last works ... add new Ocillators ...
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//+------------------------------------------------------------------+
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//| CumulativeDelta.mq5 |
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//| Copyright © 2023, YourName |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "YourName"
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#property link "https://www.yourwebsite.com"
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#property version "1.00"
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//
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 3
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//
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//--- Plot settings for Line
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#property indicator_label1 "Cumulative Delta"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrYellow
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//
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//--- Plot settings for Histogram
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#property indicator_label2 "Delta"
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#property indicator_type2 DRAW_HISTOGRAM
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#property indicator_color2 clrGray
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//
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//--- Plot settings for Moving Average line
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#property indicator_label3 "Signal"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrOrchid
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//
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//--- Input parameters
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input int MAPeriod = 14; // Period for the moving average
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//
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//--- Indicator buffers
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double MABuffer[];
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double DeltaBuffer[];
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double CumulativeDeltaBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//
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// Attach buffer to the indicator
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SetIndexBuffer(2, MABuffer, INDICATOR_DATA);
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SetIndexBuffer(1, DeltaBuffer, INDICATOR_DATA);
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SetIndexBuffer(0, CumulativeDeltaBuffer, INDICATOR_DATA);
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IndicatorSetString(INDICATOR_SHORTNAME, "Cumulative Delta");
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//
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(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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// Start from the first uncalculated bar
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int start = MathMax(prev_calculated - 1, 0);
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//
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// Loop through bars
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for (int i = start; i < rates_total; i++)
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{
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//
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// Calculate Delta based on bar-level data
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double delta = 0.0;
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if (close[i] > open[i])
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{
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delta = (double)tick_volume[i]; // Buying pressure (bullish bar)
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}
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else if (close[i] < open[i])
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{
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delta = -(double)tick_volume[i]; // Selling pressure (bearish bar)
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}
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//
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// Accumulate cumulative delta
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if (i == 0)
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{
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//
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DeltaBuffer[i] = delta;
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CumulativeDeltaBuffer[i] = delta; // First bar starts with delta
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}
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else
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{
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//
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DeltaBuffer[i] = DeltaBuffer[i - 1] + delta;
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CumulativeDeltaBuffer[i] = CumulativeDeltaBuffer[i - 1] + delta;
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}
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//
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// Calculate Moving Average of Cumulative Delta
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if (i >= MAPeriod - 1)
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{
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//
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double sum = 0.0;
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for (int j = 0; j < MAPeriod; j++)
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{
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sum += CumulativeDeltaBuffer[i - j];
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}
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//
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MABuffer[i] = sum / MAPeriod; // Simple Moving Average
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}
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else
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{
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MABuffer[i] = EMPTY_VALUE; // Not enough data for MA
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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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@@ -0,0 +1,210 @@
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//+------------------------------------------------------------------+
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//| BuySellVolumes.mq5 |
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//| Copyright © 2023, YourName |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "YourName"
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#property link "https://www.yourwebsite.com"
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#property version "1.00"
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//
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 4
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//--- Plot settings for Buy Volume
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#property indicator_label1 "Buy Volume"
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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_color1 clrLime
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//--- Plot settings for Sell Volume
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#property indicator_label2 "Sell Volume"
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#property indicator_type2 DRAW_HISTOGRAM
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#property indicator_color2 clrRed
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//--- Plot settings for Buy Volume MA
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#property indicator_label3 "Buy Volume MA"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGreen
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//--- Plot settings for Sell Volume MA
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#property indicator_label4 "Sell Volume MA"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrRed
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//--- Input parameters
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input int MAPeriod = 14; // Period for the moving average
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//--- Indicator buffers
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double BuyVolumeBuffer[]; // Buffer for Buy Volume
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double SellVolumeBuffer[]; // Buffer for Sell Volume
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double BuyVolumeMABuffer[]; // Buffer for Buy Volume Moving Average
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double SellVolumeMABuffer[]; // Buffer for Sell Volume Moving Average
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//
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// Attach buffers to the indicator
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SetIndexBuffer(0, BuyVolumeBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, SellVolumeBuffer, INDICATOR_DATA);
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SetIndexBuffer(2, BuyVolumeMABuffer, INDICATOR_DATA);
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SetIndexBuffer(3, SellVolumeMABuffer, INDICATOR_DATA);
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//
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// Set short name for the indicator
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IndicatorSetString(INDICATOR_SHORTNAME, "Buy and Sell Volumes");
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//
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(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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// Start from the first uncalculated bar
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int start = MathMax(prev_calculated - 1, 0);
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//
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// Loop through bars
