Initial Commit ...
This commit is contained in:
@@ -0,0 +1,695 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XST_OSC Strategy Expert Advisor
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// ---------------------------------------------
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// saherelm implementation of strategy expert advisor ...
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//
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// ShortName: XST_OSC
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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 XST_OSC Strategy Expert Advisor"
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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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// Signal Prefixe ...
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input string signalPrefix = "XST_OSC"; // Signal Prefix
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//
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// Signal Draw Specifications ...
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input string bullishSignalLabel = "X_BUY"; // Bullish Signal Label
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input color bullishSignalColor = clrAqua; // Bullish Signal Color
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//
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input string bearishSignalLabel = "X_SELL"; // Bearish Signal Label
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input color bearishSignalColor = clrFuchsia; // Bearish Signal Color
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//
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input color signalEntryColor = clrAquamarine; // Signal Entry Ptice Color
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input color signalSLColor = clrRed; // Signal SL Color
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input color signalTPColor = clrGreen; // Signal TP Color
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//
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// Trade ...
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input bool allowTrade = true; // Allow Trade Based on given Signals
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input bool allowLongTrades = true; // Allow Long Trades
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input bool allowShortTrades = false; // Allow Short Trades
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//
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// Market Specification Inpouts ...
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input int marketLength = 7; // Market Length
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input double riskToRewardRatio = 1.5; // Risk to Reward Ratio
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//
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// Alerts ...
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input bool alertEvents = true; // Alert Events
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input bool alertPositions = true; // Alert Positions
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input bool longPositionAlerts = true; // Alert Long Positions
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input bool shortPositionAlerts = true; // Alert Short Positions
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//
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// Alert Types ...
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input bool terminalAlert = false; // Terminal Alert
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input bool pushAlert = false; // Push Notification Alerts
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//
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// Balance and Finanical Specifications ...
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input double lotsPerTradePercent = 0.00001; // Lots Per Trade Percent
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input int maxOpenTrades = 4; // Maximum Open Trade
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input double maxDrawdownPercentPerPTrade = 0.05; // Maximum DrawDown Per Trade
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input double minBalancePercent = 0.5; // Minimum Balance for Trading
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input double maxEquityPercent = 0.1; // Maximum Trade Equity
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input int closeAllOpenTradesAfterCandle = 480; // Close All Open Trades After Passed Candles
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input bool closeAllInProfitOpenTradesWhenMaxOpenTradesReached = true; // Close All In Profit Open Trades When Max Open Trades Reached and New Signal Income
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//
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// OSC Inputs ...
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//
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// FastOSC ...
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// Short Cycle (Fast OSC) ...
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input int fastOSCLength = 10; // FastOSC Length
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input double fastOSCMultiplier = 1.0; // FastOSC Multiplier
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//
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// SlowOSC ...
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// Medium Cycle (Slow OSC) ...
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input int slowOSCLength = 30; // SlowOSC Length
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input double slowOSCMultiplier = 3.0; // SlowOSC Multiplier
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//
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// Power OSC ...
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input double minPowerOSC = 0.04; // Minimum Signal Power
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//
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// Variance OSC ...
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input double minVarianceOSC = 0; // Minimum Var Power
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//
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// ZIGZAG Inputs ...
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input int zDeviation = 5; // ZigZag Deviation
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input int zBackStep = 3; // ZigZag Back Step
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//
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// XMA Inputs ...
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//
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input double step = 0.02; // SAR Step
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input double maximum = 0.2; // SAR Maximum
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input int shortCycleFastMultiplier = 1; // Short Cycle Fast Multiplier
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input int shortCycleSlowMultiplier = 4; // Short Cycle Slow Multiplier
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input int mediumCycleFastMultiplier = 7; // Medium Cycle Fast Multiplier
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input int mediumCycleSlowMultiplier = 14; // Medium Cycle Slow Multiplier
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input int longCycleFastMultiplier = 70; // Long Cycle Fast Multiplier
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input int longCycleSlowMultiplier = 140; // Long Cycle Slow Multiplier
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//
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// Show/Hide Inputs ...
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input bool showPSar = true; // Show Parabolic Sar
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input bool showShortCycle = false; // Show Short Cycle
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input bool showShortCycleCrossLines = false; // Show Short Cycle Vertical Lines
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input bool showMediumCycle = true; // Show Medium Cycle
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input bool showMediumCycleCrossLines = false; // Show Medium Cycle Vertical Lines
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input bool showLongCycle = false; // Show Long Cycle
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input bool showLongCycleCrossLines = false; // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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input color pSarColor = clrCornflowerBlue; // Parabolic Sar Color
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input color shortCycleFastColor = clrGreen; // Short Cycle Fast Color ...
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input color shortCycleSlowColor = clrRed; // Short Cycle Slow Color ...
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input color mediumCycleFastColor = clrAqua; // Medium Cycle Fast Color ...
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input color mediumCycleSlowColor = clrFuchsia; // Medium Cycle Slow Color ...
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input color longCycleFastColor = clrGoldenrod; // Medium Cycle Fast Color ...
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input color longCycleSlowColor = clrBrown; // Medium Cycle Slow Color ...
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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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int lastSignalledBar = 0;
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//
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bool waitForLongSignals = true;
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bool closeLongTrades = false;
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//
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bool waitForShortSignals = true;
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bool closeShortTrades = false;
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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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// Includes our shared library ...
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#include "../Libraries/x-saherelm.osc.signal.lib.mq4"
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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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// Validate Inputs ...
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bool inputsNotValiid =
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//
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// MARKET ...
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marketLength < 0
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|| riskToRewardRatio < 0
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//
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// EA ...
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|| lotsPerTradePercent < 0
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|| maxOpenTrades <= 0
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|| maxDrawdownPercentPerPTrade < 0
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|| minBalancePercent < 0
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|| maxEquityPercent < 0
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|| marketLength < 0
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//
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// OSC ...
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|| fastOSCLength < 0
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|| fastOSCMultiplier < 0
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|| slowOSCLength < 0
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|| slowOSCMultiplier < 0
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|| minPowerOSC < 0
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|| minVarianceOSC < 0
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|| slowOSCLength <= fastOSCLength
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//
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// ZIGZAG ...
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|| zDeviation < 0
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|| zBackStep < 0
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|| zBackStep >= marketLength
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//
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// XMA ...
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//
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// Validate Short Cycle ...
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|| shortCycleFastMultiplier <= 0
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|| shortCycleSlowMultiplier <= 0
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|| shortCycleFastMultiplier >= shortCycleSlowMultiplier
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//
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// Validate Medium Cycle ...
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|| mediumCycleFastMultiplier <= 0
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|| mediumCycleSlowMultiplier <= 0
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|| mediumCycleFastMultiplier >= mediumCycleSlowMultiplier
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//
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// Validate Long Cycle ...
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|| longCycleFastMultiplier <= 0
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|| longCycleSlowMultiplier <= 0
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|| longCycleFastMultiplier >= longCycleSlowMultiplier
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//
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// Validate Series of Multipliers ...
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|| shortCycleFastMultiplier >= mediumCycleFastMultiplier
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|| mediumCycleFastMultiplier >= longCycleFastMultiplier
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;
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if (inputsNotValiid) {
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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totalSignals = 0;
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totalLongSignals = 0;
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totalShortSignals = 0;
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//
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initialBalance = 0;
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//
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// START Define Array Series ...
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//
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//
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// END Define Array Series ...
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//
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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 = "XST_OSC";
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// //
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// // Set Event Timer on One Seccond ...
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// bool isEventSet = EventSetTimer(1);
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// if (!isEventSet) {
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// LogMessage("Error: " + GetLastError());
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// return INIT_FAILED;
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// }
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//
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason) {
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//
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// Killing Event Timer ...
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EventKillTimer();
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}
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//
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// Ticker Event Handler ...
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void OnTick() {
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//
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// Checking State for Signal Handling ...
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CheckState();
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//
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// Process Signals to Open Positions ...
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ProcessSignals();
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//
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// Process Open Positions for Trailing Stop Loss or Close ...
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ProcessOpenPositions();
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}
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//
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// Timer Event Handler ...
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void OnTimer() {
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//
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CheckState();
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//
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ProcessOpenPositions();
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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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// Check State for Signal Handling ...
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void CheckState() {
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//
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// Here we Must to Check Market State in Big Picture ...
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//
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// Prevent from Checking, if there is no states available ...
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if (ArraySize(xmaStates) == 0) {
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return;
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}
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//
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// TODO: Determines Where and How close Long Trades on Trend Reversal Points ...
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closeLongTrades =
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false
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//
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// Check When Parabolic SAR Reverse Direction Happens ...
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// || (
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// isParabolicCrossOverMarketMiddle
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// && !isMCTrendUp
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// )
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;
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//
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waitForLongSignals =
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true
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// waitForLongSignals
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// ?
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// //
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// // Usually Conditions ...
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// // Chanege to False ...
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// isMCTrendUp
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// && isSCTrendUp
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// :
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// //
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// // Reverse Come Back Conditions ...
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// // Change to True ...
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// isMCFastCrossOverSlow
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// || isSCFastCrossUnderSlow
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;
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}
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//
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// Calculate Signals and Process Based on Exists Signals ...
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void ProcessSignals() {
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//
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XSignalRequest request = {};
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request.type = X_NONE;
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request.hasSignal = false;
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//
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// Prevent Multiple Calculating on Same Bars ...
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isNewBar = IsNewBar();
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if (isNewBar) {
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//
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countedBars++;
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}
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//
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bool allowDoTrade = true;
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//
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// Check Balance ...
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if (initialBalance > 0) {
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//
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// Retrieve Account Balance ...
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double minimumBalanceForTrade =
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balance > initialBalance
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?
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minBalancePercent * balance
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:
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minBalancePercent * initialBalance;
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//
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// Retrieve Account Equity ...
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double maxAllowedEquity = balance - (balance * maxEquityPercent);
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//
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// Retrieve Free Marigin ...
