last ...
This commit is contained in:
@@ -0,0 +1,550 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Ocillator
|
||||
// -------------------------------------------------
|
||||
// Name: X121 XDelta
|
||||
// Description: Detect Comulative Volumes Delta ...
|
||||
//
|
||||
//
|
||||
// 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 X121 XDelta Ocillator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
#define ShortName "X121_XDELTA"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Makret ...
|
||||
input group "Market";
|
||||
input int maLength = 14; // Moving Averge Length
|
||||
input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
|
||||
input bool showDeltaLine = true; // Show Delta Line
|
||||
input bool showDeltaHistogram = true; // Show Delta Histogram
|
||||
input bool showDeltaMa = true; // Show Delta Moving Average
|
||||
|
||||
//
|
||||
// Buffers Props ...
|
||||
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 6
|
||||
#property indicator_plots 3
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullishColorIDX 1
|
||||
#define bearishColorIDX 2
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#define deltaLineBufferIndex 0
|
||||
double deltaLineBuffer[];
|
||||
|
||||
#property indicator_label1 "Delta Line"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrYellow
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
#define deltaHistogramBufferIndex 1
|
||||
double deltaHistogramBuffer[];
|
||||
|
||||
//
|
||||
#define deltaHistogramColorBufferIndex 2
|
||||
double deltaHistogramColorBuffer[];
|
||||
|
||||
#property indicator_label2 "Delta Histogram"
|
||||
#property indicator_type2 DRAW_COLOR_HISTOGRAM
|
||||
#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
|
||||
#property indicator_style2 STYLE_DOT
|
||||
#property indicator_width2 1
|
||||
|
||||
//
|
||||
#define deltaMaBufferIndex 3
|
||||
double deltaMaBuffer[];
|
||||
|
||||
#property indicator_label3 "Delta MA"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 clrOrchid
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 1
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
#define mLastBufferIndex 3
|
||||
|
||||
//
|
||||
#define rawDeltaBufferIndex mLastBufferIndex + 1
|
||||
double rawDeltaBuffer[];
|
||||
|
||||
//
|
||||
#define deltaStateBufferIndex mLastBufferIndex + 2
|
||||
double deltaStateBuffer[];
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength;
|
||||
|
||||
//
|
||||
int firstBarIndex;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
/**
|
||||
* Initialize Indicator ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Indicator Handlers ...
|
||||
|
||||
//
|
||||
// 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 ...
|
||||
maxLength = ExtractMaxLengthOfInputs();
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
/**
|
||||
* De Initialize Indicator ...
|
||||
*
|
||||
* @param reason: Integer, De Initialization Reason ...
|
||||
*/
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Bars ...
|
||||
*
|
||||
* @param rates_total: Integer, Total Bars on Chart ...
|
||||
* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
|
||||
* @param time: DateTime Array, History of Open Time ...
|
||||
* @param open: Double Array, History of Open Prices ...
|
||||
* @param high: Double Array, History of High Prices ...
|
||||
* @param low: Double Array, History of Low Prices ...
|
||||
* @param close: Double Array, History of Close Prices ...
|
||||
* @param tick_volume: Long, History of Tick Volumes on Bar ...
|
||||
* @param volume: Long, History of Trade Volumes ...
|
||||
* @param spread: Double, History of Spread Price ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
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[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Prepare Buffers ...
|
||||
ArraySetAsSeries(time, true);
|
||||
ArraySetAsSeries(open, true);
|
||||
ArraySetAsSeries(high, true);
|
||||
ArraySetAsSeries(low, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
ArraySetAsSeries(tick_volume, true);
|
||||
ArraySetAsSeries(volume, true);
|
||||
ArraySetAsSeries(spread, true);
|
||||
|
||||
//
|
||||
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
||||
? rates_total
|
||||
: (rates_total - prev_calculated) + 1;
|
||||
|
||||
//
|
||||
// Main Loop ...
|
||||
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
CalculateBuffers(
|
||||
//
|
||||
i,
|
||||
prev_calculated,
|
||||
rates_total,
|
||||
//
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tick_volume //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Functions ...
|
||||
|
||||
/**
|
||||
* Validate Input Args for Initialization ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = maLength > 0 &&
|
||||
IsValid(maMethod);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
result = MathMax(0, maLength);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* Define Required Buffers ...
|
||||
*/
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
// Delta Line ...
|
||||
ENUM_DRAW_TYPE deltaLineDrawType = showDeltaLine ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaLineBuffer, true);
|
||||
SetIndexBuffer(deltaLineBufferIndex, deltaLineBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaLineBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_SHOW_DATA, showDeltaLine);
|
||||
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_DRAW_TYPE, deltaLineDrawType);
|
||||
|
||||
//
|
||||
// Delta Histogram ...
|
||||
ENUM_DRAW_TYPE deltaHistogramDrawType = showDeltaHistogram ? DRAW_COLOR_HISTOGRAM : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaHistogramBuffer, true);
|
||||
SetIndexBuffer(deltaHistogramBufferIndex, deltaHistogramBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaHistogramBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_SHOW_DATA, showDeltaHistogram);
|
||||
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_DRAW_TYPE, deltaHistogramDrawType);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaHistogramColorBuffer, true);
|
||||
SetIndexBuffer(deltaHistogramColorBufferIndex, deltaHistogramColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Delta Ma ...
