last ...

Documents/Indicators/x-saherelm.x121.xtb.mq5

@@ -16,14 +16,14 @@
 #property copyright "Copyright 2023, SaherElm IT Center"
 #property link "https://saherelm.ir"
 #property version "1.00"
-#property description "SaherElm X121 XCZone Indicator"
+#property description "SaherElm X121 XTB Indicator"
 #property strict
 
 //
 // Definitions ...
 
 //
-#define ShortName "X121 XCZone"
+#define ShortName "X121 XTB"
 
 //
 // Includes Common Library ...
@@ -204,6 +204,10 @@ input double rsiOBLevel = 70.0;                               // RSI OB Level
 input double rsiOSLevel = 30.0;                               // RSI OS Level
 input ENUM_APPLIED_PRICE rsiAppliedTo = PRICE_CLOSE;          // RSI Applied To
 input int atrLength = 14;                                     // ATR Length
+input double atrMultiplier = 1.5;                             // ATR Band Multiplier
+input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH;          // ATR Upper Zone Applied To
+input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW;           // ATR Lower Zone Applied To
+input ENUM_X_MA_METHOD atrSignalMethod = X_MA_MODE_SMA;       // ATR Signalling Method
 input int barsSignalLength = 14;                              // Bars Signal Length
 input ENUM_X_MA_METHOD barsSignalMethod = X_MA_MODE_EMA;      // Bars Signalling Method
 input int deltaSignalLength = 14;                             // Delta Signal Length
@@ -228,6 +232,7 @@ input group "Filtering";
 input bool filterBasedOnSar = false;         // Filter Based on Sar
 input bool filterBasedOnRSI = false;         // Filter Based on RSI
 input bool filterBasedOnADX = false;         // Filter Based on ADX
+input bool filterBasedOnATR = false;         // Filter Based on ATR
 input bool filterBasedOnTrend = false;       // Filter Based on Trend
 input bool filterBasedOnDelta = false;       // Filter Based on Delta
 input bool filterBasedOnVolume = false;      // Filter Based on Volume
@@ -251,14 +256,15 @@ input bool showBars = true;          // Show Bars
 input bool showSar = false;          // Show Sar
 input bool showTrend = false;        // Show Trend
 input bool showHKBars = false;       // Show Hiken Ashi Bars
+input bool showATRBand = false;      // Show ATR Band
 input bool showTrendBars = false;    // Show Trend Bars
 input bool showSignalBars = false;   // Show Signal Bars
 input bool showHKSignalBars = false; // Show Hiken Ashi Signal Bars
 
 //
 // Draws ...
-input bool drawZones = true;   // Draw Detected Zones
+input bool drawZones = false;   // Draw Detected Zones
-input bool drawSignals = true; // Draw Zone's Signal
+input bool drawSignals = false; // Draw Zone's Signal
 
 //
 input int startCalculationForLastBars = 1000; // Calculate Last n Bars
@@ -312,8 +318,8 @@ input ENUM_LINE_STYLE fvgStyle = STYLE_SOLID; // FVG Style
 #property indicator_chart_window
 
 //
-#property indicator_buffers 32
+#property indicator_buffers 36
-#property indicator_plots 5
+#property indicator_plots 7
 
 //
 // Plot Buffers ...
@@ -447,10 +453,41 @@ double barHKSignalColorBuffer[];
 #property indicator_type5 DRAW_COLOR_CANDLES
 #property indicator_color5 CLR_NONE, clrAqua, clrMagenta
 
+//
+// ATR ...
+
+//
+// Upper ...
+
+//
+#define atrUpperBufferIndex 19
+#define atrUpperBufferPlotIndex 5
+double atrUpperBuffer[];
+
+#property indicator_label6 "X121 XATRU"
+#property indicator_type6 DRAW_LINE
+#property indicator_color6 clrYellow
+#property indicator_style6 STYLE_SOLID
+#property indicator_width6 1
+
+//
+// Lower ...
+
+//
+#define atrLowerBufferIndex 20
+#define atrLowerBufferPlotIndex 6
+double atrLowerBuffer[];
+
+#property indicator_label7 "X121 XATRL"
+#property indicator_type7 DRAW_LINE
+#property indicator_color7 clrYellow
+#property indicator_style7 STYLE_SOLID
+#property indicator_width7 1
+
 //
 // Data Buffers ...
 
