add new indicators ...
This commit is contained in:
@@ -0,0 +1,333 @@
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///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XATSL
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// Description: ATR SL ...
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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 XATSL Indicator"
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#property strict
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//
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#define ShortName "XATSL"
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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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//
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input group "Presentation";
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input bool show = true; // Show
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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 7
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#property indicator_plots 2
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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 "XATSL"
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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 hlBufferIndex 2
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double hlBuffer[];
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//
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#define wmaBufferIndex 3
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double wmaBuffer[];
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//
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#define tmpBufferIndex 4
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double tmpBuffer[];
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//
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#define diffBufferIndex 5
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double diffBuffer[];
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//
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// Variables ...
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int maPeriod;
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double k;
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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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k = 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(mainBuffer, 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]) * k + 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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mainBuffer[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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mainBuffer[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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mainBuffer[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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mainBuffer[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 = !show
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? hideColorIDX
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: mainBuffer[i] > close[i]
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? bearColorIDX
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: bullColorIDX;
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mainBufferColor[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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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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ArraySetAsSeries(mainBuffer, true);
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ArraySetAsSeries(mainBufferColor, true);
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PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
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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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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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//
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@@ -0,0 +1,222 @@
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///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XDMNT
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// Description: Dominant ...
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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 XDMNT Indicator"
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#property strict
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//
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#define ShortName "XDMNT"
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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 "Presentation";
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input bool showBull = true; // Show Bull
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input bool showBear = true; // Show Bear
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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 2
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#property indicator_plots 2
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//
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#define bullBufferIndex 0
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double bullBuffer[];
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//
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#property indicator_label1 "XDMNT Bull"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrAqua
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#property indicator_width1 2
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//
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#define bearBufferIndex 1
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double bearBuffer[];
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//
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#property indicator_label2 "XDMNT Bear"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrMagenta
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#property indicator_width2 2
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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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// 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(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(time, true);
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//
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for (int i = 1; i < rates_total - 2; i++)
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{
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//
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// Bullish ...
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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])
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{
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//
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bullBuffer[i] = low[i + 1];
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}
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else
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{
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//
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bullBuffer[i] = 0;
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}
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//
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// Bearish ...
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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])
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{
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//
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bearBuffer[i] = high[i + 1];
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}
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else
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{
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//
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bearBuffer[i] = 0;
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}
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}
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//
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return rates_total;
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}
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||||
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||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
//
|
||||
// Validate Input Args for Initialization ...
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
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||||
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||||
//
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result = true;
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//
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return result;
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}
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||||
|
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//
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||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
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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void DefineBuffers()
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{
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//
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// Bull ...
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ENUM_DRAW_TYPE bullDrawType = showBull ? DRAW_ARROW : DRAW_NONE;
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//
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ArraySetAsSeries(bullBuffer, true);
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PlotIndexSetInteger(bullBufferIndex, PLOT_ARROW, 225);
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PlotIndexSetDouble(bullBufferIndex, PLOT_EMPTY_VALUE, 0);
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SetIndexBuffer(bullBufferIndex, bullBuffer, INDICATOR_DATA);
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//
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PlotIndexSetInteger(bullBufferIndex, PLOT_SHOW_DATA, showBull);
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||||
PlotIndexSetInteger(bullBufferIndex, PLOT_DRAW_TYPE, bullDrawType);
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||||
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||||
//
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// Bear ...
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||||
ENUM_DRAW_TYPE bearDrawType = showBear ? DRAW_ARROW : DRAW_NONE;
|
||||
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//
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ArraySetAsSeries(bearBuffer, true);
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PlotIndexSetInteger(bearBufferIndex, PLOT_ARROW, 225);
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||||
PlotIndexSetDouble(bearBufferIndex, PLOT_EMPTY_VALUE, 0);
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||||
SetIndexBuffer(bearBufferIndex, bearBuffer, INDICATOR_DATA);
|
||||
|
||||
//
|
||||
PlotIndexSetInteger(bearBufferIndex, PLOT_SHOW_DATA, showBull);
|
||||
PlotIndexSetInteger(bearBufferIndex, PLOT_DRAW_TYPE, bearDrawType);
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||||
}
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||||
|
||||
//
|
||||
@@ -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);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user