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double freeMargin = AccountFreeMargin();
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double maximumMariginRisk = balance - (balance * maxEquityPercent);
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//
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if (
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//
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// Do not Open Positions if equity not passed ...
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equity < maxAllowedEquity ||
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//
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// Do not Open Positions if free margin not passed ...
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freeMargin <= maximumMariginRisk ||
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//
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// Do not open positions if balance less than minimum ...
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balance <= minimumBalanceForTrade
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) {
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//
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allowDoTrade = false;
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// //
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// string message = StringConcatenate(
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// "Trading Pause => ",
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// "Balance: ", balance,
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// ", Equity: ", equity,
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// ", FreeMargin: ", freeMargin
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// );
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// //
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// LogMessage(message);
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// SendAlert(message);
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}
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}
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//
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// Retrieve Signal Exists ...
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request = CalculateSignal(
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//
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// Bar Index ...
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0,
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//
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// Market Specification Inpouts ...
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||||
marketLength, // Market Length ...
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closeAllOpenTradesAfterCandle, // Reverse Lookup in Market ...
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riskToRewardRatio, // Risk To Reward Ratio ...
|
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step, // PSAR Step ...
|
||||
maximum, // PSAR Maximum ...
|
||||
//
|
||||
// XMA Inputs ...
|
||||
shortCycleFastMultiplier, // Short Cycle Fast Multiplier ...
|
||||
shortCycleSlowMultiplier, // Short Cycle Slow Multiplier ...
|
||||
mediumCycleFastMultiplier, // Medium Cycle Fast Multiplier ...
|
||||
mediumCycleSlowMultiplier, // Medium Cycle Slow Multiplier ...
|
||||
longCycleFastMultiplier, // Long Cycle Fast Multiplier ...
|
||||
longCycleSlowMultiplier, // Long Cycle Slow Multiplier ...
|
||||
//
|
||||
// Show/Hide Inputs ...
|
||||
showPSar,
|
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showShortCycle,
|
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showShortCycleCrossLines,
|
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showMediumCycle,
|
||||
showMediumCycleCrossLines,
|
||||
showLongCycle,
|
||||
showLongCycleCrossLines,
|
||||
//
|
||||
// Color Inputs ...
|
||||
pSarColor,
|
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shortCycleFastColor,
|
||||
shortCycleSlowColor,
|
||||
mediumCycleFastColor,
|
||||
mediumCycleSlowColor,
|
||||
longCycleFastColor,
|
||||
longCycleSlowColor,
|
||||
//
|
||||
// OSC ...
|
||||
fastOSCLength, // FastOSC Length ...
|
||||
fastOSCMultiplier, // FastOSC Multiplier ...
|
||||
slowOSCLength, // SlowOSC Length ...
|
||||
slowOSCMultiplier, // SlowOSC Multiplier ...
|
||||
minPowerOSC, // Minimum Signal Power ...
|
||||
minVarianceOSC, // Minimum Var Power ...
|
||||
//
|
||||
// ZIGZAG Inputs ...
|
||||
zDeviation, // ZigZag Deviation ...
|
||||
zBackStep // ZigZag Back Step ...
|
||||
);
|
||||
|
||||
//
|
||||
// Prevent doing anything else, if there is no signals ...
|
||||
if (
|
||||
!allowDoTrade ||
|
||||
!request.hasSignal ||
|
||||
request.type == X_NONE
|
||||
) {
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
bool hasLongSignal = request.type == X_LONG;
|
||||
|
||||
//
|
||||
// Check For Bot State ...
|
||||
if (
|
||||
(hasLongSignal && !waitForLongSignals)
|
||||
|| (!hasLongSignal && !waitForShortSignals)
|
||||
) {
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Check last Signalled Bar with Counted Bars ...
|
||||
// Prevent Multiple Signalling on Same Bar ...
|
||||
bool isInLastSignalledBars = false;
|
||||
for (int i=0; i < marketLength; i++) {
|
||||
//
|
||||
isInLastSignalledBars =
|
||||
isInLastSignalledBars
|
||||
|| lastSignalledBar == countedBars - i
|
||||
;
|
||||
}
|
||||
if (isInLastSignalledBars) {
|
||||
//
|
||||
totalSignals--;
|
||||
if (hasLongSignal) {
|
||||
totalLongSignals--;
|
||||
} else {
|
||||
totalShortSignals--;
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// increase last signalled bar ...
|
||||
lastSignalledBar = countedBars;
|
||||
|
||||
//
|
||||
// Calculate Can Trade or not ...
|
||||
allowDoTrade = allowTrade
|
||||
&& (
|
||||
hasLongSignal ?
|
||||
allowLongTrades :
|
||||
allowShortTrades
|
||||
);
|
||||
|
||||
//
|
||||
// Chack Maximum Open Positions ...
|
||||
int openTrades = CountOpenTrades();
|
||||
if (maxOpenTrades > 0) {
|
||||
//
|
||||
if (openTrades >= maxOpenTrades) {
|
||||
//
|
||||
allowDoTrade = false;
|
||||
|
||||
//
|
||||
if (closeAllInProfitOpenTradesWhenMaxOpenTradesReached) {
|
||||
//
|
||||
// Close All In Profit Trades ...
|
||||
bool hasClosedInProfitTrade = CloseAllInProfitTrades();
|
||||
if (hasClosedInProfitTrade) {
|
||||
//
|
||||
openTrades = CountOpenTrades();
|
||||
|
||||
//
|
||||
allowDoTrade = !(openTrades >= maxOpenTrades);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (!allowDoTrade) {
|
||||
//
|
||||
string message = StringConcatenate(
|
||||
"Trading Pause => ",
|
||||
"Max Open Trades (",
|
||||
maxOpenTrades,
|
||||
") reached ..."
|
||||
);
|
||||
|
||||
//
|
||||
LogMessage(message);
|
||||
SendAlert(message);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Check Trading is Enable or not ...
|
||||
// nothing to do if trading is disabled ...
|
||||
if (!allowDoTrade) {
|
||||
// //
|
||||
// string message = StringConcatenate(
|
||||
// "Trading Not Allowed ..."
|
||||
// );
|
||||
|
||||
// //
|
||||
// LogMessage(message);
|
||||
// SendAlert(message);
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
bool isPositionOpened = TradeSignal(
|
||||
request.signal,
|
||||
signalPrefix,
|
||||
lotsPerTradePercent,
|
||||
bullishSignalLabel,
|
||||
bullishSignalColor,
|
||||
bearishSignalLabel,
|
||||
bearishSignalColor
|
||||
);
|
||||
|
||||
//
|
||||
if (isPositionOpened) {
|
||||
//
|
||||
bool canAlert =
|
||||
alertPositions
|
||||
&& (
|
||||
hasLongSignal ?
|
||||
longPositionAlerts
|
||||
:
|
||||
shortPositionAlerts
|
||||
);
|
||||
|
||||
//
|
||||
if (canAlert) {
|
||||
//
|
||||
// Alert Message ...
|
||||
string message = StringConcatenate(
|
||||
"Trade on Signal ID: ", request.signal.id,
|
||||
", Entry: ", request.signal.entryPrice,
|
||||
", TP: ", request.signal.tp
|
||||
);
|
||||
|
||||
//
|
||||
// Terminal Alert ...
|
||||
if (terminalAlert) {
|
||||
Alert(message);
|
||||
}
|
||||
|
||||
//
|
||||
// Push Alert ...
|
||||
if (pushAlert) {
|
||||
SendNotification(message);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Process All Open Positions ...
|
||||
void ProcessOpenPositions() {
|
||||
//
|
||||
if (closeLongTrades) {
|
||||
//
|
||||
closeLongTrades = false;
|
||||
|
||||
//
|
||||
bool isAllLongTradesClosed = CloseAllLongTrades();
|
||||
if (isAllLongTradesClosed) {
|
||||
waitForLongSignals = false;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (closeShortTrades) {
|
||||
//
|
||||
closeShortTrades = false;
|
||||
|
||||
//
|
||||
bool isAllShortTradesClosed = CloseAllShortTrades();
|
||||
if (isAllShortTradesClosed) {
|
||||
waitForShortSignals = false;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// bool hasClosedLongTimeTrade = CloseAllLongTimeTrades(
|
||||
// closeAllOpenTradesAfterCandle
|
||||
// );
|
||||
|
||||
// //
|
||||
// // Close Maximum DrawDown Passed Trades ...
|
||||
// bool hasClosedInDrawDownLongTrade = CloseAllMaximumDrawDownPassedTrades(
|
||||
// maxDrawdownPercentPerPTrade
|
||||
// );
|
||||
|
||||
// //
|
||||
// if (
|
||||
// hasClosedLongTimeTrade
|
||||
// || hasClosedInDrawDownLongTrade
|
||||
// ) {
|
||||
// //
|
||||
// waitForLongSignals = false;
|
||||
// waitForShortSignals = false;
|
||||
// }
|
||||
}
|
||||
|
||||
//
|
||||
// Send Special Type of Alerts ...
|
||||
void SendAlert(string message) {
|
||||
//
|
||||
if (!alertEvents) {
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Terminal Alert ...
|
||||
if (terminalAlert) {
|
||||
Alert(message);
|
||||
}
|
||||
|
||||
//
|
||||
// Push Alert ...
