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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: X121 XATR
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// Description: XATR ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm X121 XATR Indicator"
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#property strict
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//
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// Definitions ...
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//
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#define ShortName "X121 XATR"
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//
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// Includes Common Library ...
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#include "../Classes/x-saherelm.x-poi.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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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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//
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input group "Presentation";
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//
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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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//
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// Buffers ...
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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#define neuturalColorIDX 3
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 6
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#property indicator_plots 2
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//
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// ATR ...
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//
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// Upper ...
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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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//
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// Lower ...
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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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//
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// Data Buffers ...
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//
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int mLastBufferIndex = 1;
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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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//
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// RSI ...
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#define rsiBufferIndex mLastBufferIndex + 4
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double rsiBuffer[];
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//
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// Variables, Properties and etc ...
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//
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// this counts Available Bars ...
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int limit;
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//
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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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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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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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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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*/
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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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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* Calculate Bars ...
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*
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* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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* @param time: DateTime Array, History of Open Time ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param tick_volume: Long, History of Tick Volumes on Bar ...
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* @param volume: Long, History of Trade Volumes ...
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* @param spread: Double, History of Spread Price ...
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*
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* @return ( int )
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*/
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[] //
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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// Fill All Buffers by Zero ...
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if (prev_calculated == 0)
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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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{
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//
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CalculateBuffers(
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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close,
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low,
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tick_volume //
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);
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}
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//
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return rates_total;
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}
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//
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||||
// Functions ...
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||||
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||||
/**
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* Validate Input Args for Initialization ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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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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//
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||||
;
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||||
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||||
//
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return result;
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}
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/**
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* Extract Max Length of Inputs ...
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*
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* @return ( int )
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*/
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||||
int ExtractMaxLengthOfInputs()
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{
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//
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int result = 0;
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//
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result = MathMax(rsiLength, atrLength);
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//
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return result;
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}
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||||
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||||
/**
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* Define Required Buffers ...
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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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||||
//
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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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||||
//
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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);
|
||||
PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, canShowAtrLower);
|
||||
PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
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||||
|
||||
//
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||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrBuffer, true);
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||||
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrUpperRawBuffer, true);
|
||||
SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(atrLowerRawBuffer, true);
|
||||
SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// RSI ...
|
||||
|
||||
//
|
||||
ArraySetAsSeries(rsiBuffer, true);
|
||||
SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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)
|
||||
{
|
||||
//
|
||||
CalculateAtrZones(
|
||||
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)
|
||||
{
|
||||
//
|
||||
// RSIS ...
|
||||
rsiBuffer[barIndex] = 0;
|
||||
|
||||
//
|
||||
// ATRS ...
|
||||
atrBuffer[barIndex] = 0;
|
||||
atrUpperBuffer[barIndex] = 0;
|
||||
atrUpperRawBuffer[barIndex] = 0;
|
||||
atrUpperBuffer[barIndex] = 0;
|
||||
atrLowerRawBuffer[barIndex] = 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate ATR Zones ...
|
||||
*
|
||||
* @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 CalculateAtrZones(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Select ATr Value ...
|
||||
double atrValue = atrBuffer[bar_index];
|
||||
double appliedAtrMultiplierValue = atrValue * atrMultiplier;
|
||||
|
||||
//
|
||||
// Select Upper Price ...
|
||||
double upperPrice = GetAppliedPrice(
|
||||
atrUpperAppliedTo,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
bar_index //
|
||||
);
|
||||
|
||||
//
|
||||
// Select Lower Price ...
|
||||
double lowerPrice = GetAppliedPrice(
|
||||
atrLowerAppliedTo,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
bar_index //
|
||||
);
|
||||
|
||||
//
|
||||
// Calculate Raw Atrs ...
|
||||
|
||||
//
|
||||
// Upper ...
|
||||
double atrUpperRawValue = upperPrice + appliedAtrMultiplierValue;
|
||||
atrUpperRawBuffer[bar_index] = atrUpperRawValue;
|
||||
|
||||
//
|
||||
// Lower ...
|
||||
double atrLowerRawValue = lowerPrice - appliedAtrMultiplierValue;
|
||||
atrLowerRawBuffer[bar_index] = atrLowerRawValue;
|
||||
|
||||
//
|
||||
bool canSmooth = atrSmoothingMode != X_MA_MODE_NONE;
|
||||
if (canSmooth)
|
||||
{
|
||||
//
|
||||
// Upper ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
atrLength,
|
||||
atrUpperRawBuffer,
|
||||
atrUpperBuffer,
|
||||
atrSmoothingMode //
|
||||
);
|
||||
|
||||
//
|
||||
// Lower ...
|
||||
iMAOnBuffer(
|
||||
ratesTotal,
|
||||
prevCalculated,
|
||||
bar_index,
|
||||
atrLength,
|
||||
atrLowerRawBuffer,
|
||||
atrLowerBuffer,
|
||||
atrSmoothingMode //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
// Use Raw Values ...
|
||||
atrUpperBuffer[bar_index] = atrUpperRawValue;
|
||||
atrLowerBuffer[bar_index] = atrLowerRawValue;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,692 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------------
|
||||
// Name: X121 XDON
|
||||
// Description: XDON ...
|
||||
//
|
||||
//
|
||||
// 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 XDON Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
#define ShortName "X121 XDON"
|
||||
|
||||
//
|
||||
// Includes Common Library ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Market ...
