diff --git a/Documents/BKP/Indicators/bos-choch.mq5 b/Documents/BKP/Indicators/bos-choch.mq5 new file mode 100644 index 00000000..f8ea516a --- /dev/null +++ b/Documents/BKP/Indicators/bos-choch.mq5 @@ -0,0 +1,128 @@ +#property copyright "Your Name" +#property link "https://www.example.com" +#property version "1.00" +#property indicator_chart_window +#property indicator_buffers 0 +#property indicator_plots 0 + +// Input parameters +input int SwingPeriod = 5; // Lookback period for swing detection + +// Global variables +double LastSwingHigh = 0, LastSwingLow = 0; +bool IsBullish = false; + +//+------------------------------------------------------------------+ +int OnInit() +{ + return(INIT_SUCCEEDED); +} + +//+------------------------------------------------------------------+ +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[]) +{ + // Start from the latest bar + for(int i = rates_total - prev_calculated - 1; i >= 0; i--) + { + // Detect swing high and low + if(IsSwingHigh(high, low, i, SwingPeriod)) + { + LastSwingHigh = high[i]; + CheckStructure(i, high[i], low[i], time[i]); + } + if(IsSwingLow(high, low, i, SwingPeriod)) + { + LastSwingLow = low[i]; + CheckStructure(i, high[i], low[i], time[i]); + } + } + return(rates_total); +} + +//+------------------------------------------------------------------+ +bool IsSwingHigh(const double &high[], const double &low[], int index, int period) +{ + if(index < period || index >= ArraySize(high) - period) return false; + for(int i = 1; i <= period; i++) + { + if(high[index] <= high[index - i] || high[index] <= high[index + i]) + return false; + } + return true; +} + +//+------------------------------------------------------------------+ +bool IsSwingLow(const double &high[], const double &low[], int index, int period) +{ + if(index < period || index >= ArraySize(low) - period) return false; + for(int i = 1; i <= period; i++) + { + if(low[index] >= low[index - i] || low[index] >= low[index + i]) + return false; + } + return true; +} + +//+------------------------------------------------------------------+ +void CheckStructure(int index, double high, double low, datetime time) +{ + // Determine trend direction + if(LastSwingHigh > 0 && LastSwingLow > 0) + { + IsBullish = (LastSwingHigh > LastSwingLow); + + // Check for BOS + if(IsBullish && high > LastSwingHigh) + { + LastSwingHigh = high; + ObjectCreate(0, "BOS_" + TimeToString(time), OBJ_TEXT, 0, time, high); + ObjectSetString(0, "BOS_" + TimeToString(time), OBJPROP_TEXT, "BOS"); + ObjectSetInteger(0, "BOS_" + TimeToString(time), OBJPROP_COLOR, clrGreen); + Alert("Break of Structure (BOS) detected at " + DoubleToString(high, 5)); + } + else if(!IsBullish && low < LastSwingLow) + { + LastSwingLow = low; + ObjectCreate(0, "BOS_" + TimeToString(time), OBJ_TEXT, 0, time, low); + ObjectSetString(0, "BOS_" + TimeToString(time), OBJPROP_TEXT, "BOS"); + ObjectSetInteger(0, "BOS_" + TimeToString(time), OBJPROP_COLOR, clrRed); + Alert("Break of Structure (BOS) detected at " + DoubleToString(low, 5)); + } + + // Check for CHoCH + if(IsBullish && low < LastSwingLow) + { + LastSwingLow = low; + ObjectCreate(0, "CHoCH_" + TimeToString(time), OBJ_TEXT, 0, time, low); + ObjectSetString(0, "CHoCH_" + TimeToString(time), OBJPROP_TEXT, "CHoCH"); + ObjectSetInteger(0, "CHoCH_" + TimeToString(time), OBJPROP_COLOR, clrRed); + Alert("Change of Character (CHoCH) detected at " + DoubleToString(low, 5)); + IsBullish = false; // Trend may reverse + } + else if(!IsBullish && high > LastSwingHigh) + { + LastSwingHigh = high; + ObjectCreate(0, "CHoCH_" + TimeToString(time), OBJ_TEXT, 0, time, high); + ObjectSetString(0, "CHoCH_" + TimeToString(time), OBJPROP_TEXT, "CHoCH"); + ObjectSetInteger(0, "CHoCH_" + TimeToString(time), OBJPROP_COLOR, clrGreen); + Alert("Change of Character (CHoCH) detected at " + DoubleToString(high, 5)); + IsBullish = true; // Trend may reverse + } + } +} + +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) +{ + ObjectsDeleteAll(0, "BOS_"); + ObjectsDeleteAll(0, "CHoCH_"); +} \ No newline at end of file diff --git a/Documents/BKP/Indicators/x-saherelm.x121.xsmc.mq5 b/Documents/BKP/Indicators/x-saherelm.x121.xsmc.mq5 new file mode 100644 index 00000000..44b827b8 --- /dev/null +++ b/Documents/BKP/Indicators/x-saherelm.x121.xsmc.mq5 @@ -0,0 +1,888 @@ +/////////////////////////////////////////////////////// +// +// SaherElm IT Center