|
||||
if (pushAlert) {
|
||||
SendNotification(message);
|
||||
}
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,333 @@
|
||||
//------------------------------------------------------------------
|
||||
#property copyright "www.forex-station.com"
|
||||
#property link "www.forex-station.com"
|
||||
//------------------------------------------------------------------
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 4
|
||||
#property indicator_color1 clrLimeGreen
|
||||
#property indicator_color2 clrOrange
|
||||
#property indicator_color3 clrLimeGreen
|
||||
#property indicator_color4 clrOrange
|
||||
#property indicator_width3 3
|
||||
#property indicator_width4 3
|
||||
#property strict
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame to use
|
||||
extern double AccStep = 0.02; // Accumulation step
|
||||
extern double AccLimit = 0.2; // Accumulation limit
|
||||
extern ENUM_APPLIED_PRICE PriceHigh = PRICE_CLOSE; // Psar high price
|
||||
extern ENUM_APPLIED_PRICE PriceLow = PRICE_CLOSE; // Psar low price
|
||||
extern int PriceSmoothing = 0; // Psar smoothing
|
||||
extern ENUM_MA_METHOD PriceSmoothingMethod = MODE_SMA; // Psar ma smoothing method
|
||||
extern bool alertsOn = true; // Alerts on?
|
||||
extern bool alertsOnCurrent = false; // Alerts on current open bar?
|
||||
extern bool alertsMessage = true; // Alerts message?
|
||||
extern bool alertsSound = false; // Alerts sound?
|
||||
extern bool alertsEmail = false; // Alerts email?
|
||||
extern bool alertsNotify = false; // Alerts notification by phone?
|
||||
extern bool DrawAsDots = true; // Draw as dots or solid line
|
||||
extern int Shift = 0; // Shift
|
||||
|
||||
double sarUp[];
|
||||
double sarDn[];
|
||||
double saraUp[];
|
||||
double saraDn[];
|
||||
int timeFrame;
|
||||
string indicatorFileName;
|
||||
bool returnBars;
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int init()
|
||||
{
|
||||
int type = DRAW_LINE; if (DrawAsDots) type = DRAW_ARROW;
|
||||
SetIndexBuffer(0,sarUp); SetIndexStyle(0,type); SetIndexArrow(0,159);
|
||||
SetIndexBuffer(1,sarDn); SetIndexStyle(1,type); SetIndexArrow(1,159);
|
||||
SetIndexBuffer(2,saraUp); SetIndexStyle(2,DRAW_ARROW); SetIndexArrow(2,159);
|
||||
SetIndexBuffer(3,saraDn); SetIndexStyle(3,DRAW_ARROW); SetIndexArrow(3,159);
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
indicatorFileName = WindowExpertName();
|
||||
returnBars = (TimeFrame==-99);
|
||||
TimeFrame = MathMax(TimeFrame,_Period);
|
||||
PriceSmoothing = MathMax(PriceSmoothing,1);
|
||||
for (int i=0; i<4; i++) SetIndexShift(i,Shift*timeFrame/Period());
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
return(0);
|
||||
}
|
||||
int deinit() { return(0); }
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int start()
|
||||
{
|
||||
int i,counted_bars=IndicatorCounted();
|
||||
if(counted_bars < 0) return(-1);
|
||||
if(counted_bars>0) counted_bars--;
|
||||
int limit = MathMin(Bars-counted_bars,Bars-1);
|
||||
if (returnBars) { sarUp[0] = limit+1; return(0); }
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (TimeFrame == Period())
|
||||
{
|
||||
for(i = limit; i >= 0; i--)
|
||||
{
|
||||
double sarClose;
|
||||
double sarOpen;
|
||||
double sarPosition;
|
||||
double sarChange;
|
||||
double pHigh = iMA(NULL,0,PriceSmoothing,0,PriceSmoothingMethod,PriceHigh,i);
|
||||
double pLow = iMA(NULL,0,PriceSmoothing,0,PriceSmoothingMethod,PriceLow ,i);
|
||||
iParabolic(fmax(pHigh,pLow),fmin(pHigh,pLow),AccStep,AccLimit,sarClose,sarOpen,sarPosition,sarChange,i);
|
||||
sarUp[i] = EMPTY_VALUE;
|
||||
sarDn[i] = EMPTY_VALUE;
|
||||
saraUp[i] = EMPTY_VALUE;
|
||||
saraDn[i] = EMPTY_VALUE;
|
||||
if (sarPosition==1)
|
||||
sarUp[i] = sarClose;
|
||||
else sarDn[i] = sarClose;
|
||||
if (sarChange!=0)
|
||||
if (sarChange==1)
|
||||
saraUp[i] = sarClose;
|
||||
else saraDn[i] = sarClose;
|
||||
}
|
||||
manageAlerts();
|
||||
return(0);
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
limit = (int)fmax(limit,fmin(Bars-1,iCustom(NULL,TimeFrame,indicatorFileName,-99,0,0)*TimeFrame/Period()));
|
||||
for(i=limit; i>=0; i--)
|
||||
{
|
||||
int y = iBarShift(NULL,TimeFrame,Time[i]);
|
||||
int x = iBarShift(NULL,TimeFrame,Time[i+1]);
|
||||
sarUp[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AccStep,AccLimit,PriceHigh,PriceLow,PriceSmoothing,PriceSmoothingMethod,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,0,0,y);
|
||||
sarDn[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AccStep,AccLimit,PriceHigh,PriceLow,PriceSmoothing,PriceSmoothingMethod,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,0,1,y);
|
||||
saraUp[i] = EMPTY_VALUE;
|
||||
saraDn[i] = EMPTY_VALUE;
|
||||
if (x!=y)
|
||||
{
|
||||
saraUp[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AccStep,AccLimit,PriceHigh,PriceLow,PriceSmoothing,PriceSmoothingMethod,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,0,2,y);
|
||||
saraDn[i] = iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,AccStep,AccLimit,PriceHigh,PriceLow,PriceSmoothing,PriceSmoothingMethod,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsEmail,0,3,y);
|
||||
}
|
||||
}
|
||||
return(0);
|
||||
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double work[][7];
|
||||
#define _high 0
|
||||
#define _low 1
|
||||
#define _ohigh 2
|
||||
#define _olow 3
|
||||
#define _open 4
|
||||
#define _position 5
|
||||
#define _af 6
|
||||
|
||||
|
||||
void iParabolic(double high, double low, double step, double limit, double& pClose, double& pOpen, double& pPosition, double& pChange, int i)
|
||||
{
|
||||
if (ArrayRange(work,0)!=Bars) ArrayResize(work,Bars); i = Bars-i-1;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
pChange = 0;
|
||||
work[i][_ohigh] = high;
|
||||
work[i][_olow] = low;
|
||||
if (i<1)
|
||||
{
|
||||
work[i][_high] = high;
|
||||
work[i][_low] = low;
|
||||
work[i][_open] = high;
|
||||
work[i][_position] = -1;
|
||||
return;
|
||||
}
|
||||
work[i][_open] = work[i-1][_open];
|
||||
work[i][_af] = work[i-1][_af];
|
||||
work[i][_position] = work[i-1][_position];
|
||||
work[i][_high] = fmax(work[i-1][_high],high);
|
||||
work[i][_low] = fmin(work[i-1][_low] ,low );
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (work[i][_position] == 1)
|
||||
if (low<=work[i][_open])
|
||||
{
|
||||
work[i][_position] = -1;
|
||||
pChange = -1;
|
||||
pClose = work[i][_high];
|
||||
work[i][_high] = high;
|
||||
work[i][_low] = low;
|
||||
work[i][_af] = step;
|
||||
work[i][_open] = pClose + work[i][_af]*(work[i][_low]-pClose);
|
||||
if (work[i][_open]<work[i ][_ohigh]) work[i][_open] = work[i ][_ohigh];
|
||||
if (work[i][_open]<work[i-1][_ohigh]) work[i][_open] = work[i-1][_ohigh];
|
||||
}
|
||||
else
|
||||
{
|
||||
pClose = work[i][_open];
|
||||
if (work[i][_high]>work[i-1][_high] && work[i][_af]<limit) work[i][_af] = fmin(work[i][_af]+step,limit);
|
||||
work[i][_open] = pClose + work[i][_af]*(work[i][_high]-pClose);
|
||||
if (work[i][_open]>work[i ][_olow]) work[i][_open] = work[i ][_olow];
|
||||
if (work[i][_open]>work[i-1][_olow]) work[i][_open] = work[i-1][_olow];
|
||||
}
|
||||
else
|
||||
if (high>=work[i][_open])
|
||||
{
|
||||
work[i][_position] = 1;
|
||||
pChange = 1;
|
||||
pClose = work[i][_low];
|
||||
work[i][_low] = low;
|
||||
work[i][_high] = high;
|
||||
work[i][_af] = step;
|
||||
work[i][_open] = pClose + work[i][_af]*(work[i][_high]-pClose);
|
||||
if (work[i][_open]>work[i ][_olow]) work[i][_open] = work[i ][_olow];
|
||||
if (work[i][_open]>work[i-1][_olow]) work[i][_open] = work[i-1][_olow];
|
||||
}
|
||||
else
|
||||
{
|
||||
pClose = work[i][_open];
|
||||
if (work[i][_low]<work[i-1][_low] && work[i][_af]<limit) work[i][_af] = fmin(work[i][_af]+step,limit);
|
||||
work[i][_open] = pClose + work[i][_af]*(work[i][_low]-pClose);
|
||||
if (work[i][_open]<work[i ][_ohigh]) work[i][_open] = work[i ][_ohigh];
|
||||
if (work[i][_open]<work[i-1][_ohigh]) work[i][_open] = work[i-1][_ohigh];
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
pOpen = work[i][_open];
|
||||
pPosition = work[i][_position];
|
||||
}
|
||||
|
||||
//-------------------------------------------------------------------
|
||||
//
|
||||
//-------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
void manageAlerts()
|
||||
{
|
||||
if (alertsOn)
|
||||
{
|
||||
int whichBar = 1; if (alertsOnCurrent) whichBar = 0;
|
||||
if (saraUp[whichBar] != EMPTY_VALUE || saraDn[whichBar] != EMPTY_VALUE)
|
||||
{
|
||||
if (saraUp[whichBar] != EMPTY_VALUE) doAlert(whichBar,"up");
|
||||
if (saraDn[whichBar] != EMPTY_VALUE) doAlert(whichBar,"down");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
void doAlert(int forBar, string doWhat)
|
||||
{
|
||||
static string previousAlert="nothing";
|
||||
static datetime previousTime;
|
||||
string message;
|
||||
|
||||
if (previousAlert != doWhat || previousTime != Time[forBar]) {
|
||||
previousAlert = doWhat;
|
||||
previousTime = Time[forBar];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," ",timeFrameToString(_Period)+" Parabolic sar trend changed to ",doWhat);
|
||||
if (alertsMessage) Alert(message);
|
||||
if (alertsEmail) SendMail(StringConcatenate(Symbol(),"parabolic sar"),message);
|
||||
if (alertsNotify) SendNotification(message);
|
||||
if (alertsSound) PlaySound("alert2.wav");
|
||||
}
|
||||
}
|
||||
|
||||
//+-------------------------------------------------------------------
|
||||
//|
|
||||
//+-------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
|
||||
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
|
||||
|
||||
string timeFrameToString(int tf)
|
||||
{
|
||||
for (int i=ArraySize(iTfTable)-1; i>=0; i--)
|
||||
if (tf==iTfTable[i]) return(sTfTable[i]);
|
||||
return("");
|
||||
}
|
||||
@@ -0,0 +1,220 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center ADX Oscillator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 ADX Oscillator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
input int length = 7; // Averaging Length
|
||||
input ENUM_APPLIED_PRICE appliedPrice = PRICE_WEIGHTED; // Averaging Applied Price
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
#property indicator_minimum 0
|
||||
#property indicator_maximum 100
|
||||
|
||||
//
|
||||
#property indicator_buffers 3
|
||||
|
||||
//
|
||||
#property indicator_level1 0.0
|
||||
#property indicator_level2 50.0
|
||||
#property indicator_level3 70.0
|
||||
#property indicator_level4 100.0
|
||||
#property indicator_levelcolor clrSilver
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//
|
||||
// ADX ...
