/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Ocillator // ------------------------------------------------- // Name: X121 XCDV // Description: Detect Comulative Delta Volume ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm X121 XCDV Ocillator" #property strict // // Definitions ... // #define ShortName "X121_XCDV" // // Imports ... #include "../Libraries/x-saherelm.common.lib.mq5" // // Inputs ... // // Makret ... input group "Market"; input int maLength = 14; // Moving Averge Length input ENUM_X_PRICE maAppliedTo = X_PRICE_CLOSE; // Moving Averge Applied To input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method // // Presentation ... input group "Presentation"; input int startCalculationForLastBars = 1000; // Calculate Last n Bars input bool showCDV = true; // Show Delta Line input bool showMA = true; // Show Delta Histogram // // Buffers Props ... // #property indicator_separate_window // #property indicator_buffers 10 #property indicator_plots 2 // #define hideColorIDX 0 #define bullishColorIDX 1 #define bearishColorIDX 2 // // Buffers ... // #define openBufferIndex 0 double openBuffer[]; // #define highBufferIndex 1 double highBuffer[]; // #define lowBufferIndex 2 double lowBuffer[]; // #define closeBufferIndex 3 double closeBuffer[]; // #define colorBufferIndex 4 double colorBuffer[]; // #define barBufferIndex 0 #property indicator_label1 "X121 XCDV Open;X121 XCDV High;X121 XCDV Low;X121 XCDV Close" #property indicator_type1 DRAW_COLOR_CANDLES #property indicator_color1 CLR_NONE, clrLime, clrRed // #define maBufferIndex 5 double maBuffer[]; #property indicator_label2 "MA" #property indicator_type2 DRAW_LINE #property indicator_color2 clrYellow #property indicator_style2 STYLE_SOLID #property indicator_width2 1 // // Data Buffers ... #define mLastBufferIndex 5 #define priceBufferIndex mLastBufferIndex + 1 double priceBuffer[]; #define deltaBufferIndex mLastBufferIndex + 2 double deltaBuffer[]; #define cumulativeDeltaBufferIndex mLastBufferIndex + 3 double cumulativeDeltaBuffer[]; // // Variables, Properties and etc ... // // this counts Available Bars ... int limit; // int maxLength; // double lastCDV = 0.0; // // Event Handlers ... /** * Initialize Indicator ... * * @return ( int ) */ int OnInit() { // // Validate Inputs ... if (!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // // Initialize Indicator Handlers ... // // because in some cases we may have more than one input for // calculation and we must prevent any calculation // untill we pass the biggest input length, here we get max Input length // and then wait until pass it ... maxLength = ExtractMaxLengthOfInputs(); // // Define Index Buffers ... DefineBuffers(); // // Set Indicator ShortName ... SetIndicatorName(); IndicatorSetInteger(INDICATOR_DIGITS, 2); // // Init Succeed ... return INIT_SUCCEEDED; } /** * De Initialize Indicator ... * * @param reason: Integer, De Initialization Reason ... */ void OnDeinit(const int reason) { // // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function // REASON_REMOVE 1 Program removed from a chart // REASON_RECOMPILE 2 Program recompiled // REASON_CHARTCHANGE 3 A symbol or a chart period is changed // REASON_CHARTCLOSE 4 Chart closed // REASON_PARAMETERS 5 Inputs changed by a user // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings // REASON_TEMPLATE 7 Another chart template applied // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value // REASON_CLOSE 9 Terminal closed } /** * Calculate Bars ... * * @param rates_total: Integer, Total Bars on Chart ... * @param prev_calculated: Integer, Total Calculated Bars on Charts ... * @param time: DateTime Array, History