MQL5 Indicator +// ------------------------------------------------- +// Name: X121 XSMC +// Description: XSMC ... +// +// +// 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 XSMC Indicator" +#property strict + +// +// Definitions ... + +// +#define ShortName "X121 XSMC" + +// +// Includes Common Library ... +#include "../Libraries/x-saherelm.common.lib.mq5" + +// +// Inputs ... + +// +// Market ... +input group "Market"; +input int swingLength = 5; // Swing Length + +// +input group "Presentation"; + +// +input int startCalculationForLastBars = 1000; // Calculate Last n Bars +input int trendArrowCode = 117; // Trend Arrow +input int swingLowsArrowCode = 159; // Swing Lows Arrow +input int swingHighsArrowCode = 159; // Swing Highs Arrow +input int swingLowBOSArrowCode = 233; // Swing Low BOS Arrow +input int swingHighBOSArrowCode = 234; // Swing High BOS Arrow +input int swingLowCHOCHArrowCode = 225; // Swing Low CHOCH Arrow +input int swingHighCHOCHArrowCode = 226; // Swing High CHOCH Arrow + +// +input bool showTrend = true; // Show Trend +input bool showSwingLows = true; // Show Swing Lows +input bool showSwingHighs = true; // Show Swing Highs +input bool showSwingLowBOS = true; // Show Swing Low BOS +input bool showSwingHighBOS = true; // Show Swing High BOS +input bool showSwingLowCHOCH = true; // Show Swing Low CHOCH +input bool showSwingHighCHOCH = true; // Show Swing High CHOCH + +// +// Buffers ... + +// +#define hideColorIDX 0 +#define bullishColorIDX 1 +#define bearishColorIDX 2 +#define neuturalColorIDX 3 + +// +#define emptyValue 0.0 + +// +#property indicator_chart_window + +// +#property indicator_buffers 9 +#property indicator_plots 7 + +// +// Plot Buffers ... + +// +// Swing Lows ... + +// +#define swingLowsBufferIndex 0 +double swingLowsBuffer[]; + +// +#property indicator_label1 "X121 SWL" +#property indicator_type1 DRAW_ARROW +#property indicator_color1 clrAqua +#property indicator_width1 1 + +// +// Swng Highs ... + +// +#define swingHighsBufferIndex 1 +double swingHighsBuffer[]; + +// +#property indicator_label2 "X121 SWH" +#property indicator_type2 DRAW_ARROW +#property indicator_color2 clrMagenta +#property indicator_width2 1 + +// +// Swing Low BOS ... +#define swingLowsBOSBufferIndex 2 +double swingLowsBOSBuffer[]; + +// +#property indicator_label3 "X121 SWLBOS" +#property indicator_type3 DRAW_ARROW +#property indicator_color3 clrAqua +#property indicator_width3 3 + +// +// Swing High BOS ... +#define swingHighsBOSBufferIndex 3 +double swingHighsBOSBuffer[]; + +// +#property indicator_label4 "X121 SWHBOS" +#property indicator_type4 DRAW_ARROW +#property indicator_color4 clrMagenta +#property indicator_width4 3 + +// +// Swing Low CHOCH ... +#define swingLowsCHOCHBufferIndex 4 +double swingLowsCHOCHBuffer[]; + +// +#property indicator_label5 "X121 SWLCHOCH" +#property indicator_type5 DRAW_ARROW +#property indicator_color5 clrYellow +#property indicator_width5 3 + +// +// Swing High CHOCH ... +#define swingHighsCHOCHBufferIndex 5 +double swingHighsCHOCHBuffer[]; + +// +#property indicator_label6 "X121 SWHCHOCH" +#property indicator_type6 DRAW_ARROW +#property indicator_color6 clrYellow +#property indicator_width6 3 + +// +// Trend ... +#define trendBufferIndex 6 +double trendBuffer[]; + +#define trendColorBufferIndex 7 +double trendColorBuffer[]; + +// +#property indicator_label7 "X121 TRND" +#property indicator_type7 DRAW_COLOR_ARROW +#property indicator_color7 CLR_NONE, clrAqua, clrMagenta, clrGray +#property indicator_width7 3 + +// +// Data Buffers ... + +// +int mLastBufferIndex = 7; + +// +// Trend State ... +#define trendStateBufferIndex mLastBufferIndex + 1 +double trendStateBuffer[]; + +// +// Variables, Properties and etc ... + +// +// this counts Available Bars ... +int limit; + +// +int maxLength; + +// +double lastSwing = 0.0; +ENUM_X_DIRECTION lastSwingDir = X_DIRECTION_NONE; + +// +// 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(); + + // + // 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 = + // + swingLength > 0 + // + ; + + // + return result; +} + +/** + * Extract Max Length of Inputs ... + * + * @return ( int ) + */ +int ExtractMaxLengthOfInputs() +{ + // + int result = 0; + + // + result = swingLength; + + // + return result; +} + +/** + * Define Required Buffers ... + */ +void DefineBuffers() +{ + // + // Plot Buffers ... + + // + // Swing Lows ... + + // + ENUM_DRAW_TYPE