Resolve XUSPY5 XSI All Stopouts in All Markets ...
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 XCEHull Indicator
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// ---------------------------------------------
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// Name: XCEH
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// Description: Ce Hull Trend Indicator ...
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//
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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 XCEH Indicator"
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#property strict
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//
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// START Constants ...
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//
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#define ShortName "XCEH"
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//
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// END Constants ...
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//
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//
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// START Inputs ...
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//
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input int atrLength = 22; // Period
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input double atrMultiplier = 3.0; // Multiplier
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input bool useClose = true; // Use Close Price for Extremums
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//
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// Includes Logging Library ...
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#include "../Libraries/x-saherelm.log.lib.mq5"
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//
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// Includes Common Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Includes Draw Library ...
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#include "../Libraries/x-saherelm.draw.lib.mq5"
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//
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// START Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 7
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#property indicator_plots 1
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//
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#define emaBufferIndex 0
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#define atrBufferIndex 1
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#define ceLongStopBufferIndex 2
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#define ceShortStopBufferIndex 3
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#define ceDirectionBufferIndex 4
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#define ceLongBufferIndex 5
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#define ceShortBufferIndex 6
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//
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double emaBuffer[];
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double atrBuffer[];
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double ceLongStopBuffer[];
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double ceShortStopBuffer[];
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double ceDirectionBuffer[];
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double ceLongBuffer[];
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double ceShortBuffer[];
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//
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#property indicator_label1 "XEMA"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//
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// END Buffers ...
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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 atrHandler = INVALID_HANDLE;
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int maHandler = INVALID_HANDLE;
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double lastLongStopValue;
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double lastShortStopValue;
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//
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ulong signalsCount = 0;
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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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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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logTag = ShortName;
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drawPrefix = ShortName;
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//
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// Initializing ATR Handler ...
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atrHandler = iATR(
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_Symbol,
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_Period,
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atrLength);
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if (atrHandler == INVALID_HANDLE)
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{
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//
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string message = "Error Initializing ATR Handler ...";
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LogMessage(message);
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//
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return INIT_FAILED;
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}
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//
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// Initializing MA Handler ...
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maHandler = iMA(
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_Symbol,
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_Period,
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atrLength,
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0,
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MODE_EMA,
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PRICE_CLOSE);
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if (maHandler == INVALID_HANDLE)
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{
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//
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string message = "Error Initializing Ma Handler ...";
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LogMessage(message);
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//
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return INIT_FAILED;
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}
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Init Succeed ...
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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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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Here we can handle De Initialization Reasons ...
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IndicatorRelease(maHandler);
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IndicatorRelease(atrHandler);
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//
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// De Init Draw Library ...
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OnDeinitDrawLibrary();
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}
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//
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// Calculations ...
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//
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// Calculating what we want ...
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int OnCalculate(
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//
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// total Candles on chart ...
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const int rates_total,
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//
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// total calculated Candles on charts ...
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const int prev_calculated,
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//
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// history of Candles Open Time ...
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const datetime &time[],
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//
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// history of Candles Open Price ...
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const double &open[],
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//
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// history of Candles High Price ...
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const double &high[],
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//
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// history of Candles Low Price ...
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const double &low[],
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//
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// history of Candles Close Price ...
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const double &close[],
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//
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// history of Tick Volumes on Candle ...
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const long &tick_volume[],
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//
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// history of Trade Volumes ...
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const long &volume[],
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//
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// history of Candles Spread Price ...
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const int &spread[])
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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// this counts Available Bars ...
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int limit;
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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int maxLength = MathMax(atrLength, 1);
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//
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// Check Calculated Bars ...
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int atrCalculatedBars = BarsCalculated(atrHandler);
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int maCalculatedBars = BarsCalculated(maHandler);
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if (
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maCalculatedBars < maxLength ||
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atrCalculatedBars < maxLength
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)
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{
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return prev_calculated;
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}
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//
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limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1;
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//
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// Buffers Copy ...
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int copiedATRs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
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int copiedMAs = CopyBuffer(maHandler, 0, 0, limit, emaBuffer);
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if (
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copiedMAs <= 0 ||
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copiedATRs <= 0
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)
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{
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return prev_calculated;
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}
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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{
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//
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// Do Buffers Calculation ...
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CalculateBuffers(i);
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}
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//
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return rates_total;
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// Validate Input Args for Initialization ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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// Validate Args ...
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if (atrLength >= 2)
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{
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result = true;
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}
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//
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return result;
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}
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//
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// Define Indexes and Styles ...
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void DefineBuffers()
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{
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//
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// ATR Buffer ...
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ArraySetAsSeries(atrBuffer, true);
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SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
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//
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// CE Long Stop Buffer ...
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ArraySetAsSeries(ceLongStopBuffer, true);
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SetIndexBuffer(ceLongStopBufferIndex, ceLongStopBuffer, INDICATOR_CALCULATIONS);
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//
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// CE Short Stop Buffer ...
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ArraySetAsSeries(ceShortStopBuffer, true);
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SetIndexBuffer(ceShortStopBufferIndex, ceShortStopBuffer, INDICATOR_CALCULATIONS);
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//
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// CE Direction Buffer ...