|
||||
input group "Market";
|
||||
input int donchainLength = 40; // Donchain Length
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
|
||||
//
|
||||
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
|
||||
|
||||
//
|
||||
input bool showUpper = true; // Show Upper Band
|
||||
input bool showLower = true; // Show Lower Band
|
||||
|
||||
//
|
||||
input bool showOpen = true; // Show Open
|
||||
input bool showHigh = true; // Show High
|
||||
input bool showClose = true; // Show Close
|
||||
input bool showLow = true; // Show Low
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullishColorIDX 1
|
||||
#define bearishColorIDX 2
|
||||
#define neuturalColorIDX 3
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 8
|
||||
#property indicator_plots 8
|
||||
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
// Open ...
|
||||
|
||||
//
|
||||
#define donOpenUpperBufferIndex 0
|
||||
double donOpenUpperBuffer[];
|
||||
|
||||
//
|
||||
#define donOpenUpperPlotBufferIndex 0
|
||||
#property indicator_label1 "X121 O U"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrCornflowerBlue
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
#define donOpenLowerBufferIndex 1
|
||||
double donOpenLowerBuffer[];
|
||||
|
||||
//
|
||||
#define donOpenLowerPlotBufferIndex 1
|
||||
#property indicator_label2 "X121 O L"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrCornflowerBlue
|
||||
#property indicator_width2 1
|
||||
|
||||
//
|
||||
// High ...
|
||||
|
||||
//
|
||||
#define donHighUpperBufferIndex 2
|
||||
double donHighUpperBuffer[];
|
||||
|
||||
//
|
||||
#define donHighUpperPlotBufferIndex 2
|
||||
#property indicator_label3 "X121 H U"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 clrAquamarine
|
||||
#property indicator_width3 1
|
||||
|
||||
//
|
||||
#define donHighLowerBufferIndex 3
|
||||
double donHighLowerBuffer[];
|
||||
|
||||
//
|
||||
#define donHighLowerPlotBufferIndex 3
|
||||
#property indicator_label4 "X121 H L"
|
||||
#property indicator_type4 DRAW_LINE
|
||||
#property indicator_color4 clrAquamarine
|
||||
#property indicator_width4 1
|
||||
|
||||
//
|
||||
// Low ...
|
||||
|
||||
//
|
||||
#define donLowUpperBufferIndex 4
|
||||
double donLowUpperBuffer[];
|
||||
|
||||
//
|
||||
#define donLowUpperPlotBufferIndex 4
|
||||
#property indicator_label5 "X121 L U"
|
||||
#property indicator_type5 DRAW_LINE
|
||||
#property indicator_color5 clrDarkOrchid
|
||||
#property indicator_width5 1
|
||||
|
||||
//
|
||||
#define donLowLowerBufferIndex 5
|
||||
double donLowLowerBuffer[];
|
||||
|
||||
//
|
||||
#define donLowLowerPlotBufferIndex 5
|
||||
#property indicator_label6 "X121 L L"
|
||||
#property indicator_type6 DRAW_LINE
|
||||
#property indicator_color6 clrDarkOrchid
|
||||
#property indicator_width6 1
|
||||
|
||||
//
|
||||
// Close ...
|
||||
|
||||
//
|
||||
#define donCloseUpperBufferIndex 6
|
||||
double donCloseUpperBuffer[];
|
||||
|
||||
//
|
||||
#define donCloseUpperPlotBufferIndex 6
|
||||
#property indicator_label7 "X121 C U"
|
||||
#property indicator_type7 DRAW_LINE
|
||||
#property indicator_color7 clrCoral
|
||||
#property indicator_width7 1
|
||||
|
||||
//
|
||||
#define donCloseLowerBufferIndex 7
|
||||
double donCloseLowerBuffer[];
|
||||
|
||||
//
|
||||
#define donCloseLowerPlotBufferIndex 7
|
||||
#property indicator_label8 "X121 C L"
|
||||
#property indicator_type8 DRAW_LINE
|
||||
#property indicator_color8 clrCoral
|
||||
#property indicator_width8 1
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
int mLastBufferIndex = 7;
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength;
|
||||
|
||||
//
|
||||
// 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);
|
||||
|
||||
//
|
||||
// Validate Calculated Bars ...
|
||||
|
||||
//
|
||||
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
||||
? rates_total
|
||||
: (rates_total - prev_calculated) + 1;
|
||||
|
||||
//
|
||||
// Buffers Copy ...
|
||||
|
||||
//
|
||||
// Main Loop ...
|
||||
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
CalculateBuffers(
|
||||
i,
|
||||
prev_calculated,
|
||||
rates_total,
|
||||
//
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tick_volume //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Functions ...
|
||||
|
||||
/**
|
||||
* Validate Input Args for Initialization ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
donchainLength > 0
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Define Required Buffers ...
|
||||
*/
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Plot Buffers ...
|
||||
//
|
||||
// Open ...
|
||||
|
||||
//
|
||||
// UPPER ...
|
||||
bool canShowCOpenUpper = showUpper && showOpen;
|
||||
ENUM_DRAW_TYPE donOpenUpperDrawType = canShowCOpenUpper ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donOpenUpperBuffer, true);
|
||||
SetIndexBuffer(donOpenUpperBufferIndex, donOpenUpperBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donOpenUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenUpper);
|
||||
PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_DRAW_TYPE, donOpenUpperDrawType);
|
||||
|
||||
//
|
||||
// LOWER ...