swingLowsDrawType = showSwingLows ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingLowsBuffer, true); + SetIndexBuffer(swingLowsBufferIndex, swingLowsBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_SHOW_DATA, showSwingLows); + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_DRAW_TYPE, swingLowsDrawType); + + // + PlotIndexSetDouble(swingLowsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_ARROW, swingLowsArrowCode); + + // + // Swing Highs ... + + // + ENUM_DRAW_TYPE swingHighsDrawType = showSwingHighs ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingHighsBuffer, true); + SetIndexBuffer(swingHighsBufferIndex, swingHighsBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_SHOW_DATA, showSwingHighs); + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_DRAW_TYPE, swingHighsDrawType); + + // + PlotIndexSetDouble(swingHighsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_ARROW, swingHighsArrowCode); + + // + // Trends ... + + // + ENUM_DRAW_TYPE trendDrawType = showTrend ? DRAW_COLOR_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(trendBuffer, true); + SetIndexBuffer(trendBufferIndex, trendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(trendBufferIndex, PLOT_SHOW_DATA, showTrend); + PlotIndexSetInteger(trendBufferIndex, PLOT_DRAW_TYPE, trendDrawType); + + // + PlotIndexSetDouble(trendBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(trendBufferIndex, PLOT_ARROW, trendArrowCode); + + // + ArraySetAsSeries(trendColorBuffer, true); + SetIndexBuffer(trendColorBufferIndex, trendColorBuffer, INDICATOR_COLOR_INDEX); + + // + // SWLBOS ... + + // + ENUM_DRAW_TYPE swingLowBOSDrawType = showSwingLowBOS ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingLowsBOSBuffer, true); + SetIndexBuffer(swingLowsBOSBufferIndex, swingLowsBOSBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingLowsBOSBufferIndex, PLOT_SHOW_DATA, showSwingLowBOS); + PlotIndexSetInteger(swingLowsBOSBufferIndex, PLOT_DRAW_TYPE, swingLowBOSDrawType); + + // + PlotIndexSetDouble(swingLowsBOSBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingLowsBOSBufferIndex, PLOT_ARROW, swingLowBOSArrowCode); + + // + // SWHBOS ... + + // + ENUM_DRAW_TYPE swingHighBOSDrawType = showSwingHighBOS ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingHighsBOSBuffer, true); + SetIndexBuffer(swingHighsBOSBufferIndex, swingHighsBOSBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingHighsBOSBufferIndex, PLOT_SHOW_DATA, showSwingHighBOS); + PlotIndexSetInteger(swingHighsBOSBufferIndex, PLOT_DRAW_TYPE, swingHighBOSDrawType); + + // + PlotIndexSetDouble(swingHighsBOSBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingHighsBOSBufferIndex, PLOT_ARROW, swingHighBOSArrowCode); + + // + // SWLCHOCH ... + + // + ENUM_DRAW_TYPE swingLowCHOCHDrawType = showSwingLowCHOCH ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingLowsCHOCHBuffer, true); + SetIndexBuffer(swingLowsCHOCHBufferIndex, swingLowsCHOCHBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingLowsCHOCHBufferIndex, PLOT_SHOW_DATA, showSwingLowCHOCH); + PlotIndexSetInteger(swingLowsCHOCHBufferIndex, PLOT_DRAW_TYPE, swingLowCHOCHDrawType); + + // + PlotIndexSetDouble(swingLowsCHOCHBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingLowsCHOCHBufferIndex, PLOT_ARROW, swingLowCHOCHArrowCode); + + // + // SWHCHOCH ... + + // + ENUM_DRAW_TYPE swingHighCHOCHDrawType = showSwingHighCHOCH ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingHighsCHOCHBuffer, true); + SetIndexBuffer(swingHighsCHOCHBufferIndex, swingHighsCHOCHBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingHighsCHOCHBufferIndex, PLOT_SHOW_DATA, showSwingHighCHOCH); + PlotIndexSetInteger(swingHighsCHOCHBufferIndex, PLOT_DRAW_TYPE, swingHighCHOCHDrawType); + + // + PlotIndexSetDouble(swingHighsCHOCHBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingHighsCHOCHBufferIndex, PLOT_ARROW, swingHighCHOCHArrowCode); + + // + // Data Buffers ... + + // + ArraySetAsSeries(trendStateBuffer, true); + SetIndexBuffer(trendStateBufferIndex, trendStateBuffer, INDICATOR_CALCULATIONS); +} + +/** + * Set Indicator Short Name and also we can define Buffers Labels ... + */ +void SetIndicatorName() +{ + // + IndicatorSetString(INDICATOR_SHORTNAME, ShortName); + IndicatorSetInteger(INDICATOR_DIGITS, 2); +} + +/** + * 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) + { + // + CalculateValues( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low // + ); + } + else + { + FillBuffersZero(bar_index); + } +} + +// +// Custom ... + +/** + * Fill All Bufers to Zero Vlue for Specified Bar Index ... + * + * @param barIndex: Integer ... + */ +void FillBuffersZero(int barIndex) +{ + // + trendBuffer[barIndex] = emptyValue; + swingLowsBuffer[barIndex] = emptyValue; + swingHighsBuffer[barIndex] = emptyValue; + swingLowsBOSBuffer[barIndex] = emptyValue; + swingHighsBOSBuffer[barIndex] = emptyValue; + swingLowsCHOCHBuffer[barIndex] = emptyValue; + swingHighsCHOCHBuffer[barIndex] = emptyValue; + + // + trendColorBuffer[barIndex] = hideColorIDX; + trendStateBuffer[barIndex] = (double)((int)X_DIRECTION_NONE); +} + +/** + * Calculate Values ... + * + * @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 ... + */ +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[] // +) +{ + // + int lastBarIndex = bar_index + 1; + bool isFirstBar = + startCalculationForLastBars > 0 + ? bar_index == startCalculationForLastBars + : bar_index == ratesTotal; + + // + double iLow = low[bar_index]; + double iHigh = high[bar_index]; + + // + // Swing Low ... + double lastSwingLow = isFirstBar + ? emptyValue + : swingLowsBuffer[lastBarIndex]; + bool isSwingLow = IsSwingLow(high, low, bar_index, swingLength); + double iSwingLow = + !isSwingLow + ? lastSwingLow + : iLow; + swingLowsBuffer[bar_index] = iSwingLow; + + // + // Swing High ... + double lastSwingHigh = isFirstBar + ? emptyValue + : swingHighsBuffer[lastBarIndex]; + bool isSwingHigh = IsSwingHigh(high, low, bar_index, swingLength); + double iSwingHigh = + !isSwingHigh + ? lastSwingHigh + : iHigh; + swingHighsBuffer[bar_index] = iSwingHigh; + + // + // Detect Last Swing/Last Swing Direction ... + bool isSwing = isSwingLow || + isSwingHigh; + if (isSwing) + { + // + if (isSwingLow) + { + // + lastSwing = iSwingLow; + lastSwingDir = X_DIRECTION_BULLISH; + } + else if (isSwingHigh) + { + // + lastSwing = iSwingHigh; + lastSwingDir = X_DIRECTION_BEARISH; + } + } + + // + // Detect Trend ... + + // + // Detecting Trend Direction ... + ENUM_X_DIRECTION lastTendDir = + isFirstBar + ? X_DIRECTION_NONE + : (ENUM_X_DIRECTION)((int)trendStateBuffer[lastBarIndex]); + ENUM_X_DIRECTION iTrendDir = + isSwingLow && + iSwingLow > lastSwingLow + ? X_DIRECTION_BULLISH + : isSwingHigh && + iSwingHigh < lastSwingHigh + ? X_DIRECTION_BEARISH + : lastTendDir; + bool isTrendChanged = + HasDirection(lastTendDir) && + HasDirection(iTrendDir) && + lastTendDir != iTrendDir; + + // + // Detecting Trend State ... + double iTrendState = (int)iTrendDir; + trendStateBuffer[bar_index] = iTrendState; + + // + // Detecting Trend Value ... + double lastTrendValue = + isFirstBar + ? emptyValue + : trendBuffer[lastBarIndex]; + double iTrendValue = + IsBullish(iTrendDir) + ? isTrendChanged + ? iLow + : lastTrendValue + : IsBearish(iTrendDir) + ? isTrendChanged + ? iHigh + : lastTrendValue + : lastTrendValue; + trendBuffer[bar_index] = iTrendValue; + + // + // Detecting Trend Color ... + double iTrendColorValue = + IsBullish(iTrendDir) + ? bullishColorIDX + : IsBearish(iTrendDir) + ? bearishColorIDX + : hideColorIDX; + bool isTrendBreaked = false; + if (IsBullish(iTrendDir)) + { + // + isTrendBreaked = iHigh < lastTrendValue; + if (isTrendBreaked) + { + iTrendColorValue = bearishColorIDX; + } + } + else if (IsBearish(iTrendDir)) + { + // + isTrendBreaked = iLow > lastTrendValue; + if (isTrendBreaked) + { + iTrendColorValue = bullishColorIDX; + } + } + trendColorBuffer[bar_index] = iTrendColorValue; + + // + bool isTrendBullish = iTrendColorValue == bullishColorIDX; + bool isTrendBearish = iTrendColorValue == bearishColorIDX; + + // + // Detecting BOS ... + + // + // Swing Low BOS ... + double lastSwingLowBOSValue = + isFirstBar + ? emptyValue + : swingLowsBOSBuffer[lastBarIndex]; + double iSwingLowBOSValue = + isTrendBullish && + iHigh > lastSwing + ? iLow + : emptyValue; + bool isSwingLowBOSBreaked = + iSwingLowBOSValue != emptyValue && + iLow < iSwingLowBOSValue; + if (isSwingLowBOSBreaked) + { + iSwingLowBOSValue = emptyValue; + } + swingLowsBOSBuffer[bar_index] = iSwingLowBOSValue; + + // + // Swing High BOS ... + double lastSwingHighBOSValue = + isFirstBar + ? emptyValue + : swingHighsBOSBuffer[lastBarIndex]; + double iSwingHighBOSValue = + isTrendBearish && + iLow < lastSwing + ? iHigh + : emptyValue; + bool