last works ...
This commit is contained in:
@@ -0,0 +1,676 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------------
|
||||
// Name: X121 XTREND
|
||||
// Description: XTREND ...
|
||||
//
|
||||
//
|
||||
// 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 XTREND Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
#define ShortName "X121 XTREND"
|
||||
|
||||
//
|
||||
// Includes Common Library ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Market ...
|
||||
input group "Market";
|
||||
|
||||
input ENUM_APPLIED_PRICE trendPriceType = PRICE_CLOSE; // Detect Trend Price Type
|
||||
|
||||
input group "MA Detection";
|
||||
input int maLength = 50; // MA Length
|
||||
input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE maAppliedTo; // MA Applied To
|
||||
|
||||
input group "ADX Detection";
|
||||
input int adxLength = 14; // ADX Length
|
||||
input double adxThreshold = 25; // ADX Threshold for Strong Trends
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
|
||||
//
|
||||
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
|
||||
input int upTrendArrowCode = 233; // Up Trend Arrow Code
|
||||
input int downTrendArrowCode = 234; // Down Trend Arrow Code
|
||||
|
||||
//
|
||||
input bool showOnlyTrendStart = true; // Show Only Trend Start
|
||||
input bool showUpTrend = true; // Show Up Trend
|
||||
input bool showDownTrend = true; // Show Down Trend
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 6
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
#define upTrendBufferIndex 0
|
||||
double upTrendBuffer[];
|
||||
|
||||
//
|
||||
#property indicator_label1 "X121 XTREND Up"
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrAqua
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
#define downTrendBufferIndex 1
|
||||
double downTrendBuffer[];
|
||||
|
||||
//
|
||||
#property indicator_label2 "X121 XTREND Down"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrMagenta
|
||||
#property indicator_width2 1
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
int mLastBufferIndex = 1;
|
||||
|
||||
//
|
||||
#define maBufferIndex mLastBufferIndex + 1
|
||||
double maBuffer[];
|
||||
|
||||
//
|
||||
#define adxBufferIndex mLastBufferIndex + 2
|
||||
double adxBuffer[];
|
||||
|
||||
//
|
||||
#define adxPBufferIndex mLastBufferIndex + 3
|
||||
double adxPBuffer[];
|
||||
|
||||
//
|
||||
#define adxMBufferIndex mLastBufferIndex + 4
|
||||
double adxMBuffer[];
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength;
|
||||
|
||||
//
|
||||
double lastValue = 0;
|
||||
ENUM_X_DIRECTION lastTrendDir = X_DIRECTION_NONE;
|
||||
|
||||
//
|
||||
// MA Handler ...
|
||||
int maHandler = INVALID_HANDLE;
|
||||
|
||||
//
|
||||
// ADX Handler ...
|
||||
int adxHandler = INVALID_HANDLE;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
/**
|
||||
* Initialize Indicator ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Indicator Handlers ...
|
||||
|
||||
//
|
||||
// MA ...
|
||||
maHandler = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
maLength,
|
||||
0,
|
||||
maMethod,
|
||||
maAppliedTo //
|
||||
);
|
||||
bool isInited = maHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// ADx ...
|
||||
adxHandler = iADX(
|
||||
_Symbol,
|
||||
_Period,
|
||||
adxLength //
|
||||
);
|
||||
isInited = maHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// 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
|
||||
|
||||
//
|
||||
IndicatorRelease(maHandler);
|
||||
IndicatorRelease(adxHandler);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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);
|
||||
|
||||
//
|
||||
// Validate Calculated Bars ...
|
||||
|
||||
//
|
||||
// MA ...
|
||||
int maCalculatedBars = BarsCalculated(maHandler);
|
||||
|
||||
//
|
||||
// ADX ...
|
||||
int adxCalculatedBars = BarsCalculated(adxHandler);
|
||||
|
||||
//
|
||||
bool isPassedRequiredCalculatedBars =
|
||||
//
|
||||
// MA ...
|
||||
maCalculatedBars >= maxLength &&
|
||||
//
|
||||
// ADX ...
