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saherelm
2025-04-04 08:36:41 +03:30
parent de572620c1
commit 72610213e7
6 changed files with 1412 additions and 45 deletions
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Documents/BKP/Indicators/bos-choch.mq5
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#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_");
}
Documents/BKP/Indicators/x-saherelm.x121.xsmc.mq5
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///////////////////////////////////////////////////////
//
// 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;
}
//
Indicators/x-saherelm.x121.xpv.mq5
+374 -25
View File
@@ -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;
}
//
Libraries/x-saherelm.common.extensions.lib.mq5
+1 -1
View File
@@ -6420,7 +6420,7 @@ int GetBarIndex(
}
//
// EN Bar ...
// END Bar ...
//
//
X121SMCEA/Signals/x-121.smc.xind.signal.lib.mq5
+7 -5
View File
@@ -448,22 +448,24 @@ bool HasXPVConditions(
//
//
//
// Check new Order Block ...
//
// Summarize Conditions ...
//
isBullish =
//
// false
isPBarClosedOverSMHK
//
false
//
;
//
isBearish =
//
// false
isPBarClosedUnderSMHK
false
//
;
X121SMCEA/Strategy/x-121.smc.strategy.class.mq5
+14 -14
View File
@@ -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;
//
//