/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Indicator // ------------------------------------------------- // Name: X121 XATR // Description: XATR ... // // // 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 XATR Indicator" #property strict // // Definitions ... // #define ShortName "X121 XATR" // // Includes Common Library ... #include "../Libraries/x-saherelm.common.lib.mq5" // // Inputs ... // // Market ... input group "Market"; // input group "RSI Detection"; input int rsiLength = 14; // Length input ENUM_X_PRICE rsiPriceType = X_PRICE_CLOSE; // Applied To input ENUM_X_MA_METHOD rsiSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method; // input group "ATR Detection"; input int atrLength = 14; // Length input double atrMultiplier = 1; // Multiplier input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // Upper Zone Applied To input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // Lower Zone Applied To input ENUM_X_MA_METHOD atrSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method // input group "Price Change"; input int priceChangeSmoothingLength = 14; // Length input ENUM_X_PRICE priceChangeType = X_PRICE_CLOSE; // Price Type input ENUM_X_MA_METHOD priceChangeSmoothingMethod = X_MA_MODE_SMA; // Moving Average Moethod // input group "Presentation"; // input int startCalculationForLastBars = 1000; // Calculate Last n Bars // input bool showAtrUpper = true; // Show Upper Zone input bool showAtrLower = true; // Show Lower Zone input bool showSmoothedAtrUpper = true; // Show Smoothed Upper Zone input bool showSmoothedAtrLower = true; // Show Smoothed Lower Zone input bool showRSIChange = true; // Show RSI Change input bool showSmoothedRSIChange = true; // ShowSmoothed RSI Change input bool showPriceChange = true; // Show Price Change input bool showSmoothedPriceChange = true; // ShowSmoothed Price Change // // Buffers ... // #define hideColorIDX 0 #define bullishColorIDX 1 #define bearishColorIDX 2 #define neuturalColorIDX 3 // #property indicator_chart_window // #property indicator_buffers 10 #property indicator_plots 8 // // ATR ... // // Upper ... // #define atrUpperBufferIndex 0 double atrUpperBuffer[]; #property indicator_label1 "X121 ATRU" #property indicator_type1 DRAW_LINE #property indicator_color1 clrYellow #property indicator_style1 STYLE_SOLID #property indicator_width1 1 // // Lower ... // #define atrLowerBufferIndex 1 double atrLowerBuffer[]; #property indicator_label2 "X121 ATRL" #property indicator_type2 DRAW_LINE #property indicator_color2 clrYellow #property indicator_style2 STYLE_SOLID #property indicator_width2 1 // // ATR Smoothed ... // // Upper ... // #define atrSmoothedUpperBufferIndex 2 double atrSmoothedUpperBuffer[]; #property indicator_label3 "X121 ATRUSM" #property indicator_type3 DRAW_LINE #property indicator_color3 clrYellow #property indicator_style3 STYLE_DASH #property indicator_width3 1 // // Lower ... // #define atrSmoothedLowerBufferIndex 3 double atrSmoothedLowerBuffer[]; #property indicator_label4 "X121 ATRLSM" #property indicator_type4 DRAW_LINE #property indicator_color4 clrYellow #property indicator_style4 STYLE_DASH #property indicator_width4 1 // // Price Change ... // #define priceChangeBufferIndex 4 double priceChangeBuffer[]; #property indicator_label5 "X121 PCH" #property indicator_type5 DRAW_LINE #property indicator_color5 clrOrchid #property indicator_style5 STYLE_SOLID #property indicator_width5 1 // // Price Change Smoothed ... // #define priceChangeSmoothedBufferIndex 5 double priceChangeSmoothedBuffer[]; #property indicator_label6 "X121 PCHSM" #property indicator_type6 DRAW_LINE #property indicator_color6 clrOrchid #property indicator_style6 STYLE_SOLID #property indicator_width6 1 // // RSI Change ... // #define rsiChangeBufferIndex 6 double rsiChangeBuffer[]; #property indicator_label7 "X121 RSICH" #property indicator_type7 DRAW_LINE #property indicator_color7 clrCornflowerBlue #property indicator_style7 STYLE_SOLID #property indicator_width7 1 // // RSI Change Smoothed ... // #define rsiChangeSmoothedBufferIndex 7 double rsiChangeSmoothedBuffer[]; #property indicator_label8 "X121 RSICHSM" #property indicator_type8 DRAW_LINE #property indicator_color8 clrCornflowerBlue #property indicator_style8 STYLE_SOLID #property indicator_width8 1 // // Data Buffers ... // int mLastBufferIndex = 7; // // ATR ... #define atrBufferIndex mLastBufferIndex + 1 double atrBuffer[]; // // RSI ... #define rsiBufferIndex mLastBufferIndex + 2 double rsiBuffer[]; // // Variables, Properties and etc ... // // this counts Available Bars ... int limit; // int maxLength; // // RSI Handler ... int rsiHandler = INVALID_HANDLE; // // ATR Handler ... int atrHandler = INVALID_HANDLE; // ENUM_APPLIED_PRICE rsiAppliedTo = ToAppliedPrice(rsiPriceType); // // Event Handlers ... /** * Initialize Indicator ... * * @return ( int ) */ int OnInit() { // // Validate Inputs ... if (!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // // Initialize Indicator Handlers ... // // RSI ... rsiHandler = iRSI( _Symbol, _Period, rsiLength, rsiAppliedTo // ); bool isInited = rsiHandler != INVALID_HANDLE; if (!isInited) { return INIT_FAILED; } // // ATR ... atrHandler = iATR( _Symbol, _Period, atrLength // ); isInited = atrHandler != INVALID_HANDLE; if (!isInited) { return INIT_FAILED; } // // 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(); // // 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 // IndicatorRelease(rsiHandler); IndicatorRelease(atrHandler); } /** * 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); // // Fill All Buffers by Zero ... if (prev_calculated == 0) { } // // Validate Calculated Bars ... // // RSI ... int rsiCalculatedBars = BarsCalculated(rsiHandler); // // ATR ... int atrCalculatedBars = BarsCalculated(atrHandler); // bool isPassedRequiredCalculatedBars = // // RSI ... rsiCalculatedBars >= maxLength && // // ATR ... atrCalculatedBars >= maxLength // ; if (!isPassedRequiredCalculatedBars) { return prev_calculated; } // limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1; // // Buffers Copy ... // // RSI ... int copiedRsis = CopyBuffer(rsiHandler, 0, 0, limit, rsiBuffer); // // ATR ... int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer); // // Validate Copied Items ... bool isPassedRequiredCopiedItems = // // // RSI ... copiedRsis > 0 && // // ATR ... copiedAtrs > 0 // ; if (!isPassedRequiredCopiedItems) { return prev_calculated; } // // 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 = // // RSI ... rsiLength > 0 && // // ATR ... atrLength > 0 && atrMultiplier > 0 && // priceChangeSmoothingLength > 0 && // IsValid(rsiPriceType) && IsValid(priceChangeType) && IsValid(atrUpperPriceType) && IsValid(atrLowerPriceType) // ; // return result; } /** * Extract Max Length of Inputs ... * * @return ( int ) */ int ExtractMaxLengthOfInputs() { // int result = 0; // result = MathMax(rsiLength, atrLength); result = MathMax(result, priceChangeSmoothingLength); // return result; } /** * Define Required Buffers ... */ void DefineBuffers() { // // ATR ... // // UPPER ... ENUM_DRAW_TYPE atrUpperDrawType = showAtrUpper ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(atrUpperBuffer, true); SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA); PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, showAtrUpper); PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType); // // LOWER ... ENUM_DRAW_TYPE atrLowerDrawType = showAtrLower ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(atrLowerBuffer, true); SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA); PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, showAtrLower); PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType); // // ATR Smoothed ... // // UPPER ... ENUM_DRAW_TYPE atrSmoothedUpperDrawType = showSmoothedAtrUpper ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(atrSmoothedUpperBuffer, true); SetIndexBuffer(atrSmoothedUpperBufferIndex, atrSmoothedUpperBuffer, INDICATOR_DATA); PlotIndexSetDouble(atrSmoothedUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(atrSmoothedUpperBufferIndex, PLOT_SHOW_DATA, showSmoothedAtrUpper); PlotIndexSetInteger(atrSmoothedUpperBufferIndex, PLOT_DRAW_TYPE, atrSmoothedUpperDrawType); // // LOWER ... ENUM_DRAW_TYPE atrSmoothedLowerDrawType = showSmoothedAtrLower ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(atrSmoothedLowerBuffer, true); SetIndexBuffer(atrSmoothedLowerBufferIndex, atrSmoothedLowerBuffer, INDICATOR_DATA); PlotIndexSetDouble(atrSmoothedLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(atrSmoothedLowerBufferIndex, PLOT_SHOW_DATA, showSmoothedAtrLower); PlotIndexSetInteger(atrSmoothedLowerBufferIndex, PLOT_DRAW_TYPE, atrSmoothedLowerDrawType); // // PriceChange ... ENUM_DRAW_TYPE priceChangeDrawType = showPriceChange ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(priceChangeBuffer, true); SetIndexBuffer(priceChangeBufferIndex, priceChangeBuffer, INDICATOR_DATA); PlotIndexSetDouble(priceChangeBufferIndex, PLOT_EMPTY_VALUE, 0.0); PlotIndexSetInteger(priceChangeBufferIndex, PLOT_SHOW_DATA, showPriceChange); PlotIndexSetInteger(priceChangeBufferIndex, PLOT_DRAW_TYPE, priceChangeDrawType); // // PriceChange Smoothed ... ENUM_DRAW_TYPE priceChangeSmoothedaDrawType = showSmoothedPriceChange ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(priceChangeSmoothedBuffer, true); SetIndexBuffer(priceChangeSmoothedBufferIndex, priceChangeSmoothedBuffer, INDICATOR_DATA); PlotIndexSetDouble(priceChangeSmoothedBufferIndex, PLOT_EMPTY_VALUE, 0.0); PlotIndexSetInteger(priceChangeSmoothedBufferIndex, PLOT_SHOW_DATA, showSmoothedPriceChange); PlotIndexSetInteger(priceChangeSmoothedBufferIndex, PLOT_DRAW_TYPE, priceChangeSmoothedaDrawType); // // RSIChange ... ENUM_DRAW_TYPE rsiChangeDrawType = showRSIChange ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(rsiChangeBuffer, true); SetIndexBuffer(rsiChangeBufferIndex, rsiChangeBuffer, INDICATOR_DATA); PlotIndexSetDouble(rsiChangeBufferIndex, PLOT_EMPTY_VALUE, 0.0); PlotIndexSetInteger(rsiChangeBufferIndex, PLOT_SHOW_DATA, showRSIChange); PlotIndexSetInteger(rsiChangeBufferIndex, PLOT_DRAW_TYPE, rsiChangeDrawType); // // RSIChangeMa ... ENUM_DRAW_TYPE rsiChangeMaDrawType = showSmoothedRSIChange ? DRAW_LINE : DRAW_NONE; ArraySetAsSeries(rsiChangeSmoothedBuffer, true); SetIndexBuffer(rsiChangeSmoothedBufferIndex, rsiChangeSmoothedBuffer, INDICATOR_DATA); PlotIndexSetDouble(rsiChangeSmoothedBufferIndex, PLOT_EMPTY_VALUE, 0.0); PlotIndexSetInteger(rsiChangeSmoothedBufferIndex, PLOT_SHOW_DATA, showSmoothedRSIChange); PlotIndexSetInteger(rsiChangeSmoothedBufferIndex, PLOT_DRAW_TYPE, rsiChangeMaDrawType); // // Data Buffers ... // // ATR ... ArraySetAsSeries(atrBuffer, true); SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS); // // RSI ... ArraySetAsSeries(rsiBuffer, true); SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS); } /** * Set Indicator Short Name and also we can define Buffers Labels ... */ void