|
||||
bool canShowCOpenLower = showLower && showOpen;
|
||||
ENUM_DRAW_TYPE donOpenLowerDrawType = canShowCOpenLower ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donOpenLowerBuffer, true);
|
||||
SetIndexBuffer(donOpenLowerBufferIndex, donOpenLowerBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donOpenLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenLower);
|
||||
PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_DRAW_TYPE, donOpenLowerDrawType);
|
||||
|
||||
//
|
||||
// Close ...
|
||||
|
||||
//
|
||||
// UPPER ...
|
||||
bool canShowCCloseUpper = showUpper && showClose;
|
||||
ENUM_DRAW_TYPE donCloseUpperDrawType = canShowCCloseUpper ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donCloseUpperBuffer, true);
|
||||
SetIndexBuffer(donCloseUpperBufferIndex, donCloseUpperBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donCloseUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseUpper);
|
||||
PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_DRAW_TYPE, donCloseUpperDrawType);
|
||||
|
||||
//
|
||||
// LOWER ...
|
||||
bool canShowCCloseLower = showLower && showClose;
|
||||
ENUM_DRAW_TYPE donCloseLowerDrawType = canShowCCloseLower ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donCloseLowerBuffer, true);
|
||||
SetIndexBuffer(donCloseLowerBufferIndex, donCloseLowerBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donCloseLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseLower);
|
||||
PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_DRAW_TYPE, donCloseLowerDrawType);
|
||||
|
||||
//
|
||||
// High ...
|
||||
|
||||
//
|
||||
// UPPER ...
|
||||
bool canShowCHighUpper = showUpper && showHigh;
|
||||
ENUM_DRAW_TYPE donHighUpperDrawType = canShowCHighUpper ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donHighUpperBuffer, true);
|
||||
SetIndexBuffer(donHighUpperBufferIndex, donHighUpperBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donHighUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighUpper);
|
||||
PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_DRAW_TYPE, donHighUpperDrawType);
|
||||
|
||||
//
|
||||
// LOWER ...
|
||||
bool canShowCHighLower = showLower && showHigh;
|
||||
ENUM_DRAW_TYPE donHighLowerDrawType = canShowCHighLower ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donHighLowerBuffer, true);
|
||||
SetIndexBuffer(donHighLowerBufferIndex, donHighLowerBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donHighLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighLower);
|
||||
PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_DRAW_TYPE, donHighLowerDrawType);
|
||||
|
||||
//
|
||||
// Low ...
|
||||
|
||||
//
|
||||
// UPPER ...
|
||||
bool canShowCLowUpper = showUpper && showLow;
|
||||
ENUM_DRAW_TYPE donLowUpperDrawType = canShowCLowUpper ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donLowUpperBuffer, true);
|
||||
SetIndexBuffer(donLowUpperBufferIndex, donLowUpperBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donLowUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowUpper);
|
||||
PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_DRAW_TYPE, donLowUpperDrawType);
|
||||
|
||||
//
|
||||
// LOWER ...
|
||||
bool canShowCLowLower = showLower && showLow;
|
||||
ENUM_DRAW_TYPE donLowLowerDrawType = canShowCLowLower ? DRAW_LINE : DRAW_NONE;
|
||||
ArraySetAsSeries(donLowLowerBuffer, true);
|
||||
SetIndexBuffer(donLowLowerBufferIndex, donLowLowerBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetDouble(donLowLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowLower);
|
||||
PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_DRAW_TYPE, donLowLowerDrawType);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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)
|
||||
{
|
||||
//
|
||||
CalculateDonchains(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
}
|
||||
else
|
||||
{
|
||||
FillBuffersZero(bar_index);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Custom ...
|
||||
|
||||
/**
|
||||
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
||||
*
|
||||
* @param barIndex: Integer ...
|
||||
*/
|
||||
void FillBuffersZero(int barIndex)
|
||||
{
|
||||
//
|
||||
donOpenUpperBuffer[barIndex] = EMPTY_VALUE;
|
||||
donOpenLowerBuffer[barIndex] = EMPTY_VALUE;
|
||||
donCloseUpperBuffer[barIndex] = EMPTY_VALUE;
|
||||
donCloseLowerBuffer[barIndex] = EMPTY_VALUE;
|
||||
donHighUpperBuffer[barIndex] = EMPTY_VALUE;
|
||||
donHighLowerBuffer[barIndex] = EMPTY_VALUE;
|
||||
donLowUpperBuffer[barIndex] = EMPTY_VALUE;
|
||||
donLowLowerBuffer[barIndex] = EMPTY_VALUE;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Donchain ...
|
||||
*
|
||||
* @param bar_index: Integer, Bar Index ...
|
||||
* @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 ...
|
||||
* @param _length: Integer, Donchain Length ...
|
||||
* @param _ouBuffer: Double Array Reference ...
|
||||
* @param _olBuffer: Double Array Reference ...
|
||||
* @param _huBuffer: Double Array Reference ...
|
||||
* @param _hlBuffer: Double Array Reference ...
|
||||
* @param _luBuffer: Double Array Reference ...
|
||||
* @param _llBuffer: Double Array Reference ...
|
||||
* @param _cuBuffer: Double Array Reference ...
|
||||
* @param _clBuffer: Double Array Reference ...
