||
|
||||
//
|
||||
double extremum;
|
||||
|
||||
//
|
||||
double curlow = 0.0;
|
||||
double curhigh = 0.0;
|
||||
double lasthigh = 0.0;
|
||||
double lastlow = 0.0;
|
||||
|
||||
//
|
||||
// input variable, we return 0 means nothing passed ...
|
||||
if (rates_total < maxLength) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
// first calculations ...
|
||||
if (prev_calculated == 0) {
|
||||
limit = InitializeBuffers();
|
||||
} else {
|
||||
//
|
||||
// find first extremum in the depth ExtLevel or 100 last bars ...
|
||||
i = counterZ = 0;
|
||||
while(counterZ < level && i < 100) {
|
||||
//
|
||||
if(zigzagBuffer[i] != 0.0) {
|
||||
counterZ++;
|
||||
}
|
||||
|
||||
//
|
||||
i++;
|
||||
}
|
||||
|
||||
//
|
||||
// no extremum found - recounting all from begin ...
|
||||
if(counterZ == 0) {
|
||||
limit = InitializeBuffers();
|
||||
} else {
|
||||
//
|
||||
// set start position to found extremum position ...
|
||||
limit = i-1;
|
||||
|
||||
//
|
||||
//--- what kind of extremum?
|
||||
if(lowBuffer[i] != 0.0) {
|
||||
//
|
||||
// low extremum ...
|
||||
curlow = lowBuffer[i];
|
||||
|
||||
//
|
||||
// will look for the next high extremum ...
|
||||
whatlookfor=1;
|
||||
} else {
|
||||
//
|
||||
// high extremum ...
|
||||
curhigh = highBuffer[i];
|
||||
|
||||
//
|
||||
// will look for the next low extremum ...
|
||||
whatlookfor=-1;
|
||||
}
|
||||
|
||||
//
|
||||
// clear the rest data ...
|
||||
for(i = limit - 1; i >= 0; i--) {
|
||||
//
|
||||
lowBuffer[i]=0.0;
|
||||
highBuffer[i]=0.0;
|
||||
zigzagBuffer[i]=0.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Main Calculation Loop ...
|
||||
for (i = limit; i >= 0; i--) {
|
||||
//
|
||||
// find lowest low in depth of bars ...
|
||||
extremum = low[
|
||||
iLowest(
|
||||
_Symbol,
|
||||
_Period,
|
||||
MODE_LOW,
|
||||
depth,
|
||||
i
|
||||
)
|
||||
];
|
||||
|
||||
//
|
||||
// this lowest has been found previously ...
|
||||
if (extremum == lastlow) {
|
||||
extremum = 0.0;
|
||||
} else {
|
||||
//
|
||||
// new last low ...
|
||||
lastlow=extremum;
|
||||
|
||||
//
|
||||
// discard extremum if current low is too high ...
|
||||
if(low[i] - extremum > deviation * _Point) {
|
||||
extremum=0.0;
|
||||
} else {
|
||||
//
|
||||
// clear previous extremums in backstep bars ...
|
||||
for(back = 1; back <= backStep; back++) {
|
||||
//
|
||||
pos = i + back;
|
||||
|
||||
//
|
||||
if(lowBuffer[pos] != 0 && lowBuffer[pos] > extremum) {
|
||||
lowBuffer[pos] = 0.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// found extremum is current low ...
|
||||
if (low[i] == extremum) {
|
||||
lowBuffer[i] = extremum;
|
||||
} else {
|
||||
lowBuffer[i] = 0.0;
|
||||
}
|
||||
|
||||
//
|
||||
// find highest high in depth of bars ...
|
||||
extremum = high[
|
||||
iHighest(
|
||||
_Symbol,
|
||||
_Period,
|
||||
MODE_HIGH,
|
||||
depth,
|
||||
i
|
||||
)
|
||||
];
|
||||
|
||||
//
|
||||
// this highest has been found previously ...
|
||||
if (extremum == lasthigh) {
|
||||
extremum = 0.0;
|
||||
} else {
|
||||
//
|
||||
// new last high ...
|
||||
lasthigh=extremum;
|
||||
|
||||
//
|
||||
// discard extremum if current high is too low ...
|
||||
if (extremum - high[i] > deviation * Point) {
|
||||
extremum = 0.0;
|
||||
} else {
|
||||
//
|
||||
// clear previous extremums in backstep bars ...