-#define mLastBufferIndex 18
+#define mLastBufferIndex 20
 
 //
 // TREND State ...
@@ -523,6 +560,12 @@ double bearishVolumeSignalBuffer[];
 #define atrBufferIndex mLastBufferIndex + 13
 double atrBuffer[];
 
+#define atrUpperRawBufferIndex mLastBufferIndex + 14
+double atrUpperRawBuffer[];
+
+#define atrLowerRawBufferIndex mLastBufferIndex + 15
+double atrLowerRawBuffer[];
+
 //
 // Variables, Properties and etc ...
 
@@ -933,6 +976,14 @@ int OnCalculate(
         );
     }
 
+    //
+    if (prev_calculated == 0)
+    {
+        //
+        string message = "History Finished ...";
+        Print(message);
+    }
+
     //
     return rates_total;
 }
@@ -961,10 +1012,13 @@ bool ValidateInputs()
         rsiOBLevel > 0 &&
         rsiOSLevel > 0 &&
         sarMax > sarStep &&
+        atrMultiplier > 0 &&
         barsSignalLength > 2 &&
         deltaSignalLength > 2 &&
         hkSignalBarLength > 2 &&
         volumeSignalLength > 2 &&
+        IsValid(atrUpperPriceType) &&
+        IsValid(atrLowerPriceType) &&
         barsSignalMethod != X_MA_MODE_NONE &&
         deltaSignalMethod != X_MA_MODE_NONE &&
         hkSignalBarMethod != X_MA_MODE_NONE &&
@@ -1140,6 +1194,27 @@ void DefineBuffers()
     ArraySetAsSeries(lowHKSignalBuffer, true);
     SetIndexBuffer(lowHKSignalBufferIndex, lowHKSignalBuffer, INDICATOR_DATA);
 
+    //
+    // ATR ...
+
+    //
+    // UPPER ...
+    ENUM_DRAW_TYPE atrUpperDrawType = showATRBand ? DRAW_LINE : DRAW_NONE;
+    ArraySetAsSeries(atrUpperBuffer, true);
+    SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA);
+    PlotIndexSetDouble(atrUpperBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
+    PlotIndexSetInteger(atrUpperBufferPlotIndex, PLOT_SHOW_DATA, showATRBand);
+    PlotIndexSetInteger(atrUpperBufferPlotIndex, PLOT_DRAW_TYPE, atrUpperDrawType);
+
+    //
+    // LOWER ...
+    ENUM_DRAW_TYPE atrLowerDrawType = showATRBand ? DRAW_LINE : DRAW_NONE;
+    ArraySetAsSeries(atrLowerBuffer, true);
+    SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA);
+    PlotIndexSetDouble(atrLowerBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
+    PlotIndexSetInteger(atrLowerBufferPlotIndex, PLOT_SHOW_DATA, showATRBand);
+    PlotIndexSetInteger(atrLowerBufferPlotIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
+
     //
     // Data Buffers ...
 
@@ -1201,6 +1276,14 @@ void DefineBuffers()
     // ATR ...
     ArraySetAsSeries(atrBuffer, true);
     SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
+
+    //
+    ArraySetAsSeries(atrUpperRawBuffer, true);
+    SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS);
+
+    //
+    ArraySetAsSeries(atrLowerRawBuffer, true);
+    SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS);
 }
 
 /**
@@ -1589,6 +1672,69 @@ void CalculateValues(
             ? iHKSignalColorValue
             : hideColorIDX;
 
