add new indicators ...
This commit is contained in:
@@ -4917,8 +4917,8 @@ private:
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if (mMaxDrawdownForce > 0)
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{
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//
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double drawdown = GetDrawdownPercent();
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if (drawdown > 5)
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double drawdown = CalculateMaxDrawdown();
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if (drawdown > mMaxDrawdownForce)
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{
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//
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// Try to Hedge ...
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@@ -5166,6 +5166,9 @@ private:
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//
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if (isValid)
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{
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//
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// bool canHandle = mMaxDrawdownForce <= 0 || mMaxDrawdownForce
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//
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// Check Delay Between Two Signals ...
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bool isDelayPassed = IsSignalDelayPassed(signal);
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@@ -579,24 +579,11 @@ public:
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}
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//
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// Protected ...
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protected:
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//
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// Props ...
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//
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// Check in Test Mode or not ...
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bool mIsInTestMode;
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//
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// Save Max Drawdown ...
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double mMaxDrawdown;
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double mDrawdownPercent;
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double mStaticBalanceForCalculateDrawdown;
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// Tools ...
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//
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// Calculate Max Drawdown and it's Percent ...
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void CalculateMaxDrawdown()
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double CalculateMaxDrawdown()
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{
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//
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int positionsCount = PositionsTotal();
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@@ -618,8 +605,27 @@ protected:
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mMaxDrawdown = 0.0;
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mDrawdownPercent = 0.0;
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}
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//
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return mDrawdownPercent;
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}
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//
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// Protected ...
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protected:
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//
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// Props ...
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//
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// Check in Test Mode or not ...
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bool mIsInTestMode;
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//
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// Save Max Drawdown ...
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double mMaxDrawdown;
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double mDrawdownPercent;
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double mStaticBalanceForCalculateDrawdown;
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//
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//
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@@ -0,0 +1,504 @@
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///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XMGTD
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// Description: Mega Trend ...
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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 XMGTD Indicator"
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#property strict
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//
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#define ShortName "XMGTD"
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//
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// Imports ...
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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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input group "Market";
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input int length = 14; // Length
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input double coeff = 2.0; // Coefficient
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input double multiplier = 3.0; // Multiplier
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Presentation";
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input bool show = true; // Show
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input bool showSTR = false; // Show STR
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input bool showHTD = false; // Show HTR
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input bool showATSL = false; // Show ATSL
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 13
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#property indicator_plots 6
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//
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#define mainBufferIndex 0
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double mainBuffer[];
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//
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#define mainBufferColorIndex 1
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double mainBufferColor[];
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//
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#define hideColorIDX 0
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#define bullColorIDX 1
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#define bearColorIDX 2
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//
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#property indicator_label1 "XMGTD"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//
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#define atslBufferIndex 2
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#define atslBufferPlotIndex 1
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double atslBuffer[];
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//
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#define atslBufferColorIndex 3
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double atslBufferColor[];
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//
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#property indicator_label2 "XATSL"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//
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#define htdBufferIndex 4
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#define htdBufferPlotIndex 2
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double htdBuffer[];
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//
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#define htdBufferColorIndex 5
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double htdBufferColor[];
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//
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#property indicator_label3 "XHTD"
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#property indicator_type3 DRAW_COLOR_LINE
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#property indicator_color3 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//
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#define hlBufferIndex 6
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double hlBuffer[];
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//
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#define wmaBufferIndex 7
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double wmaBuffer[];
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//
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#define tmpBufferIndex 8
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double tmpBuffer[];
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//
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#define diffBufferIndex 9
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double diffBuffer[];
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//
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#define upBufferIndex 10
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double upBuffer[];
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//
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#define downBufferIndex 11
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double downBuffer[];
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//
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#define directionBufferIndex 12
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double directionBuffer[];
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//
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// Variables ...
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//
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int maPeriod;
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double kpi;
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//
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// Event Handlers ...
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//
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// Initialization ...
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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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maPeriod = int(length < 1 ? 1 : length);
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double n1 = 2.0 * double(maPeriod - 1);
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kpi = 2.0 / (n1 + 1);
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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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// DeInitialization ...
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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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//
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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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//
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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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//
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if (rates_total < maPeriod)
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{
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return 0;
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}
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//
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int limit = rates_total - prev_calculated;
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if (limit > 1)
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{
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//
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limit = rates_total - 2;
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//
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ArrayInitialize(atslBuffer, EMPTY_VALUE);
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ArrayInitialize(hlBuffer, 0);
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ArrayInitialize(diffBuffer, 0);
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ArrayInitialize(wmaBuffer, 0);
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ArrayInitialize(tmpBuffer, 0);
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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hlBuffer[i] = high[i] - low[i];
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//
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double href = 0;
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double lref = 0;
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//
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double sma = MAOnArray(hlBuffer, 0, maPeriod, 0, MODE_SMA, i);
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double hiLo = fmin(hlBuffer[i], sma);
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//
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href = (low[i] <= high[i + 1] ? high[i] - close[i + 1] : (hlBuffer[i] - close[i + 1] + high[i + 1]) / 2);
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lref = (high[i] >= low[i + 1] ? close[i + 1] - low[i] : (close[i + 1] - low[i + 1] + hlBuffer[i]) / 2);
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//
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diffBuffer[i] = fmax(hiLo, fmax(href, lref));
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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if (i == rates_total - 2)
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{
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wmaBuffer[i] = MAOnArray(diffBuffer, 0, maPeriod, 0, MODE_EMA, i);
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}
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else
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{
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wmaBuffer[i] = (diffBuffer[i] - wmaBuffer[i + 1]) * kpi + wmaBuffer[i + 1];
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}
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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double loss = wmaBuffer[i] * coeff;
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if (close[i] > tmpBuffer[i + 1] && close[i + 1] > tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = fmax(tmpBuffer[i + 1], close[i] - loss);
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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if (close[i] < tmpBuffer[i + 1] && close[i + 1] < tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = fmin(tmpBuffer[i + 1], close[i] + loss);
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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if (close[i] > tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = close[i] - loss;
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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tmpBuffer[i] = close[i] + loss;
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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}
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}
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//
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// Define Color Buffer ...
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double clrValue = !showATSL
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? hideColorIDX
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: atslBuffer[i] > close[i]
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? bearColorIDX
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: bullColorIDX;
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atslBufferColor[i] = clrValue;
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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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// Custom Functions ...
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//
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// Validate Input Args for Initialization ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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result = length >= 2 &&
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coeff > 0;
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//
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return result;
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}
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//
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// Set Indicator Short Name and also we can define Buffers Labels ...
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void SetIndicatorName()
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{
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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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}
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//
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// Define Indexes and Styles ...
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//
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void DefineBuffers()
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{
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//
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// Main ...
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ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(mainBuffer, true);
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ArraySetAsSeries(mainBufferColor, true);
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PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, show);
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SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
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SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
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//
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// XATSL ...
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ENUM_DRAW_TYPE atslDrawType = showATSL ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(atslBuffer, true);
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ArraySetAsSeries(atslBufferColor, true);
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SetIndexBuffer(atslBufferIndex, atslBuffer, INDICATOR_DATA);
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SetIndexBuffer(atslBufferColorIndex, atslBufferColor, INDICATOR_COLOR_INDEX);
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PlotIndexSetInteger(atslBufferPlotIndex, PLOT_SHOW_DATA, showATSL);
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PlotIndexSetInteger(atslBufferPlotIndex, PLOT_DRAW_TYPE, atslDrawType);
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//
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// XHTD ...
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ENUM_DRAW_TYPE htdDrawType = showHTD ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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SetIndexBuffer(htdBufferIndex, htdBuffer, INDICATOR_DATA);
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SetIndexBuffer(htdBufferColorIndex, htdBufferColor, INDICATOR_COLOR_INDEX);
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PlotIndexSetInteger(htdBufferPlotIndex, PLOT_SHOW_DATA, showHTD);
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PlotIndexSetInteger(htdBufferPlotIndex, PLOT_DRAW_TYPE, htdDrawType);
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//
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ArraySetAsSeries(hlBuffer, true);
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SetIndexBuffer(hlBufferIndex, hlBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(wmaBuffer, true);
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SetIndexBuffer(wmaBufferIndex, wmaBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(tmpBuffer, true);
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SetIndexBuffer(tmpBufferIndex, tmpBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(diffBuffer, true);
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SetIndexBuffer(diffBufferIndex, diffBuffer, INDICATOR_CALCULATIONS);
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//
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SetIndexBuffer(upBufferIndex, upBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(downBufferIndex, downBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(directionBufferIndex, directionBuffer, INDICATOR_CALCULATIONS);
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}
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//
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// Hull Handler ...
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double workHull[][2];
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double iHull(
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double price,
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double period,
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int r,
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int bars,
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int instanceNo = 0 //
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)
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||||
{
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//
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if (ArrayRange(workHull, 0) != bars)
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{
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ArrayResize(workHull, bars);
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}
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//
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int HmaPeriod = (int)MathMax(period, 2);
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int HalfPeriod = (int)MathFloor(HmaPeriod / 2);
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int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
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double hma, hmw, weight;
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instanceNo *= 2;
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//
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workHull[r][instanceNo] = price;
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//
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hmw = HalfPeriod;
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hma = hmw * price;
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for (int k = 1; k < HalfPeriod && (r - k) >= 0; k++)
