complete XHK Indicator and it's related Helper and also Attached it to x121 Helper ...
This commit is contained in:
+226
-258
@@ -35,19 +35,9 @@
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//
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// Market ...
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input group "Market";
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//
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input group "RSI Detection";
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input int rsiLength = 14; // Length
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input ENUM_APPLIED_PRICE rsiAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "ATR Detection";
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input int atrLength = 14; // Length
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input double atrMultiplier = 1; // Multiplier
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input ENUM_APPLIED_PRICE atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To
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input ENUM_APPLIED_PRICE atrLowerAppliedTo = PRICE_LOW; // Lower Zone Applied To
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input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // Smoothing Method
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input int xhkSmoothingLength = 14; // Length
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input ENUM_X_MA_METHOD xhkSmoothingMode = X_MA_MODE_EMA; // Smoothing Method
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input bool xhkIgnoreSmoothingShadows = false; // Ignore Smoothed Bar Shadows
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//
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input group "Presentation";
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@@ -56,12 +46,19 @@ input group "Presentation";
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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//
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input bool showAtrUpper = true; // Show Upper Zone
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input bool showAtrLower = true; // Show Lower Zone
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input bool drawRawXHKCandles = true; // Draw Raw Candle
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input bool drawSmoothedXHKCandles = true; // Draw Smoothed Candle
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 10
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#property indicator_plots 2
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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@@ -69,63 +66,64 @@ input bool showAtrLower = true; // Show Lower Zone
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#define neuturalColorIDX 3
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//
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#property indicator_chart_window
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// PLOTTED Buffers ...
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//
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#property indicator_buffers 6
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#property indicator_plots 2
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#define openHKBufferIndex 0
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double openHKBuffer[];
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//
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// ATR ...
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#define highHKBufferIndex 1
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double highHKBuffer[];
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//
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// Upper ...
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#define lowHKBufferIndex 2
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double lowHKBuffer[];
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//
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#define atrUpperBufferIndex 0
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double atrUpperBuffer[];
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#property indicator_label1 "X121 ATRU"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrYellow
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#define closeHKBufferIndex 3
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double closeHKBuffer[];
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//
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// Lower ...
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#define rawHKColorBufferIndex 4
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double rawHKColorBuffer[];
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//
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#define atrLowerBufferIndex 1
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double atrLowerBuffer[];
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#property indicator_label2 "X121 ATRL"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrYellow
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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#define rawHKBufferIndex 0
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#property indicator_label1 "X121 XHK Open;X121 XHK High;X121 XHK Low;X121 XHK Close"
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#property indicator_type1 DRAW_COLOR_CANDLES
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#property indicator_color1 CLR_NONE, clrDodgerBlue, clrDarkGoldenrod
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//
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// Data Buffers ...
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// Open ...
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#define openBufferIndex 5
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double openBuffer[];
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//
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int mLastBufferIndex = 1;
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// High ...
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#define highBufferIndex 6
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double highBuffer[];
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//
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// ATR ...
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#define atrBufferIndex mLastBufferIndex + 1
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double atrBuffer[];
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#define atrUpperRawBufferIndex mLastBufferIndex + 2
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double atrUpperRawBuffer[];
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#define atrLowerRawBufferIndex mLastBufferIndex + 3
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double atrLowerRawBuffer[];
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// Low ...
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#define lowBufferIndex 7
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double lowBuffer[];
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//
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// RSI ...
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#define rsiBufferIndex mLastBufferIndex + 4
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double rsiBuffer[];
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// Close ...
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#define closeBufferIndex 8
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double closeBuffer[];
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//
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// Candle Color ...
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#define candleColorBufferIndex 9
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double candleColorBuffer[];
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//
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#define candlesBufferIndex 1
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#property indicator_label2 "X121 XHKSM Open;X121 XHKSM High;X121 XHKSM Low;X121 XHKSM Close"
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#property indicator_type2 DRAW_COLOR_CANDLES
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#property indicator_color2 CLR_NONE, clrAqua, clrMagenta
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//
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// Variables, Properties and etc ...
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@@ -138,17 +136,6 @@ int limit;
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int maxLength;
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//
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// RSI Handler ...
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int rsiHandler = INVALID_HANDLE;
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//
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// ATR Handler ...
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int atrHandler = INVALID_HANDLE;
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//
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bool isStrTrendChanged;
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bool isStrStartBearishTrend;
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bool isStrStartBullishTrend;
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//
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// Event Handlers ...