|
||||
#property indicator_width1 1
|
||||
#property indicator_color1 clrLightBlue
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Positive Direction ...
|
||||
#property indicator_width2 1
|
||||
#property indicator_color2 clrLime
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_style2 STYLE_DOT
|
||||
|
||||
//
|
||||
// Negative Direction ...
|
||||
#property indicator_width3 1
|
||||
#property indicator_color3 clrRed
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_style3 STYLE_DOT
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define adxBufferIndex 0
|
||||
#define positiveBufferIndex 1
|
||||
#define negativeBufferIndex 2
|
||||
|
||||
double adxBuffer[];
|
||||
double positiveBuffer[];
|
||||
double negativeBuffer[];
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
// Validating Input Parameters ...
|
||||
if (length < 0) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
IndicatorBuffers(3);
|
||||
|
||||
//
|
||||
SetIndexBuffer(positiveBufferIndex, positiveBuffer);
|
||||
SetIndexLabel(positiveBufferIndex, "DI+");
|
||||
|
||||
//
|
||||
SetIndexBuffer(negativeBufferIndex, negativeBuffer);
|
||||
SetIndexLabel(negativeBufferIndex, "DI-");
|
||||
|
||||
//
|
||||
SetIndexBuffer(adxBufferIndex, adxBuffer);
|
||||
SetIndexLabel(adxBufferIndex, "ADX");
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
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;
|
||||
|
||||
//
|
||||
// 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(0, length);
|
||||
|
||||
//
|
||||
// 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 Long TP ...
|
||||
CalculateBuffers(i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
void CalculateBuffers(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Calculate Buffers ...
|
||||
|
||||
//
|
||||
// Retrieves the current ADX value ...
|
||||
double adx = iADX(
|
||||
_Symbol,
|
||||
_Period,
|
||||
length,
|
||||
appliedPrice,
|
||||
MODE_MAIN,
|
||||
bar_index
|
||||
);
|
||||
adxBuffer[bar_index] = adx;
|
||||
|
||||
//
|
||||
// Retrieves the current DI+ value ...
|
||||
double plusDi = iADX(
|
||||
_Symbol,
|
||||
_Period,
|
||||
length,
|
||||
appliedPrice,
|
||||
MODE_PLUSDI,
|
||||
bar_index
|
||||
);
|
||||
positiveBuffer[bar_index] = plusDi;
|
||||
|
||||
//
|
||||
// Retrieves the current DI- value ...
|
||||
double minusDi = iADX(
|
||||
_Symbol,
|
||||
_Period,
|
||||
length,
|
||||
appliedPrice,
|
||||
MODE_MINUSDI,
|
||||
bar_index
|
||||
);
|
||||
negativeBuffer[bar_index] = minusDi;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,173 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MA Indicator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above indicator ...
|
||||
// this indicator uses two ma line:
|
||||
// - fast ma;
|
||||
// - slow ma;
|
||||
//
|
||||
// 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 MA Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
// Fast MA ...
|
||||
input int maLength = 20; // MA Length
|
||||
input int maShift = 0; // MA Shift
|
||||
input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE maAppliedPrice = PRICE_CLOSE; // MA Applied Price
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 1
|
||||
|
||||
//
|
||||
#property indicator_plots 1
|
||||
|
||||
//
|
||||
// Start Define Indicator Buffer Styles ...
|
||||
//
|
||||
//
|
||||
// Fast Ma Buffer ...
|
||||
#property indicator_label1 "Ma"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrYellow
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
// End Define Indicator Buffer Styles ...
|
||||
//
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
#define maBufferIndex 0
|
||||
|
||||
double maBuffer[];
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
if (maLength <= 0) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Start Set Index Buffers ...
|
||||
//
|
||||
//
|
||||
// Ma ...
|
||||
SetIndexBuffer(maBufferIndex, maBuffer);
|
||||
SetIndexDrawBegin(maBufferIndex, maLength + 1);
|
||||
//
|
||||
// End Set Index Buffers ...
|
||||
//
|
||||
|
||||
//
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculating what we want ...
|
||||
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(0, maLength);
|
||||
|
||||
//
|
||||
// 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 Ma ...
|
||||
CalculateMa(i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
// Calculating Ma ...
|
||||
void CalculateMa(
|
||||
const int &bar_index
|
||||
) {
|
||||
//
|
||||
// Calculating Fast Ma ...
|
||||
double ma = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
maLength,
|
||||
maShift,
|
||||
maMethod,
|
||||
maAppliedPrice,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
maBuffer[bar_index] = ma;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,160 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center Momentum Oscillator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 Momentum Oscillator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
input int length = 7; // Market Length
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 1
|
||||
|
||||
//
|
||||
#property indicator_level1 0.0
|
||||
#property indicator_level2 100.0
|
||||
#property indicator_levelcolor clrSilver
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//
|
||||
// MOMENTUM ...
|
||||
#property indicator_width1 1
|
||||
#property indicator_color1 clrLightBlue
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define momentumBufferIndex 0
|
||||
|
||||
double momentumBuffer[];
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
// Validating Input Parameters ...
|
||||
if (length < 0) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
IndicatorBuffers(1);
|
||||
|
||||
//
|
||||
SetIndexBuffer(momentumBufferIndex, momentumBuffer);
|
||||
SetIndexLabel(momentumBufferIndex, "Momentum");
|
||||
SetIndexDrawBegin(momentumBufferIndex, length);
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
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;
|
||||
|
||||
//
|
||||
// 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(0, length);
|
||||
|
||||
//
|
||||
// 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 Long TP ...
|
||||
CalculateBuffers(
|
||||
i,
|
||||
close
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
void CalculateBuffers(
|
||||
const int bar_index,
|
||||
const double &close[]
|
||||
) {
|
||||
//
|
||||
// Calculate Buffers ...
|
||||
double momentum = close[bar_index] * 100 / close[bar_index + length];
|
||||
|
||||
//
|
||||
momentumBuffer[bar_index] = momentum;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,330 @@
|
||||
/////////////////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center OSC Indicator
|
||||
// -------------------------------------------------------------
|
||||
// this indicator provides OSC ...
|
||||
//
|
||||
// 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 OSC Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
// FastOSC ...
|
||||
// Short Cycle (Fast OSC) ...
|
||||
input int fastOSCLength = 10; // FastOSC Length
|
||||
input double fastOSCMultiplier = 1.0; // FastOSC Multiplier
|
||||
|
||||
//
|
||||
// SlowOSC ...
|
||||
// Medium Cycle (Slow OSC) ...
|
||||
input int slowOSCLength = 30; // SlowOSC Length
|
||||
input double slowOSCMultiplier = 3.0; // SlowOSC Multiplier
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
// Includes our shared library ...
|
||||
#include "../Libraries/x-saherelm.lib.mq4"
|
||||
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
// we have 2 buffer in this indicator ...
|
||||
#property indicator_buffers 5
|
||||
|
||||
//
|
||||
// also we have 2 line for draw on this indicator ...
|
||||
#property indicator_plots 5
|
||||
|
||||
//
|
||||
// Fast OSC ...
|
||||
#property indicator_width1 1
|
||||
#property indicator_color1 clrAqua
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Slow OSC ...
|
||||
#property indicator_width2 1
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrFuchsia
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Power OSC ...
|
||||
#property indicator_width3 1
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 clrYellow
|
||||
#property indicator_style3 STYLE_DASHDOTDOT
|
||||
|
||||
//
|
||||
// Var OSC ...
|
||||
#property indicator_width4 1
|
||||
#property indicator_type4 DRAW_HISTOGRAM
|
||||
#property indicator_color4 clrBlueViolet
|
||||
#property indicator_style4 STYLE_SOLID
|
||||
|
||||
//
|
||||
// Tan Fast/Slow OSC ...
|
||||
#property indicator_width5 0
|
||||
#property indicator_type5 DRAW_NONE
|
||||
#property indicator_color5 clrNONE
|
||||
#property indicator_style5 STYLE_SOLID
|
||||
|
||||
//
|
||||
//#property indicator_minimum 0
|
||||
//#property indicator_maximum 1
|
||||
|
||||
//
|
||||
// set color of horizontal levels ...
|
||||
#property indicator_levelcolor clrGray
|
||||
|
||||
//
|
||||
// set style of horizontal levels ...