SetIndicatorName() { // IndicatorSetString(INDICATOR_SHORTNAME, ShortName); IndicatorSetInteger(INDICATOR_DIGITS, 2); } /** * 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) { // CalculateAtrZones( bar_index, prevCalculated, ratesTotal, open, high, close, low // ); } else { FillBuffersZero(bar_index); } } // // Custom ... /** * Fill All Bufers to Zero Vlue for Specified Bar Index ... * * @param barIndex: Integer ... */ void FillBuffersZero(int barIndex) { // rsiBuffer[barIndex] = 0; atrBuffer[barIndex] = 0; atrUpperBuffer[barIndex] = 0; atrLowerBuffer[barIndex] = 0; rsiChangeBuffer[barIndex] = 0; priceChangeBuffer[barIndex] = 0; atrSmoothedUpperBuffer[barIndex] = 0; atrSmoothedLowerBuffer[barIndex] = 0; rsiChangeSmoothedBuffer[barIndex] = 0; priceChangeSmoothedBuffer[barIndex] = 0; } /** * Calculate ATR Zones ... * * @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 ... */ void CalculateAtrZones( int bar_index, // Selected Bar Index const int prevCalculated, const int ratesTotal, const double &open[], const double &high[], const double &close[], const double &low[] // ) { // double points = GetPoints(_Symbol); // // ATR Calculations ... double iAtr = atrBuffer[bar_index]; double iMultiPliedAtr = iAtr * atrMultiplier; // // Select Upper Price ... double iUpperPrice = GetAppliedPrice( atrUpperPriceType, open, high, low, close, bar_index // ); // // Select Lower Price ... double iLowerPrice = GetAppliedPrice( atrLowerPriceType, open, high, low, close, bar_index // ); // // Calculate Atrs ... // double iAtrUpper = iUpperPrice + iMultiPliedAtr; double iAtrLower = iLowerPrice - iMultiPliedAtr; // atrUpperBuffer[bar_index] = iAtrUpper; atrLowerBuffer[bar_index] = iAtrLower; // bool canSmoothAtr = atrSmoothingMethod != X_MA_MODE_NONE; if (canSmoothAtr) { // // Upper ... iMAOnBuffer( ratesTotal, prevCalculated, bar_index, atrLength, atrUpperBuffer, atrSmoothedUpperBuffer, atrSmoothingMethod // ); // // Lower ... iMAOnBuffer( ratesTotal, prevCalculated, bar_index, atrLength, atrLowerBuffer, atrSmoothedLowerBuffer, atrSmoothingMethod // ); } else { // atrSmoothedUpperBuffer[bar_index] = iAtrUpper; atrSmoothedLowerBuffer[bar_index] = iAtrLower; } // // RSI Change Calculations ... // double iRsi = rsiBuffer[bar_index]; double iRsiP = rsiBuffer[bar_index + 1]; double iRsiPrice = GetAppliedPrice( rsiPriceType, open, high, low, close, bar_index // ); // double iRsiChanged = iRsi - iRsiP; double iRsiPointsChanged = iRsiChanged / points; // double iRChange = iRsiPrice + (iRsiChanged * points); rsiChangeBuffer[bar_index] = iRChange; // bool canSmoothRsi = rsiSmoothingMethod != X_MA_MODE_NONE; if (canSmoothRsi) { // // Upper ... iMAOnBuffer( ratesTotal, prevCalculated, bar_index, atrLength, rsiChangeBuffer, rsiChangeSmoothedBuffer, rsiSmoothingMethod // ); } else { rsiChangeSmoothedBuffer[bar_index] = iRChange; } // // PRICE Change Calculation ... // double iPChangePrice = GetAppliedPrice( priceChangeType, open, high, low, close, bar_index // ); double iPPChangePrice = GetAppliedPrice( priceChangeType, open, high, low, close, bar_index + 1 // ); // double iPriceChange = iPChangePrice - iPPChangePrice; double iPricePointsChanged = iPriceChange / points; double iVolatilityChange = iPriceChange / iAtr; // double iPChange = iPChangePrice + (iPricePointsChanged * points); priceChangeBuffer[bar_index] = iPChange; // bool canSmoothPriceChange = priceChangeSmoothingMethod != X_MA_MODE_NONE; if (canSmoothPriceChange) { // // Upper ... iMAOnBuffer( ratesTotal, prevCalculated, bar_index, atrLength, priceChangeBuffer, priceChangeSmoothedBuffer, priceChangeSmoothingMethod // ); } else { priceChangeSmoothedBuffer[bar_index] = iPChange; } } //