isSwingHighBOSBreaked = + iSwingHighBOSValue != emptyValue && + iHigh > iSwingHighBOSValue; + if (isSwingHighBOSBreaked) + { + iSwingHighBOSValue = emptyValue; + } + swingHighsBOSBuffer[bar_index] = iSwingHighBOSValue; + + // + // Detecting CHOCHs ... + + // + // Swing Low CHOCH ... + double lastSwingLowCHOCHValue = + isFirstBar + ? emptyValue + : swingLowsCHOCHBuffer[lastBarIndex]; + double iSwingLowCHOCHValue = + isTrendBullish && + iLow < lastSwing + ? iLow + : emptyValue; + swingLowsCHOCHBuffer[bar_index] = iSwingLowCHOCHValue; + + // + // Swing High CHOCH ... + double lastSwingHighCHOCHValue = + isFirstBar + ? emptyValue + : swingHighsCHOCHBuffer[lastBarIndex]; + double iSwingHighCHOCHValue = + isTrendBearish && + iHigh > lastSwing + ? iHigh + : emptyValue; + swingHighsCHOCHBuffer[bar_index] = iSwingHighCHOCHValue; +} + +// +// Tools ... + +// +bool IsSwingLow( + const double &high[], + const double &low[], + int index, + int length // +) +{ + // + bool result = false; + + // + result = index - length > 0; + if (!result) + { + return result; + } + + // + for (int i = 1; i <= length; i++) + { + // + result = low[index] < low[index - 1] && + low[index] < low[index + i]; + if (!result) + { + break; + } + } + + // + return result; +} + +// +bool IsSwingHigh( + const double &high[], + const double &low[], + int index, + int length // +) +{ + // + bool result = false; + + // + result = index - length > 0; + if (!result) + { + return result; + } + + // + for (int i = 1; i <= length; i++) + { + // + result = high[index] > high[index - 1] && + high[index] > high[index + i]; + if (!result) + { + break; + } + } + + // + return result; +} + +// \ No newline at end of file diff --git a/Indicators/x-saherelm.x121.xpv.mq5 b/Indicators/x-saherelm.x121.xpv.mq5 index 0a5c6ef0..16b4fd4b 100644 --- a/Indicators/x-saherelm.x121.xpv.mq5 +++ b/Indicators/x-saherelm.x121.xpv.mq5 @@ -67,6 +67,10 @@ input group "Sar Detection"; input double sarStep = 0.02; // Step input double sarMax = 0.2; // Maximum +// +input group "Swing Detection"; +input int swingLength = 5; + // // Presentation ... input group "Presentation"; @@ -76,6 +80,9 @@ input int startCalculationForLastBars = 1000; // Calculate Last n Bars input int sarArrowCode = 159; // Parabolic Sar Arrow Code input int peaksArrowCode = 159; // Peaks Arrow Code input int valesArrowCode = 159; // Vales Arrow Code +input int trendArrowCode = 117; // Trend Arrow Code +input int swingLowsArrowCode = 159; // Swing Lows Arrow Code +input int swingHighsArrowCode = 159; // Swing Highs Arrow Code input int supportsArrowCode = 159; // Supports Arrow Code input int resistancesArrowCode = 159; // Resistances Arrow Code @@ -83,6 +90,9 @@ input int resistancesArrowCode = 159; // Resistances Arrow Code input bool showSar = true; // Show Parabolic Sar input bool showPeaks = true; // Show Peaks input bool showVales = true; // Show Vales +input bool showTrend = true; // Show Trend +input bool showSwingLows = true; // Show Swing Lows +input bool showSwingHighs = true; // Show Swing Highs input bool showGoldenZones = true; // Show Golden Zones input bool showSupports = true; // Show Supports input bool showResistances = true; // Show Resistances @@ -96,12 +106,15 @@ input bool showResistances = true; // Show Resistances #define bearishColorIDX 2 #define neuturalColorIDX 3 +// +#define emptyValue 0.0 + // #property indicator_chart_window // -#property indicator_buffers 19 -#property indicator_plots 7 +#property indicator_buffers 24 +#property indicator_plots 10 // // Plot Buffers ... @@ -143,52 +156,92 @@ double sarBuffer[]; #property indicator_width3 1 // -#define peaksGoldenZoneBufferIndex 3 -double peaksGoldenZoneBuffer[]; +// Swing Lows ... // -#property indicator_label4 "X121 PEAKGZ" -#property indicator_type4 DRAW_LINE -#property indicator_color4 clrGold -#property indicator_style4 STYLE_DOT +#define swingLowsBufferIndex 3 +double swingLowsBuffer[]; + +// +#property indicator_label4 "X121 SWL" +#property indicator_type4 DRAW_ARROW +#property indicator_color4 clrDodgerBlue #property indicator_width4 1 // -#define valesGoldenZoneBufferIndex 4 -double valesGoldenZoneBuffer[]; +// Swng Highs ... // -#property indicator_label5 "X121 VALEGZ" -#property indicator_type5 DRAW_LINE -#property indicator_color5 clrGold -#property indicator_style5 STYLE_DOT +#define swingHighsBufferIndex 4 +double swingHighsBuffer[]; + +// +#property