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define fastOSCBufferIndex 0
|
||||
#define slowOSCBufferIndex 1
|
||||
#define powerOSCBufferIndex 2
|
||||
#define varOSCBufferIndex 3
|
||||
#define fastSlowOSCAngleBufferIndex 4
|
||||
|
||||
//
|
||||
double fastOSCBuffer[];
|
||||
double slowOSCBuffer[];
|
||||
double fastSlowOSCAngleBuffer[];
|
||||
double powerOSCBuffer[];
|
||||
double varOSCBuffer[];
|
||||
|
||||
//
|
||||
// Used Indicators List ...
|
||||
string rmaIndicatorName = "x-saherelm.rma";
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
// Validating Input Parameters ...
|
||||
if (
|
||||
fastOSCLength < 0 ||
|
||||
slowOSCLength < 0 ||
|
||||
slowOSCLength <= fastOSCLength
|
||||
) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
logTag = "XS_OSC";
|
||||
|
||||
//
|
||||
// set descriptions of horizontal levels ...
|
||||
SetLevelValue(0, 0.0);
|
||||
IndicatorSetString(INDICATOR_LEVELTEXT,0,"");
|
||||
|
||||
//
|
||||
// set descriptions of horizontal levels ...
|
||||
SetLevelValue(1, 0.5);
|
||||
IndicatorSetString(INDICATOR_LEVELTEXT,1,"");
|
||||
|
||||
//
|
||||
// set descriptions of horizontal levels ...
|
||||
SetLevelValue(2, 1);
|
||||
IndicatorSetString(INDICATOR_LEVELTEXT,2,"");
|
||||
|
||||
//
|
||||
// Fast OSC Buffer ...
|
||||
SetIndexBuffer(fastOSCBufferIndex, fastOSCBuffer);
|
||||
SetIndexLabel(fastOSCBufferIndex, "Fast OSC");
|
||||
SetIndexDrawBegin(fastOSCBufferIndex, fastOSCLength - 1);
|
||||
|
||||
//
|
||||
// Slow OSC Buffer ...
|
||||
SetIndexBuffer(slowOSCBufferIndex, slowOSCBuffer);
|
||||
SetIndexLabel(slowOSCBufferIndex, "Slow OSC");
|
||||
SetIndexDrawBegin(slowOSCBufferIndex, slowOSCLength - 1);
|
||||
|
||||
//
|
||||
// Power OSC Buffer ...
|
||||
SetIndexBuffer(powerOSCBufferIndex, powerOSCBuffer);
|
||||
SetIndexLabel(powerOSCBufferIndex, "Power OSC");
|
||||
|
||||
//
|
||||
// Var OSC Buffer ...
|
||||
SetIndexBuffer(varOSCBufferIndex, varOSCBuffer);
|
||||
SetIndexLabel(varOSCBufferIndex, "Var OSC");
|
||||
|
||||
//
|
||||
// Tan Fast/Slow OSC Buffer ...
|
||||
SetIndexBuffer(fastSlowOSCAngleBufferIndex, fastSlowOSCAngleBuffer);
|
||||
SetIndexLabel(fastSlowOSCAngleBufferIndex, "F/L OSC Angle");
|
||||
|
||||
//
|
||||
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;
|
||||
|
||||
//
|
||||
// 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(fastOSCLength, slowOSCLength);
|
||||
|
||||
//
|
||||
// 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 ...
|
||||
|
||||
//
|
||||
CalculateOscillators(close, i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// De Initialization ...
|
||||
void OnDeinit(const int reason) {
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
void CalculateOscillators(
|
||||
const double &close[],
|
||||
const int &bar_index
|
||||
) {
|
||||
//
|
||||
// FastOSC ...
|
||||
// Short Cycle Calculations ...
|
||||
int scl = fastOSCLength / 2;
|
||||
int scl2 = scl / 2;
|
||||
double maScl = iCustom(_Symbol, _Period, rmaIndicatorName, scl, 0, bar_index);
|
||||
double scmAtr = iATR(_Symbol, _Period, scl, bar_index);
|
||||
double scmOff = fastOSCMultiplier * scmAtr;
|
||||
double maScl2 = iCustom(_Symbol, _Period, rmaIndicatorName, scl2, 0, bar_index);
|
||||
double sctParam = maScl2 != 0 ? maScl2 : close[bar_index + 1];
|
||||
double sct = sctParam + scmOff;
|
||||
double scb = sctParam - scmOff;
|
||||
|
||||
//
|
||||
// SlowOSC ...
|
||||
// Medium Cycle Calculations ...
|
||||
int mcl = slowOSCLength / 2;
|
||||
int mcl2 = mcl / 2;
|
||||
double maMcl = iCustom(_Symbol, _Period, rmaIndicatorName, mcl, 0, bar_index);
|
||||
double mcmAtr = iATR(_Symbol, _Period, mcl, bar_index);
|
||||
double mcmOff = slowOSCMultiplier * mcmAtr;
|
||||
double maMcl2 = iCustom(_Symbol, _Period, rmaIndicatorName, mcl2, 0, bar_index);
|
||||
double mctParam = maMcl2 != 0 ? maMcl2 : close[bar_index + 1];
|
||||
double mct = mctParam + mcmOff;
|
||||
double mcb = mctParam - mcmOff;
|
||||
|
||||
//
|
||||
double scMM = (sct + scb) / 2;
|
||||
|
||||
//
|
||||
double fastOCS = (close[bar_index] - mcb) / (mct - mcb);
|
||||
fastOSCBuffer[bar_index] = fastOCS;
|
||||
|
||||
//
|
||||
double slowOCS = (scMM - mcb) / (mct - mcb);
|
||||
slowOSCBuffer[bar_index] = slowOCS;
|
||||
|
||||
//
|
||||
// Signal Power ...
|
||||
// Difference Variant between FastOSC and Slow OSC ...
|
||||
double powerOSC = fastOCS - slowOCS;
|
||||
powerOSCBuffer[bar_index] = powerOSC;
|
||||
|
||||
//
|
||||
// Var OSC ...
|
||||
double varOSC = fastOCS - 0.5;
|
||||
varOSCBuffer[bar_index] = varOSC;
|
||||
|
||||
//
|
||||
// Calculate Tan Fast/Slow OSC ...
|
||||
double fastOSCSlope = fastOSCBuffer[bar_index] - fastOSCBuffer[bar_index + 1];
|
||||
double slowOSCSlope = slowOSCBuffer[bar_index] - slowOSCBuffer[bar_index + 1];
|
||||
double tanFastSlowOSC = MathAbs(
|
||||
(fastOSCSlope - slowOSCSlope) / (1 + (fastOSCSlope * slowOSCSlope))
|
||||
);
|
||||
|
||||
//
|
||||
// here we pass Tan of angle ...
|
||||
// fastSlowOSCAngleBuffer[bar_index] = tanFastSlowOSC;
|
||||
|
||||
//
|
||||
// here we pass degree of angle ...
|
||||
fastSlowOSCAngleBuffer[bar_index] = MathArctan(tanFastSlowOSC);
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,215 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center PSAR Oscillator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 PSAR Oscillator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
input int shift = 0; // Shift
|
||||
input double step = 0.02; // Step
|
||||
input double maximum = 0.2; // Maximum
|
||||
input bool drawAsDots = false; // Draw As Dots
|
||||
//
|
||||
input int priceSmoothing = 0; // Price Smoothing
|
||||
input ENUM_APPLIED_PRICE priceLow = PRICE_CLOSE; // Psar low price
|
||||
input ENUM_APPLIED_PRICE priceHigh = PRICE_OPEN; // Psar high price
|
||||
input ENUM_MA_METHOD priceSmoothingMethod = MODE_SMA; // Price Smoothing Method
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 3
|
||||
|
||||
//
|
||||
#property indicator_color1 clrLimeGreen
|
||||
#property indicator_width1 1
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_style1 STYLE_DOT
|
||||
|
||||
//
|
||||
#property indicator_color2 clrAqua
|
||||
#property indicator_width2 1
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_style2 STYLE_DOT
|
||||
|
||||
//
|
||||
#property indicator_color3 clrFuchsia
|
||||
#property indicator_width3 1
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_style3 STYLE_DOT
|
||||
|
||||
//
|
||||
//
|
||||
// Declare Buffers ...
|
||||
//
|
||||
#define sarBufferIndex 0
|
||||
#define upBufferIndex 1
|
||||
#define downBufferIndex 2
|
||||
|
||||
//
|
||||
double sarBuffer[];
|
||||
double upBuffer[];
|
||||
double downBuffer[];
|
||||
|
||||
//
|
||||
// Includes Logger library ...
|
||||
#include "../Libraries/x-saherelm.lib.mq4"
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
SetIndexBuffer(sarBufferIndex, sarBuffer);
|
||||
SetIndexLabel(sarBufferIndex, "SAR");
|
||||
|
||||
//
|
||||
SetIndexBuffer(upBufferIndex, upBuffer);
|
||||
SetIndexLabel(upBufferIndex, "Up");
|
||||
|
||||
//
|
||||
SetIndexBuffer(downBufferIndex, downBuffer);
|
||||
SetIndexLabel(downBufferIndex, "Down");
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
logTag = "XS_PSAR";
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
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;
|
||||
|
||||
//
|
||||
// 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(0, length);
|
||||
|
||||
//
|
||||
// input variable, we return 0 means nothing passed ...
|
||||
if (rates_total < 0) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
// found which candles calculated before ...
|
||||
limit = (prev_calculated == 0) ? rates_total - 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 Long TP ...
|
||||
CalculateBuffers(i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
void CalculateBuffers(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Calculate isarValue ...