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{
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//
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weight = HalfPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][instanceNo];
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}
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workHull[r][instanceNo + 1] = 2.0 * hma / hmw;
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//
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hmw = HmaPeriod;
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hma = hmw * price;
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||||
for (int k = 1; k < period && (r - k) >= 0; k++)
|
||||
{
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||||
//
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||||
weight = HmaPeriod - k;
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||||
hmw += weight;
|
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hma += weight * workHull[r - k][instanceNo];
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||||
}
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||||
workHull[r][instanceNo + 1] -= hma / hmw;
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||||
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||||
//
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||||
hmw = HullPeriod;
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||||
hma = hmw * workHull[r][instanceNo + 1];
|
||||
for (int k = 1; k < HullPeriod && (r - k) >= 0; k++)
|
||||
{
|
||||
//
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||||
weight = HullPeriod - k;
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||||
hmw += weight;
|
||||
hma += weight * workHull[r - k][1 + instanceNo];
|
||||
}
|
||||
|
||||
//
|
||||
return (hma / hmw);
|
||||
}
|
||||
|
||||
//
|
||||
double getPrice(ENUM_APPLIED_PRICE price, const double &open[], const double &close[], const double &high[], const double &low[], int i, int bars)
|
||||
{
|
||||
switch (price)
|
||||
{
|
||||
case PRICE_CLOSE:
|
||||
return (close[i]);
|
||||
case PRICE_OPEN:
|
||||
return (open[i]);
|
||||
case PRICE_HIGH:
|
||||
return (high[i]);
|
||||
case PRICE_LOW:
|
||||
return (low[i]);
|
||||
case PRICE_MEDIAN:
|
||||
return ((high[i] + low[i]) / 2.0);
|
||||
case PRICE_TYPICAL:
|
||||
return ((high[i] + low[i] + close[i]) / 3.0);
|
||||
case PRICE_WEIGHTED:
|
||||
return ((high[i] + low[i] + close[i] + close[i]) / 4.0);
|
||||
// case PRICE_AVERAGE: return((high[i]+low[i]+close[i]+open[i])/4.0);
|
||||
}
|
||||
return (0);
|
||||
}
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -0,0 +1,115 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| DCC_Piercing.mq5 |
|
||||
//| Rajesh Nait, Copyright 2023 |
|
||||
//| https://www.mql5.com/en/users/rajeshnait/seller |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Rajesh Nait, Copyright 2023"
|
||||
#property link "https://www.mql5.com/en/users/rajeshnait/seller"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//--- plot Bullish Marubozu
|
||||
#property indicator_label1 "+DCCP"
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrSnow
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
//--- plot Bearish Marubozu
|
||||
#property indicator_label2 "-DCCP"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrSnow
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
|
||||
//--- input parameters
|
||||
input group "Bearish"
|
||||
input uchar InpBullishDCCPCode = 217; // BullishDCCP: code for style DRAW_ARROW (font Wingdings)
|
||||
input int InpBullishDCCPShift = 10; // BullishDCCP: vertical shift of arrows in pixels
|
||||
input group "Bullish"
|
||||
input uchar InpBearishDCCPCode = 218; // BearishDCCP: code for style DRAW_ARROW (font Wingdings)
|
||||
input int InpBearishDCCPShift =10; // BearishDCCP: vertical shift of arrows in pixels
|
||||
//--- indicator buffers
|
||||
double BullishDCCPBuffer[];
|
||||
double BearishDCCPBuffer[];
|
||||
int min_rates_total;
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
min_rates_total=2;
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,BullishDCCPBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,BearishDCCPBuffer,INDICATOR_DATA);
|
||||
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,Digits());
|
||||
//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
|
||||
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
|
||||
|
||||
PlotIndexSetInteger(0,PLOT_ARROW,InpBullishDCCPCode);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW,InpBearishDCCPCode);
|
||||
|
||||
ArraySetAsSeries(BullishDCCPBuffer,true);
|
||||
ArraySetAsSeries(BearishDCCPBuffer,true);
|
||||
|
||||
//--- set the vertical shift of arrows in pixels
|
||||
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,InpBullishDCCPShift);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-InpBearishDCCPShift);
|
||||
//--- set as an empty value 0.0
|
||||
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
|
||||
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[]) {
|
||||
//---
|
||||
if(rates_total<min_rates_total)
|
||||
return(0);
|
||||
|
||||
int limit;
|
||||
|
||||
if(prev_calculated>rates_total || prev_calculated<=0) {
|
||||
limit=rates_total-min_rates_total;
|
||||
} else {
|
||||
limit=rates_total-prev_calculated;
|
||||
}
|
||||
ArraySetAsSeries(open,true);
|
||||
ArraySetAsSeries(high,true);
|
||||
ArraySetAsSeries(low,true);
|
||||
ArraySetAsSeries(close,true);
|
||||
|
||||
//---
|
||||
|
||||
for(int i=limit; i>=0 && !IsStopped(); i--) {
|
||||
BullishDCCPBuffer[i]=0.0;
|
||||
BearishDCCPBuffer[i]=0.0;
|
||||
|
||||
|
||||
BearishDCCPBuffer[0]=0.0;
|
||||
if(open[i]>close[i] && open[i+1]<close[i+1] && open[i]>close[i+1])
|
||||
BearishDCCPBuffer[i]=high[i];
|
||||
|
||||
BullishDCCPBuffer[0]=0.0;
|
||||
if(open[i]<close[i] && open[i+1]>close[i+1] && open[i]<close[i+1])
|
||||
BullishDCCPBuffer[i]=low[i];
|
||||
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,99 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Dominant.mq5 |
|
||||
//| Copyright 2024, Rajesh Kumar Nait |
|
||||
//| https://www.mql5.com/en/users/rajeshnait/seller |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, Rajesh Kumar Nait"
|
||||
#property link "https://www.mql5.com/en/users/rajeshnait/seller"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_plots 0
|
||||
string prefix="c_";
|
||||
input int total = 1000; // Number of Bars
|
||||
input color clr = clrSnow; // Adjust color as required
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
//--- indicator buffers mapping
|
||||
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason) {
|
||||
ObjectsDeleteAll(0,prefix);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[]) {
|
||||
//---
|
||||
ArraySetAsSeries(open,true);
|
||||
ArraySetAsSeries(high,true);
|
||||
ArraySetAsSeries(low,true);
|
||||
ArraySetAsSeries(close,true);
|
||||
ArraySetAsSeries(time,true);
|
||||
|
||||
if(rates_total<total) {
|
||||
Print("Required Bars not available");
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
for(int i=1; i<total; i++) {
|
||||
//bullish
|
||||
if(open[i]<close[i] && open[i+1]<close[i+1] && open[i]>=close[i+1] && low[i]<close[i+1] && high[i+1]>open[i])
|
||||
crearFlecha(prefix+"Bull_Dominanat"+IntegerToString(i),time[i],low[i+1],clr,225,ANCHOR_TOP);
|
||||
|
||||
if(open[i]>close[i] && open[i+1]>close[i+1] && open[i]<=close[i+1] && high[i]>close[i+1] && low[i+1]<open[i])
|
||||
crearFlecha(prefix+"Bear_Dominanat"+IntegerToString(i),time[i],high[i+1],clr,226,ANCHOR_BOTTOM);
|
||||
}
|
||||
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| CREATE ARROWS
|
||||
//+------------------------------------------------------------------+
|
||||
bool crearFlecha(string nameAux, datetime timeAux, double priceAux, color clrAux, int code, ENUM_ARROW_ANCHOR anchorAux) {
|
||||
const long chart_ID=0; // chart's ID
|
||||
const string name=nameAux; // arrow name
|
||||
const int sub_window=0; // subwindow index
|
||||
datetime time=timeAux; // anchor point time
|
||||
double price=priceAux; // anchor point price
|
||||
const int arrow_code=code; // arrow code
|
||||
const ENUM_ARROW_ANCHOR anchor=anchorAux; // anchor point position
|
||||
const color clr_=clrAux; // arrow color
|
||||
const ENUM_LINE_STYLE style=STYLE_SOLID; // border line style
|
||||
const int width=1; // arrow size
|
||||
const bool back=true; // in the background
|
||||
const bool selection=false; // highlight to move
|
||||
const bool hidden=true; // hidden in the object list
|
||||
const long z_order=0; // priority for mouse click
|
||||
|
||||
ObjectCreate(chart_ID,name,OBJ_ARROW,sub_window,time,price);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_ARROWCODE,arrow_code);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchorAux);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr_);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
|
||||
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
|
||||
return(true);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,105 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Fair_Value_Gap.mq5 |
|
||||
//| Copyright 2024, Rajesh Kumar Nait |
|
||||
//| https://www.mql5.com/en/users/rajeshnait/seller |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, Rajesh Kumar Nait"
|
||||
#property link "https://www.mql5.com/en/users/rajeshnait/seller"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_plots 0
|
||||
|
||||
|
||||
//--- input parameters
|
||||
input color InpColorToUP = clrLime; // Color of the gap up
|
||||
input color InpColorToDN = clrDeepPink; // Color of the gap down
|
||||
input int maxbars = 300;// how many bars to Look back
|
||||
|
||||
string prefix;
|
||||
double price;
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
//--- indicator buffers mapping
|
||||
prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_";
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason) {
|
||||
ObjectsDeleteAll(0,prefix);
|
||||
ChartRedraw();
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[]) {
|
||||
//---
|
||||
if(rates_total<4) return 0;
|
||||
price = close[0];
|
||||
ArraySetAsSeries(open,true);
|
||||
ArraySetAsSeries(high,true);
|
||||
ArraySetAsSeries(low,true);
|
||||
ArraySetAsSeries(close,true);
|
||||
ArraySetAsSeries(time,true);
|
||||
int limit=rates_total-prev_calculated;
|
||||
if(limit>1) {
|
||||
limit=rates_total-5;
|
||||
}
|
||||
for(int i=maxbars; i>=0 && !IsStopped(); i--) {
|
||||
if(low[i]-high[i+2]>=Point()) {
|
||||
|
||||
double up=fmin(high[i],low[i]);
|
||||
double dn=fmax(high[i+2],low[i+2]);
|
||||
|
||||
DrawArea(i,up,dn,time,InpColorToUP,1);
|
||||
|
||||
}
|
||||
if(low[i+2]-high[i]>=Point()) {
|
||||
|
||||
double up=fmin(high[i+2],low[i+2]);
|
||||
double dn=fmax(high[i],low[i]);
|
||||
DrawArea(i,up,dn,time,InpColorToDN,0);
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void DrawArea(const int index, const double price_up,const double price_dn,const datetime &time[],const color color_area,const char dir) {
|
||||
string name=prefix+(dir>0 ? "up_" : "dn_")+TimeToString(time[index]);
|
||||
|
||||
if(ObjectFind(0,name)<0 )
|
||||
ObjectCreate(0,name,OBJ_RECTANGLE,0,0,0,0);
|
||||
ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false);
|
||||
ObjectSetInteger(0,name,OBJPROP_HIDDEN,true);
|
||||
ObjectSetInteger(0,name,OBJPROP_FILL,true);
|
||||
ObjectSetInteger(0,name,OBJPROP_BACK,true);
|
||||
ObjectSetString(0,name,OBJPROP_TOOLTIP,"\n");
|
||||
//---
|
||||
ObjectSetInteger(0,name,OBJPROP_COLOR,color_area);
|
||||
ObjectSetInteger(0,name,OBJPROP_TIME,0,time[index+2]);
|
||||
ObjectSetInteger(0,name,OBJPROP_TIME,1,time[index]);
|
||||
ObjectSetDouble(0,name,OBJPROP_PRICE,0,price_up);
|
||||
ObjectSetDouble(0,name,OBJPROP_PRICE,1,price_dn);
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,111 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Geometric Moving Average.mq5 |
|
||||
//| Copyright 2024, Rosh Jardine |
|
||||
//| https://www.mql5.com/en/users/roshjardine |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, Lyn Astara"
|
||||
#property link "https://www.mql5.com/en/users/roshjardine"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
//--- plot GeoMALine
|
||||
#property indicator_label1 "GeoMALine"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrRed
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
input int InputGeoMAPeriod = 7;
|
||||
input int InputGeoMAShift = 0;
|
||||
input ENUM_APPLIED_PRICE InputAppliedPriceEnum = PRICE_CLOSE;
|
||||
//--- indicator buffers
|
||||
double GeoMALineBuffer[];
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,GeoMALineBuffer,INDICATOR_DATA);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
||||
/*** setting values of the indicator that won't be visible on a chart ***/
|
||||
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InputGeoMAPeriod);
|
||||
//--- line shifts when drawing
|
||||
PlotIndexSetInteger(0,PLOT_SHIFT,InputGeoMAShift);
|
||||
string short_name = "GeoMA-"+EnumToString(InputAppliedPriceEnum)+"("+IntegerToString(InputGeoMAPeriod)+")";
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
||||
/*const double x = double(1)/double(4);
|
||||
double t = MathPow(90,x);
|
||||
Print("t=",DoubleToString(t,4));*/
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
double p_t = 0.0; double p_0 = 0.0; static const double x = double(1)/double(InputGeoMAPeriod);
|
||||
if (rates_total<=0) { return(0); }
|
||||
|
||||
if (prev_calculated<=0)
|
||||
{
|
||||
p_t = GET_APPLIED_PRICE(open[0],low[0],high[0],close[0]);
|
||||
GeoMALineBuffer[0] = EMPTY_VALUE;
|
||||
for (int i=1; i<InputGeoMAPeriod; i++)
|
||||
{
|
||||
p_t *= GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
|
||||
}
|
||||
GeoMALineBuffer[InputGeoMAPeriod-1] = MathPow(p_t,x);
|
||||
for (int i=InputGeoMAPeriod; i<rates_total; i++)
|
||||
{
|
||||
p_0 = p_t/GET_APPLIED_PRICE(open[i-InputGeoMAPeriod],low[i-InputGeoMAPeriod],high[i-InputGeoMAPeriod],close[i-InputGeoMAPeriod]);
|
||||
p_t = p_0*GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
|
||||
GeoMALineBuffer[i] = MathPow(p_t,x);
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
for (int i=prev_calculated; i<=rates_total-1; i++)
|
||||
{
|
||||
p_0 = p_t/GET_APPLIED_PRICE(open[i-InputGeoMAPeriod],low[i-InputGeoMAPeriod],high[i-InputGeoMAPeriod],close[i-InputGeoMAPeriod]);
|
||||
p_t = p_0*GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]);
|
||||
GeoMALineBuffer[i] = MathPow(p_t,x);
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
double GET_APPLIED_PRICE(const double ParamOpenPriceDouble,const double ParamLowPriceDouble,
|
||||
const double ParamHighPriceDouble,const double ParamClosePriceDouble)
|
||||
{
|
||||
//+----------------------------------------------------------------------------------------------------------------------------------------+
|
||||
/*** close price as the default ***/
|
||||
double PriceResultDouble = ParamClosePriceDouble;
|
||||
int AppliedPriceInt = int(InputAppliedPriceEnum);
|
||||
//+----------------------------------------------------------------------------------------------------------------------------------------+
|
||||
switch(AppliedPriceInt)
|
||||
{
|
||||
case 1 : PriceResultDouble = ParamOpenPriceDouble; break;
|
||||
case 2 : PriceResultDouble = ParamLowPriceDouble; break;
|
||||
case 3 : PriceResultDouble = ParamHighPriceDouble; break;
|
||||
case 4 : PriceResultDouble = ParamClosePriceDouble; break;
|
||||
/*** Median price ***/
|
||||
case 5 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble)/2; break;
|
||||
/*** Typical price ***/
|
||||
case 6 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble)/3; break;
|
||||
/*** Weighted price ***/
|
||||
default : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble + ParamClosePriceDouble)/4; break;
|
||||
}
|
||||
return(PriceResultDouble);
|
||||
}
|
||||
@@ -0,0 +1,110 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Harmonic Moving Average.mq5 |
|
||||
//| Copyright 2024, Rosh Jardine |
|
||||
//| https://www.mql5.com/en/users/roshjardine |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, Rosh Jardine"
|
||||
#property link "https://www.mql5.com/en/users/roshjardine"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
//--- plot HMALine
|
||||
#property indicator_label1 "HMALine"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrRed
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
input int InputHMAPeriod = 7;
|
||||
input int InputHMAShift = 0;
|
||||
input ENUM_APPLIED_PRICE InputAppliedPriceEnum = PRICE_CLOSE;
|
||||
//--- indicator buffers
|
||||
double HMALineBuffer[];
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,HMALineBuffer,INDICATOR_DATA);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
||||
/*** setting values of the indicator that won't be visible on a chart ***/
|
||||
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InputHMAShift);
|
||||
//--- line shifts when drawing
|
||||
PlotIndexSetInteger(0,PLOT_SHIFT,InputHMAShift);
|
||||
string short_name = "HMA-"+EnumToString(InputAppliedPriceEnum)+"("+IntegerToString(InputHMAPeriod)+")";
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
if (rates_total<=0) { return(0); }
|
||||
|
||||
if (prev_calculated<=0)
|
||||
{
|
||||
double rsd = 0.0;
|
||||
for (int i=0; i<InputHMAPeriod; i++)
|
||||
{
|
||||
rsd += double(1/GET_APPLIED_PRICE(open[i],low[i],high[i],close[i]));
|
||||
HMALineBuffer[i] = 0.0;
|
||||
}
|
||||
HMALineBuffer[InputHMAPeriod-1] = InputHMAPeriod/rsd;
|
||||
|
||||
for (int i=InputHMAPeriod; i<rates_total; i++)
|
||||
{
|
||||
double lrs = InputHMAPeriod/HMALineBuffer[i-1];
|
||||
double vlfr = 1/GET_APPLIED_PRICE(open[i-InputHMAPeriod],low[i-InputHMAPeriod],high[i-InputHMAPeriod],close[i-InputHMAPeriod]);
|
||||
HMALineBuffer[i] = InputHMAPeriod/(lrs-vlfr+(1/GET_APPLIED_PRICE(open[i],low[i],high[i],close[i])));
|
||||
}
|
||||
return(rates_total);
|
||||
|
||||
}
|
||||
else
|
||||
{
|
||||
for (int i=prev_calculated; i<=rates_total-1; i++)
|
||||
{
|
||||
double lrs = double(InputHMAPeriod)/HMALineBuffer[i-1];
|
||||
double vlfr = 1/GET_APPLIED_PRICE(open[i-InputHMAPeriod],low[i-InputHMAPeriod],high[i-InputHMAPeriod],close[i-InputHMAPeriod]);
|
||||
HMALineBuffer[i] = InputHMAPeriod/(lrs-vlfr+(1/GET_APPLIED_PRICE(open[i],low[i],high[i],close[i])));
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
double GET_APPLIED_PRICE(const double ParamOpenPriceDouble,const double ParamLowPriceDouble,
|
||||
const double ParamHighPriceDouble,const double ParamClosePriceDouble)
|
||||
{
|
||||
//+----------------------------------------------------------------------------------------------------------------------------------------+
|
||||
/*** close price as the default ***/
|
||||
double PriceResultDouble = ParamClosePriceDouble;
|
||||
int AppliedPriceInt = int(InputAppliedPriceEnum);
|
||||
//+----------------------------------------------------------------------------------------------------------------------------------------+
|
||||
switch(AppliedPriceInt)
|
||||
{
|
||||
case 1 : PriceResultDouble = ParamOpenPriceDouble; break;
|
||||
case 2 : PriceResultDouble = ParamLowPriceDouble; break;
|
||||
case 3 : PriceResultDouble = ParamHighPriceDouble; break;
|
||||
case 4 : PriceResultDouble = ParamClosePriceDouble; break;
|
||||
/*** Median price ***/
|
||||
case 5 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble)/2; break;
|
||||
/*** Typical price ***/
|
||||
case 6 : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble)/3; break;
|
||||
/*** Weighted price ***/
|
||||
default : PriceResultDouble = (ParamHighPriceDouble + ParamLowPriceDouble + ParamClosePriceDouble + ParamClosePriceDouble)/4; break;
|
||||
}
|
||||
return(PriceResultDouble);
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,96 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Marubozu.mq5 |
|
||||
//| Rajesh Nait, Copyright 2023 |
|
||||
//| https://www.mql5.com/en/users/rajeshnait/seller |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Rajesh Nait, Copyright 2023"
|
||||
#property link "https://www.mql5.com/en/users/rajeshnait/seller"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//--- plot Bullish Marubozu
|
||||
#property indicator_label1 "+M"
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrLimeGreen
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
//--- plot Bearish Marubozu
|
||||
#property indicator_label2 "-M"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrDeepPink
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
//--- input parameters
|
||||
input group "Bullish Marubozu"
|
||||
sinput uchar InpBullishMarubozuCode = 167; // Bullish Marubozu: code for style DRAW_ARROW (font Wingdings)
|
||||
sinput int InpBullishMarubozuShift = 10; // Bullish Marubozu: vertical shift of arrows in pixels
|
||||
input group "Bearish Marubozu"
|
||||
sinput uchar InpBearishMarubozuCode = 167; // Bearish Marubozu: code for style DRAW_ARROW (font Wingdings)
|
||||
sinput int InpBearishMarubozuShift = 10; // Bearish Marubozu: vertical shift of arrows in pixels
|
||||
//--- indicator buffers
|
||||
double BullishMarubozuBuffer[];
|
||||
double BearishMarubozuBuffer[];
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
//--- indicator buffers mapping
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,BullishMarubozuBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,BearishMarubozuBuffer,INDICATOR_DATA);
|
||||
//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
|
||||
PlotIndexSetInteger(0,PLOT_ARROW,InpBullishMarubozuCode);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW,InpBearishMarubozuCode);
|
||||
//--- set the vertical shift of arrows in pixels
|
||||
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,InpBullishMarubozuShift);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-InpBearishMarubozuShift);
|
||||
//--- set as an empty value 0.0
|
||||
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
|
||||
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[]) {
|
||||
//---
|
||||
if(rates_total<3)
|
||||
return(0);
|
||||
//---
|
||||
int limit=prev_calculated-1;
|
||||
if(prev_calculated==0) {
|
||||
limit=1;
|
||||
BullishMarubozuBuffer[0]=0.0;
|
||||
BearishMarubozuBuffer[0]=0.0;
|
||||
}
|
||||
for(int i=limit; i<rates_total; i++) {
|
||||
BullishMarubozuBuffer[i]=0.0;
|
||||
BearishMarubozuBuffer[i]=0.0;
|
||||
if(i>0) {
|
||||
|
||||
if(open[i]==high[i] && close[i]==low[i]) {
|
||||
BearishMarubozuBuffer[i]=high[i];
|
||||
}
|
||||
|
||||
if(close[i]==high[i] && open[i]==low[i]) {
|
||||
BullishMarubozuBuffer[i]=low[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,133 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| MinChangeSignal.mq5 |
|
||||
//| Copyright 2013, Rone. |
|
||||
//| rone.sergey@gmail.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2013, Rone."
|
||||
#property link "rone.sergey@gmail.com"
|
||||
#property version "1.00"
|
||||
#property description "The signal is formed if the changes sum calculated on the last bar "
|
||||
#property description "is less, than the smallest of sums calculated on the specified number of previous bars."