indicator_label5 "X121 SWH" +#property indicator_type5 DRAW_ARROW +#property indicator_color5 clrSaddleBrown #property indicator_width5 1 // -#define supportsBufferIndex 5 -double supportsBuffer[]; +#define peaksGoldenZoneBufferIndex 5 +double peaksGoldenZoneBuffer[]; // -#property indicator_label6 "X121 SUPRT" -#property indicator_type6 DRAW_ARROW -#property indicator_color6 clrLime +#property indicator_label6 "X121 PEAKGZ" +#property indicator_type6 DRAW_LINE +#property indicator_color6 clrGold +#property indicator_style6 STYLE_DOT #property indicator_width6 1 // -#define resistancesBufferIndex 6 +#define valesGoldenZoneBufferIndex 6 +double valesGoldenZoneBuffer[]; + +// +#property indicator_label7 "X121 VALEGZ" +#property indicator_type7 DRAW_LINE +#property indicator_color7 clrGold +#property indicator_style7 STYLE_DOT +#property indicator_width7 1 + +// +#define supportsBufferIndex 7 +double supportsBuffer[]; + +// +#property indicator_label8 "X121 SUPRT" +#property indicator_type8 DRAW_ARROW +#property indicator_color8 clrLime +#property indicator_width8 1 + +// +#define resistancesBufferIndex 8 double resistancesBuffer[]; // -#property indicator_label7 "X121 RESIS" -#property indicator_type7 DRAW_ARROW -#property indicator_color7 clrRed -#property indicator_width7 1 +#property indicator_label9 "X121 RESIS" +#property indicator_type9 DRAW_ARROW +#property indicator_color9 clrRed +#property indicator_width9 1 + +// +// Trend ... +#define trendBufferIndex 9 +double trendBuffer[]; + +#define trendColorBufferIndex 10 +double trendColorBuffer[]; + +// +#property indicator_label10 "X121 TRND" +#property indicator_type10 DRAW_COLOR_ARROW +#property indicator_color10 CLR_NONE, clrAqua, clrMagenta, clrGray +#property indicator_width10 2 // // Data Buffers ... // -int mLastBufferIndex = 6; +int mLastBufferIndex = 10; // // CURRENT ... @@ -256,6 +309,10 @@ double fractalsUpperBuffer[]; #define fractalsLowerBufferIndex mLastBufferIndex + 12 double fractalsLowerBuffer[]; +// +#define trendStateBufferIndex mLastBufferIndex + 13 +double trendStateBuffer[]; + // // Variables, Properties and etc ... @@ -531,6 +588,7 @@ bool ValidateInputs() // SAR ... sarMax > 0 && sarStep > 0 && + swingLength > 0 && sarMax > sarStep && // // XPV ... @@ -555,6 +613,9 @@ int ExtractMaxLengthOfInputs() // int result = 0; + // + result = MathMax(0, swingLength); + // return result; } @@ -621,6 +682,42 @@ void DefineBuffers() PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode); + // + // Swing Lows ... + + // + ENUM_DRAW_TYPE swingLowsDrawType = showSwingLows ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingLowsBuffer, true); + SetIndexBuffer(swingLowsBufferIndex, swingLowsBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_SHOW_DATA, showSwingLows); + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_DRAW_TYPE, swingLowsDrawType); + + // + PlotIndexSetDouble(swingLowsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingLowsBufferIndex, PLOT_ARROW, swingLowsArrowCode); + + // + // Swing Highs ... + + // + ENUM_DRAW_TYPE swingHighsDrawType = showSwingHighs ? DRAW_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(swingHighsBuffer, true); + SetIndexBuffer(swingHighsBufferIndex, swingHighsBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_SHOW_DATA, showSwingHighs); + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_DRAW_TYPE, swingHighsDrawType); + + // + PlotIndexSetDouble(swingHighsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(swingHighsBufferIndex, PLOT_ARROW, swingHighsArrowCode); + // // Support ... @@ -685,6 +782,28 @@ void DefineBuffers() PlotIndexSetInteger(valesGoldenZoneBufferIndex, PLOT_SHOW_DATA, showGoldenZones); PlotIndexSetInteger(valesGoldenZoneBufferIndex, PLOT_DRAW_TYPE, goldenZonesDrawType); + // + // Trends ... + + // + ENUM_DRAW_TYPE trendDrawType = showTrend ? DRAW_COLOR_ARROW : DRAW_NONE; + + // + ArraySetAsSeries(trendBuffer, true); + SetIndexBuffer(trendBufferIndex, trendBuffer, INDICATOR_DATA); + + // + PlotIndexSetInteger(trendBufferIndex, PLOT_SHOW_DATA, showTrend); + PlotIndexSetInteger(trendBufferIndex, PLOT_DRAW_TYPE, trendDrawType); + + // + PlotIndexSetDouble(trendBufferIndex, PLOT_EMPTY_VALUE, emptyValue); + PlotIndexSetInteger(trendBufferIndex, PLOT_ARROW, trendArrowCode); + + // + ArraySetAsSeries(trendColorBuffer, true); + SetIndexBuffer(trendColorBufferIndex, trendColorBuffer, INDICATOR_COLOR_INDEX); + // // Data