+    //
+    // Calculate ATR Band ...
+    double iATR = atrBuffer[bar_index];
+    double iAppliedATR = atrMultiplier * iATR;
+    double iATRUpperPrice = GetAppliedPrice(
+        atrUpperPriceType,
+        open,
+        high,
+        low,
+        close,
+        bar_index //
+    );
+    double iATRLowerPrice = GetAppliedPrice(
+        atrLowerPriceType,
+        open,
+        high,
+        low,
+        close,
+        bar_index //
+    );
+    double iATRUpper = iATRUpperPrice + iAppliedATR;
+    double iATRLower = iATRLowerPrice - iAppliedATR;
+    atrUpperRawBuffer[bar_index] = iATRUpper;
+    atrLowerRawBuffer[bar_index] = iATRLower;
+
+    //
+    bool canSignalATR = IsValid(atrSignalMethod);
+    if (canSignalATR)
+    {
+        //
+        // Upper ...
+        iMAOnBuffer(
+            ratesTotal,
+            prevCalculated,
+            bar_index,
+            atrLength,
+            atrUpperRawBuffer,
+            atrUpperBuffer,
+            atrSignalMethod //
+        );
+
+        //
+        // Lower ...
+        iMAOnBuffer(
+            ratesTotal,
+            prevCalculated,
+            bar_index,
+            atrLength,
+            atrLowerRawBuffer,
+            atrLowerBuffer,
+            atrSignalMethod //
+        );
+    }
+    else
+    {
+        //
+        atrUpperBuffer[bar_index] = iATRUpper;
+        atrLowerBuffer[bar_index] = iATRLower;
+    }
+
+    //
+    // Trigger Block ...
+
     //
     DetectTriggerBlock(
         bar_index,
@@ -2113,6 +2259,24 @@ void DetectTriggerBlock(
                  : isHKSignalBarSwitchedToBearish);
     }
 
+    //
+    // ATR ...
+    if (has &&
+        filterBasedOnATR)
+    {
+        //
+        fromIDX = tb.FromIndex();
+        double iATRUpper = atrUpperBuffer[fromIDX];
+        double iATRLower = atrLowerBuffer[fromIDX];
+
+        //
+        has =
+            has &&
+            (isBullish
+                 ? tb.trigger.lower < iATRLower
+                 : tb.trigger.upper > iATRUpper);
+    }
+
     //
     // SAR ...
     if (has &&

Helpers/x-saherelm.x121.xtb.helper.mq5

@@ -0,0 +1,65 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL5 Helper Class Library
+// ----------------------------------------------
+// Name: XCX121XCTBHelper
+// Description: provides all Indicator
+// Helper requirements ...
+//
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////
+//
+// Global Properties ...
+#property library
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link "https://www.saherelm.ir"
+#property version "1.00"
+#property strict
+
+//
+// Imports ...
+#include "../Classes/x-saherelm.x-helper.class.mq5"
+
+//
+// Definitions ...
+
+//
+// Buffers ...
+enum ENUM_X121_XTB_BUFFERS
+{
+    X121_XTB_TREND_LINE = 0,
+    X121_XTB_SAR_LINE = 2,
+    X121_XTB_SBAR_O_LINE = 4,
+    X121_XTB_SBAR_H_LINE = 5,
+    X121_XTB_SBAR_L_LINE = 6,
+    X121_XTB_SBAR_C_LINE = 7,
+    X121_XTB_HK_BAR_O_LINE = 9,
+    X121_XTB_HK_BAR_H_LINE = 10,
+    X121_XTB_HK_BAR_L_LINE = 11,
+    X121_XTB_HK_BAR_C_LINE = 12,
+    X121_XTB_HK_SBAR_O_LINE = 14,
+    X121_XTB_HK_SBAR_H_LINE = 15,
+    X121_XTB_HK_SBAR_L_LINE = 16,
+    X121_XTB_HK_SBAR_C_LINE = 17,
+    X121_XTB_ATR_BAND_UPPER_LINE = 19,
+    X121_XTB_ATR_BAND_LOWER_LINE = 20,
+    X121_XTB_TREND_STATE_LINE = 21,
+    X121_XTB_SAR_STATE_LINE = 22,
+    X121_XTB_RSI_LINE = 23,
+    X121_XTB_ADX_LINE = 24,
+    X121_XTB_ADXP_LINE = 25,
+    X121_XTB_ADXN_LINE = 26,
+    X121_XTB_DELTA_LINE = 27,
+    X121_XTB_DELTA_SIGNAL_LINE = 28,
+    X121_XTB_VOLUME_BULLISH_LINE = 29,
+    X121_XTB_VOLUME_BEARISH_LINE = 30,
+    X121_XTB_VOLUME_VOLUME_BULLISH_SIGNAL_LINE = 31,
+    X121_XTB_VOLUME_VOLUME_BEARISH_SIGNAL_LINE = 32,
+    X121_XTB_ATR_LINE = 33,
+    X121_XTB_ATR_BAND_RAW_UPPER_LINE = 34,
+    X121_XTB_ATR_BAND_RAW_LOWER_LINE = 35,
+};