|
||||
//---
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 3
|
||||
//--- plot CurrentChange
|
||||
#property indicator_label1 "Current Change Sum"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrBlue
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
//--- plot MinChange
|
||||
#property indicator_label2 "Min Change Sum"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrRed
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 2
|
||||
//--- plot Signal
|
||||
#property indicator_label3 "Signal"
|
||||
#property indicator_type3 DRAW_ARROW
|
||||
#property indicator_color3 clrLime
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 3
|
||||
//--- input parameters
|
||||
input int InpChangesPeriod = 4; // Changes Period
|
||||
input int InpCheckPeriod = 10; // Check Period
|
||||
input bool InpAbsChange = false; // Abs Change
|
||||
//--- indicator buffers
|
||||
double CurrentSumBuffer[];
|
||||
double MinSumBuffer[];
|
||||
double SignalBuffer[];
|
||||
//---
|
||||
int changes_period;
|
||||
int check_period;
|
||||
int min_required_bars;
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
//---
|
||||
if ( InpChangesPeriod < 1 || InpCheckPeriod < 2 ) {
|
||||
changes_period = 3;
|
||||
check_period = 10;
|
||||
printf("Incorrect input value InpChangesPeriod = %d or/and InpCheckPeriod =%d. "
|
||||
"Indicator will use values %d and %d respectively.", InpChangesPeriod, InpCheckPeriod,
|
||||
changes_period, check_period);
|
||||
} else {
|
||||
changes_period = InpChangesPeriod;
|
||||
check_period = InpCheckPeriod;
|
||||
}
|
||||
min_required_bars = changes_period + check_period + 1;
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0, CurrentSumBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, MinSumBuffer, INDICATOR_DATA);
|
||||
SetIndexBuffer(2, SignalBuffer, INDICATOR_DATA);
|
||||
//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
|
||||
PlotIndexSetInteger(2, PLOT_ARROW, 159);
|
||||
//---
|
||||
for ( int plot = 0; plot < 3; plot++ ) {
|
||||
PlotIndexSetInteger(plot, PLOT_DRAW_BEGIN, min_required_bars - 1);
|
||||
PlotIndexSetInteger(plot, PLOT_SHIFT, 0);
|
||||
PlotIndexSetDouble(plot, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||
}
|
||||
//---
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, "Min Price Change ("+(string)changes_period
|
||||
+", "+(string)check_period+")");
|
||||
//---
|
||||
return(0);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const int begin,
|
||||
const double &price[])
|
||||
{
|
||||
//---
|
||||
int change_start_bar, check_start_bar, signal_start_bar;
|
||||
//---
|
||||
if ( rates_total < min_required_bars ) {
|
||||
Print("Not enough bars for calculations.");
|
||||
return(0);
|
||||
}
|
||||
//---
|
||||
if ( prev_calculated > rates_total || prev_calculated <= 0 ) {
|
||||
change_start_bar = changes_period;
|
||||
check_start_bar = change_start_bar + check_period;
|
||||
signal_start_bar = check_start_bar + 1;
|
||||
} else {
|
||||
change_start_bar = prev_calculated - 1;
|
||||
check_start_bar = change_start_bar;
|
||||
signal_start_bar = change_start_bar;
|
||||
}
|
||||
//---
|
||||
for ( int bar = change_start_bar; bar < rates_total; bar++ ) {
|
||||
double sum = 0.0;
|
||||
|
||||
for ( int shift = bar - changes_period + 1; shift <= bar; shift++ ) {
|
||||
if ( InpAbsChange ) {
|
||||
sum += MathAbs(price[shift] - price[shift-1]);
|
||||
} else {
|
||||
sum += price[shift] - price[shift-1];
|
||||
}
|
||||
}
|
||||
CurrentSumBuffer[bar] = MathAbs(sum);
|
||||
}
|
||||
for ( int bar = check_start_bar; bar < rates_total; bar++ ) {
|
||||
MinSumBuffer[bar] = CurrentSumBuffer[ArrayMinimum(CurrentSumBuffer,
|
||||
bar-check_period, check_period)];
|
||||
}
|
||||
for ( int bar = signal_start_bar; bar < rates_total; bar++ ) {
|
||||
SignalBuffer[bar] = EMPTY_VALUE;
|
||||
if ( CurrentSumBuffer[bar] < MinSumBuffer[bar]
|
||||
&& CurrentSumBuffer[bar-1] >= MinSumBuffer[bar-1] )
|
||||
{
|
||||
SignalBuffer[bar] = MinSumBuffer[bar];
|
||||
}
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,208 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Round price DOC.mq5 |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "mladen"
|
||||
#property link "mladenfx@gmail.com"
|
||||
#property version "1.00"
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 7
|
||||
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 Gold
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 DeepSkyBlue
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 DeepSkyBlue
|
||||
#property indicator_type4 DRAW_LINE
|
||||
#property indicator_color4 DeepSkyBlue
|
||||
#property indicator_type5 DRAW_LINE
|
||||
#property indicator_color5 PaleVioletRed
|
||||
#property indicator_type6 DRAW_LINE
|
||||
#property indicator_color6 PaleVioletRed
|
||||
#property indicator_type7 DRAW_LINE
|
||||
#property indicator_color7 PaleVioletRed
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
input int T3Period = 89; // T3 Calculation period
|
||||
input double T3Hot = 0.7; // T3 hot value
|
||||
input bool T3Original = false; // T3 original Tillson calculation?
|
||||
input ENUM_APPLIED_PRICE T3Price = PRICE_CLOSE; // T3 price to use
|
||||
input int Delta1 = 89; // Distance in points for first band
|
||||
input int Delta2 = 144; // Distance in points for second band
|
||||
input int Delta3 = 233; // Distance in points for third band
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double t3[];
|
||||
double t3Up1[];
|
||||
double t3Up2[];
|
||||
double t3Up3[];
|
||||
double t3Dn1[];
|
||||
double t3Dn2[];
|
||||
double t3Dn3[];
|
||||
|
||||
double c1,c2,c3,c4,t3Alpha;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer( 0,t3 ,INDICATOR_DATA);
|
||||
SetIndexBuffer( 1,t3Up1,INDICATOR_DATA);
|
||||
SetIndexBuffer( 2,t3Up2,INDICATOR_DATA);
|
||||
SetIndexBuffer( 3,t3Up3,INDICATOR_DATA);
|
||||
SetIndexBuffer( 4,t3Dn1,INDICATOR_DATA);
|
||||
SetIndexBuffer( 5,t3Dn2,INDICATOR_DATA);
|
||||
SetIndexBuffer( 6,t3Dn3,INDICATOR_DATA);
|
||||
|
||||
PlotIndexSetString(0,PLOT_LABEL,"T3");
|
||||
for (int i=1; i<4; i++)
|
||||
{
|
||||
PlotIndexSetString(i ,PLOT_LABEL,"T3 upper band "+(string)i);
|
||||
PlotIndexSetString(i+3,PLOT_LABEL,"T3 lower band "+(string)i);
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double a = MathMax(MathMin(T3Hot,1),0.0001);;
|
||||
c1 = -a*a*a;
|
||||
c2 = 3*(a*a+a*a*a);
|
||||
c3 = -3*(2*a*a+a+a*a*a);
|
||||
c4 = 1+3*a+a*a*a+3*a*a;
|
||||
double t3period = T3Period;
|
||||
if (!T3Original) t3period = 1.0 + (t3period-1.0)/2.0;
|
||||
t3Alpha = 2.0/(1.0 + t3period);
|
||||
|
||||
return(0);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
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 &TickVolume[],
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)
|
||||
{
|
||||
double price;
|
||||
switch (T3Price)
|
||||
{
|
||||
case PRICE_CLOSE : price = Close[i]; break;
|
||||
case PRICE_OPEN : price = Open[i]; break;
|
||||
case PRICE_HIGH : price = High[i]; break;
|
||||
case PRICE_LOW : price = Low[i]; break;
|
||||
case PRICE_MEDIAN : price = (High[i]+Low[i])/2.0; break;
|
||||
case PRICE_TYPICAL : price = (High[i]+Low[i]+Close[i])/3.0; break;
|
||||
case PRICE_WEIGHTED : price = (High[i]+Low[i]+Close[i]+Close[i])/4.0; break;
|
||||
default : price = 0;
|
||||
}
|
||||
|
||||
t3[i] = calcT3(price,i,rates_total);
|
||||
t3Up1[i] = t3[i]+Delta1*_Point;
|
||||
t3Up2[i] = t3[i]+Delta2*_Point;
|
||||
t3Up3[i] = t3[i]+Delta3*_Point;
|
||||
t3Dn1[i] = t3[i]-Delta1*_Point;
|
||||
t3Dn2[i] = t3[i]-Delta2*_Point;
|
||||
t3Dn3[i] = t3[i]-Delta3*_Point;
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double t3Values[][6];
|
||||
double calcT3(double price, int r, int bars, int s=0)
|
||||
{
|
||||
if (ArrayRange(t3Values,0)!=bars) ArrayResize(t3Values,bars);
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (r < 2)
|
||||
{
|
||||
t3Values[r][s+0] = price;
|
||||
t3Values[r][s+1] = price;
|
||||
t3Values[r][s+2] = price;
|
||||
t3Values[r][s+3] = price;
|
||||
t3Values[r][s+4] = price;
|
||||
t3Values[r][s+5] = price;
|
||||
}
|
||||
else
|
||||
{
|
||||
t3Values[r][s+0] = t3Values[r-1][s+0]+t3Alpha*(price -t3Values[r-1][s+0]);
|
||||
t3Values[r][s+1] = t3Values[r-1][s+1]+t3Alpha*(t3Values[r][s+0]-t3Values[r-1][s+1]);
|
||||
t3Values[r][s+2] = t3Values[r-1][s+2]+t3Alpha*(t3Values[r][s+1]-t3Values[r-1][s+2]);
|
||||
t3Values[r][s+3] = t3Values[r-1][s+3]+t3Alpha*(t3Values[r][s+2]-t3Values[r-1][s+3]);
|
||||
t3Values[r][s+4] = t3Values[r-1][s+4]+t3Alpha*(t3Values[r][s+3]-t3Values[r-1][s+4]);
|
||||
t3Values[r][s+5] = t3Values[r-1][s+5]+t3Alpha*(t3Values[r][s+4]-t3Values[r-1][s+5]);
|
||||
}
|
||||
return(c1*t3Values[r][s+5] + c2*t3Values[r][s+4] + c3*t3Values[r][s+3] + c4*t3Values[r][s+2]);
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,451 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strong_Levels_V0.mq5 |
|
||||
//| Copyright 2023, MetaQuotes Ltd. |
|
||||
//| https://www.pipcrop.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2023, MetaQuotes Ltd."
|
||||
#property link "https://www.pipcrop.com"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 0
|
||||
#property indicator_plots 0
|
||||
#property version "1.00"
|
||||
|
||||
#property description "Rule 1(bull candle on sup. level): if close - low > Jump Factor"
|
||||
#property description "Rule 2(bull candle on res. level): if close - low > Jump Factor & (close-low)/(high-low)>ratio"
|
||||
|
||||
#include <..\include\Math\Alglib\dataanalysis.mqh>
|
||||
CKMeans *Cclustering;
|
||||
|
||||
enum filterrules {
|
||||
rule1, // Rule 1
|
||||
rule12, // Rule 1+2
|
||||
rule2 // Rule 2
|
||||
};
|
||||
|
||||
input filterrules myfilters = 1; // Rule(s) for data gather
|
||||
input int LNo = 15; // Number of Levels to extract
|
||||
input ENUM_TIMEFRAMES tf0 = PERIOD_M1; // Analysing TF
|
||||
input double Jumpmulti = 100.0; // Min. Jump after touch (Percent of ATR)
|
||||
input double ratio = 0.6667; // Ratio
|
||||
input int ATRPer = 55; // ATR Period
|
||||
input color ResColor = clrPink; // Resistance color for Panel
|
||||
input color SupColor = clrPowderBlue; // Support color for Panel
|
||||
input color BGColor = C'23,27,38'; // Back-ground
|
||||
input color ResColor0 = clrRed; // Resistance Levels color
|
||||
input color SupColor0 = clrBlue; // Support Levels color
|
||||
input int LevelsInt = 2; // Levels Width
|
||||
|
||||
int ATRHndler, size0, xini=5, yini=20, maxbar, minbar=10, Ysize = 30, dyy=5, xdis = 0, lastbars = 0, LastLNo=0, minLN=3;
|
||||
int sup_xyz[], res_xyz[];
|
||||
long NextChart;
|
||||
string ToolName = "SH_Levels_", OBJName;
|
||||
double atr[], Jmulti;
|
||||
CMatrixDouble res_mat, sup_mat, supclusters, resclusters;
|
||||
bool startCluster = false;
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
ObjectsDeleteAll(0, ToolName);
|
||||
Jmulti = Jumpmulti/100.0;
|
||||
|
||||
ATRHndler = iATR(Symbol(), tf0, ATRPer);
|
||||
SetScreen();
|
||||
|
||||
maxbar = 100000;
|
||||
|
||||
OBJName = ToolName + "Analyse"; xdis = xini;
|
||||
ObjectCreate(0, OBJName, OBJ_BUTTON, 0, 0, 0);
|
||||
OBJSet(OBJName, "Analyse Sup./Res.", xini, yini, 180, 2*Ysize+dyy,12, C'240,240,240', clrNONE, clrBlack, ALIGN_CENTER, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + " Loadbar"; xdis+= (int)ObjectGetInteger(ChartID(), ToolName + "Analyse", OBJPROP_XSIZE) + dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "0.0 %", xdis, yini, 50, Ysize, 10, clrGold, clrGold, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + "clusterLoadbar"; xdis = xini+(int)ObjectGetInteger(ChartID(), ToolName + "Analyse", OBJPROP_XSIZE) + dyy; yini += Ysize + dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "0.0 %", xdis, yini, 50, Ysize, 10, clrGold, clrGold, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + " LN"; yini+=Ysize+dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "Level No.", xini, yini, 80, Ysize, 10, clrGold, clrGold, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + " LN.e"; xdis=xini+80+dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, IntegerToString(LNo), xdis, yini, 100-dyy, Ysize, 10, BGColor, clrGold, clrGold, ALIGN_RIGHT, CORNER_LEFT_UPPER, false);
|
||||
LastLNo = LNo;
|
||||
|
||||
OBJName = ToolName + " bars"; xdis=xini; yini+=Ysize+dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "Bar count", xdis, yini, 80, Ysize, 10, clrGold, clrGold, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + " bars.e"; xdis+=80+dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, IntegerToString(maxbar), xdis, yini, 100-dyy, Ysize, 10, BGColor, clrGold, clrGold, ALIGN_RIGHT, CORNER_LEFT_UPPER, false);
|
||||
lastbars = maxbar;
|
||||
|
||||
OBJName = ToolName + " TotalRes"; yini+=Ysize+3*dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "Res. Count: ", xini, yini, 180, Ysize, 12, ResColor, ResColor, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + " TotalSup"; yini+=Ysize+dyy;
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "Sup. Count: ", xini, yini, 180, Ysize, 12, SupColor, SupColor, BGColor, ALIGN_LEFT, CORNER_LEFT_UPPER, true);
|
||||
|
||||
EventSetMillisecondTimer(5);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
//---
|
||||
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if (reason==1 || reason==4)
|
||||
{
|
||||
ObjectsDeleteAll(0, ToolName);
|
||||
EventKillTimer();
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void Analyse()
|
||||
{
|
||||
// Reset Graphics
|
||||
OBJName = ToolName + "Zone_";
|
||||
ObjectsDeleteAll(ChartID(), OBJName); ChartRedraw();
|
||||
|
||||
OBJName = ToolName + " Loadbar";
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "0.0 %");
|
||||
ObjectSetInteger(0, OBJName, OBJPROP_XSIZE, 50);
|
||||
|
||||
OBJName = ToolName + "clusterLoadbar";
|
||||
ObjectSetInteger(0, OBJName, OBJPROP_XSIZE, 50);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "0.0 %");
|
||||
|
||||
Ysize = 30;
|
||||
|
||||
// Set data limits from screen
|
||||
int bars = lastbars, ctype[];
|
||||
double low[], high[], close[], open[], total[];
|
||||
ArrayResize(ctype, bars); ArrayInitialize(ctype, 0);
|
||||
|
||||
int resi = (int) (bars / 1000.0)-1;
|
||||
if (resi<=0) resi=2;
|
||||
|
||||
// Copy bars data
|
||||
if (CopyBuffer(ATRHndler, 0, 0, bars, atr)<=0) return;
|
||||
if (CopyLow(Symbol(), tf0, 0, bars, low)<=0) return;
|
||||
if (CopyHigh(Symbol(), tf0, 0, bars, high)<=0) return;
|
||||
if (CopyClose(Symbol(), tf0, 0, bars, close)<=0) return;
|
||||
if (CopyOpen(Symbol(), tf0, 0, bars, open)<=0) return;
|
||||
|
||||
bars = (int) MathMin(ArraySize(open), MathMin((double) bars, ArraySize(close)));
|
||||
|
||||
// Fill candle type (Bull? Bear?)