|
||||
*/
|
||||
void CalculateDonchain(
|
||||
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 _length,
|
||||
//
|
||||
double &_ouBuffer[],
|
||||
double &_olBuffer[],
|
||||
double &_huBuffer[],
|
||||
double &_hlBuffer[],
|
||||
double &_luBuffer[],
|
||||
double &_llBuffer[],
|
||||
double &_cuBuffer[],
|
||||
double &_clBuffer[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
double iUpper = 0;
|
||||
double iLower = 0;
|
||||
|
||||
//
|
||||
// OPEN ...
|
||||
|
||||
//
|
||||
int from = bar_index;
|
||||
|
||||
//
|
||||
iUpper = open[ArrayMaximum(open, from, _length)];
|
||||
iLower = open[ArrayMinimum(open, from, _length)];
|
||||
|
||||
//
|
||||
_ouBuffer[bar_index] = iUpper;
|
||||
_olBuffer[bar_index] = iLower;
|
||||
|
||||
//
|
||||
// HIGH ...
|
||||
|
||||
//
|
||||
iUpper = high[ArrayMaximum(high, from, _length)];
|
||||
iLower = high[ArrayMinimum(high, from, _length)];
|
||||
|
||||
//
|
||||
_huBuffer[bar_index] = iUpper;
|
||||
_hlBuffer[bar_index] = iLower;
|
||||
|
||||
//
|
||||
// LOW ...
|
||||
|
||||
//
|
||||
iUpper = low[ArrayMaximum(low, from, _length)];
|
||||
iLower = low[ArrayMinimum(low, from, _length)];
|
||||
|
||||
//
|
||||
_luBuffer[bar_index] = iUpper;
|
||||
_llBuffer[bar_index] = iLower;
|
||||
|
||||
//
|
||||
// CLOSE ...
|
||||
|
||||
//
|
||||
iUpper = close[ArrayMaximum(close, from, _length)];
|
||||
iLower = close[ArrayMinimum(close, from, _length)];
|
||||
|
||||
//
|
||||
_cuBuffer[bar_index] = iUpper;
|
||||
_clBuffer[bar_index] = iLower;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Different VWaps ...
|
||||
*
|
||||
* @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 CalculateDonchains(
|
||||
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[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
CalculateDonchain(
|
||||
//
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
//
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume,
|
||||
//
|
||||
donchainLength,
|
||||
//
|
||||
donOpenUpperBuffer,
|
||||
donOpenLowerBuffer,
|
||||
donHighUpperBuffer,
|
||||
donHighLowerBuffer,
|
||||
donLowUpperBuffer,
|
||||
donLowLowerBuffer,
|
||||
donCloseUpperBuffer,
|
||||
donCloseLowerBuffer //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,623 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------------
|
||||
// Name: X121 XSTR
|
||||
// Description: XSTR ...
|
||||
//
|
||||
//
|
||||
// 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 XSTR Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
#define ShortName "X121 XSTR"
|
||||
|
||||
//
|
||||
// Includes Common Library ...
|
||||
#include "../Classes/x-saherelm.x-poi.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Market ...
|
||||
input group "Market";
|
||||
input int strLength = 14; // Length
|
||||
input double strMultiplier = 3; // Multiplier
|
||||
input ENUM_APPLIED_PRICE strAppliedTo = PRICE_MEDIAN; // Applied To
|
||||
|
||||
//
|
||||
input group "Presentation";
|
||||
|
||||
//
|
||||
input bool showStr = true; // Show Str
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullishColorIDX 1
|
||||
#define bearishColorIDX 2
|
||||
#define neuturalColorIDX 3
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 1
|
||||
|
||||
//
|
||||
// STR ...
|
||||
#define strBufferIndex 0
|
||||
double strBuffer[];
|
||||
|
||||
#define strColorBufferIndex 1
|
||||
double strColorBuffer[];
|
||||
|
||||
//
|
||||
#define strPlotBufferIndex 1
|
||||
#property indicator_label1 "X121 STR"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrLime, clrRed, clrGray
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
int mLastBufferIndex = 1;
|
||||
|
||||
//
|
||||
// STR ...
|
||||
|
||||
//
|
||||
// Atr ...
|
||||
#define atrBufferIndex mLastBufferIndex + 1
|
||||
double atrBuffer[];
|
||||
|
||||
//
|
||||
// Price ...
|
||||
#define strPriceBufferIndex mLastBufferIndex + 2
|
||||
double strPriceBuffer[];
|
||||
|
||||
//
|
||||
// Up ...
|
||||
#define strUpBufferIndex mLastBufferIndex + 3
|
||||
double strUpBuffer[];
|
||||
|
||||
//
|
||||
// Down ...
|
||||
#define strDownBufferIndex mLastBufferIndex + 4
|
||||
double strDownBuffer[];
|
||||
|
||||
//
|
||||
// Trend ...
|
||||
#define strStateBufferIndex mLastBufferIndex + 5
|
||||
double strStateBuffer[];
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength;
|
||||
|
||||
//
|
||||
// ATR Handler ...
|
||||
int atrHandler = INVALID_HANDLE;
|
||||
|
||||
//
|
||||
bool isStrTrendChanged;
|
||||
bool isStrStartBearishTrend;
|
||||
bool isStrStartBullishTrend;
|
||||
|
||||
//
|
||||
int changeOfTrend;
|
||||
int startBearishTrend;
|
||||
int startBullishTrend;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
/**
|
||||
* Initialize Indicator ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Indicator Handlers ...