|
||||
adxCalculatedBars >= maxLength
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCalculatedBars)
|
||||
{
|
||||
return prev_calculated;
|
||||
}
|
||||
|
||||
//
|
||||
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
||||
? rates_total
|
||||
: (rates_total - prev_calculated) + 1;
|
||||
|
||||
//
|
||||
// Buffers Copy ...
|
||||
|
||||
//
|
||||
// MA ...
|
||||
int copiedMas = CopyBuffer(maHandler, 0, 0, limit, maBuffer);
|
||||
|
||||
//
|
||||
// ADX ...
|
||||
int copiedAdxs = CopyBuffer(adxHandler, MAIN_LINE, 0, limit, adxBuffer);
|
||||
int copiedAdxPs = CopyBuffer(adxHandler, PLUSDI_LINE, 0, limit, adxPBuffer);
|
||||
int copiedAdxMs = CopyBuffer(adxHandler, MINUSDI_LINE, 0, limit, adxMBuffer);
|
||||
|
||||
//
|
||||
// Validate Copied Items ...
|
||||
bool isPassedRequiredCopiedItems =
|
||||
//
|
||||
// MA ...
|
||||
copiedMas > 0 &&
|
||||
//
|
||||
// ADX ...
|
||||
copiedAdxs > 0 &&
|
||||
copiedAdxPs > 0 &&
|
||||
copiedAdxMs > 0
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCopiedItems)
|
||||
{
|
||||
return prev_calculated;
|
||||
}
|
||||
|
||||
//
|
||||
// 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 =
|
||||
//
|
||||
// MA ...
|
||||
maLength > 0 &&
|
||||
//
|
||||
// ADX ...
|
||||
adxLength > 0 &&
|
||||
adxThreshold > 0
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
result = MathMax(maLength, adxLength);
|
||||
|
||||
//
|
||||
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 ...
|
||||
|
||||
//
|
||||
// UP Trend ...
|
||||
|
||||
//
|
||||
ENUM_DRAW_TYPE upTrendDrawType = showUpTrend ? DRAW_ARROW : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(upTrendBuffer, true);
|
||||
SetIndexBuffer(upTrendBufferIndex, upTrendBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(upTrendBufferIndex, PLOT_SHOW_DATA, showUpTrend);
|
||||
PlotIndexSetInteger(upTrendBufferIndex, PLOT_DRAW_TYPE, upTrendDrawType);
|
||||
|
||||
//
|
||||
PlotIndexSetDouble(upTrendBufferIndex, PLOT_EMPTY_VALUE, 0);
|
||||
PlotIndexSetInteger(upTrendBufferIndex, PLOT_ARROW, upTrendArrowCode);
|
||||
|
||||
//
|
||||
// DOWN Trend ...
|
||||
|
||||
//
|
||||
ENUM_DRAW_TYPE downTrendDrawType = showDownTrend ? DRAW_ARROW : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(downTrendBuffer, true);
|
||||
SetIndexBuffer(downTrendBufferIndex, downTrendBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(downTrendBufferIndex, PLOT_SHOW_DATA, showDownTrend);
|
||||
PlotIndexSetInteger(downTrendBufferIndex, PLOT_DRAW_TYPE, downTrendDrawType);
|
||||
|
||||
//
|
||||
PlotIndexSetDouble(downTrendBufferIndex, PLOT_EMPTY_VALUE, 0);
|
||||
PlotIndexSetInteger(downTrendBufferIndex, PLOT_ARROW, downTrendArrowCode);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(maBuffer, true);
|
||||
SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(adxBuffer, true);
|
||||
SetIndexBuffer(adxBufferIndex, adxBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(adxPBuffer, true);
|
||||
SetIndexBuffer(adxPBufferIndex, adxPBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(adxMBuffer, true);
|
||||
SetIndexBuffer(adxMBufferIndex, adxMBuffer, 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;
|
||||
//
|
||||
// bool canCalculate = true;
|
||||
bool canCalculate =
|
||||
barsLimit == 0 ||
|
||||
bar_index <= barsLimit;
|
||||
if (canCalculate)
|
||||
{
|
||||
//
|
||||
CalculateTrend(
|
||||
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)
|
||||
{
|
||||
//
|
||||
upTrendBuffer[barIndex] = 0;
|
||||
downTrendBuffer[barIndex] = 0;
|
||||
|
||||
//
|
||||
maBuffer[barIndex] = 0;
|
||||
adxBuffer[barIndex] = 0;
|
||||
adxPBuffer[barIndex] = 0;
|
||||
adxMBuffer[barIndex] = 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Trends ...