|
||||
for (int i=bars-ATRPer-1; i>=0; i--)
|
||||
{
|
||||
Print(i," ",ArraySize(close));
|
||||
if (close[i]>open[i]) ctype[i] = +1;
|
||||
else if (close[i]<open[i]) ctype[i] = -1;
|
||||
}
|
||||
|
||||
// Fill S/R matrixes base on selected time-frame candels OHLC data
|
||||
// Implementing Jump rules and candle type limits
|
||||
sup_mat.Resize(0, 0); supclusters.Resize(0, 0);
|
||||
res_mat.Resize(0, 0); resclusters.Resize(0,0);
|
||||
|
||||
for (int i=bars-ATRPer-1; i>=0; i--)
|
||||
{
|
||||
if (myfilters<=1 && ctype[i]==+1 && close[i]-low[i]>=atr[i]*Jmulti) Addsup(low[i]);
|
||||
if (myfilters>=1 && ctype[i]==-1 && close[i]-low[i]>=atr[i]*Jmulti && (close[i]-low[i])/(high[i]-low[i])>=ratio) Addsup(low[i]);
|
||||
|
||||
if (myfilters<=1 && ctype[i]==-1 && high[i]-close[i]>=atr[i]*Jmulti) Addres(high[i]);
|
||||
if (myfilters>=1 && ctype[i]==+1 && high[i]-close[i]>=atr[i]*Jmulti && (high[i]-close[i])/(high[i]-low[i])>=ratio) Addres(high[i]);
|
||||
|
||||
if (MathMod((double) i, resi) == 0)
|
||||
{
|
||||
ObjectSetString(0, ToolName + " Loadbar", OBJPROP_TEXT, DoubleToString(100*(double) (bars-ATRPer-1-i)/(bars-ATRPer-1),1) + " %");
|
||||
ObjectSetInteger(0, ToolName + " Loadbar", OBJPROP_XSIZE, 50 + (int) (300 * ((double) (bars-ATRPer-i+1)/(bars-ATRPer-1))));
|
||||
ObjectSetString(0, ToolName + " TotalRes", OBJPROP_TEXT, "Res. Count: " + IntegerToString(res_mat.Rows()));
|
||||
ObjectSetString(0, ToolName + " TotalSup", OBJPROP_TEXT, "Sup. Count: " + IntegerToString(sup_mat.Rows()));
|
||||
|
||||
ChartRedraw();
|
||||
}
|
||||
}
|
||||
|
||||
startCluster = true;
|
||||
OBJName = ToolName + "clusterLoadbar";
|
||||
ObjectSetInteger(0, OBJName, OBJPROP_XSIZE, 350);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Wait for Cluster Calculation...");
|
||||
|
||||
int supinfo, resinfo, Restarts=5;
|
||||
Cclustering.KMeansGenerate(sup_mat, sup_mat.Rows(), sup_mat.Cols(), LastLNo, Restarts, supinfo, supclusters, sup_xyz);
|
||||
Cclustering.KMeansGenerate(res_mat, res_mat.Rows(), res_mat.Cols(), LastLNo, Restarts, resinfo, resclusters, res_xyz);
|
||||
|
||||
startCluster = false;
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Cluster Calculation done!");
|
||||
|
||||
double LevelRes[], LevelSup[], LevelTotal[];
|
||||
ArrayResize(LevelRes, LastLNo); ArrayResize(LevelSup, LastLNo); ArrayResize(LevelTotal, LastLNo);
|
||||
|
||||
OBJName = ToolName + "clusterLoadbar";
|
||||
int stat_x = (int) ObjectGetInteger(ChartID(), OBJName, OBJPROP_XDISTANCE);
|
||||
OBJName = ToolName + " Loadbar";;
|
||||
stat_x += (int) ObjectGetInteger(ChartID(), OBJName, OBJPROP_XSIZE) + dyy;
|
||||
OBJName = ToolName + "Analyse";
|
||||
int stat_y = (int) ObjectGetInteger(ChartID(), OBJName, OBJPROP_YDISTANCE);
|
||||
|
||||
// Closters Graphical
|
||||
OBJName = ToolName + "Zone_Res_Header";
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, "Res. Levels", stat_x, stat_y, 135, Ysize, 12, ResColor, ResColor, BGColor, ALIGN_CENTER, CORNER_LEFT_UPPER, true);
|
||||
|
||||
OBJName = ToolName + "Zone_Sup_Header";
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0); stat_x+=135+dyy;
|
||||
OBJSet(OBJName, "Sup. Levels", stat_x, stat_y, 135, Ysize, 12, SupColor, SupColor, BGColor, ALIGN_CENTER, CORNER_LEFT_UPPER, true);
|
||||
|
||||
stat_y+=Ysize+dyy;
|
||||
Ysize/=2;
|
||||
|
||||
for (int i=0; i<LastLNo; i++)
|
||||
{
|
||||
stat_x -=135+dyy;
|
||||
OBJName = ToolName + "Zone_Res_" + IntegerToString(i);
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, DoubleToString(resclusters.Get(0, i), Digits()), stat_x, stat_y, 135, Ysize, 12, ResColor, ResColor, BGColor, ALIGN_CENTER, CORNER_LEFT_UPPER, true);
|
||||
|
||||
stat_x +=135+dyy;
|
||||
OBJName = ToolName + "Zone_Sup_" + IntegerToString(i);
|
||||
ObjectCreate(0, OBJName, OBJ_EDIT, 0, 0, 0);
|
||||
OBJSet(OBJName, DoubleToString(supclusters.Get(0, i), Digits()), stat_x, stat_y, 135, Ysize, 12, SupColor, SupColor, BGColor, ALIGN_CENTER, CORNER_LEFT_UPPER, true);
|
||||
stat_y+=Ysize+dyy;
|
||||
}
|
||||
|
||||
|
||||
NextChart = ChartOpen(Symbol(), Period());
|
||||
datetime future = TimeCurrent()+ PeriodSeconds(PERIOD_MN1) * 100;
|
||||
double price;
|
||||
|
||||
for (int i=0; i<LastLNo; i++)
|
||||
{
|
||||
price = NormalizeDouble(resclusters.Get(0, i), Digits());
|
||||
OBJName = ToolName + "Zone_Res_" + IntegerToString(i+LastLNo+1);
|
||||
ObjectCreate(NextChart, OBJName, OBJ_HLINE, 0, 0, 0);
|
||||
TrendSet(OBJName, 0, NextChart, price, price, ResColor0, LevelsInt, STYLE_SOLID, true);
|
||||
|
||||
price = NormalizeDouble(supclusters.Get(0, i), Digits());
|
||||
OBJName = ToolName + "Zone_Sup_" + IntegerToString(i+LastLNo+1);
|
||||
ObjectCreate(NextChart, OBJName, OBJ_HLINE, 0, 0, 0);
|
||||
TrendSet(OBJName, 0, NextChart, price, price, SupColor0, LevelsInt, STYLE_SOLID, true);
|
||||
}
|
||||
|
||||
ChartRedraw(NextChart);
|
||||
delete Cclustering;
|
||||
ArrayFree(sup_xyz); ArrayFree(res_xyz);
|
||||
ArrayFree(atr);
|
||||
|
||||
Ysize = 30;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Timer function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
if (startCluster)
|
||||
{
|
||||
OBJName = ToolName + "clusterLoadbar";
|
||||
|
||||
if (ObjectGetString(0, OBJName, OBJPROP_TEXT)=="Wait for Cluster Calculation")
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Wait for Cluster Calculation.");
|
||||
else if (ObjectGetString(0, OBJName, OBJPROP_TEXT)=="Wait for Cluster Calculation.")
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Wait for Cluster Calculation..");
|
||||
else if (ObjectGetString(0, OBJName, OBJPROP_TEXT)=="Wait for Cluster Calculation..")
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Wait for Cluster Calculation...");
|
||||
else if (ObjectGetString(0, OBJName, OBJPROP_TEXT)=="Wait for Cluster Calculation..")
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, "Wait for Cluster Calculation");
|
||||
|
||||
ChartRedraw();
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void MeanNormalization(matrix &mat)
|
||||
{
|
||||
vector v = {};
|
||||
|
||||
for(ulong i=0; i<mat.Cols(); i++)
|
||||
{
|
||||
v = mat.Col(i);
|
||||
MeanNormalization(v);
|
||||
mat.Col(v, i);
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void MeanNormalization(vector &v)
|
||||
{
|
||||
double mean = v.Mean(),
|
||||
max = v.Max(),
|
||||
min = v.Min();
|
||||
|
||||
for(ulong i=0; i<v.Size(); i++)
|
||||
v[i] = (v[i] - mean) / (max - min);
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void Addsup(double price)
|
||||
{
|
||||
int msize = sup_mat.Rows();
|
||||
sup_mat.Resize(msize+1, 1);
|
||||
sup_mat.Set(msize, 0, price);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void Addres(double price)
|
||||
{
|
||||
int msize = res_mat.Rows();
|
||||
res_mat.Resize(msize+1, 1);
|
||||
res_mat.Set(msize, 0, price);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| ChartEvent function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnChartEvent(const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam)
|
||||
{
|
||||
if (id == CHARTEVENT_OBJECT_CLICK && sparam==ToolName + "Analyse")
|
||||
{
|
||||
Sleep(100);
|
||||
ObjectSetInteger(ChartID(), sparam, OBJPROP_STATE, false);
|
||||
ChartRedraw();
|
||||
Analyse();
|
||||
}
|
||||
|
||||
if (id == CHARTEVENT_OBJECT_ENDEDIT && sparam==ToolName + " bars.e")
|
||||
{
|
||||
OBJName = sparam;
|
||||
int bar = (int) StringToInteger(ObjectGetString(ChartID(), OBJName, OBJPROP_TEXT));
|
||||
if (bar<0) bar=iBars(Symbol(), tf0)+1;
|
||||
|
||||
if (bar<minbar)
|
||||
{
|
||||
MessageBox("Min. bar to analyse is " + IntegerToString(minbar) + "!", "Min. bar limit", 0);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(minbar));
|
||||
}
|
||||
else if (bar>iBars(Symbol(), tf0))
|
||||
{
|
||||
MessageBox("Max. bar to analyse is " + IntegerToString(iBars(Symbol(), tf0)) + "!","Max. bar limit", 0);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(iBars(Symbol(), tf0)));
|
||||
}
|
||||
else if (bar>900000)
|
||||
{
|
||||
int mes = MessageBox(IntegerToString(bar) + " bars to analyse is so much and will take time more than 1 minute! Are you sure?", "Max. bar warning", 1);
|
||||
if (mes==2) ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(lastbars));
|
||||
}
|
||||
|
||||
lastbars = (int) StringToInteger(ObjectGetString(ChartID(), OBJName, OBJPROP_TEXT));
|
||||
}
|
||||
|
||||
|
||||
if (id == CHARTEVENT_OBJECT_ENDEDIT && sparam==ToolName + " LN.e")
|
||||
{
|
||||
OBJName = sparam;
|
||||
int bar = (int) StringToInteger(ObjectGetString(ChartID(), OBJName, OBJPROP_TEXT));
|
||||
if (bar<0) bar=LNo;
|
||||
|
||||
if (bar<minLN)
|
||||
{
|
||||
MessageBox("Min. Level No. to analyse is " + IntegerToString(minLN) + "!", "Min. Level No. limit", 0);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(minLN));
|
||||
}
|
||||
else if (bar>500)
|
||||
{
|
||||
MessageBox("Max. Level No. to analyse is 500" + "!","Max. bar limit", 0);
|
||||
ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(500));
|
||||
}
|
||||
else if (bar>100)
|
||||
{
|
||||
int mes = MessageBox(IntegerToString(bar) + " Level No. analyse is so much and will take time more than 1 minute! Are you sure?", "Max. Level No. warning", 1);
|
||||
if (mes==2) ObjectSetString(0, OBJName, OBJPROP_TEXT, IntegerToString(LastLNo));
|
||||
}
|
||||
|
||||
LastLNo = (int) StringToInteger(ObjectGetString(ChartID(), OBJName, OBJPROP_TEXT));
|
||||
}
|
||||
|
||||
ChartRedraw();
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void SetScreen()
|
||||
{
|
||||
ChartSetInteger(ChartID(), CHART_FOREGROUND, false);
|
||||
ChartSetInteger(0, CHART_COLOR_CANDLE_BEAR, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_CANDLE_BULL, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_CHART_LINE, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_CHART_DOWN, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_CHART_UP, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_ASK, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_BID, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_GRID, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_BACKGROUND, BGColor);
|
||||
ChartSetInteger(0, CHART_COLOR_FOREGROUND, BGColor);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void OBJSet(string OBJNameSet, string txt, int XDis, int YDis, int XSize, int YSize, int FSize, color Fill, color Border, color TColor, ENUM_ALIGN_MODE myAlign, ENUM_BASE_CORNER mycorner, bool myread)
|
||||
{
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_CORNER, mycorner);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_ANCHOR, ANCHOR_LEFT_UPPER);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_XDISTANCE, XDis);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_YDISTANCE, YDis);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_XSIZE, XSize);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_YSIZE, YSize);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_FONTSIZE, FSize);
|
||||
ObjectSetString(ChartID(), OBJNameSet, OBJPROP_TEXT,txt);
|
||||
ObjectSetString(ChartID(), OBJNameSet, OBJPROP_FONT,"Calibri");
|
||||
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_BGCOLOR, Fill);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_BORDER_COLOR, Border);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_COLOR, TColor);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_ALIGN, myAlign);
|
||||
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_BACK, false);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_ZORDER,5);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_HIDDEN, true);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_READONLY, myread);
|
||||
ObjectSetInteger(ChartID(), OBJNameSet, OBJPROP_SELECTABLE, false);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
void TrendSet(string TrendName, datetime time0, datetime time1, double price1, double price2, color Tcolor, int Twidth, ENUM_LINE_STYLE Tstyle, int b)
|
||||
{
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_TIME, 0, time0);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_TIME, 1, time1);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_COLOR, Tcolor);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_RAY, false);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_WIDTH, Twidth);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_STYLE, Tstyle);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_BACK, true);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_SELECTABLE, false);
|
||||
ObjectSetInteger(NextChart, TrendName, OBJPROP_TIMEFRAMES, b?OBJ_ALL_PERIODS:OBJ_NO_PERIODS);
|
||||
ObjectSetDouble(NextChart, TrendName, OBJPROP_PRICE, 0, price1);
|
||||
ObjectSetDouble(NextChart, TrendName, OBJPROP_PRICE, 1, price2);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,204 @@
|
||||
//------------------------------------------------------------------
|
||||
#property copyright "www.forex-tsd.com"
|
||||
#property link "www.forex-tsd.com"
|
||||
//------------------------------------------------------------------
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 1
|
||||
#property indicator_label1 "Super trend hull"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 clrLimeGreen,clrPaleVioletRed
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
enum enPrices
|
||||
{
|
||||
pr_close, // Close
|
||||
pr_open, // Open
|
||||
pr_high, // High
|
||||
pr_low, // Low
|
||||
pr_median, // Median
|
||||
pr_typical, // Typical
|
||||
pr_weighted, // Weighted
|
||||
pr_average // Average (high+low+oprn+close)/4
|
||||
};
|
||||
|
||||
input int hullPeriod = 12; // Hull period
|
||||
input enPrices Price = pr_median; // Price
|
||||
input int atrPeriod = 12; // ATR period
|
||||
input double atrMultiplier = 0.66; // ATR multiplier
|
||||
|
||||
double st[];
|
||||
double colorBuffer[];
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0,st,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX);
|
||||
return(0);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double Up[];
|
||||
double Dn[];
|
||||
double Direction[];
|
||||
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[])
|
||||
{
|
||||
if (ArraySize(Direction)!=rates_total)
|
||||
{
|
||||
ArrayResize(Up,rates_total);
|
||||
ArrayResize(Dn,rates_total);
|
||||
ArrayResize(Direction,rates_total);
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
for (int i=(int)MathMax(prev_calculated-1,1); i<rates_total; i++)
|
||||
{
|
||||
double atr = 0;
|
||||
for (int k=0;k<atrPeriod && (i-k-1)>=0; k++)
|
||||
atr += MathMax(high[i-k],close[i-k-1])-MathMin(low[i-k],close[i-k-1]);
|
||||
atr /= atrPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double cprice = close[i];
|
||||
double mprice = iHull(getPrice(Price,open,close,high,low,i,rates_total),hullPeriod,i,rates_total);
|
||||
Up[i] = mprice+atrMultiplier*atr;
|
||||
Dn[i] = mprice-atrMultiplier*atr;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
colorBuffer[i] = colorBuffer[i-1];
|
||||
Direction[i] = Direction[i-1];
|
||||
if (cprice > Up[i-1]) Direction[i] = 1;
|
||||
if (cprice < Dn[i-1]) Direction[i] = -1;
|
||||
if (Direction[i] > 0)
|
||||
{ Dn[i] = MathMax(Dn[i],Dn[i-1]); st[i] = Dn[i]; }
|
||||
else { Up[i] = MathMin(Up[i],Up[i-1]); st[i] = Up[i]; }
|
||||
if (Direction[i]== 1) colorBuffer[i] = 0;
|
||||