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
atrHandler = iATR(
|
||||
_Symbol,
|
||||
_Period,
|
||||
strLength //
|
||||
);
|
||||
bool isInited = atrHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// because in some cases we may have more than one input for
|
||||
// calculation and we must prevent any calculation
|
||||
// untill we pass the biggest input length, here we get max Input length
|
||||
// and then wait until pass it ...
|
||||
maxLength = ExtractMaxLengthOfInputs();
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
/**
|
||||
* De Initialize Indicator ...
|
||||
*
|
||||
* @param reason: Integer, De Initialization Reason ...
|
||||
*/
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
IndicatorRelease(atrHandler);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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 ...
|
||||
|
||||
//
|
||||
// Fill All Buffers by Zero ...
|
||||
if (prev_calculated == 0)
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
int numOfRequiredAtrs = (prev_calculated > rates_total || prev_calculated < 0)
|
||||
? rates_total
|
||||
: rates_total - prev_calculated;
|
||||
if (prev_calculated > 0)
|
||||
{
|
||||
numOfRequiredAtrs++;
|
||||
}
|
||||
|
||||
//
|
||||
// Validate Calculated Bars ...
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
int atrCalculatedBars = BarsCalculated(atrHandler);
|
||||
|
||||
//
|
||||
bool isPassedRequiredCalculatedBars =
|
||||
//
|
||||
// ATR ...
|
||||
atrCalculatedBars >= numOfRequiredAtrs
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCalculatedBars)
|
||||
{
|
||||
return prev_calculated;
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
// checking for the limit start of calculation of an indicator ...
|
||||
limit =
|
||||
(prev_calculated > rates_total || prev_calculated <= 0)
|
||||
? maxLength
|
||||
: prev_calculated - 1;
|
||||
|
||||
//
|
||||
// Buffers Copy ...
|
||||
|
||||
//
|
||||
// ATR ...
|
||||
int copiedAtrs = CopyBuffer(atrHandler, 0, 0, numOfRequiredAtrs, atrBuffer);
|
||||
|
||||
//
|
||||
// Validate Copied Items ...
|
||||
bool isPassedRequiredCopiedItems =
|
||||
//
|
||||
// ATR ...
|
||||
copiedAtrs >= numOfRequiredAtrs
|
||||
//
|
||||
;
|
||||
if (!isPassedRequiredCopiedItems)
|
||||
{
|
||||
return prev_calculated;
|
||||
}
|
||||
|
||||
//
|
||||
// Main Loop ...
|
||||
for (int i = limit; i < rates_total && !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 =
|
||||
//
|
||||
// STR ...
|
||||
strLength > 0 &&
|
||||
strMultiplier > 0
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
result = MathMax(1, strLength);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Define Required Buffers ...
|
||||
*/
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// STR ...
|
||||
SetIndexBuffer(strBufferIndex, strBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(strColorBufferIndex, strColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
// STR ...
|
||||
|
||||
//
|
||||
SetIndexBuffer(strUpBufferIndex, strUpBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strDownBufferIndex, strDownBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strPriceBufferIndex, strPriceBuffer, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(strStateBufferIndex, strStateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
CalculateStr(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
// Custom ...
|
||||
|
||||
/**
|
||||
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
||||
*
|
||||
* @param barIndex: Integer ...
|
||||
*/
|
||||
void FillBuffersZero(int barIndex)
|
||||
{
|
||||
//
|
||||
// STR ...
|
||||
strBuffer[barIndex] = 0;
|
||||
strUpBuffer[barIndex] = 0;
|
||||
strDownBuffer[barIndex] = 0;
|
||||
strPriceBuffer[barIndex] = 0;
|
||||
strColorBuffer[barIndex] = hideColorIDX;
|
||||
strStateBuffer[barIndex] = hideColorIDX;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate STR ...
|
||||
*
|
||||
* @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 CalculateStr(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Calculated Price ...
|
||||
double price = GetAppliedPrice(
|
||||
strAppliedTo,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
bar_index //
|
||||
);
|
||||
strPriceBuffer[bar_index] = price;
|
||||
|
||||
//
|
||||
double atr = atrBuffer[bar_index];
|
||||
|
||||
//
|
||||
// Up ...
|
||||
strUpBuffer[bar_index] = price + (strMultiplier * atr);
|
||||
|
||||
//
|
||||
// Down ...
|
||||
strDownBuffer[bar_index] = price - (strMultiplier * atr);
|
||||
|
||||
//
|
||||
if (close[bar_index] > strUpBuffer[bar_index - 1])
|
||||
{
|
||||
//
|
||||
strStateBuffer[bar_index] = 1;
|
||||
if (strStateBuffer[bar_index - 1] == -1)
|
||||
{
|
||||
changeOfTrend = 1;
|
||||
}
|
||||
}
|
||||
else if (close[bar_index] < strDownBuffer[bar_index - 1])
|
||||
{
|
||||
//
|
||||
strStateBuffer[bar_index] = -1;
|
||||
if (strStateBuffer[bar_index - 1] == 1)
|
||||
{
|
||||
changeOfTrend = 1;
|
||||
}
|
||||
}
|
||||
else if (strStateBuffer[bar_index - 1] == 1)
|
||||
{
|
||||
//
|
||||
strStateBuffer[bar_index] = 1;
|
||||
changeOfTrend = 0;
|
||||
}
|
||||
else if (strStateBuffer[bar_index - 1] == -1)
|
||||
{
|
||||
//
|
||||
strStateBuffer[bar_index] = -1;
|
||||
changeOfTrend = 0;
|
||||
}
|
||||
|
||||
//
|
||||
// Down Trend Starting ...