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@@ -170,33 +157,6 @@ int OnInit()
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//
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// Initialize Indicator Handlers ...
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//
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// RSI ...
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rsiHandler = iRSI(
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_Symbol,
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_Period,
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rsiLength,
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rsiAppliedTo //
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);
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bool isInited = rsiHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// ATR ...
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atrHandler = iATR(
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_Symbol,
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_Period,
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atrLength //
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);
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isInited = atrHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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@@ -237,8 +197,6 @@ void OnDeinit(const int reason)
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// REASON_CLOSE 9 Terminal closed
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//
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IndicatorRelease(rsiHandler);
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IndicatorRelease(atrHandler);
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}
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/**
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@@ -287,65 +245,11 @@ int OnCalculate(
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{
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}
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//
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// Validate Calculated Bars ...
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//
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// RSI ...
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int rsiCalculatedBars = BarsCalculated(rsiHandler);
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//
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// ATR ...
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int atrCalculatedBars = BarsCalculated(atrHandler);
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//
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bool isPassedRequiredCalculatedBars =
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//
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// RSI ...
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rsiCalculatedBars >= maxLength &&
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//
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// ATR ...
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atrCalculatedBars >= maxLength
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//
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;
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if (!isPassedRequiredCalculatedBars)
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{
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return prev_calculated;
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}
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//
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limit = (prev_calculated > rates_total || prev_calculated <= 0)
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? rates_total
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: (rates_total - prev_calculated) + 1;
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//
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// Buffers Copy ...
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//
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// RSI ...
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int copiedRsis = CopyBuffer(rsiHandler, 0, 0, limit, rsiBuffer);
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//
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// ATR ...
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int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
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//
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// Validate Copied Items ...
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bool isPassedRequiredCopiedItems =
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//
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//
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// RSI ...
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copiedRsis > 0 &&
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//
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// ATR ...
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copiedAtrs > 0
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//
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;
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if (!isPassedRequiredCopiedItems)
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{
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return prev_calculated;
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}
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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@@ -381,12 +285,7 @@ bool ValidateInputs()
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//
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bool result =
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//
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// RSI ...
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rsiLength > 0 &&
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//
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// ATR ...
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atrLength > 0 &&
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atrMultiplier > 0
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true
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//
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;
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@@ -405,7 +304,7 @@ int ExtractMaxLengthOfInputs()
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int result = 0;
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//
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result = MathMax(rsiLength, atrLength);
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result = MathMax(0, xhkSmoothingLength);
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//
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return result;
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@@ -416,53 +315,72 @@ int ExtractMaxLengthOfInputs()
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*/
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void DefineBuffers()
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{
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//
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// ATR ...
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//
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// UPPER ...
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bool canShowAtrUpper = showAtrUpper;
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ENUM_DRAW_TYPE atrUpperDrawType = canShowAtrUpper ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrUpperBuffer, true);
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SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, canShowAtrUpper);
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PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType);
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// RAW ...
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//
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// LOWER ...
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bool canShowAtrLower = showAtrLower;
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ENUM_DRAW_TYPE atrLowerDrawType = canShowAtrLower ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrLowerBuffer, true);
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SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, canShowAtrLower);
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PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
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// Raw Candles Color ...
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ArraySetAsSeries(rawHKColorBuffer, true);
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SetIndexBuffer(rawHKColorBufferIndex, rawHKColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Data Buffers ...
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// Set EMPTY_VALUE on Candles Buffer ...
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PlotIndexSetDouble(rawHKBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(rawHKBufferIndex, PLOT_SHOW_DATA, false);
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//
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// ATR ...
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// Open ...
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ArraySetAsSeries(openHKBuffer, true);
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SetIndexBuffer(openHKBufferIndex, openHKBuffer, INDICATOR_DATA);
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//
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ArraySetAsSeries(atrBuffer, true);
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SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
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// High ...
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ArraySetAsSeries(highHKBuffer, true);
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SetIndexBuffer(highHKBufferIndex, highHKBuffer, INDICATOR_DATA);
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//
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ArraySetAsSeries(atrUpperRawBuffer, true);
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SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS);
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// Close ...
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ArraySetAsSeries(closeHKBuffer, true);
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SetIndexBuffer(closeHKBufferIndex, closeHKBuffer, INDICATOR_DATA);
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//
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ArraySetAsSeries(atrLowerRawBuffer, true);
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SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS);
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// Low ...