if (Direction[i]==-1) colorBuffer[i] = 1;
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double workHull[][2];
|
||||
double iHull(double price, double period, int r, int bars, int instanceNo=0)
|
||||
{
|
||||
if (ArrayRange(workHull,0)!= bars) ArrayResize(workHull,bars);
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int HmaPeriod = (int)MathMax(period,2);
|
||||
int HalfPeriod = (int)MathFloor(HmaPeriod/2);
|
||||
int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
|
||||
double hma,hmw,weight; instanceNo *= 2;
|
||||
|
||||
workHull[r][instanceNo] = price;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
hmw = HalfPeriod; hma = hmw*price;
|
||||
for(int k=1; k<HalfPeriod && (r-k)>=0; k++)
|
||||
{
|
||||
weight = HalfPeriod-k;
|
||||
hmw += weight;
|
||||
hma += weight*workHull[r-k][instanceNo];
|
||||
}
|
||||
workHull[r][instanceNo+1] = 2.0*hma/hmw;
|
||||
|
||||
hmw = HmaPeriod; hma = hmw*price;
|
||||
for(int k=1; k<period && (r-k)>=0; k++)
|
||||
{
|
||||
weight = HmaPeriod-k;
|
||||
hmw += weight;
|
||||
hma += weight*workHull[r-k][instanceNo];
|
||||
}
|
||||
workHull[r][instanceNo+1] -= hma/hmw;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
hmw = HullPeriod; hma = hmw*workHull[r][instanceNo+1];
|
||||
for(int k=1; k<HullPeriod && (r-k)>=0; k++)
|
||||
{
|
||||
weight = HullPeriod-k;
|
||||
hmw += weight;
|
||||
hma += weight*workHull[r-k][1+instanceNo];
|
||||
}
|
||||
return(hma/hmw);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
@@ -0,0 +1,192 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SuperTrend.mq5 |
|
||||
//| Copyright 2011, FxGeek |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2011, FxGeek"
|
||||
#property link " http://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 9
|
||||
#property indicator_plots 2
|
||||
|
||||
#property indicator_label1 "Filling"
|
||||
#property indicator_type1 DRAW_FILLING
|
||||
#property indicator_color1 clrBisque, clrPaleGreen
|
||||
|
||||
#property indicator_label2 "SuperTrend"
|
||||
#property indicator_type2 DRAW_COLOR_LINE
|
||||
#property indicator_color2 clrGreen, clrRed
|
||||
|
||||
input int Periode=10;
|
||||
input double Multiplier=3;
|
||||
input bool Show_Filling=true; // Show as DRAW_FILLING
|
||||
|
||||
double Filled_a[];
|
||||
double Filled_b[];
|
||||
double SuperTrend[];
|
||||
double ColorBuffer[];
|
||||
double Atr[];
|
||||
double Up[];
|
||||
double Down[];
|
||||
double Middle[];
|
||||
double trend[];
|
||||
|
||||
int atrHandle;
|
||||
int changeOfTrend;
|
||||
int flag;
|
||||
int flagh;
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,Filled_a,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,Filled_b,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,SuperTrend,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,ColorBuffer,INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(4,Atr,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(5,Up,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(6,Down,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(7,Middle,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(8,trend,INDICATOR_CALCULATIONS);
|
||||
|
||||
atrHandle=iATR(_Symbol,_Period,Periode);
|
||||
//---
|
||||
return(0);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
//---
|
||||
int to_copy;
|
||||
if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;
|
||||
else
|
||||
{
|
||||
to_copy=rates_total-prev_calculated;
|
||||
if(prev_calculated>0) to_copy++;
|
||||
}
|
||||
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
if(CopyBuffer(atrHandle,0,0,to_copy,Atr)<=0)
|
||||
{
|
||||
Print("Getting Atr is failed! Error",GetLastError());
|
||||
return(0);
|
||||
}
|
||||
|
||||
int first;
|
||||
if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
|
||||
{
|
||||
first=Periode; // starting index for calculation of all bars
|
||||
}
|
||||
else
|
||||
{
|
||||
first=prev_calculated-1; // starting number for calculation of new bars
|
||||
}
|
||||
for(int i=first; i<rates_total && !IsStopped(); i++)
|
||||
{
|
||||
Middle[i]=(high[i]+low[i])/2;
|
||||
Up[i] = Middle[i] +(Multiplier*Atr[i]);
|
||||
Down[i]= Middle[i] -(Multiplier*Atr[i]);
|
||||
|
||||
if(close[i]>Up[i-1])
|
||||
{
|
||||
trend[i]=1;
|
||||
if(trend[i-1]==-1) changeOfTrend=1;
|
||||
|
||||
}
|
||||
else if(close[i]<Down[i-1])
|
||||
{
|
||||
trend[i]=-1;
|
||||
if(trend[i-1]==1) changeOfTrend=1;
|
||||
}
|
||||
else if(trend[i-1]==1)
|
||||
{
|
||||
trend[i]=1;
|
||||
changeOfTrend=0;
|
||||
}
|
||||
else if(trend[i-1]==-1)
|
||||
{
|
||||
trend[i]=-1;
|
||||
changeOfTrend=0;
|
||||
}
|
||||
|
||||
if(trend[i]<0 && trend[i-1]>0)
|
||||
{
|
||||
flag=1;
|
||||
}
|
||||
else
|
||||
{
|
||||
flag=0;
|
||||
}
|
||||
|
||||
if(trend[i]>0 && trend[i-1]<0)
|
||||
{
|
||||
flagh=1;
|
||||
}
|
||||
else
|
||||
{
|
||||
flagh=0;
|
||||
}
|
||||
|
||||
if(trend[i]>0 && Down[i]<Down[i-1])
|
||||
Down[i]=Down[i-1];
|
||||
|
||||
if(trend[i]<0 && Up[i]>Up[i-1])
|
||||
Up[i]=Up[i-1];
|
||||
|
||||
if(flag==1)
|
||||
Up[i]=Middle[i]+(Multiplier*Atr[i]);
|
||||
|
||||
if(flagh==1)
|
||||
Down[i]=Middle[i]-(Multiplier*Atr[i]);
|
||||
|
||||
//-- Draw the indicator
|
||||
if(trend[i]==1)
|
||||
{
|
||||
SuperTrend[i]=Down[i];
|
||||
if(changeOfTrend==1)
|
||||
{
|
||||
SuperTrend[i-1]=SuperTrend[i-2];
|
||||
changeOfTrend=0;
|
||||
}
|
||||
ColorBuffer[i]=0.0;
|
||||
}
|
||||
else if(trend[i]==-1)
|
||||
{
|
||||
SuperTrend[i]=Up[i];
|
||||
if(changeOfTrend==1)
|
||||
{
|
||||
SuperTrend[i-1]= SuperTrend[i-2];
|
||||
changeOfTrend = 0;
|
||||
}
|
||||
ColorBuffer[i]=1.0;
|
||||
}
|
||||
|
||||
if(Show_Filling)
|
||||
{
|
||||
Filled_a[i]= SuperTrend[i];
|
||||
Filled_b[i]= close[i];
|
||||
}else{
|
||||
Filled_a[i]= EMPTY_VALUE;
|
||||
Filled_b[i]= EMPTY_VALUE;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,117 @@
|
||||
//------------------------------------------------------------------
|
||||
#property copyright "www.forex-tsd.com"
|
||||
#property link "www.forex-tsd.com"
|
||||
//------------------------------------------------------------------
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 1
|
||||
#property indicator_label1 "Swing line"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 clrLimeGreen,clrPaleVioletRed
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 3
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double swli[];
|
||||
double colorBuffer[];
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0,swli,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX);
|
||||
return(0);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
double work[][5];
|
||||
#define hHi 0
|
||||
#define hLo 1
|
||||
#define lHi 2
|
||||
#define lLo 3
|
||||
#define trend 4
|
||||
|
||||
|
||||
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[])
|
||||
{
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (ArrayRange(work,0)!=rates_total) ArrayResize(work,rates_total);
|
||||
for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)
|
||||
{
|
||||
if (i==0)
|
||||
{
|
||||
work[i][hHi] = high[i]; work[i][hLo] = low[i];
|
||||
work[i][lHi] = high[i]; work[i][lLo] = low[i];
|
||||
work[i][trend] = -1;
|
||||
continue;
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
work[i][trend] = work[i-1][trend];
|
||||
work[i][hHi] = work[i-1][hHi]; work[i][hLo] = work[i-1][hLo];
|
||||
work[i][lHi] = work[i-1][lHi]; work[i][lLo] = work[i-1][lLo];
|
||||
|
||||
if (work[i-1][trend] == 1)
|
||||
{
|
||||
work[i][hHi] = MathMax(work[i-1][hHi],high[i]);
|
||||
work[i][hLo] = MathMax(work[i-1][hLo],low[i]);
|
||||
if (high[i]<work[i][hLo]) { work[i][trend] = -1; work[i][lHi] = high[i]; work[i][lLo] = low[i]; }
|
||||
}
|
||||
if (work[i-1][trend] == -1)
|
||||
{
|
||||
work[i][lHi] = MathMin(work[i-1][lHi],high[i]);
|
||||
work[i][lLo] = MathMin(work[i-1][lLo],low[i]);
|
||||
if (low[i]>work[i][lHi]) { work[i][trend] = 1; work[i][hHi] = high[i]; work[i][hLo] = low[i]; }
|
||||
}
|
||||
|
||||
if (work[i][trend]==1)
|
||||
swli[i] = work[i][hLo];
|
||||
else swli[i] = work[i][lHi];
|
||||
colorBuffer[i] = colorBuffer[i-1];
|
||||
if (work[i][trend]== 1) colorBuffer[i]= 0;
|
||||
if (work[i][trend]==-1) colorBuffer[i]= 1;
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
@@ -0,0 +1,97 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Swings.mq5 |
|
||||
//| Rajesh Nait, Copyright 2023 |
|
||||
//| https://www.mql5.com/en/users/rajeshnait/seller |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Rajesh Nait, Copyright 2023"
|
||||
#property link "https://www.mql5.com/en/users/rajeshnait/seller"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//--- plot Bullish Marubozu
|
||||
#property indicator_label1 "+S"
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrSnow
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
//--- plot Bearish Marubozu
|
||||
#property indicator_label2 "-S"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrSnow
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
//--- input parameters
|
||||
input group "Swing Low"
|
||||
uchar InpSwingLowCode = 110; // Swing Low: code for style DRAW_ARROW (font Wingdings)
|
||||
int InpSwingLowShift = 10; // Swing Low: vertical shift of arrows in pixels
|
||||
input group "Swing High"
|
||||
uchar InpSwingHighCode = 110; // SwingHigh: code for style DRAW_ARROW (font Wingdings)
|
||||
int InpSwingHighShift =10; // SwingHigh: vertical shift of arrows in pixels
|
||||
//--- indicator buffers
|
||||
double SwingLowBuffer[];
|
||||
double SwingHighBuffer[];
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit() {
|
||||
//--- indicator buffers mapping
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,SwingLowBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,SwingHighBuffer,INDICATOR_DATA);
|
||||
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,Digits());
|
||||
//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
|
||||
PlotIndexSetInteger(0,PLOT_ARROW,InpSwingLowCode);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW,InpSwingHighCode);
|
||||
//--- set the vertical shift of arrows in pixels
|
||||
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,InpSwingLowShift);
|
||||
PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-InpSwingHighShift);
|
||||
//--- set as an empty value 0.0
|
||||
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
|
||||
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[]) {
|
||||
//---
|
||||
if(rates_total<3)
|
||||
return(0);
|
||||
//---
|
||||
int limit=prev_calculated-1;
|
||||
if(prev_calculated==0)
|
||||
limit=2;
|
||||
|
||||
for(int i=limit; i<rates_total-2; i++) {
|
||||
SwingLowBuffer[i]=0.0;
|
||||
SwingHighBuffer[i]=0.0;
|
||||
if(i>0) {
|
||||
SwingHighBuffer[0]=EMPTY_VALUE;
|
||||
if(high[i+2]<high[i+1] && high[i+1]<high[i])
|
||||
if(high[i]>high[i-1] && high[i-1]>high[i-2])
|
||||
SwingHighBuffer[i]=high[i];
|
||||
|
||||
SwingLowBuffer[0]=EMPTY_VALUE;
|
||||
if(low[i+2]>low[i+1] && low[i+1]>low[i])
|
||||
if(low[i]<low[i-1] && low[i-1]<low[i-2])
|
||||
SwingLowBuffer[i]=low[i];
|
||||
}
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,289 @@
|
||||
//---------------------------------------------------------------------------------------------------------------------
|
||||
#define MName "Time Segmented Volume (TSV)"
|
||||
#define MVersion "1.01"
|
||||
#define MBuild "2023-03-27 21:02 WET"
|
||||
#define MCopyright "Copyright \x00A9 2023, Fernando M. I. Carreiro, All rights reserved"
|
||||
#define MProfile "https://www.mql5.com/en/users/FMIC"
|
||||
//---------------------------------------------------------------------------------------------------------------------
|
||||
#property strict
|
||||
#property version MVersion
|
||||
#property description MName
|
||||
#property description "MetaTrader Indicator (Build "MBuild")"
|
||||
#property copyright MCopyright
|
||||
#property link MProfile
|
||||
//---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
//--- Setup
|
||||
|
||||
#property indicator_separate_window
|
||||
|
||||
// Define number of buffers and plots
|
||||
#define MPlots 3
|
||||
#define MBuffers 7
|
||||
#ifdef __MQL4__
|
||||
#property indicator_buffers ( MPlots + 1 )
|
||||
#else
|
||||
#property indicator_buffers MBuffers
|
||||
#property indicator_plots MPlots
|
||||
#endif
|
||||
|
||||
// Define plot colours and respective indices
|
||||
#define MClrCandleNone C'239,166,117'
|
||||
#define MClrCandleUp C'38,166,154'
|
||||
#define MClrCandleDown C'239,83,80'
|
||||
|
||||
// Display properties for plots
|
||||
#ifdef __MQL4__
|
||||
// Summation plots
|
||||
#property indicator_label1 "Summation (positive)"
|
||||
#property indicator_type1 DRAW_HISTOGRAM
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 3
|
||||
#property indicator_color1 MClrCandleUp
|
||||
#property indicator_label2 "Summation (negative)"
|
||||
#property indicator_type2 DRAW_HISTOGRAM
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 3
|
||||
#property indicator_color2 MClrCandleDown
|
||||
// Simple averaging plot
|
||||
#property indicator_label3 "Averaging (simple)"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 2
|
||||
#property indicator_color3 MClrCandleNone
|
||||
// Exponential averaging plot
|
||||
#property indicator_label4 "Averaging (exponential)"
|
||||
#property indicator_type4 DRAW_LINE
|
||||
#property indicator_style4 STYLE_SOLID
|
||||
#property indicator_width4 1
|
||||
#property indicator_color4 MClrCandleNone
|
||||
#else
|
||||
// Define colour index for plots
|
||||
#define MIdxCandleNone 0.0
|
||||
#define MIdxCandleUp 1.0
|
||||
#define MIdxCandleDown 2.0
|
||||
// Summation plot
|
||||
#property indicator_label1 "Summation"
|
||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 5
|
||||
#property indicator_color1 MClrCandleNone, MClrCandleUp, MClrCandleDown
|
||||
// Simple averaging plot
|
||||
#property indicator_label2 "Averaging (simple)"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 2
|
||||
#property indicator_color2 MClrCandleNone
|
||||
// Exponential averaging plot
|
||||
#property indicator_label3 "Averaging (exponential)"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 1
|
||||
#property indicator_color3 MClrCandleNone
|
||||
#endif
|
||||
|
||||
//--- Enumarations
|
||||
|
||||
// Volume weight enumaraton
|
||||
enum EVolumeWeight
|
||||
{
|
||||
EVW_None = 0, // No volume weighting
|
||||
EVW_TickVolume, // Tick volume
|
||||
#ifndef __MQL4__
|
||||
EVW_RealVolume, // Real volume
|
||||
#endif
|
||||
EVW_PriceRange // True price range (pseudo volume)
|
||||
};
|
||||
|
||||
//--- Parameter settings
|
||||
|
||||
input uint i_nSummationPeriod = 13, // Summation period
|
||||
i_nAveragingPeriod = 7; // Averaging period
|
||||
input ENUM_APPLIED_PRICE i_ePriceApplied = PRICE_CLOSE; // Applied price
|
||||
input EVolumeWeight i_eVolumeWeight = EVW_TickVolume; // Applied volume
|
||||
|
||||
//--- Macro definitions
|
||||
|
||||
// Define OnCalculate loop sequencing macros
|
||||
#define MOnCalcPrevTest ( prev_calculated < 1 || prev_calculated > rates_total )
|
||||
#ifdef __MQL4__ // for MQL4 (as series)
|
||||
#define MOnCalcNext( _index ) ( _index-- )
|
||||
#define MOnCalcBack( _index, _offset ) ( _index + _offset )
|
||||
#define MOnCalcCheck( _index ) ( _index >= 0 )
|
||||
#define MOnCalcValid( _index ) ( _index < rates_total )