|
||||
if (strStateBuffer[bar_index] < 0 && strStateBuffer[bar_index - 1] > 0)
|
||||
{
|
||||
startBearishTrend = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
startBearishTrend = 0;
|
||||
}
|
||||
|
||||
//
|
||||
// Up Trend Starting ...
|
||||
if (strStateBuffer[bar_index] > 0 && strStateBuffer[bar_index - 1] < 0)
|
||||
{
|
||||
startBullishTrend = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
startBullishTrend = 0;
|
||||
}
|
||||
|
||||
//
|
||||
if (strStateBuffer[bar_index] > 0 && strDownBuffer[bar_index] < strDownBuffer[bar_index - 1])
|
||||
{
|
||||
strDownBuffer[bar_index] = strDownBuffer[bar_index - 1];
|
||||
}
|
||||
|
||||
//
|
||||
if (strStateBuffer[bar_index] < 0 && strUpBuffer[bar_index] > strUpBuffer[bar_index - 1])
|
||||
{
|
||||
strUpBuffer[bar_index] = strUpBuffer[bar_index - 1];
|
||||
}
|
||||
|
||||
//
|
||||
if (startBearishTrend == 1)
|
||||
{
|
||||
strUpBuffer[bar_index] = strPriceBuffer[bar_index] + (strMultiplier * atr);
|
||||
}
|
||||
|
||||
//
|
||||
if (startBullishTrend == 1)
|
||||
{
|
||||
strDownBuffer[bar_index] = strPriceBuffer[bar_index] - (strMultiplier * atr);
|
||||
}
|
||||
|
||||
//
|
||||
// Draw the indicator ...
|
||||
|
||||
//
|
||||
double colorIDX = hideColorIDX;
|
||||
strColorBuffer[bar_index] = colorIDX;
|
||||
|
||||
//
|
||||
if (strStateBuffer[bar_index] == 1)
|
||||
{
|
||||
//
|
||||
strBuffer[bar_index] = strDownBuffer[bar_index];
|
||||
if (changeOfTrend == 1)
|
||||
{
|
||||
strBuffer[bar_index - 1] = strBuffer[bar_index - 2];
|
||||
changeOfTrend = 0;
|
||||
}
|
||||
|
||||
//
|
||||
colorIDX = bullishColorIDX;
|
||||
}
|
||||
else if (strStateBuffer[bar_index] == -1)
|
||||
{
|
||||
//
|
||||
strBuffer[bar_index] = strUpBuffer[bar_index];
|
||||
if (changeOfTrend == 1)
|
||||
{
|
||||
//
|
||||
strBuffer[bar_index - 1] = strBuffer[bar_index - 2];
|
||||
changeOfTrend = 0;
|
||||
}
|
||||
|
||||
//
|
||||
colorIDX = bearishColorIDX;
|
||||
}
|
||||
|
||||
//
|
||||
if (showStr)
|
||||
{
|
||||
strColorBuffer[bar_index] = colorIDX;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,711 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------------
|
||||
// Name: X121 XVWAP
|
||||
// Description: XVWAP ...
|
||||
//
|
||||
//
|
||||
// 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 XVWAP Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
#define ShortName "X121 XVWAP"
|
||||
|
||||
//
|
||||
// Includes Common Library ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Market ...
|
||||
input group "Market";
|
||||
input int vwapFastLength = 20; // Fast Length
|
||||
input int vwapMidLength = 40; // Mid Length
|
||||
input int vwapSlowLength = 60; // Slow Length
|
||||
input ENUM_APPLIED_PRICE vwapAppliedTo = PRICE_CLOSE; // Applied To
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
|
||||
//
|
||||
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
|
||||
|
||||
//
|
||||
input bool showVWapFast = true; // Show VWap Fast
|
||||
input bool showVWapMedium = true; // Show VWap Medium
|
||||
input bool showVWapSlow = true; // Show VWap Slow
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullishColorIDX 1
|
||||
#define bearishColorIDX 2
|
||||
#define neuturalColorIDX 3
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 11
|
||||
#property indicator_plots 3
|
||||
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
// FAST ...
|
||||
#define vwapFastBufferIndex 0
|
||||
double vwapFastBuffer[];
|
||||
|
||||
#define vwapFastColorBufferIndex 1
|
||||
double vwapFastColorBuffer[];
|
||||
|
||||
//
|
||||
#define vwapFastPlotBufferIndex 0
|
||||
#property indicator_label1 "X121 VWF"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrAqua, clrMagenta, clrGray
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
// MID ...
|
||||
#define vwapMidBufferIndex 2
|
||||
double vwapMidBuffer[];
|
||||
|
||||
#define vwapMidColorBufferIndex 3
|
||||
double vwapMidColorBuffer[];
|
||||
|
||||
//
|
||||
#define vwapMidPlotBufferIndex 1
|
||||
#property indicator_label2 "X121 VWM"
|
||||
#property indicator_type2 DRAW_COLOR_LINE
|
||||
#property indicator_color2 CLR_NONE, clrGreen, clrRed, clrGray
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 2
|
||||
|
||||
//
|
||||
// SLOW ...