|
||||
double sarValue = iSAR(
|
||||
NULL,
|
||||
_Period,
|
||||
step,
|
||||
maximum,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
double pHigh = iMA(
|
||||
NULL,
|
||||
_Period,
|
||||
priceSmoothing,
|
||||
0,
|
||||
priceSmoothingMethod,
|
||||
priceHigh,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
double pLow = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
priceSmoothing,
|
||||
0,
|
||||
priceSmoothingMethod,
|
||||
priceLow,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
upBuffer[bar_index] = pHigh;
|
||||
sarBuffer[bar_index] = sarValue;
|
||||
downBuffer[bar_index] = pLow;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,141 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center RMA Indicator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 RMA Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
// Set the RMA Length ...
|
||||
input int RMALength = 10; // Length
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
// we have 2 buffer in this indicator ...
|
||||
#property indicator_buffers 1
|
||||
|
||||
//
|
||||
// also we have 1 line for draw on this indicator ...
|
||||
#property indicator_plots 1
|
||||
|
||||
//
|
||||
// here we declare plot SlowOCS to system ...
|
||||
#property indicator_label1 "RMA"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrFuchsia
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define RMABufferIndex 0
|
||||
|
||||
//
|
||||
double RMABuffer[];
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
SetIndexBuffer(RMABufferIndex, RMABuffer);
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
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[]
|
||||
) {
|
||||
//
|
||||
int maxLength = MathMax(0, RMALength);
|
||||
|
||||
//
|
||||
// wait to pass bars until we have rights ...
|
||||
if (rates_total <= maxLength) {
|
||||
//
|
||||
// return not calculated ...
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
// find loop count for bars manipulation ...
|
||||
int count = (prev_calculated == 0) ? rates_total - maxLength - 1 : rates_total - prev_calculated + 1;
|
||||
|
||||
//
|
||||
// Print("Count: ", count, ", Bars: ", Bars);
|
||||
|
||||
//
|
||||
// this is the main loop of calculations, for each bar index ...
|
||||
for (int i = count - 1; i >= 0; i--) {
|
||||
//
|
||||
// Start Calculation with Formula 1 ...
|
||||
//
|
||||
double shortSMA = iMA(_Symbol, _Period, RMALength, 0, MODE_SMA, PRICE_CLOSE, i);
|
||||
double mediumSMA = iMA(_Symbol, _Period, RMALength * 2, 0, MODE_SMA, PRICE_CLOSE, i);
|
||||
double longSMA = iMA(_Symbol, _Period, RMALength * 3, 0, MODE_SMA, PRICE_CLOSE, i);
|
||||
|
||||
//
|
||||
double rma1 = longSMA - mediumSMA + shortSMA;
|
||||
rma1 = NormalizeDouble(rma1, _Digits);
|
||||
//
|
||||
// End Calculation with Formula 1 ...
|
||||
//
|
||||
|
||||
//
|
||||
RMABuffer[i] = rma1;
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,234 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center RSI Oscillator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 RSI Oscillator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
input int rsiPeriod=14; // RSI Period
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
#property indicator_minimum 0
|
||||
#property indicator_maximum 100
|
||||
|
||||
//
|
||||
#property indicator_buffers 1
|
||||
#property indicator_color1 DodgerBlue
|
||||
|
||||
//
|
||||
#property indicator_level1 30.0
|
||||
#property indicator_level2 50.0
|
||||
#property indicator_level3 70.0
|
||||
#property indicator_levelcolor clrSilver
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define rsiBufferIndex 0
|
||||
#define positiveBufferIndex 1
|
||||
#define negativeBufferIndex 2
|
||||
|
||||
double rsiBuffer[];
|
||||
double positiveBuffer[];
|
||||
double negativeBuffer[];
|
||||
//
|
||||
// END Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
|
||||
//
|
||||
// Start Event Handlers ...
|
||||
//
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit() {
|
||||
//
|
||||
// Initialize what we want ...
|
||||
|
||||
//
|
||||
string short_name;
|
||||
|
||||
//
|
||||
IndicatorBuffers(3);
|
||||
|
||||
//
|
||||
SetIndexBuffer(positiveBufferIndex, positiveBuffer);
|
||||
SetIndexBuffer(negativeBufferIndex, negativeBuffer);
|
||||
|
||||
//
|
||||
SetIndexStyle(rsiBufferIndex, DRAW_LINE);
|
||||
SetIndexBuffer(rsiBufferIndex, rsiBuffer);
|
||||
|
||||
//
|
||||
// name for DataWindow and indicator subwindow label
|
||||
short_name="RSI("+string(rsiPeriod)+")";
|
||||
IndicatorShortName(short_name);
|
||||
SetIndexLabel(rsiBufferIndex, short_name);
|
||||
|
||||
//
|
||||
// check for input
|
||||
if (rsiPeriod < 2) {
|
||||
//
|
||||
Print("Incorrect value for input variable InpRSIPeriod = ", rsiPeriod);
|
||||
|
||||
//
|
||||
// Failed Initialization ...
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// set where to start draw ...
|
||||
SetIndexDrawBegin(0, rsiPeriod);
|
||||
|
||||
//
|
||||
// initialization done ...
|
||||
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[]
|
||||
) {
|
||||
//
|
||||
int i,pos;
|
||||
double diff;
|
||||
|
||||
//
|
||||
// Prevent from run calculations if there is no fulfilled conditions ...
|
||||
if (Bars <= rsiPeriod || rsiPeriod < 2) {
|
||||
//
|
||||
// return nothing calculated result ...
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
// counting from 0 to rates_total, this is most important ...
|
||||
ArraySetAsSeries(rsiBuffer, false);
|
||||
ArraySetAsSeries(positiveBuffer, false);
|
||||
ArraySetAsSeries(negativeBuffer, false);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(close, false);
|
||||
|
||||
//
|
||||
// preliminary calculations ...
|
||||
pos = prev_calculated - 1;
|
||||
if (pos <= rsiPeriod) {
|
||||
//
|
||||
// first RSIPeriod values of the indicator are not calculated
|
||||
rsiBuffer[0] = 0.0;
|
||||
positiveBuffer[0] = 0.0;
|
||||
negativeBuffer[0] = 0.0;
|
||||
|
||||
//
|
||||
double sump=0.0;
|
||||
double sumn=0.0;
|
||||
for (i = 1; i <= rsiPeriod; i++) {
|
||||
//
|
||||
rsiBuffer[i]=0.0;
|
||||
positiveBuffer[i]=0.0;
|
||||
negativeBuffer[i]=0.0;
|
||||
|
||||
//
|
||||
diff = close[i] - close[i - 1];
|
||||
if(diff > 0) {
|
||||
sump += diff;
|
||||
} else {
|
||||
sumn -= diff;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// calculate first visible value ...
|
||||
positiveBuffer[rsiPeriod] = sump / rsiPeriod;
|
||||
negativeBuffer[rsiPeriod] = sumn / rsiPeriod;
|
||||
if (negativeBuffer[rsiPeriod] != 0.0) {
|
||||
//
|
||||
rsiBuffer[rsiPeriod] = 100.0 - (
|
||||
100.0 / (
|
||||
1.0 + positiveBuffer[rsiPeriod] / negativeBuffer[rsiPeriod]
|
||||
)
|
||||
);
|
||||
} else {
|
||||
//
|
||||
if (positiveBuffer[rsiPeriod] != 0.0) {
|
||||
rsiBuffer[rsiPeriod] = 100.0;
|
||||
} else {
|
||||
rsiBuffer[rsiPeriod] = 50.0;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// prepare the position value for main calculation ...
|
||||
pos = rsiPeriod + 1;
|
||||
}
|
||||
|
||||
//
|
||||
// the main loop of calculations ...
|
||||
for (i = pos; i < rates_total && !IsStopped(); i++) {
|
||||
//
|
||||
diff = close[i] - close[i-1];
|
||||
|
||||
//
|
||||
positiveBuffer[i] = (positiveBuffer[i-1] * (rsiPeriod - 1) + (diff > 0.0 ? diff : 0.0)) / rsiPeriod;
|
||||
negativeBuffer[i] = (negativeBuffer[i-1] * (rsiPeriod - 1) + (diff < 0.0 ? -diff : 0.0)) / rsiPeriod;
|
||||
|
||||
//
|
||||
if (negativeBuffer[i] != 0.0) {
|
||||
rsiBuffer[i] = 100.0 - 100.0 / (1 + positiveBuffer[i] / negativeBuffer[i]);
|
||||
} else {
|
||||
//
|
||||
if (positiveBuffer[i] != 0.0) {
|
||||
rsiBuffer[i] = 100.0;
|
||||
} else {
|
||||
rsiBuffer[i] = 50.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return(rates_total);
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
@@ -0,0 +1,688 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center XMA Indicator
|
||||
// ---------------------------------------------
|
||||
// saherelm implementation of above oscillator ...
|
||||
//
|
||||
// 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 XMA Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
// Market Specifications ...
|
||||
input int marketLength = 7; // Market Length
|
||||
input double step = 0.02; // SAR Step
|
||||
input double maximum = 0.2; // SAR Maximum
|
||||
//
|
||||
// Cycle Definitions ...
|
||||
input int shortCycleFastMultiplier = 1; // Short Cycle Fast Multiplier
|
||||
input int shortCycleSlowMultiplier = 4; // Short Cycle Slow Multiplier
|
||||
input int mediumCycleFastMultiplier = 7; // Medium Cycle Fast Multiplier
|
||||
input int mediumCycleSlowMultiplier = 14; // Medium Cycle Slow Multiplier
|
||||
input int longCycleFastMultiplier = 70; // Long Cycle Fast Multiplier
|
||||
input int longCycleSlowMultiplier = 140; // Long Cycle Slow Multiplier
|
||||
//
|
||||
// Show Inputs ...