|
||||
#define MOnCalcStart \
|
||||
( rates_total - ( MOnCalcPrevTest ? 1 : prev_calculated ) )
|
||||
#else // for MQL5 (as non-series)
|
||||
#define MOnCalcNext( _index ) ( _index++ )
|
||||
#define MOnCalcBack( _index, _offset ) ( _index - _offset )
|
||||
#define MOnCalcCheck( _index ) ( _index < rates_total )
|
||||
#define MOnCalcValid( _index ) ( _index >= 0 )
|
||||
#define MOnCalcStart \
|
||||
( MOnCalcPrevTest ? 0 : prev_calculated - 1 )
|
||||
#endif
|
||||
|
||||
// Define applied price macro
|
||||
#define MSetAppliedPrice( _type, _where, _index ) { switch( _type ) { \
|
||||
case PRICE_WEIGHTED: _where = ( high[ _index ] + low[ _index ] + close[ _index ] \
|
||||
+ close[ _index ] ) * 0.25; break; \
|
||||
case PRICE_TYPICAL: _where = ( high[ _index ] + low[ _index ] + close[ _index ] ) / 3.0; break; \
|
||||
case PRICE_MEDIAN: _where = ( high[ _index ] + low[ _index ] ) * 0.5; break; \
|
||||
case PRICE_HIGH: _where = high[ _index ]; break; \
|
||||
case PRICE_LOW: _where = low[ _index ]; break; \
|
||||
case PRICE_OPEN: _where = open[ _index ]; break; \
|
||||
case PRICE_CLOSE: \
|
||||
default: _where = close[ _index ]; }; }
|
||||
|
||||
// Define macro for invalid parameter values
|
||||
#define MCheckParameter( _condition, _text ) if( _condition ) \
|
||||
{ Print( "Error: Invalid ", _text ); return INIT_PARAMETERS_INCORRECT; }
|
||||
|
||||
//--- Global variable declarations
|
||||
|
||||
// Indicator buffers
|
||||
double g_adbPriceApplied[], // Buffer for applied price
|
||||
g_adbVolumePriceDelta[], // Buffer for volume weight price delta change
|
||||
g_adbSummation[], // Buffer for summation of volume weighte price change
|
||||
g_adbSummationSimple[], // Buffer for summation of summation for simple averaging
|
||||
g_adbAveragingSimple[], // Buffer for simple averaging
|
||||
g_adbAveragingExponential[]; // Buffer for exponential averaging
|
||||
#ifdef __MQL4__
|
||||
double g_adbSummationPositive[], // Buffer for positive summation of volume weighte price change
|
||||
g_adbSummationNegative[]; // Buffer for negative summation of volume weighte price change
|
||||
#else
|
||||
double g_adbSummationColour[]; // Buffer for summation colourisation
|
||||
#endif
|
||||
|
||||
// Miscellaneous global variables
|
||||
double g_dbEmaWeight; // Weight to be used for exponential moving averages
|
||||
|
||||
//--- Event handling functions
|
||||
|
||||
// Initialisation event handler
|
||||
int OnInit(void) {
|
||||
// Validate input parameters
|
||||
MCheckParameter( i_nSummationPeriod < 1, "summation period" );
|
||||
MCheckParameter( i_nAveragingPeriod < 1 ||
|
||||
i_nAveragingPeriod > i_nSummationPeriod, "averaging period" );
|
||||
|
||||
// Calculate parameter variables
|
||||
g_dbEmaWeight = 2.0 / ( i_nAveragingPeriod + 1.0 );
|
||||
|
||||
// Set number of significant digits (precision)
|
||||
IndicatorSetInteger( INDICATOR_DIGITS, _Digits );
|
||||
|
||||
// Set buffers
|
||||
int iBuffer = 0;
|
||||
#ifdef __MQL4__
|
||||
IndicatorBuffers( MBuffers + 1 ); // Set total number of buffers (MQL4 Only)
|
||||
SetIndexBuffer( iBuffer++, g_adbSummationPositive, INDICATOR_DATA );
|
||||
SetIndexBuffer( iBuffer++, g_adbSummationNegative, INDICATOR_DATA );
|
||||
#else
|
||||
SetIndexBuffer( iBuffer++, g_adbSummation, INDICATOR_DATA );
|
||||
SetIndexBuffer( iBuffer++, g_adbSummationColour, INDICATOR_COLOR_INDEX );
|
||||
#endif
|
||||
SetIndexBuffer( iBuffer++, g_adbAveragingSimple, INDICATOR_DATA );
|
||||
SetIndexBuffer( iBuffer++, g_adbAveragingExponential, INDICATOR_DATA );
|
||||
SetIndexBuffer( iBuffer++, g_adbPriceApplied, INDICATOR_CALCULATIONS );
|
||||
SetIndexBuffer( iBuffer++, g_adbVolumePriceDelta, INDICATOR_CALCULATIONS );
|
||||
SetIndexBuffer( iBuffer++, g_adbSummationSimple, INDICATOR_CALCULATIONS );
|
||||
#ifdef __MQL4__
|
||||
SetIndexBuffer( iBuffer++, g_adbSummation, INDICATOR_CALCULATIONS );
|
||||
#endif
|
||||
|
||||
// Set indicator name
|
||||
IndicatorSetString( INDICATOR_SHORTNAME, StringFormat(
|
||||
MName " ( %d, %d )", i_nSummationPeriod, i_nAveragingPeriod ) );
|
||||
|
||||
return INIT_SUCCEEDED; // Successful initialisation of indicator
|
||||
};
|
||||
|
||||
// Calculation event handler
|
||||
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[]
|
||||
)
|
||||
{
|
||||
// Main loop — fill in the arrays with data values
|
||||
for( int iCur = MOnCalcStart,
|
||||
iPrev = MOnCalcBack( iCur, 1 ),
|
||||
iSumPrev = MOnCalcBack( iCur, (int) i_nSummationPeriod ),
|
||||
iAvgPrev = MOnCalcBack( iCur, (int) i_nAveragingPeriod );
|
||||
!IsStopped() && MOnCalcCheck( iCur );
|
||||
MOnCalcNext( iCur ), MOnCalcNext( iPrev ), MOnCalcNext( iSumPrev ), MOnCalcNext( iAvgPrev ) )
|
||||
{
|
||||
// Calculate volume to apply
|
||||
double dbVolume = 1.0;
|
||||
switch( i_eVolumeWeight ) {
|
||||
#ifndef __MQL4__
|
||||
case EVW_RealVolume: dbVolume = (double) volume[ iCur ]; break;
|
||||
#endif
|
||||
case EVW_TickVolume: dbVolume = (double) tick_volume[ iCur ]; break;
|
||||
case EVW_PriceRange: if( MOnCalcValid( iPrev ) ) {
|
||||
double dbClosePrev = close[ iPrev ];
|
||||
dbVolume = fmax( high[ iCur ], dbClosePrev )
|
||||
- fmin( low[ iCur ], dbClosePrev );
|
||||
} else dbVolume = high[ iCur ] - low[ iCur ];
|
||||
};
|
||||
|
||||
// Calculate price to apply
|
||||
double dbPriceCur;
|
||||
MSetAppliedPrice( i_ePriceApplied, dbPriceCur, iCur );
|
||||
|
||||
// Calculate volume weighted price delta and sum
|
||||
double dbPricePrev = MOnCalcValid( iPrev ) ? g_adbPriceApplied [ iPrev ] : open[ iCur ],
|
||||
dbPriceDelta = dbPriceCur - dbPricePrev,
|
||||
dbVolumePriceDelta = dbPriceDelta * dbVolume,
|
||||
dbSummation = dbVolumePriceDelta
|
||||
+ ( MOnCalcValid( iPrev ) ? g_adbSummation[ iPrev ] : 0.0 )
|
||||
- ( MOnCalcValid( iSumPrev ) ? g_adbVolumePriceDelta[ iSumPrev ] : 0.0 );
|
||||
// Define colourasation
|
||||
#ifdef __MQL4__
|
||||
double dbSummationPositive = dbSummation > 0.0 ? dbSummation : 0.0,
|
||||
dbSummationNegative = dbSummation < 0.0 ? dbSummation : 0.0;
|
||||
#else
|
||||
double dbSummationColour = dbSummation > 0.0 ? MIdxCandleUp
|
||||
: ( dbSummation < 0.0 ? MIdxCandleDown
|
||||
: MIdxCandleNone );
|
||||
#endif
|
||||
|
||||
// Calculate simple summation and averaging
|
||||
double dbSumSimpleCur = dbSummation
|
||||
+ ( MOnCalcValid( iPrev ) ? g_adbSummationSimple[ iPrev ] : 0.0 )
|
||||
- ( MOnCalcValid( iAvgPrev ) ? g_adbSummation[ iAvgPrev ] : 0.0 ),
|
||||
dbAverageSimpleCur = dbSumSimpleCur / i_nAveragingPeriod;
|
||||
|
||||
// Calculate exponential averaging
|
||||
double dbAverageExponentialPrev = MOnCalcValid( iPrev ) ? g_adbAveragingExponential[ iPrev ] : dbSummation,
|
||||
dbAverageExponentialCur = dbAverageExponentialPrev
|
||||
+ ( dbSummation - dbAverageExponentialPrev )
|
||||
* g_dbEmaWeight;
|
||||
|
||||
// Set buffer values
|
||||
g_adbPriceApplied[ iCur ] = dbPriceCur;
|
||||
g_adbVolumePriceDelta[ iCur ] = dbVolumePriceDelta;
|
||||
g_adbSummation[ iCur ] = dbSummation;
|
||||
g_adbSummationSimple[ iCur ] = dbSumSimpleCur;
|
||||
g_adbAveragingSimple[ iCur ] = dbAverageSimpleCur;
|
||||
g_adbAveragingExponential[ iCur ] = dbAverageExponentialCur;
|
||||
#ifdef __MQL4__
|
||||
g_adbSummationPositive[ iCur ] = dbSummationPositive;
|
||||
g_adbSummationNegative[ iCur ] = dbSummationNegative;
|
||||
#else
|
||||
g_adbSummationColour[ iCur ] = dbSummationColour;
|
||||
#endif
|
||||
};
|
||||
|
||||
return rates_total; // Return value for prev_calculated of next call
|
||||
};
|
||||
|
||||
//---------------------------------------------------------------------------------------------------------------------
|
||||
@@ -0,0 +1,114 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Timeframe Confluence Detector.mq5 |
|
||||
//| |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "phade"
|
||||
#property version "1.00"
|
||||
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 5
|
||||
#property indicator_plots 3
|
||||
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrBurlyWood
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrGray
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 clrDarkGray
|
||||
#property indicator_style3 STYLE_SOLID
|
||||
#property indicator_width3 1
|
||||
|
||||
#define offset 60
|
||||
|
||||
input ENUM_TIMEFRAMES timeframe_a = PERIOD_CURRENT; //Current period
|
||||
input ENUM_TIMEFRAMES timeframe_b = PERIOD_H2; // 1st timeframe deviation to current period
|
||||
input ENUM_TIMEFRAMES timeframe_c = PERIOD_H1; // 2nd timeframe deviation to current period
|
||||
|
||||
int bars;
|
||||
|
||||
double buf_a[];
|
||||
double buf_b[];
|
||||
double buf_c[];
|
||||
|
||||
double deviator_a[], deviator_b[];
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
IndicatorRelease(0);
|
||||
|
||||
SetIndexBuffer(0, buf_a, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, deviator_a, INDICATOR_DATA);
|
||||
SetIndexBuffer(2, deviator_b, INDICATOR_DATA);
|
||||
SetIndexBuffer(3, buf_b, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(4, buf_c, INDICATOR_CALCULATIONS);
|
||||
|
||||
ArraySetAsSeries(buf_a,true);
|
||||
ArraySetAsSeries(buf_b,true);
|
||||
ArraySetAsSeries(buf_c,true);
|
||||
ArraySetAsSeries(deviator_a,true);
|
||||
ArraySetAsSeries(deviator_b,true);
|
||||
|
||||
PlotIndexSetString(0, PLOT_LABEL, TimeframeToString(timeframe_a));
|
||||
PlotIndexSetString(1, PLOT_LABEL, "Deviation from " + TimeframeToString(timeframe_b) + " to " + TimeframeToString(timeframe_a));
|
||||
PlotIndexSetString(2, PLOT_LABEL, "Deviation from " + TimeframeToString(timeframe_c) + " to " + TimeframeToString(timeframe_a));
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
CopySeries(Symbol(), timeframe_a, 0, rates_total, COPY_RATES_CLOSE, buf_a);
|
||||
CopySeries(Symbol(), timeframe_b, 0, rates_total, COPY_RATES_CLOSE, buf_b);
|
||||
CopySeries(Symbol(), timeframe_c, 0, rates_total, COPY_RATES_CLOSE, buf_c);
|
||||
|
||||
for(int i = rates_total - 1; i>=0; i--){
|
||||
|
||||
deviator_a[i] = MathAbs(buf_b[i] - buf_a[i]) + buf_b[i] - offset*_Point;
|
||||
deviator_b[i] = MathAbs(buf_c[i] - buf_a[i]) + buf_c[i] - (offset*2)*_Point;
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
|
||||
string TimeframeToString(const ENUM_TIMEFRAMES timeframe)
|
||||
{
|
||||
string result;
|
||||
switch (timeframe){
|
||||
|
||||
case PERIOD_M1: result = "M1"; break;
|
||||
case PERIOD_M5: result = "M5"; break;
|
||||
case PERIOD_M15: result = "M15"; break;
|
||||
case PERIOD_M30: result = "M30"; break;
|
||||
case PERIOD_H1: result = "H1"; break;
|
||||
case PERIOD_H2: result = "H2"; break;
|
||||
case PERIOD_H4: result = "H4"; break;
|
||||
case PERIOD_D1: result = "D1"; break;
|
||||
case PERIOD_W1: result = "W1"; break;
|
||||
case PERIOD_MN1: result = "MN1"; break;
|
||||
default: result = ""; break;
|
||||
}
|
||||
return result;
|
||||
}
|
||||
@@ -0,0 +1,114 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| TrendLinearReg.mq5 |
|
||||
//| Copyright 2022, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2022, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property indicator_separate_window
|
||||
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
#property indicator_color1 LimeGreen
|
||||
#property indicator_type1 DRAW_HISTOGRAM
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
#property indicator_color2 Red
|
||||
#property indicator_type2 DRAW_HISTOGRAM
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
extern int barsToCount=34; // Bars to calculate
|
||||
|
||||
double buffer0[];
|
||||
double buffer1[];
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,buffer0);
|
||||
SetIndexBuffer(1,buffer1);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
//---
|
||||
|
||||
double b, c, sumy, sumx, sumxy, sumx2;
|
||||
double prev;
|
||||
double current;
|
||||
|
||||
if(rates_total <= barsToCount)
|
||||
return rates_total;
|
||||
|
||||
int start = prev_calculated;
|
||||
if(prev_calculated < barsToCount)
|
||||
start = barsToCount;
|
||||
|
||||
for(int index = start; index < rates_total; index++)
|
||||
{
|
||||
|
||||
sumy=0.0;
|
||||
sumx=0.0;
|
||||
sumxy=0.0;
|
||||
sumx2=0.0;
|
||||
for(int i=0; i < barsToCount ; i++)
|
||||
{
|
||||
sumy+=close[index-i];
|
||||
sumxy+=close[index-i]*(1+i);
|
||||
sumx+=(1+i);
|
||||
sumx2+=(1+i)*(1+i);
|
||||
}
|
||||
|
||||
c=sumx2*barsToCount-sumx*sumx;
|
||||
|
||||
if(c==0)
|
||||
c=0.1;
|
||||
|
||||
b=(sumxy*barsToCount-sumx*sumy)/c;
|
||||
|
||||
current=-1000*b;
|
||||
prev=current;
|
||||
|
||||
|
||||
if(buffer1[index-1] !=EMPTY_VALUE)
|
||||
prev=buffer1[index-1];
|
||||
else
|
||||
if(buffer0[index-1] !=EMPTY_VALUE)
|
||||
prev=buffer0[index-1];
|
||||
|
||||
if(current>=prev)
|
||||
{
|
||||
buffer0[index]= current;
|
||||
buffer1[index]= EMPTY_VALUE;
|
||||
}
|
||||
else
|
||||
if(current<prev)
|
||||
{
|
||||
buffer1[index]= current;
|
||||
buffer0[index]= EMPTY_VALUE;
|
||||
}
|
||||
/*
|
||||
*/
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -46,7 +46,7 @@ input bool x121EAUseAllSymbols = false;
|
||||
input bool x121EAUseAllWatchListSymbols = false; // Use All WatchList Symbols
|
||||
input bool x121EAAllowLong = true; // Allow Long Trades
|
||||
input bool x121EAAllowShort = true; // Allow Short Trades
|
||||
input int x121EADelayBetweenTwoSignal = 10; // Delay Between two Same Signals
|
||||
input int x121EADelayBetweenTwoSignal = 5; // Delay Between two Same Signals
|
||||
input int x121EAReuiredSignalVerifications = 5; // Required Verifications for Signals
|
||||
input bool x121EAGetVerificationFromOtherTimeFrames = true; // Get Verifications from Other Time Frames
|
||||
|
||||
@@ -56,7 +56,7 @@ input group "Risk Management";
|
||||
input double x121EAVolume = 0.02; // Static Volume
|
||||
input double x121EATPPoint = 1000; // TP Point
|
||||
input double x121EASLPoint = 1000; // SL Point
|
||||
input int x121EAMaxAllowedTrades = 1; // Max Allowed Positions
|
||||
input int x121EAMaxAllowedTrades = 2; // Max Allowed Positions
|
||||
input bool x121EAIgnoreSL = true; // Ignore Calculated SL
|
||||
input bool x121EAIgnoreTP = false; // Ignore Calculated TP
|
||||
|
||||
@@ -104,8 +104,8 @@ input double x121EAMaxAllowedRecoveryVolume = 0.08; // Max Allowed Recovery Sign
|
||||
input group "Hedging";
|
||||
input int x121EARestingAfterHedge = 0; // Resting Seconds After Hedge
|
||||
input double x121EAForceCloseProfit = 15; // Close All Positions Regardless of Policies when Profit Reached
|
||||
input double x121EAMaxDrawdownForce = 5; // Max Drawdown Force State for Handling Guards
|
||||
input int x121EAMaxPositionsForce = 15; // Max Number of Positions Force State for Handling Guards
|
||||
input double x121EAMaxDrawdownForce = 10; // Max Drawdown Force State for Handling Guards
|
||||
input int x121EAMaxPositionsForce = 10; // Max Number of Positions Force State for Handling Guards
|
||||
input double x121EAMinRequiredProfitPerTrade = 0.5; // Minimum Required Profit for Hedging
|
||||
input double x121EAMinRequiredProfitPerVolumeFactor = 0.01; // Minimum Required Profit for Hedging Per Volume
|
||||
|
||||
|
||||
@@ -0,0 +1,333 @@
|
||||
///////////////////////////////////////////////////////
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------
|
||||
// Name: XATSL
|
||||
// Description: ATR SL ...