Buffers ... @@ -753,6 +872,10 @@ void DefineBuffers() // ArraySetAsSeries(fractalsLowerBuffer, true); SetIndexBuffer(fractalsLowerBufferIndex, fractalsLowerBuffer, INDICATOR_CALCULATIONS); + + // + ArraySetAsSeries(trendStateBuffer, true); + SetIndexBuffer(trendStateBufferIndex, trendStateBuffer, INDICATOR_CALCULATIONS); } /** @@ -760,6 +883,8 @@ void DefineBuffers() */ void SetIndicatorName() { + // + IndicatorSetInteger(INDICATOR_DIGITS, 2); IndicatorSetString(INDICATOR_SHORTNAME, ShortName); } @@ -817,6 +942,19 @@ void CalculateBuffers( low, tickVolume // ); + + // + // Calcultae Swing High and Low and Trends ... + CalculateSwingsAndTrend( + bar_index, + prevCalculated, + ratesTotal, + open, + high, + close, + low, + tickVolume // + ); } else { @@ -987,6 +1125,13 @@ void FillBuffersZero(int barIndex) supportsBuffer[barIndex] = EMPTY_VALUE; resistancesBuffer[barIndex] = EMPTY_VALUE; + // + trendBuffer[barIndex] = emptyValue; + swingLowsBuffer[barIndex] = emptyValue; + swingHighsBuffer[barIndex] = emptyValue; + trendStateBuffer[barIndex] = emptyValue; + trendColorBuffer[barIndex] = hideColorIDX; + // // Fractals ... fractalsUpperBuffer[barIndex] = EMPTY_VALUE; @@ -1254,4 +1399,208 @@ void CalculateSupportAndResistance( supportsBuffer[bar_index] = iSupport; resistancesBuffer[bar_index] = iResistance; } + +/** + * Calculate Swing High and Low and Trend ... + * + * @param bar_index: int, Specified Bar Index ... + * @param prevCalculated: int, Provides Previous Calculated Bars ... + * @param ratesTotal: int, Provides All Availabled Bars ... + * @param open: double Collection, Provides Open Prices Time Series ... + * @param high: double Collection, Provides High Prices Time Series ... + * @param close: double Collection, Provides Close Prices Time Series ... + * @param low: double Collection, Provides Low Prices Time Series ... + * @param tickVolume: long Collection, Provides Ticks Volume Prices Time Series ... + */ +void CalculateSwingsAndTrend( + 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 lastBarIndex = bar_index + 1; + bool isFirstBar = + startCalculationForLastBars > 0 + ? bar_index == startCalculationForLastBars + : bar_index == ratesTotal; + + // + double iLow = low[bar_index]; + double iHigh = high[bar_index]; + double iOpen = open[bar_index]; + double iClose = close[bar_index]; + + // + // Swing Low ... + double lastSwingLow = isFirstBar + ? emptyValue + : swingLowsBuffer[lastBarIndex]; + bool isSwingLow = IsSwingLow(high, low, bar_index, swingLength); + double iSwingLow = + !isSwingLow + ? lastSwingLow + : iLow; + swingLowsBuffer[bar_index] = iSwingLow; + + // + // Swing High ... + double lastSwingHigh = isFirstBar + ? emptyValue + : swingHighsBuffer[lastBarIndex]; + bool isSwingHigh = IsSwingHigh(high, low, bar_index, swingLength); + double iSwingHigh = + !isSwingHigh + ? lastSwingHigh + : iHigh; + swingHighsBuffer[bar_index] = iSwingHigh; + + // + // Calculate Trend ... + + // + double lastTrend = isFirstBar + ? emptyValue + : trendBuffer[lastBarIndex]; + double iTrend = + isSwingLow && + iSwingLow > lastSwingLow + ? iSwingLow + : isSwingHigh && + iSwingHigh < lastSwingHigh + ? iSwingHigh + : lastTrend; + trendBuffer[bar_index] = iTrend; + + // + double lastTrendState = isFirstBar + ? emptyValue + : trendStateBuffer[lastBarIndex]; + double iTrendState = + isSwingLow && + iSwingLow > lastSwingLow + ? 1 + : isSwingHigh && + iSwingHigh < lastSwingHigh + ? -1 + : lastTrendState; + + // + bool isTrendBraked = false; + if (!isTrendBraked) + { + // + bool isBullishState = iTrendState > 0; + bool isBearishState = iTrendState < 0; + + // + isTrendBraked = isBullishState + ? iClose < iTrend + : isBearishState + ? iClose > iTrend + : false; + if (isTrendBraked) + { + // + if (isBullishState) + { + iTrendState = -1; + } + + // + if (isBearishState) + { + iTrendState = 1; + } + } + } + trendStateBuffer[bar_index] = iTrendState; + + // + double iTrendColor = iTrendState == 0 + ? neuturalColorIDX + : iTrendState > 0 + ? bullishColorIDX + : iTrendState < 0 + ? bearishColorIDX + : hideColorIDX; + trendColorBuffer[bar_index] = iTrendColor; +} + +// +// Tools ... + +// +bool IsSwingLow( + const double &high[], + const double &low[], + int index, + int length // +) +{ + // + bool result = false; + + // + result = index - length > 0; + if (!result) + { + return result; + } + + // + for (int i = 1; i <= length; i++) + { + // + result = low[index] < low[index - 1] && + low[index] < low[index + i]; + if (!result) + { + break; + } + } + + // + return result; +} + +// +bool IsSwingHigh( + const double &high[], + const double &low[], + int index, + int length // +) +{ + // + bool result = false; + + // + result = index - length > 0; + if (!result) + { + return result; + } + + // + for (int i = 1; i <= length; i++) + { + // + result = high[index] > high[index - 1] && + high[index] > high[index + i]; + if (!result) + { + break; + } + } + + // + return result; +} + // \ No newline at end of file diff --git a/Libraries/x-saherelm.common.extensions.lib.mq5 b/Libraries/x-saherelm.common.extensions.lib.mq5 index 7e145ac1..a7d7c03e 100644 --- a/Libraries/x-saherelm.common.extensions.lib.mq5 +++ b/Libraries/x-saherelm.common.extensions.lib.mq5 @@ -6420,7 +6420,7 @@ int GetBarIndex( } // -// EN Bar ... +// END Bar ... // // diff --git a/X121SMCEA/Signals/x-121.smc.xind.signal.lib.mq5 b/X121SMCEA/Signals/x-121.smc.xind.signal.lib.mq5 index 7e8f95be..059e9304 100644 --- a/X121SMCEA/Signals/x-121.smc.xind.signal.lib.mq5 +++ b/X121SMCEA/Signals/x-121.smc.xind.signal.lib.mq5 @@ -448,22 +448,24 @@ bool HasXPVConditions( // // + // + // Check new Order Block ... + + // // Summarize Conditions ... // isBullish = // - // false - isPBarClosedOverSMHK - // + false + // ; // isBearish = // - // false - isPBarClosedUnderSMHK + false // ; diff --git a/X121SMCEA/Strategy/x-121.smc.strategy.class.mq5 b/X121SMCEA/Strategy/x-121.smc.strategy.class.mq5 index 55a44698..3dd95c02 100644 --- a/X121SMCEA/Strategy/x-121.smc.strategy.class.mq5 +++ b/X121SMCEA/Strategy/x-121.smc.strategy.class.mq5 @@ -996,7 +996,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy // // Presentations ... - x121Inputs.xpvInputs.showSar = showAll || true; + x121Inputs.xpvInputs.showSar = showAll || false; x121Inputs.xpvInputs.showPeaks = showAll || true; x121Inputs.xpvInputs.showVales = showAll || true; x121Inputs.xpvInputs.showSupports = showAll || false; @@ -1015,7 +1015,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy // // Presentations ... x121Inputs.xhkInputs.drawRawXHKCandles = showAll || false; - x121Inputs.xhkInputs.drawSmoothedXHKCandles = showAll || true; + x121Inputs.xhkInputs.drawSmoothedXHKCandles = showAll || false; // // XMAS ... @@ -1050,10 +1050,10 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy x121Inputs.xatrInputs.showAtrLower = showAll || false; x121Inputs.xatrInputs.showRSIChange = showAll || false; x121Inputs.xatrInputs.showPriceChange = showAll || false; - x121Inputs.xatrInputs.showSmoothedAtrUpper = showAll || true; - x121Inputs.xatrInputs.showSmoothedAtrLower = showAll || true; - x121Inputs.xatrInputs.showSmoothedRSIChange = showAll || true; - x121Inputs.xatrInputs.showSmoothedPriceChange = showAll || true; + x121Inputs.xatrInputs.showSmoothedAtrUpper = showAll || false; + x121Inputs.xatrInputs.showSmoothedAtrLower = showAll || false; + x121Inputs.xatrInputs.showSmoothedRSIChange = showAll || false; + x121Inputs.xatrInputs.showSmoothedPriceChange = showAll || false; // // XSTR ... @@ -1064,7 +1064,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy // // Presentations ... - x121Inputs.xstrInputs.showStr = showAll || true; + x121Inputs.xstrInputs.showStr = showAll || false; x121Inputs.xstrInputs.showStrUpper = showAll || false; x121Inputs.xstrInputs.showStrLower = showAll || false; @@ -1076,10 +1076,10 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy // // Presentations ... - x121Inputs.xcheInputs.showLE1 = showAll || true; - x121Inputs.xcheInputs.showSE1 = showAll || true; - x121Inputs.xcheInputs.showLE2 = showAll || true; - x121Inputs.xcheInputs.showSE2 = showAll || true; + x121Inputs.xcheInputs.showLE1 = showAll || false; + x121Inputs.xcheInputs.showSE1 = showAll || false; + x121Inputs.xcheInputs.showLE2 = showAll || false; + x121Inputs.xcheInputs.showSE2 = showAll || false; // // X3MA ... @@ -1109,9 +1109,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy // // Presentations ... - x121Inputs.xvwapInputs.showVWapFast = showAll || true; - x121Inputs.xvwapInputs.showVWapSlow = showAll || true; - x121Inputs.xvwapInputs.showVWapMedium = showAll || true; + x121Inputs.xvwapInputs.showVWapFast = showAll || false; + x121Inputs.xvwapInputs.showVWapSlow = showAll || false; + x121Inputs.xvwapInputs.showVWapMedium = showAll || false; // //