of Open Time ... * @param open: Double Array, History of Open Prices ... * @param high: Double Array, History of High Prices ... * @param low: Double Array, History of Low Prices ... * @param close: Double Array, History of Close Prices ... * @param tick_volume: Long, History of Tick Volumes on Bar ... * @param volume: Long, History of Trade Volumes ... * @param spread: Double, History of Spread Price ... * * @return ( int ) */ int OnCalculate( const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[] // ) { // // Prepare Buffers ... ArraySetAsSeries(time, true); ArraySetAsSeries(open, true); ArraySetAsSeries(high, true); ArraySetAsSeries(low, true); ArraySetAsSeries(close, true); ArraySetAsSeries(tick_volume, true); ArraySetAsSeries(volume, true); ArraySetAsSeries(spread, true); // limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1; // // Main Loop ... for (int i = limit - 1; i >= 0 && !IsStopped(); i--) { // CalculateBuffers( // i, prev_calculated, rates_total, // open, high, close, low, tick_volume // ); } // return rates_total; } // // Functions ... /** * Validate Input Args for Initialization ... * * @return ( bool ) */ bool ValidateInputs() { // bool result = false; // result = maLength > 0 && IsValid(maMethod) && IsValid(maAppliedTo); // return result; } /** * Extract Max Length of Inputs ... * * @return ( int ) */ int ExtractMaxLengthOfInputs() { // int result = 0; // result = MathMax(0, maLength); // return result; } /** * Set Indicator Short Name and also we can define Buffers Labels ... */ void SetIndicatorName() { IndicatorSetString(INDICATOR_SHORTNAME, ShortName); } /** * Define Required Buffers ... */ void DefineBuffers() { // // Plot Buffers ... // // CDV ... // // Raw Candles Color ... ArraySetAsSeries(colorBuffer, true); SetIndexBuffer(colorBufferIndex, colorBuffer, INDICATOR_COLOR_INDEX); // ENUM_DRAW_TYPE barDrawType = showCDV ? DRAW_COLOR_CANDLES : DRAW_NONE; // // Set EMPTY_VALUE on Candles Buffer ... PlotIndexSetDouble(barBufferIndex, PLOT_EMPTY_VALUE, 0.0); PlotIndexSetInteger(barBufferIndex, PLOT_SHOW_DATA, showCDV); PlotIndexSetInteger(barBufferIndex, PLOT_DRAW_TYPE, barDrawType); // // Open ... ArraySetAsSeries(openBuffer, true); SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA); // // High ... ArraySetAsSeries(highBuffer, true); SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA); // // Close ... ArraySetAsSeries(closeBuffer, true); SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA); // // Low ... ArraySetAsSeries(lowBuffer, true); SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA); // // Ma ... ENUM_DRAW_TYPE maDrawType = showMA ? DRAW_LINE : DRAW_NONE; // ArraySetAsSeries(maBuffer, true); SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_DATA); PlotIndexSetDouble(maBufferIndex, PLOT_EMPTY_VALUE, 0); PlotIndexSetInteger(maBufferIndex, PLOT_SHOW_DATA, showMA); PlotIndexSetInteger(maBufferIndex, PLOT_DRAW_TYPE, maDrawType); // // Data Buffers ... // ArraySetAsSeries(priceBuffer, true); SetIndexBuffer(priceBufferIndex, priceBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(deltaBuffer, true); SetIndexBuffer(deltaBufferIndex, deltaBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(cumulativeDeltaBuffer, true); SetIndexBuffer(cumulativeDeltaBufferIndex, cumulativeDeltaBuffer, INDICATOR_CALCULATIONS); } /** * Calculate Custom Buffers ... * * @param bar_index: Integer, Represent Current Bar ... * @param prevCalculated: Integer, Represent Previous Calculated Bars ... * @param ratesTotal: Integer, Represents All Available Bars ... * @param open: Double Array, History of Open Prices ... * @param high: Double Array, History of High Prices ... * @param