|
||||
//
|
||||
// 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 XATSL Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XATSL"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
input group "Market";
|
||||
input int length = 14; // Length
|
||||
input double coeff = 2.0; // Coefficient
|
||||
|
||||
//
|
||||
input group "Presentation";
|
||||
input bool show = true; // Show
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
#define mainBufferIndex 0
|
||||
double mainBuffer[];
|
||||
|
||||
//
|
||||
#define mainBufferColorIndex 1
|
||||
double mainBufferColor[];
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullColorIDX 1
|
||||
#define bearColorIDX 2
|
||||
|
||||
//
|
||||
#property indicator_label1 "XATSL"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
#define hlBufferIndex 2
|
||||
double hlBuffer[];
|
||||
|
||||
//
|
||||
#define wmaBufferIndex 3
|
||||
double wmaBuffer[];
|
||||
|
||||
//
|
||||
#define tmpBufferIndex 4
|
||||
double tmpBuffer[];
|
||||
|
||||
//
|
||||
#define diffBufferIndex 5
|
||||
double diffBuffer[];
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
int maPeriod;
|
||||
double k;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
maPeriod = int(length < 1 ? 1 : length);
|
||||
double n1 = 2.0 * double(maPeriod - 1);
|
||||
k = 2.0 / (n1 + 1);
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
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
|
||||
}
|
||||
|
||||
//
|
||||
// Calculating what we want ...
|
||||
int OnCalculate(
|
||||
const int rates_total, // Total Bars on Chart ...
|
||||
const int prev_calculated, // Total Calculated Bars on Charts ...
|
||||
const datetime &time[], // History of Open Time ...
|
||||
const double &open[], // History of Open Price ...
|
||||
const double &high[], // History of High Price ...
|
||||
const double &low[], // History of Low Price ...
|
||||
const double &close[], // History of Close Price ...
|
||||
const long &tick_volume[], // History of Tick Volumes on Bar ...
|
||||
const long &volume[], // History of Trade Volumes ...
|
||||
const int &spread[] // History of Spread Price ...
|
||||
)
|
||||
{
|
||||
//
|
||||
ArraySetAsSeries(high, true);
|
||||
ArraySetAsSeries(low, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
//
|
||||
if (rates_total < maPeriod)
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
|
||||
//
|
||||
int limit = rates_total - prev_calculated;
|
||||
if (limit > 1)
|
||||
{
|
||||
//
|
||||
limit = rates_total - 2;
|
||||
|
||||
//
|
||||
ArrayInitialize(mainBuffer, EMPTY_VALUE);
|
||||
ArrayInitialize(hlBuffer, 0);
|
||||
ArrayInitialize(diffBuffer, 0);
|
||||
ArrayInitialize(wmaBuffer, 0);
|
||||
ArrayInitialize(tmpBuffer, 0);
|
||||
}
|
||||
|
||||
//
|
||||
for (int i = limit; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
hlBuffer[i] = high[i] - low[i];
|
||||
|
||||
//
|
||||
double href = 0;
|
||||
double lref = 0;
|
||||
|
||||
//
|
||||
double sma = MAOnArray(hlBuffer, 0, maPeriod, 0, MODE_SMA, i);
|
||||
double hiLo = fmin(hlBuffer[i], sma);
|
||||
|
||||
//
|
||||
href = (low[i] <= high[i + 1] ? high[i] - close[i + 1] : (hlBuffer[i] - close[i + 1] + high[i + 1]) / 2);
|
||||
lref = (high[i] >= low[i + 1] ? close[i + 1] - low[i] : (close[i + 1] - low[i + 1] + hlBuffer[i]) / 2);
|
||||
|
||||
//
|
||||
diffBuffer[i] = fmax(hiLo, fmax(href, lref));
|
||||
}
|
||||
|
||||
//
|
||||
for (int i = limit; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
if (i == rates_total - 2)
|
||||
{
|
||||
wmaBuffer[i] = MAOnArray(diffBuffer, 0, maPeriod, 0, MODE_EMA, i);
|
||||
}
|
||||
else
|
||||
{
|
||||
wmaBuffer[i] = (diffBuffer[i] - wmaBuffer[i + 1]) * k + wmaBuffer[i + 1];
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
for (int i = limit; i >= 0 && !IsStopped(); i--)
|
||||
{
|
||||
//
|
||||
double loss = wmaBuffer[i] * coeff;
|
||||
if (close[i] > tmpBuffer[i + 1] && close[i + 1] > tmpBuffer[i + 1])
|
||||
{
|
||||
//
|
||||
tmpBuffer[i] = fmax(tmpBuffer[i + 1], close[i] - loss);
|
||||
|
||||
//
|
||||
mainBuffer[i] = tmpBuffer[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
if (close[i] < tmpBuffer[i + 1] && close[i + 1] < tmpBuffer[i + 1])
|
||||
{
|
||||
//
|
||||
tmpBuffer[i] = fmin(tmpBuffer[i + 1], close[i] + loss);
|
||||
|
||||
//
|
||||
mainBuffer[i] = tmpBuffer[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
if (close[i] > tmpBuffer[i + 1])
|
||||
{
|
||||
//
|
||||
tmpBuffer[i] = close[i] - loss;
|
||||
|
||||
//
|
||||
mainBuffer[i] = tmpBuffer[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
tmpBuffer[i] = close[i] + loss;
|
||||
|
||||
//
|
||||
mainBuffer[i] = tmpBuffer[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Define Color Buffer ...
|
||||
double clrValue = !show
|
||||
? hideColorIDX
|
||||
: mainBuffer[i] > close[i]
|
||||
? bearColorIDX
|
||||
: bullColorIDX;
|
||||
mainBufferColor[i] = clrValue;
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
//
|
||||
// Validate Input Args for Initialization ...
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = length >= 2 &&
|
||||
coeff > 0;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
//
|
||||
// Define Indexes and Styles ...
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Main ...
|
||||
ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
|
||||
|
||||
ArraySetAsSeries(mainBuffer, true);
|
||||
ArraySetAsSeries(mainBufferColor, true);
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
|
||||
SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
|
||||
SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(hlBuffer, true);
|
||||
SetIndexBuffer(hlBufferIndex, hlBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(wmaBuffer, true);
|
||||
SetIndexBuffer(wmaBufferIndex, wmaBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(tmpBuffer, true);
|
||||
SetIndexBuffer(tmpBufferIndex, tmpBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
ArraySetAsSeries(diffBuffer, true);
|
||||
SetIndexBuffer(diffBufferIndex, diffBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,222 @@
|
||||
///////////////////////////////////////////////////////
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------
|
||||
// Name: XDMNT
|
||||
// Description: Dominant ...
|
||||
//
|
||||
// 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 XDMNT Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XDMNT"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
input group "Presentation";
|
||||
input bool showBull = true; // Show Bull
|
||||
input bool showBear = true; // Show Bear
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
#define bullBufferIndex 0
|
||||
double bullBuffer[];
|
||||
|
||||
//
|
||||
#property indicator_label1 "XDMNT Bull"
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrAqua
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
#define bearBufferIndex 1
|
||||
double bearBuffer[];
|
||||
|
||||
//
|
||||
#property indicator_label2 "XDMNT Bear"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrMagenta
|
||||
#property indicator_width2 2
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
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
|
||||
}
|
||||
|
||||
//
|
||||
// Calculating what we want ...
|
||||
int OnCalculate(
|
||||
const int rates_total, // Total Bars on Chart ...
|
||||
const int prev_calculated, // Total Calculated Bars on Charts ...
|
||||
const datetime &time[], // History of Open Time ...
|
||||
const double &open[], // History of Open Price ...
|
||||
const double &high[], // History of High Price ...
|
||||
const double &low[], // History of Low Price ...
|
||||
const double &close[], // History of Close Price ...
|
||||
const long &tick_volume[], // History of Tick Volumes on Bar ...
|
||||
const long &volume[], // History of Trade Volumes ...
|
||||
const int &spread[] // History of Spread Price ...
|
||||
)
|
||||
{
|
||||
//
|
||||
ArraySetAsSeries(open, true);
|
||||
ArraySetAsSeries(high, true);
|
||||
ArraySetAsSeries(low, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
ArraySetAsSeries(time, true);
|
||||
|
||||
//
|
||||
for (int i = 1; i < rates_total - 2; i++)
|
||||
{
|
||||
//
|
||||
// Bullish ...
|
||||
if (open[i] < close[i] && open[i + 1] < close[i + 1] && open[i] >= close[i + 1] && low[i] < close[i + 1] && high[i + 1] > open[i])
|
||||
{
|
||||
//
|
||||
bullBuffer[i] = low[i + 1];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
bullBuffer[i] = 0;
|
||||
}
|
||||
|
||||
//
|
||||
// Bearish ...
|
||||
if (open[i] > close[i] && open[i + 1] > close[i + 1] && open[i] <= close[i + 1] && high[i] > close[i + 1] && low[i + 1] < open[i])
|
||||
{
|
||||
//
|
||||
bearBuffer[i] = high[i + 1];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
bearBuffer[i] = 0;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
//
|
||||
// Validate Input Args for Initialization ...
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = true;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
//
|
||||
// Define Indexes and Styles ...
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Bull ...
|
||||
ENUM_DRAW_TYPE bullDrawType = showBull ? DRAW_ARROW : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(bullBuffer, true);
|
||||
PlotIndexSetInteger(bullBufferIndex, PLOT_ARROW, 225);
|
||||
PlotIndexSetDouble(bullBufferIndex, PLOT_EMPTY_VALUE, 0);
|
||||
SetIndexBuffer(bullBufferIndex, bullBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(bullBufferIndex, PLOT_SHOW_DATA, showBull);
|
||||
PlotIndexSetInteger(bullBufferIndex, PLOT_DRAW_TYPE, bullDrawType);
|
||||
|
||||
//
|
||||
// Bear ...
|
||||
ENUM_DRAW_TYPE bearDrawType = showBear ? DRAW_ARROW : DRAW_NONE;
|
||||
|
||||
//
|
||||
ArraySetAsSeries(bearBuffer, true);
|
||||
PlotIndexSetInteger(bearBufferIndex, PLOT_ARROW, 225);
|
||||
PlotIndexSetDouble(bearBufferIndex, PLOT_EMPTY_VALUE, 0);
|
||||
SetIndexBuffer(bearBufferIndex, bearBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(bearBufferIndex, PLOT_SHOW_DATA, showBull);
|
||||
PlotIndexSetInteger(bearBufferIndex, PLOT_DRAW_TYPE, bearDrawType);
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,368 @@
|
||||
///////////////////////////////////////////////////////
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------
|
||||
// Name: XHTD
|
||||
// Description: HULL Trend Detector ...
|
||||
//
|
||||
// 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 XHTD Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XHTD"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
input group "Market";
|
||||
input int length = 14; // Length
|
||||
input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
|
||||
input double multiplier = 0.66; // Multiplier
|
||||
|
||||
//
|
||||
input group "Presentation";
|
||||
input bool show = true; // Show
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
#define mainBufferIndex 0
|
||||
double mainBuffer[];
|
||||
|
||||
//
|
||||
#define mainBufferColorIndex 1
|
||||
double mainBufferColor[];
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullColorIDX 1
|
||||
#define bearColorIDX 2
|
||||
|
||||
//
|
||||
#property indicator_label1 "XHTD"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
#define upBufferIndex 2
|
||||
double upBuffer[];
|
||||
|
||||
//
|
||||
#define downBufferIndex 3
|
||||
double downBuffer[];
|
||||
|
||||
//
|
||||
#define directionBufferIndex 4
|
||||
double directionBuffer[];
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
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
|
||||
}
|
||||
|
||||
//
|
||||
// Calculating what we want ...
|
||||
int OnCalculate(
|
||||
const int rates_total, // Total Bars on Chart ...
|
||||
const int prev_calculated, // Total Calculated Bars on Charts ...
|
||||
const datetime &time[], // History of Open Time ...
|
||||
const double &open[], // History of Open Price ...
|
||||
const double &high[], // History of High Price ...
|
||||
const double &low[], // History of Low Price ...
|
||||
const double &close[], // History of Close Price ...
|
||||
const long &tick_volume[], // History of Tick Volumes on Bar ...
|
||||
const long &volume[], // History of Trade Volumes ...
|
||||
const int &spread[] // History of Spread Price ...
|
||||
)
|
||||
{
|
||||
//
|
||||
if (ArraySize(directionBuffer) != rates_total)
|
||||
{
|
||||
//
|
||||
ArrayResize(upBuffer, rates_total);
|
||||
ArrayResize(downBuffer, rates_total);
|
||||
ArrayResize(directionBuffer, rates_total);
|
||||
}
|
||||
|
||||
//
|
||||
for (int i = (int)MathMax(prev_calculated - 1, 1); i < rates_total; i++)
|
||||
{
|
||||
//
|
||||
double atr = 0;
|
||||
for (int k = 0; k < length && (i - k - 1) >= 0; k++)
|
||||
{
|
||||
atr += MathMax(high[i - k], close[i - k - 1]) - MathMin(low[i - k], close[i - k - 1]);
|
||||
}
|
||||
|
||||
//
|
||||
atr /= length;
|
||||
|
||||
//
|
||||
double cprice = close[i];
|
||||
double appliedPrice = getPrice(
|
||||
appliedTo,
|
||||
open,
|
||||
close,
|
||||
high,
|
||||
low,
|
||||
i,
|
||||
rates_total //
|
||||
);
|
||||
double mprice = iHull(
|
||||
appliedPrice,
|
||||
length,
|
||||
i,
|
||||
rates_total //
|
||||
);
|
||||
|
||||
//
|
||||
upBuffer[i] = mprice + multiplier * atr;
|
||||
downBuffer[i] = mprice - multiplier * atr;
|
||||
|
||||
//
|
||||
mainBufferColor[i] = mainBufferColor[i - 1];
|
||||
directionBuffer[i] = directionBuffer[i - 1];
|
||||
|
||||
//
|
||||
if (cprice > upBuffer[i - 1])
|
||||
{
|
||||
directionBuffer[i] = 1;
|
||||
}
|
||||
|
||||
//
|
||||
if (cprice < downBuffer[i - 1])
|
||||
{
|
||||
directionBuffer[i] = -1;
|
||||
}
|
||||
|
||||
//
|
||||
if (directionBuffer[i] > 0)
|
||||
{
|
||||
//
|
||||
downBuffer[i] = MathMax(downBuffer[i], downBuffer[i - 1]);
|
||||
|
||||
//
|
||||
mainBuffer[i] = downBuffer[i];
|
||||
}
|
||||
else
|
||||
{
|
||||
//
|
||||
upBuffer[i] = MathMin(upBuffer[i], upBuffer[i - 1]);
|
||||
|
||||
//
|
||||
mainBuffer[i] = upBuffer[i];
|
||||
}
|
||||
|
||||
//
|
||||
if (directionBuffer[i] == 1)
|
||||
{
|
||||
mainBufferColor[i] = bullColorIDX;
|
||||
}
|
||||
|
||||
//
|
||||
if (directionBuffer[i] == -1)
|
||||
{
|
||||
mainBufferColor[i] = bearColorIDX;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
//
|
||||
// Validate Input Args for Initialization ...