|
||||
#define vwapSlowBufferIndex 4
|
||||
double vwapSlowBuffer[];
|
||||
|
||||
#define vwapSlowColorBufferIndex 5
|
||||
double vwapSlowColorBuffer[];
|
||||
|
||||
//
|
||||
#define vwapSlowPlotBufferIndex 2
|
||||
#property indicator_label3 "X121 VWS"
|
||||
#property indicator_type3 DRAW_COLOR_LINE
|
||||
#property indicator_color3 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 2
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
int mLastBufferIndex = 5;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
#define vwapVolumeBufferIndex mLastBufferIndex + 1
|
||||
double vwapVolumeBuffer[];
|
||||
|
||||
//
|
||||
// Price ...
|
||||
#define vwapPriceBufferIndex mLastBufferIndex + 2
|
||||
double vwapPriceBuffer[];
|
||||
|
||||
//
|
||||
// Fast State ...
|
||||
#define vwapFastStateBufferIndex mLastBufferIndex + 3
|
||||
double vwapFastStateBuffer[];
|
||||
|
||||
//
|
||||
// Mid State ...
|
||||
#define vwapMidStateBufferIndex mLastBufferIndex + 4
|
||||
double vwapMidStateBuffer[];
|
||||
|
||||
//
|
||||
// Slow State ...
|
||||
#define vwapSlowStateBufferIndex mLastBufferIndex + 5
|
||||
double vwapSlowStateBuffer[];
|
||||
|
||||
//
|
||||
// Variables, Properties and etc ...
|
||||
|
||||
//
|
||||
// this counts Available Bars ...
|
||||
int limit;
|
||||
|
||||
//
|
||||
int maxLength;
|
||||
|
||||
//
|
||||
// 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);
|
||||
|
||||
//
|
||||
// Validate Calculated Bars ...
|
||||
|
||||
//
|
||||
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
||||
? rates_total
|
||||
: (rates_total - prev_calculated) + 1;
|
||||
|
||||
//
|
||||
// Buffers Copy ...
|
||||
|
||||
//
|
||||
// Main Loop ...
|
||||
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
CalculateBuffers(
|
||||
i,
|
||||
prev_calculated,
|
||||
rates_total,
|
||||
//
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tick_volume //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Functions ...
|
||||
|
||||
/**
|
||||
* Validate Input Args for Initialization ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result =
|
||||
//
|
||||
vwapFastLength > 2 &&
|
||||
vwapMidLength > vwapFastLength &&
|
||||
vwapSlowLength > vwapMidLength
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Extract Max Length of Inputs ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int ExtractMaxLengthOfInputs()
|
||||
{
|
||||
//
|
||||
int result = 0;
|
||||
|
||||
//
|
||||
// XVWAP ...
|
||||
result = MathMax(result, vwapFastLength);
|
||||
result = MathMax(result, vwapMidLength);
|
||||
result = MathMax(result, vwapSlowLength);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Define Required Buffers ...
|
||||
*/
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Plot Buffers ...
|
||||
|
||||
//
|
||||
// Fast ...
|
||||
ArraySetAsSeries(vwapFastBuffer, true);
|
||||
ArraySetAsSeries(vwapFastColorBuffer, true);
|
||||
SetIndexBuffer(vwapFastBufferIndex, vwapFastBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(vwapFastColorBufferIndex, vwapFastColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Mid ...
|
||||
ArraySetAsSeries(vwapMidBuffer, true);
|
||||
ArraySetAsSeries(vwapMidColorBuffer, true);
|
||||
SetIndexBuffer(vwapMidBufferIndex, vwapMidBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(vwapMidColorBufferIndex, vwapMidColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Slow ...
|
||||
ArraySetAsSeries(vwapSlowBuffer, true);
|
||||
ArraySetAsSeries(vwapSlowColorBuffer, true);
|
||||
SetIndexBuffer(vwapSlowBufferIndex, vwapSlowBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(vwapSlowColorBufferIndex, vwapSlowColorBuffer, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
// Data Buffers ...
|
||||
|
||||
//
|
||||
// Volumes ...
|
||||
ArraySetAsSeries(vwapVolumeBuffer, true);
|
||||
SetIndexBuffer(vwapVolumeBufferIndex, vwapVolumeBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// Price ...
|
||||
ArraySetAsSeries(vwapPriceBuffer, true);
|
||||
SetIndexBuffer(vwapPriceBufferIndex, vwapPriceBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// Fast State ...
|
||||
ArraySetAsSeries(vwapFastStateBuffer, true);
|
||||
SetIndexBuffer(vwapFastStateBufferIndex, vwapFastStateBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// Mid State ...
|
||||
ArraySetAsSeries(vwapMidStateBuffer, true);
|
||||
SetIndexBuffer(vwapMidStateBufferIndex, vwapMidStateBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// Slow State ...
|
||||
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
||||
SetIndexBuffer(vwapSlowStateBufferIndex, vwapSlowStateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
/**
|
||||
* Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
*/
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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)
|
||||
{
|
||||
//
|
||||
// Calculate Required VWAP Data Buffers ...
|
||||
if (ratesTotal - bar_index <= maxLength)
|
||||
{
|
||||
//
|
||||
CalculateVWAPDataBuffers(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
|
||||
//
|
||||
// Prevent Moving Forward ...