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ArraySetAsSeries(lowHKBuffer, true);
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SetIndexBuffer(lowHKBufferIndex, lowHKBuffer, INDICATOR_DATA);
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//
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// RSI ...
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// SMOOTHED ...
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//
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ArraySetAsSeries(rsiBuffer, true);
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SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS);
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// Candles Color ...
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ArraySetAsSeries(candleColorBuffer, true);
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SetIndexBuffer(candleColorBufferIndex, candleColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Set EMPTY_VALUE on Candles Buffer ...
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PlotIndexSetDouble(candlesBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(candlesBufferIndex, PLOT_SHOW_DATA, false);
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//
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// Open ...
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ArraySetAsSeries(openBuffer, true);
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SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA);
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//
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// High ...
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ArraySetAsSeries(highBuffer, true);
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SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA);
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//
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// Close ...
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ArraySetAsSeries(closeBuffer, true);
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SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA);
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//
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// Low ...
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ArraySetAsSeries(lowBuffer, true);
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SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA);
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}
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/**
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@@ -501,14 +419,13 @@ void CalculateBuffers(
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? startCalculationForLastBars
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: 0;
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//
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// bool canCalculate = true;
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bool canCalculate =
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barsLimit == 0 ||
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bar_index <= barsLimit;
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if (canCalculate)
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{
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//
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CalculateAtrZones(
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CalculateXHK(
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bar_index,
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prevCalculated,
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ratesTotal,
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@@ -535,16 +452,18 @@ void CalculateBuffers(
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void FillBuffersZero(int barIndex)
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{
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//
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// RSIS ...
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rsiBuffer[barIndex] = 0;
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lowHKBuffer[barIndex] = 0.0;
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openHKBuffer[barIndex] = 0.0;
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highHKBuffer[barIndex] = 0.0;
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closeHKBuffer[barIndex] = 0.0;
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rawHKColorBuffer[barIndex] = hideColorIDX;
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//
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// ATRS ...
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atrBuffer[barIndex] = 0;
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atrUpperBuffer[barIndex] = 0;
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atrUpperRawBuffer[barIndex] = 0;
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atrUpperBuffer[barIndex] = 0;
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atrLowerRawBuffer[barIndex] = 0;
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lowBuffer[barIndex] = 0.0;
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openBuffer[barIndex] = 0.0;
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highBuffer[barIndex] = 0.0;
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closeBuffer[barIndex] = 0.0;
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candleColorBuffer[barIndex] = hideColorIDX;
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}
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/**
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@@ -558,7 +477,7 @@ void FillBuffersZero(int barIndex)
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* @param close: Double Array, History of Close Prices ...
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* @param low: Double Array, History of Low Prices ...
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*/
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void CalculateAtrZones(
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void CalculateXHK(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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@@ -569,79 +488,128 @@ void CalculateAtrZones(
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)
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{
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//
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// Select ATr Value ...
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double atrValue = atrBuffer[bar_index];
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double appliedAtrMultiplierValue = atrValue * atrMultiplier;
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double mPrevHKOpenValue;
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double mPrevHKCloseValue;
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//
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// Select Upper Price ...
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double upperPrice = GetAppliedPrice(
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atrUpperAppliedTo,
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open,
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high,
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low,
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close,
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bar_index //
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);
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//
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// Select Lower Price ...
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double lowerPrice = GetAppliedPrice(
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atrLowerAppliedTo,
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open,
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high,
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low,
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close,
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bar_index //
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);
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//
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// Calculate Raw Atrs ...
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//
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// Upper ...
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double atrUpperRawValue = upperPrice + appliedAtrMultiplierValue;
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atrUpperRawBuffer[bar_index] = atrUpperRawValue;
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//
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// Lower ...
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double atrLowerRawValue = lowerPrice - appliedAtrMultiplierValue;
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atrLowerRawBuffer[bar_index] = atrLowerRawValue;
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//
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bool canSmooth = atrSmoothingMode != X_MA_MODE_NONE;
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if (canSmooth)
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if (ArraySize(open) <= bar_index + 1)
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{
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//
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// Upper ...
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iMAOnBuffer(
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ratesTotal,
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prevCalculated,
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bar_index,
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atrLength,
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atrUpperRawBuffer,
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atrUpperBuffer,
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atrSmoothingMode //
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);
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//
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// Lower ...