|
||||
input bool showPSar = true; // Show Parabolic Sar
|
||||
input bool showShortCycle = true; // Show Short Cycle
|
||||
input bool showShortCycleCrossLines = true; // Show Short Cycle Vertical Lines
|
||||
input bool showMediumCycle = true; // Show Medium Cycle
|
||||
input bool showMediumCycleCrossLines = true; // Show Medium Cycle Vertical Lines
|
||||
input bool showLongCycle = true; // Show Long Cycle
|
||||
input bool showLongCycleCrossLines = true; // Show Long Cycle Vertical Lines
|
||||
//
|
||||
// Color Inputs ...
|
||||
input color pSarColor = clrCornflowerBlue; // Parabolic Sar Color
|
||||
input color shortCycleFastColor = clrGreen; // Short Cycle Fast Color
|
||||
input color shortCycleSlowColor = clrRed; // Short Cycle Slow Color
|
||||
input color mediumCycleFastColor = clrAqua; // Medium Cycle Fast Color
|
||||
input color mediumCycleSlowColor = clrFuchsia; // Medium Cycle Slow Color
|
||||
input color longCycleFastColor = clrGoldenrod; // Medium Cycle Fast Color
|
||||
input color longCycleSlowColor = clrBrown; // Medium Cycle Slow Color
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
// define indicator buffers ...
|
||||
#property indicator_buffers 8
|
||||
#property indicator_plots 8
|
||||
|
||||
//
|
||||
// Middle ...
|
||||
#property indicator_label7 "Mid"
|
||||
#property indicator_type7 DRAW_LINE
|
||||
#property indicator_color7 clrBisque
|
||||
#property indicator_style7 STYLE_DASHDOTDOT
|
||||
#property indicator_width7 1
|
||||
|
||||
//
|
||||
// Declare Buffers ...
|
||||
#define scFastBufferIndex 0
|
||||
#define scSlowBufferIndex 1
|
||||
#define mcFastBufferIndex 2
|
||||
#define mcSlowBufferIndex 3
|
||||
#define lcFastBufferIndex 4
|
||||
#define lcSlowBufferIndex 5
|
||||
#define midBufferIndex 6
|
||||
#define pSarBufferIndex 7
|
||||
|
||||
//
|
||||
double scFastBuffer[];
|
||||
double scSlowBuffer[];
|
||||
double mcFastBuffer[];
|
||||
double mcSlowBuffer[];
|
||||
double lcFastBuffer[];
|
||||
double lcSlowBuffer[];
|
||||
double midBuffer[];
|
||||
double pSarBuffer[];
|
||||
|
||||
//
|
||||
int shortCycleFastLength;
|
||||
int shortCycleSlowLength;
|
||||
int mediumCycleFastLength;
|
||||
int mediumCycleSlowLength;
|
||||
int longCycleFastLength;
|
||||
int longCycleSlowLength;
|
||||
|
||||
//
|
||||
// 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 (
|
||||
//
|
||||
// Validate Market Length ...
|
||||
marketLength <= 0
|
||||
//
|
||||
// Validate Short Cycle ...
|
||||
|| shortCycleFastMultiplier <= 0
|
||||
|| shortCycleSlowMultiplier <= 0
|
||||
|| shortCycleFastMultiplier >= shortCycleSlowMultiplier
|
||||
//
|
||||
// Validate Medium Cycle ...
|
||||
|| mediumCycleFastMultiplier <= 0
|
||||
|| mediumCycleSlowMultiplier <= 0
|
||||
|| mediumCycleFastMultiplier >= mediumCycleSlowMultiplier
|
||||
//
|
||||
// Validate Long Cycle ...
|
||||
|| longCycleFastMultiplier <= 0
|
||||
|| longCycleSlowMultiplier <= 0
|
||||
|| longCycleFastMultiplier >= longCycleSlowMultiplier
|
||||
//
|
||||
// Validate Series of Multipliers ...
|
||||
|| shortCycleFastMultiplier >= mediumCycleFastMultiplier
|
||||
|| mediumCycleFastMultiplier >= longCycleFastMultiplier
|
||||
) {
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
logTag = "XST_XMA";
|
||||
|
||||
//
|
||||
// Calculate Cycle Length based on given Multipliers ...
|
||||
shortCycleFastLength = marketLength * shortCycleFastMultiplier;
|
||||
shortCycleSlowLength = marketLength * shortCycleSlowMultiplier;
|
||||
mediumCycleFastLength = marketLength * mediumCycleFastMultiplier;
|
||||
mediumCycleSlowLength = marketLength * mediumCycleSlowMultiplier;
|
||||
longCycleFastLength = marketLength * longCycleFastMultiplier;
|
||||
longCycleSlowLength = marketLength * longCycleSlowMultiplier;
|
||||
|
||||
//
|
||||
// Short Cycle Fast ...
|
||||
SetIndexLabel(scFastBufferIndex, "SCFast");
|
||||
SetIndexBuffer(scFastBufferIndex, scFastBuffer);
|
||||
SetIndexDrawBegin(scFastBufferIndex, shortCycleFastLength);
|
||||
SetIndexStyle(
|
||||
scFastBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showShortCycle ?
|
||||
shortCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Short Cycle Slow ...
|
||||
SetIndexLabel(scSlowBufferIndex, "SCSLow");
|
||||
SetIndexBuffer(scSlowBufferIndex, scSlowBuffer);
|
||||
SetIndexDrawBegin(scSlowBufferIndex, shortCycleSlowLength);
|
||||
SetIndexStyle(
|
||||
scSlowBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showShortCycle ?
|
||||
shortCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Medium Cycle Fast ...
|
||||
SetIndexLabel(mcFastBufferIndex, "MCFast");
|
||||
SetIndexBuffer(mcFastBufferIndex, mcFastBuffer);
|
||||
SetIndexDrawBegin(mcFastBufferIndex, mediumCycleFastLength);
|
||||
SetIndexStyle(
|
||||
mcFastBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showMediumCycle ?
|
||||
mediumCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Medium Cycle Slow ...
|
||||
SetIndexLabel(mcSlowBufferIndex, "MCSlow");
|
||||
SetIndexBuffer(mcSlowBufferIndex, mcSlowBuffer);
|
||||
SetIndexDrawBegin(mcSlowBufferIndex, mediumCycleSlowLength);
|
||||
SetIndexStyle(
|
||||
mcSlowBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showMediumCycle ?
|
||||
mediumCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Long Cycle Fast ...
|
||||
SetIndexLabel(lcFastBufferIndex, "LCFast");
|
||||
SetIndexBuffer(lcFastBufferIndex, lcFastBuffer);
|
||||
SetIndexDrawBegin(lcFastBufferIndex, longCycleFastLength);
|
||||
SetIndexStyle(
|
||||
lcFastBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showLongCycle ?
|
||||
longCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Long Cycle Slow ...
|
||||
SetIndexLabel(lcSlowBufferIndex, "LCSlow");
|
||||
SetIndexBuffer(lcSlowBufferIndex, lcSlowBuffer);
|
||||
SetIndexDrawBegin(lcSlowBufferIndex, longCycleSlowLength);
|
||||
SetIndexStyle(
|
||||
lcSlowBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showLongCycle ?
|
||||
longCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
|
||||
//
|
||||
// Market Middleage ...
|
||||
SetIndexBuffer(midBufferIndex, midBuffer);
|
||||
SetIndexDrawBegin(midBufferIndex, marketLength);
|
||||
SetIndexLabel(midBufferIndex, "Market Mid");
|
||||
|
||||
//
|
||||
// Parabolic Sar ...
|
||||
SetIndexBuffer(pSarBufferIndex, pSarBuffer);
|
||||
SetIndexLabel(pSarBufferIndex, "P Sar");
|
||||
SetIndexStyle(
|
||||
pSarBufferIndex,
|
||||
DRAW_LINE,
|
||||
STYLE_DOT,
|
||||
1,
|
||||
showPSar ?
|
||||
pSarColor :
|
||||
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, longCycleSlowLength);
|
||||
|
||||
//
|
||||
// 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 ...
|
||||
CalculateShortCycle(i);
|
||||
|
||||
//
|
||||
// Calculate Medium Cycle ...
|
||||
CalculateMediumCycle(i);
|
||||
|
||||
//
|
||||
// Calculate Long Cycle ...
|
||||
CalculateLongCycle(i);
|
||||
|
||||
//
|
||||
// Calculate Market Middleage ...
|
||||
CalculateMarketMiddleage(i);
|
||||
|
||||
//
|
||||
// Calculate Cross Points ...
|
||||
CalculateCrossPoints(i);
|
||||
|
||||
//
|
||||
// Calculate Parabolic Sar ...
|
||||
CalculateParabolicSar(i);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
//
|
||||
// END Event Handlers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Functions ...
|
||||
//
|
||||
//
|
||||
// Calculate Short Cycle ...
|
||||
void CalculateShortCycle(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Fast ...
|
||||
double shortCycleFast = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
shortCycleFastLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_WEIGHTED,
|
||||
bar_index
|
||||
);
|
||||
scFastBuffer[bar_index] = shortCycleFast;
|
||||
|
||||
//
|
||||
// Slow ...
|
||||
double shortCycleSlow = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
shortCycleSlowLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_WEIGHTED,
|
||||
bar_index
|
||||
);
|
||||
scSlowBuffer[bar_index] = shortCycleSlow;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Medium Cycle ...
|
||||
void CalculateMediumCycle(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Fast ...
|
||||
double mediumCycleFast = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
mediumCycleFastLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_MEDIAN,
|
||||
bar_index
|
||||
);
|
||||
mcFastBuffer[bar_index] = mediumCycleFast;
|
||||
|
||||
//
|
||||
// Slow ...
|
||||
double mediumCycleSlow = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
mediumCycleSlowLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_MEDIAN,
|
||||
bar_index
|
||||
);
|
||||
mcSlowBuffer[bar_index] = mediumCycleSlow;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Long Cycle ...
|
||||
void CalculateLongCycle(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Fast ...