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
CalculateVWAPDataBuffers(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
|
||||
//
|
||||
CalculateVWAPS(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume //
|
||||
);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
FillBuffersZero(bar_index);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Custom ...
|
||||
|
||||
/**
|
||||
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
||||
*
|
||||
* @param barIndex: Integer ...
|
||||
*/
|
||||
void FillBuffersZero(int barIndex)
|
||||
{
|
||||
//
|
||||
vwapFastBuffer[barIndex] = EMPTY_VALUE;
|
||||
vwapMidBuffer[barIndex] = EMPTY_VALUE;
|
||||
vwapSlowBuffer[barIndex] = EMPTY_VALUE;
|
||||
vwapVolumeBuffer[barIndex] = EMPTY_VALUE;
|
||||
vwapPriceBuffer[barIndex] = EMPTY_VALUE;
|
||||
|
||||
//
|
||||
vwapFastColorBuffer[barIndex] = hideColorIDX;
|
||||
vwapMidColorBuffer[barIndex] = hideColorIDX;
|
||||
vwapSlowColorBuffer[barIndex] = hideColorIDX;
|
||||
vwapFastStateBuffer[barIndex] = hideColorIDX;
|
||||
vwapMidStateBuffer[barIndex] = hideColorIDX;
|
||||
vwapSlowStateBuffer[barIndex] = hideColorIDX;
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate VWAP Value for Specified Bar ...
|
||||
*
|
||||
* @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 ...
|
||||
* @param _length: Integer, Specified VWAP Length ...
|
||||
* @param _show: Boolean, Specified Show Buffer or not ...
|
||||
* @param _buffer: Double Array Reference, Points to Buffer ...
|
||||
* @param _colorBuffer: Double Array Reference, Points to Color Buffer ...
|
||||
* @param _stateBuffer: Double Array Reference, Points to State Buffer ...
|
||||
*/
|
||||
void CalculateVWAP(
|
||||
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 _length, // Calculation Length
|
||||
bool _show,
|
||||
double &_buffer[],
|
||||
double &_colorBuffer[],
|
||||
double &_stateBuffer[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
double vSum = 0;
|
||||
double pSum = 0;
|
||||
double mSum = 0;
|
||||
for (int x = 0; x < _length; x++)
|
||||
{
|
||||
//
|
||||
pSum += vwapPriceBuffer[x + bar_index];
|
||||
vSum += vwapVolumeBuffer[x + bar_index];
|
||||
mSum += vwapPriceBuffer[x + bar_index] * vwapVolumeBuffer[x + bar_index];
|
||||
}
|
||||
|
||||
//
|
||||
double iValue = mSum / vSum;
|
||||
iValue = NormalizeDouble(iValue, _Digits);
|
||||
|
||||
//
|
||||
_buffer[bar_index] = iValue;
|
||||
|
||||
//
|
||||
bool isBullish = low[bar_index] > iValue;
|
||||
bool isBearish = high[bar_index] < iValue;
|
||||
|
||||
//
|
||||
double iColor =
|
||||
isBullish
|
||||
? bullishColorIDX
|
||||
: isBearish
|
||||
? bearishColorIDX
|
||||
: neuturalColorIDX;
|
||||
|
||||
//
|
||||
_colorBuffer[bar_index] = hideColorIDX;
|
||||
_stateBuffer[bar_index] = iColor;
|
||||
if (_show)
|
||||
{
|
||||
_colorBuffer[bar_index] = iColor;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate VWAP Required Data 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 CalculateVWAPDataBuffers(
|
||||
int bar_index, // Selected Bar Index
|
||||
const int prevCalculated,
|
||||
const int ratesTotal,
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &close[],
|
||||
const double &low[],
|
||||
const long &tickVolume[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
double price = GetAppliedPrice(
|
||||
vwapAppliedTo,
|
||||
open,
|
||||
high,
|
||||
low,
|
||||
close,
|
||||
bar_index //
|
||||
);
|
||||
vwapPriceBuffer[bar_index] = price;
|
||||
vwapVolumeBuffer[bar_index] = (double)tickVolume[bar_index];
|
||||
}
|
||||
|
||||
/**
|
||||
* Calculate Different VWaps ...
|
||||
*
|
||||
* @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 CalculateVWAPS(
|
||||
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[] //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Fast ...
|
||||
CalculateVWAP(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume,
|
||||
//
|
||||
vwapFastLength,
|
||||
showVWapFast,
|
||||
vwapFastBuffer,
|
||||
vwapFastColorBuffer,
|
||||
vwapFastStateBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
// Mid ...
|
||||
CalculateVWAP(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume,
|
||||
//
|
||||
vwapMidLength,
|
||||
showVWapMedium,
|
||||
vwapMidBuffer,
|
||||
vwapMidColorBuffer,
|
||||
vwapMidStateBuffer //
|
||||
);
|
||||
|
||||
//
|
||||
// Fast ...
|
||||
CalculateVWAP(
|
||||
bar_index,
|
||||
prevCalculated,
|
||||
ratesTotal,
|
||||
open,
|
||||
high,
|
||||
close,
|
||||
low,
|
||||
tickVolume,
|
||||
//
|
||||
vwapSlowLength,
|
||||
showVWapSlow,
|
||||
vwapSlowBuffer,
|
||||
vwapSlowColorBuffer,
|
||||
vwapSlowStateBuffer //
|
||||
);
|
||||
}
|
||||
|
||||
//
|
||||
Reference in New Issue
Block a user