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for (int i = start; i < rates_total; i++)
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{
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//
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// Calculate Buy and Sell Volumes based on bar-level data
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double buyVolume = 0.0;
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double sellVolume = 0.0;
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//
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if (close[i] > open[i])
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{
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//
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buyVolume = (double)tick_volume[i]; // Buying pressure (bullish bar)
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sellVolume = 0.0;
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}
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else if (close[i] < open[i])
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{
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//
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sellVolume = (double)tick_volume[i]; // Selling pressure (bearish bar)
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buyVolume = 0.0;
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}
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else
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{
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//
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// Neutral bar: split volume equally between buy and sell
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buyVolume = tick_volume[i] / 2.0;
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sellVolume = tick_volume[i] / 2.0;
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}
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//
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// Store Buy and Sell Volumes in their respective buffers
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BuyVolumeBuffer[i] = buyVolume;
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SellVolumeBuffer[i] = sellVolume;
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//
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// Calculate Moving Averages for Buy and Sell Volumes
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if (i >= MAPeriod - 1)
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{
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//
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// Calculate Simple Moving Average for Buy Volume
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double buySum = 0.0;
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for (int j = 0; j < MAPeriod; j++)
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buySum += BuyVolumeBuffer[i - j];
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BuyVolumeMABuffer[i] = buySum / MAPeriod;
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//
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// Calculate Simple Moving Average for Sell Volume
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double sellSum = 0.0;
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for (int j = 0; j < MAPeriod; j++)
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sellSum += SellVolumeBuffer[i - j];
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SellVolumeMABuffer[i] = sellSum / MAPeriod;
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}
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else
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{
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//
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// Not enough data for MA
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BuyVolumeMABuffer[i] = EMPTY_VALUE;
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SellVolumeMABuffer[i] = EMPTY_VALUE;
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}
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}
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//
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// Normalize all values between 0 and 100
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// NormalizeValues(rates_total);
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//
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return (rates_total);
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}
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//+------------------------------------------------------------------+
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//| Normalize all values between 0 and 100 |
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//+------------------------------------------------------------------+
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void NormalizeValues(int rates_total)
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{
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//
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// Find the maximum and minimum values across all buffers
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double maxValue = 0.0;
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double minValue = DBL_MAX;
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//
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for (int i = 0; i < rates_total; i++)
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{
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//
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if (BuyVolumeBuffer[i] != EMPTY_VALUE && BuyVolumeBuffer[i] > maxValue)
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maxValue = BuyVolumeBuffer[i];
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if (SellVolumeBuffer[i] != EMPTY_VALUE && SellVolumeBuffer[i] > maxValue)
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maxValue = SellVolumeBuffer[i];
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if (BuyVolumeMABuffer[i] != EMPTY_VALUE && BuyVolumeMABuffer[i] > maxValue)
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maxValue = BuyVolumeMABuffer[i];
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if (SellVolumeMABuffer[i] != EMPTY_VALUE && SellVolumeMABuffer[i] > maxValue)
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maxValue = SellVolumeMABuffer[i];
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//
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if (BuyVolumeBuffer[i] != EMPTY_VALUE && BuyVolumeBuffer[i] < minValue)
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minValue = BuyVolumeBuffer[i];
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if (SellVolumeBuffer[i] != EMPTY_VALUE && SellVolumeBuffer[i] < minValue)
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minValue = SellVolumeBuffer[i];
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if (BuyVolumeMABuffer[i] != EMPTY_VALUE && BuyVolumeMABuffer[i] < minValue)
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minValue = BuyVolumeMABuffer[i];
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if (SellVolumeMABuffer[i] != EMPTY_VALUE && SellVolumeMABuffer[i] < minValue)
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minValue = SellVolumeMABuffer[i];
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}
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//
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// Avoid division by zero
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if (maxValue == minValue)
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return;
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//
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// Normalize all values
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for (int i = 0; i < rates_total; i++)
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{
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//
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if (BuyVolumeBuffer[i] != EMPTY_VALUE)
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BuyVolumeBuffer[i] = ((BuyVolumeBuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
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if (SellVolumeBuffer[i] != EMPTY_VALUE)
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SellVolumeBuffer[i] = ((SellVolumeBuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
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if (BuyVolumeMABuffer[i] != EMPTY_VALUE)
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BuyVolumeMABuffer[i] = ((BuyVolumeMABuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
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if (SellVolumeMABuffer[i] != EMPTY_VALUE)
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SellVolumeMABuffer[i] = ((SellVolumeMABuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
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}
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}
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//+------------------------------------------------------------------+
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@@ -825,7 +825,7 @@ class XC121SMCCycleHelper : public XCBase
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}
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//
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datetime GetNearestCloseOverX3MAFast(
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datetime DetectNearestCloseOverX3MAFast(
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XOHCL &bar,
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int maxAllowedBars = 20 //
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)
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@@ -891,7 +891,7 @@ class XC121SMCCycleHelper : public XCBase
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}
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//
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datetime GetNearestCloseUnderX3MAFast(
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datetime DetectNearestCloseUnderX3MAFast(
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XOHCL &bar,
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int maxAllowedBars = 20 //
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)
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