|
||||
double longCycleFast = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
longCycleFastLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_CLOSE,
|
||||
bar_index
|
||||
);
|
||||
lcFastBuffer[bar_index] = longCycleFast;
|
||||
|
||||
//
|
||||
// Slow ...
|
||||
double longCycleSlow = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
longCycleSlowLength,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_CLOSE,
|
||||
bar_index
|
||||
);
|
||||
lcSlowBuffer[bar_index] = longCycleSlow;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Market Middleage ...
|
||||
void CalculateMarketMiddleage(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// Mid ...
|
||||
double marketMiddleage = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
(int)(marketLength * 1.5),
|
||||
0,
|
||||
MODE_EMA,
|
||||
PRICE_MEDIAN,
|
||||
bar_index
|
||||
);
|
||||
midBuffer[bar_index] = marketMiddleage;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Cross Points and Draw Section Line on theme ...
|
||||
void CalculateCrossPoints(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
// START Draw Cross Lines ...
|
||||
//
|
||||
//
|
||||
// Short Cycle ...
|
||||
bool isSCFastCrossOverSlow = scFastBuffer[bar_index] > scSlowBuffer[bar_index]
|
||||
&& !(scFastBuffer[bar_index + 1] > scSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
bool isSCFastCrossUnderSlow = scFastBuffer[bar_index] < scSlowBuffer[bar_index]
|
||||
&& !(scFastBuffer[bar_index + 1] < scSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
// Medium Cycle ...
|
||||
bool isMCFastCrossOverSlow = mcFastBuffer[bar_index] > mcSlowBuffer[bar_index]
|
||||
&& !(mcFastBuffer[bar_index + 1] > mcSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
bool isMCFastCrossUnderSlow = mcFastBuffer[bar_index] < mcSlowBuffer[bar_index]
|
||||
&& !(mcFastBuffer[bar_index + 1] < mcSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
// Long Cycle ...
|
||||
bool isLCFastCrossOverSlow = lcFastBuffer[bar_index] > lcSlowBuffer[bar_index]
|
||||
&& !(lcFastBuffer[bar_index + 1] > lcSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
bool isLCFastCrossUnderSlow = lcFastBuffer[bar_index] < lcSlowBuffer[bar_index]
|
||||
&& !(lcFastBuffer[bar_index + 1] < lcSlowBuffer[bar_index + 1]);
|
||||
|
||||
//
|
||||
// START Drawing CrossPoints ...
|
||||
//
|
||||
//
|
||||
datetime currentTime = iTime(
|
||||
_Symbol,
|
||||
_Period,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
if (showShortCycleCrossLines) {
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isSCFastCrossOverSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_SC_F_OV_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showShortCycleCrossLines ?
|
||||
shortCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isSCFastCrossUnderSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_SC_F_UN_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showShortCycleCrossLines ?
|
||||
shortCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (showMediumCycleCrossLines) {
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isMCFastCrossOverSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_MC_F_OV_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showMediumCycleCrossLines ?
|
||||
mediumCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isMCFastCrossUnderSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_MC_F_UN_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showMediumCycleCrossLines ?
|
||||
mediumCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (showLongCycleCrossLines) {
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isLCFastCrossOverSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_LC_F_OV_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showLongCycleCrossLines ?
|
||||
longCycleFastColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Draw Line ...
|
||||
if (isLCFastCrossUnderSlow) {
|
||||
//
|
||||
string lbl = StringConcatenate(
|
||||
logTag,
|
||||
"_LC_F_UN_S_",
|
||||
currentTime
|
||||
);
|
||||
|
||||
//
|
||||
DrawVerticalLine(
|
||||
0,
|
||||
lbl,
|
||||
0,
|
||||
currentTime,
|
||||
showLongCycleCrossLines ?
|
||||
longCycleSlowColor :
|
||||
clrNONE
|
||||
);
|
||||
}
|
||||
}
|
||||
//
|
||||
// END Drawing CrossPoints ...
|
||||
//
|
||||
}
|
||||
|
||||
void CalculateParabolicSar(
|
||||
const int bar_index
|
||||
) {
|
||||
//
|
||||
double sarValue = iSAR(
|
||||
NULL,
|
||||
_Period,
|
||||
step,
|
||||
maximum,
|
||||
bar_index
|
||||
);
|
||||
|
||||
//
|
||||
pSarBuffer[bar_index] = sarValue;
|
||||
}
|
||||
//
|
||||
// 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"
|
||||
|
||||
//
|
||||
// here we specify logging enabled or not ...
|
||||
bool enableLogging = true;
|
||||
|
||||
//
|
||||
// this is a Tag which attached to our Logger ...
|
||||
string logTag = "XS_ZG";
|
||||
|
||||
//
|
||||
#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, "");
|
||||
|
||||
//
|
||||
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 ...
|
||||
//
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,91 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL4 Draw Global Library
|
||||
// ---------------------------------------------
|
||||
// saherelm useful tools and definitions ...
|
||||
//
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
#property library
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://www.saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Log Tag ...
|
||||
static string logTag = "";
|
||||
|
||||
//
|
||||
// Enable or Disable Logging ...
|
||||
static bool enableLogging = false;
|
||||
|
||||
//
|
||||
// Start Log Messages ...
|
||||
//
|
||||
|
||||
//
|
||||
// Logging a Message, specified for this EA ...
|
||||
// using provided LogTag ...
|
||||
void LogMessage(string message) {
|
||||
//
|
||||
if (!enableLogging) {
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
Print(logTag, " > ", message);
|
||||
}
|
||||
|
||||
//
|
||||
// this used for logging series ...
|
||||
void LogSeries(
|
||||
double &series[], // which series to Log ...
|
||||
int length = 0, // number of items to Log, 0 means all ...
|
||||
int skip = 0 // number of items which skip before logging ...
|
||||
) {
|
||||
//
|
||||
string msg = "";
|
||||
|
||||
//
|
||||
int seriesSize = ArraySize(series);
|
||||
if (
|
||||
skip < 0
|
||||
|| length < 0
|
||||
|| seriesSize == 0
|
||||
|| skip > seriesSize
|
||||
|| skip + length > seriesSize
|
||||
) {
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
length = length == 0 ?
|
||||
seriesSize :
|
||||
length;
|
||||
int start = skip > 1 ?
|
||||
skip - 1 :
|
||||
skip == 1 ?
|
||||
1 :
|
||||
0;
|
||||
|
||||
//
|
||||
// Loop through series items ...
|
||||
for (int i = start; i < start + length; i++) {
|
||||
//
|
||||
msg += StringConcatenate(
|
||||
"i[", i, "]: ", series[i], ", "
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
LogMessage(msg);
|
||||
}
|
||||
//
|
||||
// End Log Messages ...
|
||||
//
|
||||
|
||||
@@ -0,0 +1,127 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL4 Models Global Library
|
||||
// ---------------------------------------------
|
||||
// saherelm useful tools and definitions ...
|
||||
//
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
#property library
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://www.saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Start Models ...
|
||||
//
|
||||
//
|
||||
// Used Indicators List ...
|
||||
const string xmaIndicatorName = "x-saherelm.xma";
|
||||
const string adxIndicatorName = "x-saherelm.adx";
|
||||
const string oscIndicatorName = "x-saherelm.osc";
|
||||
const string zigZagIndicatorName = "x-saherelm.zigzag";
|
||||
|
||||
//
|
||||
// Direction ...
|
||||
enum X_DIRECTION {
|
||||
X_UP,
|
||||
X_DOWN
|
||||
};
|
||||
|
||||
//
|
||||
// these are different signal types ...
|
||||
enum X_SIGNAL_TYPE {
|
||||
X_NONE,
|
||||
X_LONG,
|
||||
X_SHORT,
|
||||
};
|
||||
|
||||
//
|
||||
// we Model each signals as this type ...
|
||||
struct XSignal {
|
||||
int id;
|
||||
X_SIGNAL_TYPE type;
|
||||
double tp;
|
||||
double sl;
|
||||
string symbol;
|
||||
datetime time;
|
||||
double entryPrice;
|
||||
};
|
||||
|
||||
//
|
||||
// this is Signal Request Response model ...
|
||||
struct XSignalRequest {
|
||||
bool hasSignal;
|
||||
X_SIGNAL_TYPE type;
|
||||
XSignal signal;
|
||||
};
|
||||
|
||||
//
|
||||
// we model OSC Return Data ...
|
||||
struct XOSCState {
|
||||
//
|
||||
double fastOSC;
|
||||
double slowOSC;
|
||||
|
||||
//
|
||||
double powerOSC;
|
||||
|
||||
//
|
||||
double varOSC;
|
||||
|
||||
//
|
||||
double tanFSOSC;
|
||||
};
|
||||
|
||||
//
|
||||
// Define a Model to Represent Snapshot of XMA Indicator ...
|
||||
struct XMAState {
|
||||
//
|
||||
// Short Cycle ...
|
||||
//
|
||||
// FAST ...
|
||||
double scFast;
|
||||
|
||||
//
|
||||
// SLOW ...
|
||||
double scSlow;
|
||||
|
||||
//
|
||||
bool isSCTrendUp;
|
||||
|
||||
//
|
||||
// Medium Cycle ...
|
||||
//
|
||||
// FAST ...
|
||||
double mcFast;
|
||||
|
||||
//
|
||||
// SLOW ...
|
||||
double mcSlow;
|
||||
|
||||
//
|
||||
// Long Cycle ...
|
||||
//
|
||||
// FAST ...
|
||||
double lcFast;
|
||||
|
||||
//
|
||||
// SLOW ...
|
||||
double lcSlow;
|
||||
|
||||
//
|
||||
// MIDDLEAGE ...
|
||||
double marketMiddleage;
|
||||
|
||||
//
|
||||
// PARABOLIC-SAR ...
|
||||
double parabolicSAR;
|
||||
};
|
||||
//
|
||||
// End Models ...
|
||||
//
|
||||
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user