|
||||
*
|
||||
* @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 CalculateTrend(
|
||||
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[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
double iPrice = GetAppliedPrice(
|
||||
trendPriceType,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
bar_index //
|
||||
);
|
||||
|
||||
//
|
||||
double iMa = maBuffer[bar_index];
|
||||
double iAdx = adxBuffer[bar_index];
|
||||
double points = GetPoints(_Symbol);
|
||||
double points10 = 10 * points;
|
||||
|
||||
//
|
||||
bool isUpTrend =
|
||||
iPrice > iMa &&
|
||||
iAdx > adxThreshold;
|
||||
bool isDownTrend =
|
||||
iPrice < iMa &&
|
||||
iAdx > adxThreshold;
|
||||
|
||||
//
|
||||
if (isUpTrend)
|
||||
{
|
||||
//
|
||||
// double iLastValue =
|
||||
// prevCalculated <= 0
|
||||
// ? 0
|
||||
// : upTrendBuffer[bar_index + 1];
|
||||
// if (iLastValue > 0 &&
|
||||
// iValue > iLastValue)
|
||||
// {
|
||||
// iValue = iLastValue;
|
||||
// }
|
||||
|
||||
// //
|
||||
// double iValue = low[bar_index] - points10;
|
||||
|
||||
//
|
||||
double iValue =
|
||||
!IsBullish(lastTrendDir) ? low[bar_index] - points10
|
||||
: !showOnlyTrendStart
|
||||
? lastValue
|
||||
: 0;
|
||||
|
||||
//
|
||||
upTrendBuffer[bar_index] = iValue;
|
||||
downTrendBuffer[bar_index] = 0;
|
||||
|
||||
//
|
||||
lastValue = iValue;
|
||||
lastTrendDir = X_DIRECTION_BULLISH;
|
||||
}
|
||||
else if (isDownTrend)
|
||||
{
|
||||
//
|
||||
// double iLastValue =
|
||||
// prevCalculated <= 0
|
||||
// ? 0
|
||||
// : downTrendBuffer[bar_index + 1];
|
||||
// if (iLastValue > 0 &&
|
||||
// iValue < iLastValue)
|
||||
// {
|
||||
// iValue = iLastValue;
|
||||
// }
|
||||
|
||||
// //
|
||||
// double iValue = high[bar_index] + points10;
|
||||
|
||||
//
|
||||
double iValue =
|
||||
!IsBearish(lastTrendDir) ? high[bar_index] + points10
|
||||
: !showOnlyTrendStart
|
||||
? lastValue
|
||||
: 0;
|
||||
|
||||
//
|
||||
upTrendBuffer[bar_index] = 0;
|
||||
downTrendBuffer[bar_index] = iValue;
|
||||
|
||||
//
|
||||
lastValue = iValue;
|
||||
lastTrendDir = X_DIRECTION_BEARISH;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
double iValue =
|
||||
IsBullish(lastTrendDir)
|
||||
? showOnlyTrendStart
|
||||
? 0
|
||||
: lastValue
|
||||
: IsBearish(lastTrendDir)
|
||||
? showOnlyTrendStart
|
||||
? 0
|
||||
: lastValue
|
||||
: 0;
|
||||
|
||||
//
|
||||
upTrendBuffer[bar_index] = 0;
|
||||
downTrendBuffer[bar_index] = 0;
|
||||
|
||||
//
|
||||
lastValue = 0;
|
||||
lastTrendDir = X_DIRECTION_NONE;
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user