close: Double Array, History of Close Prices ... * @param low: Double Array, History of Low Prices ... * @param tickVolume: Long, History of Tick Volumes on Bar ... */ void CalculateBuffers( int bar_index, // Selected Bar Index const int prevCalculated, const int ratesTotal, const double &open[], const double &high[], const double &close[], const double &low[], const long &tickVolume[] // ) { // int barsLimit = startCalculationForLastBars > 0 ? startCalculationForLastBars : 0; // // bool canCalculate = true; bool canCalculate = barsLimit == 0 || bar_index <= barsLimit; if (canCalculate) { // CalculateValues( bar_index, prevCalculated, ratesTotal, open, high, close, low, tickVolume // ); } else { FillBuffersZero(bar_index); } } /** * Fill All Bufers to Zero Vlue for Specified Bar Index ... * * @param barIndex: Integer ... */ void FillBuffersZero(int barIndex) { // openBuffer[barIndex] = 0.0; highBuffer[barIndex] = 0.0; closeBuffer[barIndex] = 0.0; lowBuffer[barIndex] = 0.0; colorBuffer[barIndex] = hideColorIDX; } /** * Calculate Vales ... * * @param bar_index: Integer, Represent Current Bar ... * @param prevCalculated: Integer, Represent Previous Calculated Bars ... * @param ratesTotal: Integer, Represents All Available Bars ... * @param open: Double Array, History of Open Prices ... * @param high: Double Array, History of High Prices ... * @param close: Double Array, History of Close Prices ... * @param low: Double Array, History of Low Prices ... * @param tickVolume: Long, History of Tick Volumes on Bar ... */ void CalculateValues( int bar_index, // Selected Bar Index const int prevCalculated, const int ratesTotal, const double &open[], const double &high[], const double &close[], const double &low[], const long &tickVolume[] // ) { // XOHCL bar; bool has = bar.Init( _Symbol, _Period, bar_index // ); if (!has) { return; } // double lowShadow = bar.GetLowShadow(); double highShadow = bar.GetHighShadow(); double body = bar.GetBody(); bool isBullish = bar.IsBullish(); bool hasDir = HasDirection(bar.GetDirection()); // double iRate = 0.5 * (highShadow + lowShadow + (hasDir ? 2 * body : 0)) / (highShadow + lowShadow + body); iRate = iRate <= 0 ? 0.5 : iRate; // double iVRate = tickVolume[bar_index] * iRate; double iDelta = isBullish ? iVRate : -1 * iVRate; deltaBuffer[bar_index] = iDelta; // double iCumulate = lastCDV + iDelta; cumulativeDeltaBuffer[bar_index] = iCumulate; lastCDV = iCumulate; // bool isFirstBar = startCalculationForLastBars > 0 ? bar_index == startCalculationForLastBars : bar_index == ratesTotal; // double iO = 0; double iH = 0; double iL = 0; double iC = 0; if (!isFirstBar) { // iO = cumulativeDeltaBuffer[bar_index + 1]; iH = MathMax(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]); iL = MathMin(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]); iC = iCumulate; } // double iClose = (iO + iH + iL + iC) / 4; double iOpen = isFirstBar ? (iO + iC) / 2 : (openBuffer[bar_index + 1] + closeBuffer[bar_index + 1]) / 2; double iLow = MathMin(iL, MathMin(iOpen, iClose)); double iHigh = MathMax(iH, MathMax(iOpen, iClose)); // lowBuffer[bar_index] = iLow; openBuffer[bar_index] = iOpen; highBuffer[bar_index] = iHigh; closeBuffer[bar_index] = iClose; // bool isCBullish = iOpen <= iClose; double iColor = isCBullish ? bullishColorIDX : bearishColorIDX; colorBuffer[bar_index] = iColor; // double iPrice = GetAppliedPrice( maAppliedTo, openBuffer, highBuffer, lowBuffer, closeBuffer, bar_index // ); priceBuffer[bar_index] = iPrice; // // Calculate Moving Averages ... int deltaMAsCount = iMAOnBuffer( ratesTotal, prevCalculated, bar_index, maLength, priceBuffer, maBuffer, maMethod // ); // bar.Clean(); } //