|
||||
ENUM_DRAW_TYPE deltaMaDrawType = showDeltaMa ? DRAW_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaMaBuffer, true);
|
||||
SetIndexBuffer(deltaMaBufferIndex, deltaMaBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(deltaMaBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_SHOW_DATA, showDeltaMa);
|
||||
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_DRAW_TYPE, deltaMaDrawType);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(rawDeltaBuffer, true);
|
||||
SetIndexBuffer(rawDeltaBufferIndex, rawDeltaBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(deltaStateBuffer, true);
|
||||
SetIndexBuffer(deltaStateBufferIndex, deltaStateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Custom Buffers ...
|
||||
*
|
||||
* @param bar_index: Integer, Represent Current Bar ...
|
||||
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
||||
* @param ratesTotal: Integer, Represents All Available Bars ...
|
||||
* @param open: Double Array, History of Open Prices ...
|
||||
* @param high: Double Array, History of High Prices ...
|
||||
* @param close: Double Array, History of Close Prices ...
|
||||
* @param low: Double Array, History of Low Prices ...
|
||||
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
||||
*/
|
||||
void CalculateBuffers(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
int barsLimit = startCalculationForLastBars > 0
|
||||
? startCalculationForLastBars
|
||||
: 0;
|
||||
if (barsLimit == 0)
|
||||
{
|
||||
//
|
||||
barsLimit = ratesTotal;
|
||||
firstBarIndex = barsLimit - 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
firstBarIndex = startCalculationForLastBars;
|
||||
}
|
||||
|
||||
//
|
||||
// bool canCalculate = true;
|
||||
bool canCalculate =
|
||||
bar_index <= barsLimit;
|
||||
if (canCalculate)
|
||||
{
|
||||
//
|
||||
CalculateValues(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
FillBuffersZero(bar_index);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
||||
*
|
||||
* @param barIndex: Integer ...
|
||||
*/
|
||||
void FillBuffersZero(int barIndex)
|
||||
{
|
||||
//
|
||||
rawDeltaBuffer[barIndex] = 0.0;
|
||||
deltaLineBuffer[barIndex] = 0.0;
|
||||
deltaStateBuffer[barIndex] = 0.0;
|
||||
deltaHistogramBuffer[barIndex] = 0.0;
|
||||
deltaMaBuffer[barIndex] = 0.0;
|
||||
deltaHistogramColorBuffer[barIndex] = hideColorIDX;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Vales ...
|
||||
*
|
||||
* @param bar_index: Integer, Represent Current Bar ...
|
||||
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
||||
* @param ratesTotal: Integer, Represents All Available Bars ...
|
||||
* @param open: Double Array, History of Open Prices ...
|
||||
* @param high: Double Array, History of High Prices ...
|
||||
* @param close: Double Array, History of Close Prices ...
|
||||
* @param low: Double Array, History of Low Prices ...
|
||||
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
||||
*/
|
||||
void CalculateValues(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Check Prev Bar ...
|
||||
int lastBarIndex = bar_index + 1;
|
||||
bool isFirstBar =
|
||||
startCalculationForLastBars > 0
|
||||
? bar_index == startCalculationForLastBars
|
||||
: bar_index == firstBarIndex;
|
||||
|
||||
//
|
||||
XOHCL bar;
|
||||
bool has = bar.Init(
|
||||
_Symbol,
|
||||
_Period,
|
||||
bar_index //
|
||||
);
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
double iDelta = 0.0;
|
||||
|
||||
//
|
||||
// Detecting Delta Volume ...
|
||||
if (bar.IsBullish())
|
||||
{
|
||||
iDelta = (double)bar.volume;
|
||||
}
|
||||
else if (bar.IsBearish())
|
||||
{
|
||||
iDelta = -(double)bar.volume;
|
||||
}
|
||||
|
||||
//
|
||||
// Setting iDelta Value ...
|
||||
if (isFirstBar)
|
||||
{
|
||||
//
|
||||
rawDeltaBuffer[bar_index] = iDelta;
|
||||
deltaLineBuffer[bar_index] = iDelta;
|
||||
deltaHistogramBuffer[bar_index] = iDelta;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
iDelta += deltaLineBuffer[bar_index + 1];
|
||||
|
||||
//
|
||||
rawDeltaBuffer[bar_index] = iDelta;
|
||||
deltaLineBuffer[bar_index] = iDelta;
|
||||
deltaHistogramBuffer[bar_index] = iDelta;
|
||||
}
|
||||
|
||||
//
|
||||
// Setting iDelta State ...
|
||||
double iState = iDelta > 0
|
||||
? bullishColorIDX
|
||||
: iDelta < 0
|
||||
? bearishColorIDX
|
||||
: hideColorIDX;
|
||||
//
|
||||
// Setting iDelta Color ...
|
||||
double iDeltaColor = iDelta > 0
|
||||
? bullishColorIDX
|
||||
: iDelta < 0
|
||||
? bearishColorIDX
|
||||
: hideColorIDX;
|
||||
|
||||
//
|
||||
deltaStateBuffer[bar_index] = iState;
|
||||
deltaHistogramColorBuffer[bar_index] = iDeltaColor;
|
||||
|
||||
//
|
||||
// Calculate Moving Averages ...
|
||||
int deltaMAsCount = iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
maLength,
|
||||
rawDeltaBuffer,
|
||||
deltaMaBuffer,
|
||||
maMethod //
|
||||
);
|
||||
|
||||
//
|
||||
bar.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
Reference in New Issue
Block a user