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iMAOnBuffer(
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ratesTotal,
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prevCalculated,
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bar_index,
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atrLength,
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atrLowerRawBuffer,
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atrLowerBuffer,
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atrSmoothingMode //
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);
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mPrevHKOpenValue = 0;
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mPrevHKCloseValue = 0;
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}
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else
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{
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//
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// Use Raw Values ...
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atrUpperBuffer[bar_index] = atrUpperRawValue;
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atrLowerBuffer[bar_index] = atrLowerRawValue;
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mPrevHKOpenValue = openHKBuffer[bar_index + 1];
|
||||
mPrevHKCloseValue = closeHKBuffer[bar_index + 1];
|
||||
}
|
||||
|
||||
//
|
||||
double mHKOpenValue = (mPrevHKOpenValue + mPrevHKCloseValue) / 2;
|
||||
double mHKCloseValue = (open[bar_index] + high[bar_index] + close[bar_index] + low[bar_index]) / 4;
|
||||
double mHKHighValue = MathMax(high[bar_index], MathMax(mHKOpenValue, mHKCloseValue));
|
||||
double mHKLowValue = MathMin(low[bar_index], MathMin(mHKOpenValue, mHKCloseValue));
|
||||
|
||||
//
|
||||
double candleColorValue =
|
||||
mHKOpenValue < mHKCloseValue ? bullishColorIDX : bearishColorIDX;
|
||||
|
||||
//
|
||||
// Raw HK Buffers ...
|
||||
openHKBuffer[bar_index] = mHKOpenValue;
|
||||
highHKBuffer[bar_index] = mHKHighValue;
|
||||
lowHKBuffer[bar_index] = mHKLowValue;
|
||||
closeHKBuffer[bar_index] = mHKCloseValue;
|
||||
rawHKColorBuffer[bar_index] = drawRawXHKCandles ? candleColorValue : hideColorIDX;
|
||||
|
||||
//
|
||||
// Apply Smoothing ...
|
||||
bool canSmooth = xhkSmoothingLength > 0 &&
|
||||
xhkSmoothingMode != X_MA_MODE_NONE;
|
||||
if (!canSmooth)
|
||||
{
|
||||
//
|
||||
double min = MathMin(mHKOpenValue, mHKCloseValue);
|
||||
double max = MathMax(mHKOpenValue, mHKCloseValue);
|
||||
|
||||
//
|
||||
openBuffer[bar_index] = mHKOpenValue;
|
||||
highBuffer[bar_index] = xhkIgnoreSmoothingShadows ? max : mHKHighValue;
|
||||
lowBuffer[bar_index] = xhkIgnoreSmoothingShadows ? min : mHKLowValue;
|
||||
closeBuffer[bar_index] = mHKCloseValue;
|
||||
candleColorBuffer[bar_index] = drawSmoothedXHKCandles ? candleColorValue : hideColorIDX;
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
// Open ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
xhkSmoothingLength,
|
||||
openHKBuffer,
|
||||
openBuffer,
|
||||
xhkSmoothingMode //
|
||||
);
|
||||
|
||||
//
|
||||
// Close ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
xhkSmoothingLength,
|
||||
closeHKBuffer,
|
||||
closeBuffer,
|
||||
xhkSmoothingMode //
|
||||
);
|
||||
|
||||
//
|
||||
// Ignoring Shadows ...
|
||||
if (!xhkIgnoreSmoothingShadows)
|
||||
{
|
||||
//
|
||||
// High ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
xhkSmoothingLength,
|
||||
highHKBuffer,
|
||||
highBuffer,
|
||||
xhkSmoothingMode //
|
||||
);
|
||||
|
||||
//
|
||||
// Low ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
xhkSmoothingLength,
|
||||
lowHKBuffer,
|
||||
lowBuffer,
|
||||
xhkSmoothingMode //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
double min = MathMin(closeBuffer[bar_index], openBuffer[bar_index]);
|
||||
double max = MathMin(closeBuffer[bar_index], openBuffer[bar_index]);
|
||||
|
||||
//
|
||||
lowBuffer[bar_index] = min;
|
||||
highBuffer[bar_index] = max;
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Smoothed Color ...
|
||||
candleColorValue =
|
||||
openBuffer[bar_index] < closeBuffer[bar_index] ? bullishColorIDX : bearishColorIDX;
|
||||
candleColorBuffer[bar_index] = drawSmoothedXHKCandles ? candleColorValue : hideColorIDX;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
Reference in New Issue
Block a user