|
||||
for(back = 1; back <= backStep; back++) {
|
||||
//
|
||||
pos = i + back;
|
||||
|
||||
//
|
||||
if (highBuffer[pos] != 0 && highBuffer[pos] < extremum) {
|
||||
highBuffer[pos] = 0.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// found extremum is current high ...
|
||||
if (high[i] == extremum) {
|
||||
highBuffer[i] = extremum;
|
||||
} else {
|
||||
highBuffer[i] = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// final cutting ...
|
||||
if( whatlookfor == 0) {
|
||||
//
|
||||
lastlow = 0.0;
|
||||
lasthigh = 0.0;
|
||||
} else {
|
||||
//
|
||||
lastlow = curlow;
|
||||
lasthigh = curhigh;
|
||||
}
|
||||
|
||||
//
|
||||
for(i = limit; i >= 0; i--) {
|
||||
switch(whatlookfor) {
|
||||
//
|
||||
// look for peak or lawn ...
|
||||
case 0:
|
||||
//
|
||||
if (lastlow == 0.0 && lasthigh == 0.0) {
|
||||
if(highBuffer[i]!=0.0) {
|
||||
//
|
||||
lasthigh = High[i];
|
||||
lasthighpos = i;
|
||||
whatlookfor = -1;
|
||||
|
||||
//
|
||||
zigzagBuffer[i] = lasthigh;
|
||||
}
|
||||
|
||||
//
|
||||
if(lowBuffer[i] != 0.0) {
|
||||
//
|
||||
lastlow = Low[i];
|
||||
lastlowpos = i;
|
||||
whatlookfor = 1;
|
||||
|
||||
//
|
||||
zigzagBuffer[i] = lastlow;
|
||||
}
|
||||
}
|
||||
break;
|
||||
|
||||
//
|
||||
// look for peak ...
|
||||
case 1:
|
||||
//
|
||||
if (
|
||||
lowBuffer[i] != 0.0 &&
|
||||
lowBuffer[i] < lastlow &&
|
||||
highBuffer[i] == 0.0
|
||||
) {
|
||||
//
|
||||
zigzagBuffer[lastlowpos] = 0.0;
|
||||
lastlowpos = i;
|
||||
lastlow = lowBuffer[i];
|
||||
zigzagBuffer[i] = lastlow;
|
||||
}
|
||||
|
||||
//
|
||||
if(highBuffer[i] != 0.0 && lowBuffer[i] == 0.0) {
|
||||
//
|
||||
lasthigh = highBuffer[i];
|
||||
lasthighpos = i;
|
||||
zigzagBuffer[i] = lasthigh;
|
||||
|
||||
//
|
||||
whatlookfor=-1;
|
||||
}
|
||||
break;
|
||||
|
||||
//
|
||||
// look for lawn ...
|
||||
case -1:
|
||||
//
|
||||
if(
|
||||
highBuffer[i] != 0.0 &&
|
||||
highBuffer[i] > lasthigh &&
|
||||
lowBuffer[i] == 0.0
|
||||
) {
|
||||
//
|
||||
zigzagBuffer[lasthighpos] = 0.0;
|
||||
lasthighpos = i;
|
||||
lasthigh = highBuffer[i];
|
||||
zigzagBuffer[i] = lasthigh;
|
||||
}
|
||||
|
||||
//
|
||||
if(
|
||||
lowBuffer[i] !=0.0 &&
|
||||
highBuffer[i] == 0.0
|
||||
) {
|
||||
//
|
||||
lastlow = lowBuffer[i];
|
||||
lastlowpos = i;
|
||||
zigzagBuffer[i] = lastlow;
|
||||
whatlookfor=1;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Done ...
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// De Initialization ...
|
||||
void OnDeinit(const int reason) {
|
||||
//
|
||||
// RemoveDraws(signalPrefix);
|
||||
ChartRedraw(0);
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
int InitializeBuffers() {
|
||||
//
|
||||
ArrayInitialize(lowBuffer,0.0);
|
||||
ArrayInitialize(highBuffer, 0.0);
|
||||
ArrayInitialize(zigzagBuffer, 0.0);
|
||||
|
||||
//
|
||||
//--- first counting position
|
||||
return(Bars - depth);
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
Reference in New Issue
Block a user