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = length >= 2 &&
|
||||
multiplier > 0;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
//
|
||||
// Define Indexes and Styles ...
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Main ...
|
||||
ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
|
||||
SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
|
||||
SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
|
||||
|
||||
//
|
||||
SetIndexBuffer(upBufferIndex, upBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
SetIndexBuffer(downBufferIndex, downBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
SetIndexBuffer(directionBufferIndex, directionBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
//
|
||||
// Hull Handler ...
|
||||
double workHull[][2];
|
||||
double iHull(
|
||||
double price,
|
||||
double period,
|
||||
int r,
|
||||
int bars,
|
||||
int instanceNo = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
if (ArrayRange(workHull, 0) != bars)
|
||||
{
|
||||
ArrayResize(workHull, bars);
|
||||
}
|
||||
|
||||
//
|
||||
int HmaPeriod = (int)MathMax(period, 2);
|
||||
int HalfPeriod = (int)MathFloor(HmaPeriod / 2);
|
||||
int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
|
||||
double hma, hmw, weight;
|
||||
instanceNo *= 2;
|
||||
|
||||
//
|
||||
workHull[r][instanceNo] = price;
|
||||
|
||||
//
|
||||
hmw = HalfPeriod;
|
||||
hma = hmw * price;
|
||||
for (int k = 1; k < HalfPeriod && (r - k) >= 0; k++)
|
||||
{
|
||||
//
|
||||
weight = HalfPeriod - k;
|
||||
hmw += weight;
|
||||
hma += weight * workHull[r - k][instanceNo];
|
||||
}
|
||||
workHull[r][instanceNo + 1] = 2.0 * hma / hmw;
|
||||
|
||||
//
|
||||
hmw = HmaPeriod;
|
||||
hma = hmw * price;
|
||||
for (int k = 1; k < period && (r - k) >= 0; k++)
|
||||
{
|
||||
//
|
||||
weight = HmaPeriod - k;
|
||||
hmw += weight;
|
||||
hma += weight * workHull[r - k][instanceNo];
|
||||
}
|
||||
workHull[r][instanceNo + 1] -= hma / hmw;
|
||||
|
||||
//
|
||||
hmw = HullPeriod;
|
||||
hma = hmw * workHull[r][instanceNo + 1];
|
||||
for (int k = 1; k < HullPeriod && (r - k) >= 0; k++)
|
||||
{
|
||||
//
|
||||
weight = HullPeriod - k;
|
||||
hmw += weight;
|
||||
hma += weight * workHull[r - k][1 + instanceNo];
|
||||
}
|
||||
|
||||
//
|
||||
return (hma / hmw);
|
||||
}
|
||||
|
||||
//
|
||||
double getPrice(ENUM_APPLIED_PRICE price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)
|
||||
{
|
||||
switch (price)
|
||||
{
|
||||
case PRICE_CLOSE: return(close[i]);
|
||||
case PRICE_OPEN: return(open[i]);
|
||||
case PRICE_HIGH: return(high[i]);
|
||||
case PRICE_LOW: return(low[i]);
|
||||
case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
|
||||
case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
|
||||
case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
|
||||
//case PRICE_AVERAGE: return((high[i]+low[i]+close[i]+open[i])/4.0);
|
||||
}
|
||||
return(0);
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,264 @@
|
||||
///////////////////////////////////////////////////////
|
||||
// SaherElm IT Center MQL5 Indicator
|
||||
// -------------------------------------------
|
||||
// Name: XSLN
|
||||
// Description: HULL Trend Detector ...
|
||||
//
|
||||
// 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 XSLN Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XSLN"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
input group "Presentation";
|
||||
input bool show = true; // Show
|
||||
|
||||
//
|
||||
// Buffers ...
|
||||
|
||||
//
|
||||
#property indicator_chart_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
#define mainBufferIndex 0
|
||||
double mainBuffer[];
|
||||
|
||||
//
|
||||
#define mainBufferColorIndex 1
|
||||
double mainBufferColor[];
|
||||
|
||||
//
|
||||
#define hideColorIDX 0
|
||||
#define bullColorIDX 1
|
||||
#define bearColorIDX 2
|
||||
|
||||
//
|
||||
#property indicator_label1 "XSLN"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_width1 1
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
|
||||
//
|
||||
double work[][5];
|
||||
#define hHi 0
|
||||
#define hLo 1
|
||||
#define lHi 2
|
||||
#define lLo 3
|
||||
#define trend 4
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Define Index Buffers ...
|
||||
DefineBuffers();
|
||||
|
||||
//
|
||||
// Set Indicator ShortName ...
|
||||
SetIndicatorName();
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
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
|
||||
}
|
||||
|
||||
//
|
||||
// Calculating what we want ...
|
||||
int OnCalculate(
|
||||
const int rates_total, // Total Bars on Chart ...
|
||||
const int prev_calculated, // Total Calculated Bars on Charts ...
|
||||
const datetime &time[], // History of Open Time ...
|
||||
const double &open[], // History of Open Price ...
|
||||
const double &high[], // History of High Price ...
|
||||
const double &low[], // History of Low Price ...
|
||||
const double &close[], // History of Close Price ...
|
||||
const long &tick_volume[], // History of Tick Volumes on Bar ...
|
||||
const long &volume[], // History of Trade Volumes ...
|
||||
const int &spread[] // History of Spread Price ...
|
||||
)
|
||||
{
|
||||
//
|
||||
if (ArrayRange(work, 0) != rates_total)
|
||||
{
|
||||
ArrayResize(work, rates_total);
|
||||
}
|
||||
|
||||
//
|
||||
for (int i = (int)MathMax(prev_calculated - 1, 0); i < rates_total; i++)
|
||||
{
|
||||
//
|
||||
if (i == 0)
|
||||
{
|
||||
//
|
||||
work[i][hHi] = high[i];
|
||||
work[i][hLo] = low[i];
|
||||
work[i][lHi] = high[i];
|
||||
work[i][lLo] = low[i];
|
||||
work[i][trend] = -1;
|
||||
continue;
|
||||
}
|
||||
|
||||
//
|
||||
work[i][trend] = work[i - 1][trend];
|
||||
work[i][hHi] = work[i - 1][hHi];
|
||||
work[i][hLo] = work[i - 1][hLo];
|
||||
work[i][lHi] = work[i - 1][lHi];
|
||||
work[i][lLo] = work[i - 1][lLo];
|
||||
|
||||
//
|
||||
if (work[i - 1][trend] == 1)
|
||||
{
|
||||
//
|
||||
work[i][hHi] = MathMax(work[i - 1][hHi], high[i]);
|
||||
work[i][hLo] = MathMax(work[i - 1][hLo], low[i]);
|
||||
|
||||
//
|
||||
if (high[i] < work[i][hLo])
|
||||
{
|
||||
//
|
||||
work[i][trend] = -1;
|
||||
work[i][lHi] = high[i];
|
||||
work[i][lLo] = low[i];
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (work[i - 1][trend] == -1)
|
||||
{
|
||||
//
|
||||
work[i][lHi] = MathMin(work[i - 1][lHi], high[i]);
|
||||
work[i][lLo] = MathMin(work[i - 1][lLo], low[i]);
|
||||
|
||||
//
|
||||
if (low[i] > work[i][lHi])
|
||||
{
|
||||
//
|
||||
work[i][trend] = 1;
|
||||
work[i][hHi] = high[i];
|
||||
work[i][hLo] = low[i];
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
if (work[i][trend] == 1)
|
||||
{
|
||||
mainBuffer[i] = work[i][hLo];
|
||||
}
|
||||
else
|
||||
{
|
||||
mainBuffer[i] = work[i][lHi];
|
||||
}
|
||||
|
||||
//
|
||||
mainBufferColor[i] = mainBufferColor[i - 1];
|
||||
|
||||
//
|
||||
if (work[i][trend] == 1)
|
||||
{
|
||||
mainBufferColor[i] = bullColorIDX;
|
||||
}
|
||||
|
||||
//
|
||||
if (work[i][trend] == -1)
|
||||
{
|
||||
mainBufferColor[i] = bearColorIDX;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
//
|
||||
// Validate Input Args for Initialization ...
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = true;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
void SetIndicatorName()
|
||||
{
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
||||
}
|
||||
|
||||
//
|
||||
// Define Indexes and Styles ...
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
// Main ...
|
||||
ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
|
||||
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
|
||||
SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
|
||||
SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,67 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| YMA.mq5 |
|
||||
//| Yuriy Tokman |
|
||||
//| http://ytg.com.ua |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Yuriy Tokman"
|
||||
#property link "http://ytg.com.ua"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
#property indicator_width1 2
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrDarkViolet
|
||||
//--- input parameters
|
||||
input int YMA_Period=21; // Period
|
||||
//--- indicator buffers
|
||||
double Buffer[];
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0,Buffer);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,YMA_Period);
|
||||
string short_name="YMA";
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(YMA_Period)+")");
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
//----
|
||||
int i,limit;
|
||||
//--- check for rates
|
||||
if(rates_total<YMA_Period) return(0);
|
||||
//--- preliminary calculations
|
||||
if(prev_calculated==0)limit=YMA_Period;
|
||||
else limit=prev_calculated-1;
|
||||
//--- the main loop of calculations
|
||||
for(i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
double res =0;
|
||||
for(int j=i;j>i-YMA_Period && j>0;j--)
|
||||
{
|
||||
res += (close[j]+open[j]+high[j]+low[j])/4;
|
||||
}
|
||||
Buffer[i]=res/YMA_Period;
|
||||
}
|
||||
//----
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -74,7 +74,7 @@ ENUM_SERIESMODE ToSeriesMode(ENUM_X_SWING_TYPE value)
|
||||
int FindSwing(
|
||||
string mSymbol, // Trading Symbol ...
|
||||
ENUM_TIMEFRAMES mPeriod, // Trading Period ...
|
||||
ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ...
|
||||
ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ...
|
||||
int mLength, // Loopback ...
|
||||
int bar_index // BarIndex ...
|
||||
)
|
||||
@@ -129,7 +129,7 @@ int FindSwing(
|
||||
int FindNextSwing(
|
||||
string mSymbol, // Trading Symbol ...
|
||||
ENUM_TIMEFRAMES mPeriod, // Trading Period ...
|
||||
ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ...
|
||||
ENUM_X_SWING_TYPE mMode, // Swing Based On Price mode ...
|
||||
int mLength, // Loopback ...
|
||||
int bar_index // BarIndex ...
|
||||
)
|
||||
@@ -5697,6 +5697,216 @@ double GetFibonacciLevel(
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double MAOnArray(
|
||||
double &array[],
|
||||
int total,
|
||||
int period,
|
||||
int ma_shift,
|
||||
int ma_method,
|
||||
int shift //
|
||||
)
|
||||
{
|
||||
//
|
||||
double result = 0;
|
||||
|
||||
//
|
||||
double buf[];
|
||||
double arr[];
|
||||
|
||||
//
|
||||
if (total == 0)
|
||||
{
|
||||
total = ArraySize(array);
|
||||
}
|
||||
|
||||
//
|
||||
if (total > 0 && total <= period)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
if (shift > total - period - ma_shift)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// MA Method ...
|
||||
switch (ma_method)
|
||||
{
|
||||
//
|
||||
// Mode SMA ...
|
||||
case MODE_SMA:
|
||||
{
|
||||
//
|
||||
total = ArrayCopy(arr, array, 0, shift + ma_shift, period);
|
||||
if (ArrayResize(buf, total) < 0)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double sum = 0;
|
||||
int i, pos = total - 1;
|
||||
for (i = 1; i < period; i++, pos--)
|
||||
{
|
||||
sum += arr[pos];
|
||||
}
|
||||
|
||||
//
|
||||
while (pos >= 0)
|
||||
{
|
||||
//
|
||||
sum += arr[pos];
|
||||
buf[pos] = sum / period;
|
||||
sum -= arr[pos + period - 1];
|
||||
pos--;
|
||||
}
|
||||
|
||||
//
|
||||
result = buf[0];
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Mode EMA ...
|
||||
case MODE_EMA:
|
||||
{
|
||||
//
|
||||
if (ArrayResize(buf, total) < 0)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
int pos = total - 2;
|
||||
double pr = 2.0 / (period + 1);
|
||||
|
||||
//
|
||||
while (pos >= 0)
|
||||
{
|
||||
//
|
||||
if (pos == total - 2)
|
||||
{
|
||||
buf[pos + 1] = array[pos + 1];
|
||||
}
|
||||
|
||||
//
|
||||
buf[pos] = array[pos] * pr + buf[pos + 1] * (1 - pr);
|
||||
pos--;
|
||||
}
|
||||
|
||||
//
|
||||
result = buf[shift + ma_shift];
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Mode SMMA ...
|
||||
case MODE_SMMA:
|
||||
{
|
||||
//
|
||||
if (ArrayResize(buf, total) < 0)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
int i, kk, pos;
|
||||
double sum = 0;
|
||||
pos = total - period;
|
||||
|
||||
//
|
||||
while (pos >= 0)
|
||||
{
|
||||
//
|
||||
if (pos == total - period)
|
||||
{
|
||||
//
|
||||
for (i = 0, kk = pos; i < period; i++, kk++)
|
||||
{
|
||||
//
|
||||
sum += array[kk];
|
||||
buf[kk] = 0;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
sum = buf[pos + 1] * (period - 1) + array[pos];
|
||||
}
|
||||
|
||||
//
|
||||
buf[pos] = sum / period;
|
||||
pos--;
|
||||
}
|
||||
|
||||
//
|
||||
result = buf[shift + ma_shift];
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Mode LWMA ...
|
||||
case MODE_LWMA:
|
||||
{
|
||||
//
|
||||
if (ArrayResize(buf, total) < 0)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double price;
|
||||
double sum = 0.0, lsum = 0.0;
|
||||
int i, weight = 0, pos = total - 1;
|
||||
|
||||
//
|
||||
for (i = 1; i <= period; i++, pos--)
|
||||
{
|
||||
//
|
||||
price = array[pos];
|
||||
sum += price * i;
|
||||
lsum += price;
|
||||
weight += i;
|
||||
}
|
||||
|
||||
//
|
||||
pos++;
|
||||
i = pos + period;
|
||||
while (pos >= 0)
|
||||
{
|
||||
//
|
||||
buf[pos] = sum / weight;
|
||||
if (pos == 0)
|
||||
{
|
||||
break;
|
||||
}
|
||||
|
||||
//
|
||||
i--;
|
||||
pos--;
|
||||
price = array[pos];
|
||||
sum = sum - lsum + price * period;
|
||||
lsum -= array[i];
|
||||
lsum += price;
|
||||
}
|
||||
|
||||
//
|
||||
result = buf[shift + ma_shift];
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
default:
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Method 1
|
||||
// Normalize between 1 and 0 ...
|
||||
|
||||
Reference in New Issue
Block a user