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ArraySetAsSeries(ceDirectionBuffer, true);
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SetIndexBuffer(ceDirectionBufferIndex, ceDirectionBuffer, INDICATOR_CALCULATIONS);
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//
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// CE Long Buffer ...
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ArraySetAsSeries(ceLongBuffer, true);
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SetIndexBuffer(ceLongBufferIndex, ceLongBuffer, INDICATOR_CALCULATIONS);
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//
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// CE Short Buffer ...
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ArraySetAsSeries(ceShortBuffer, true);
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SetIndexBuffer(ceShortBufferIndex, ceShortBuffer, INDICATOR_CALCULATIONS);
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//
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// EMA Buffer ...
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//
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string emaBufferLabel = "EMA " + "(" + (string)atrLength + ")";
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ArraySetAsSeries(emaBuffer, true);
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SetIndexBuffer(emaBufferIndex, emaBuffer, INDICATOR_DATA);
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PlotIndexSetString(emaBufferIndex, PLOT_LABEL, emaBufferLabel);
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}
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//
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// Set Indicator Short Name and also we can define Buffers Labels ...
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void SetIndicatorName()
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{
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//
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string indicatorShortName = "";
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StringConcatenate(indicatorShortName, ShortName, " ", "(", atrLength, ")");
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//
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IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
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}
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//
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// Calculate Buffers ...
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void CalculateBuffers(int bar_index)
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{
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//
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// Requirements ...
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XOHCL candle = GetCandle(bar_index);
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XOHCL prevCandle = GetCandle(bar_index + 1);
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//
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bool hasPrefredSize = ArraySize(ceDirectionBuffer) > bar_index + 1;
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//
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double atrValue = atrBuffer[bar_index] * atrMultiplier;
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//
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// Highest and Lowest Value ...
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double mHighValue = useClose
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? GetHighestHigh(_Symbol, _Period, MODE_CLOSE, atrLength, bar_index)
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: GetHighestHigh(_Symbol, _Period, MODE_HIGH, atrLength, bar_index);
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double mLowValue = useClose
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? GetLowestLow(_Symbol, _Period, MODE_CLOSE, atrLength, bar_index)
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: GetLowestLow(_Symbol, _Period, MODE_LOW, atrLength, bar_index);
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//
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// Calculate CE Long Stop ...
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double ceLongStopValue = mHighValue - atrValue;
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lastLongStopValue = hasPrefredSize && ceLongStopBuffer[bar_index + 1] > 0
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? ceLongStopBuffer[bar_index + 1]
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: ceLongStopValue;
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ceLongStopBuffer[bar_index] = prevCandle.close > lastLongStopValue
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? MathMax(ceLongStopValue, lastLongStopValue)
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: ceLongStopValue;
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//
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// Calculate CE Short Stop ...
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double ceShortStopValue = mLowValue + atrValue;
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lastShortStopValue = hasPrefredSize && ceShortStopBuffer[bar_index + 1] > 0
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? ceShortStopBuffer[bar_index + 1]
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: ceShortStopValue;
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ceShortStopBuffer[bar_index] = prevCandle.close < lastShortStopValue
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? MathMin(ceShortStopValue, lastShortStopValue)
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: ceShortStopValue;
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//
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// Calculate CE Direction ...
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double ceDirectionValue = 1;
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ceDirectionValue = candle.close > lastShortStopValue
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? 1
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: candle.close < lastLongStopValue
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? -1
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: ceDirectionValue;
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ceDirectionBuffer[bar_index] = ceDirectionValue;
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//
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// Calculate Signals ...
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bool hasLongSignal = hasPrefredSize ?
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ceDirectionValue == 1 && ceDirectionBuffer[bar_index + 1] == -1
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: false;
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bool hasShortSignal = hasPrefredSize ?
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ceDirectionValue == -1 && ceDirectionBuffer[bar_index + 1] == 1
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: false;
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//
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ceLongBuffer[bar_index] = hasLongSignal ? 1 : 0;
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ceShortBuffer[bar_index] = hasShortSignal ? 1 : 0;
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//
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if (bar_index > 400) {
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return;
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}
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//
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// Draw Long or Short Signals ...
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if (hasLongSignal || hasShortSignal) {
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//
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signalsCount++;
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//
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bool isLong = hasLongSignal;
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//
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string signalType = isLong ? "Long" : "Short";
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//
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string signalName = signalType + "(" + (string) signalsCount + ")";
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// LogMessage(signalName);
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//
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datetime signalTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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string signalArrowName = signalName + "_A";
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uchar signalArrowCode = isLong ? 225 : 226;
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ENUM_ARROW_ANCHOR signalArrowAnchor = isLong ? ANCHOR_BOTTOM : ANCHOR_TOP;
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color signalArrowColor = isLong ? clrAqua : clrFuchsia;
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double signalArrowPrice = isLong ? candle.low : candle.high;
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//
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if (IsDrawExists(signalArrowName))
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{
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RemoveDraw(signalArrowName);
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}
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//
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bool isDrawn = DrawArrow(
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0,
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signalArrowName,
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0,
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signalTime,
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signalArrowPrice,
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signalArrowCode,
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signalArrowAnchor,
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signalArrowColor
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);
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if (isDrawn) {
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// LogMessage(signalName + " Drawn ...");
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}
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}
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}
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//
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// END Functions ...
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//
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Reference in New Issue
Block a user