/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Indicator // ------------------------------------------------- // Name: X121 XPV // Description: XPV ... // // // 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 XPV Indicator" #property strict // // Definitions ... // #define ShortName "X121 XPV" // // Includes Common Library ... #include "../Libraries/x-saherelm.common.lib.mq5" // // Inputs ... // // Market ... input group "Market"; // input group "Short"; input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period // input group "Medium"; input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period // input group "Long"; input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period // input group "Hind"; input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period // input group "Boundary Detection"; input ENUM_SERIESMODE hhMode = MODE_HIGH; // Highest High Calculation Method input ENUM_SERIESMODE llMode = MODE_LOW; // Lowest Low Calculation Method input ENUM_X_FIBO_LEVELS goldenZoneLevel = X_FIBO_LEVEL_236; // Golden Zone Detection // input group "Sar Detection"; input double sarStep = 0.02; // Step input double sarMax = 0.2; // Maximum // input group "Swing Detection"; input int swingLength = 5; // Length // // Presentation ... input group "Presentation"; // input int startCalculationForLastBars = 1000; // Calculate Last n Bars input int sarArrowCode = 159; // Parabolic Sar Arrow Code input int peaksArrowCode = 159; // Peaks Arrow Code input int valesArrowCode = 159; // Vales Arrow Code input int trendArrowCode = 117; // Trend Arrow Code input int swingLowsArrowCode = 225; // Swing Lows Arrow Code input int swingHighsArrowCode = 226; // Swing Highs Arrow Code input int supportsArrowCode = 159; // Supports Arrow Code input int resistancesArrowCode = 159; // Resistances Arrow Code // input bool showSar = true; // Show Parabolic Sar input bool showPeaks = true; // Show Peaks input bool showVales = true; // Show Vales input bool showTrend = true; // Show Trend input bool showSwingLows = true; // Show Swing Lows input bool showSwingHighs = true; // Show Swing Highs input bool showGoldenZones = true; // Show Golden Zones input bool showSupports = true; // Show Supports input bool showResistances = true; // Show Resistances // // Buffers ... // #define hideColorIDX 0 #define bullishColorIDX 1 #define bearishColorIDX 2 #define neuturalColorIDX 3 // #define emptyValue 0.0 // #property indicator_chart_window // #property indicator_buffers 24 #property indicator_plots 10 // // Plot Buffers ... // // PEAKS ... // #define peaksBufferIndex 0 double peaksBuffer[]; // #property indicator_label1 "X121 PEAKS" #property indicator_type1 DRAW_ARROW #property indicator_color1 clrMagenta #property indicator_width1 1 // // VALES ... // #define valesBufferIndex 1 double valesBuffer[]; // #property indicator_label2 "X121 VALES" #property indicator_type2 DRAW_ARROW #property indicator_color2 clrAqua #property indicator_width2 1 // #define sarBufferIndex 2 double sarBuffer[]; // #property indicator_label3 "X121 SAR" #property indicator_type3 DRAW_ARROW #property indicator_color3 clrYellow #property indicator_width3 1 // // Swing Lows ... // #define swingLowsBufferIndex 3 double swingLowsBuffer[]; // #property indicator_label4 "X121 SWL" #property indicator_type4 DRAW_ARROW #property indicator_color4 clrDodgerBlue #property indicator_width4 1 // // Swng Highs ... // #define swingHighsBufferIndex 4 double swingHighsBuffer[]; // #property indicator_label5 "X121 SWH" #property indicator_type5 DRAW_ARROW #property indicator_color5 clrSaddleBrown #property indicator_width5 1 // #define peaksGoldenZoneBufferIndex 5 double peaksGoldenZoneBuffer[]; // #property indicator_label6 "X121 PEAKGZ" #property indicator_type6 DRAW_LINE #property indicator_color6 clrGold #property indicator_style6 STYLE_DOT #property indicator_width6 1 // #define valesGoldenZoneBufferIndex 6 double valesGoldenZoneBuffer[]; // #property indicator_label7 "X121 VALEGZ" #property indicator_type7 DRAW_LINE #property indicator_color7 clrGold #property indicator_style7 STYLE_DOT #property indicator_width7 1 // #define supportsBufferIndex 7 double supportsBuffer[]; // #property indicator_label8 "X121 SUPRT" #property indicator_type8 DRAW_ARROW #property indicator_color8 clrLime #property indicator_width8 1 // #define resistancesBufferIndex 8 double resistancesBuffer[]; // #property indicator_label9 "X121 RESIS" #property indicator_type9 DRAW_ARROW #property indicator_color9 clrRed #property indicator_width9 1 // // Trend ... #define trendBufferIndex 9 double trendBuffer[]; #define trendColorBufferIndex 10 double trendColorBuffer[]; // #property indicator_label10 "X121 TRND" #property indicator_type10 DRAW_COLOR_ARROW #property indicator_color10 CLR_NONE, clrAqua, clrMagenta, clrGray #property indicator_width10 2 // // Data Buffers ... // int mLastBufferIndex = 10; // // CURRENT ... // #define cHHBufferIndex mLastBufferIndex + 1 double cHHBuffer[]; // #define cLLBufferIndex mLastBufferIndex + 2 double cLLBuffer[]; // // SHORT ... // #define sHHBufferIndex mLastBufferIndex + 3 double sHHBuffer[]; // #define sLLBufferIndex mLastBufferIndex + 4 double sLLBuffer[]; // // MEDIUM ... // #define mHHBufferIndex mLastBufferIndex + 5 double mHHBuffer[]; // #define mLLBufferIndex mLastBufferIndex + 6 double mLLBuffer[]; // // LONG ... // #define lHHBufferIndex mLastBufferIndex + 7 double lHHBuffer[]; // #define lLLBufferIndex mLastBufferIndex + 8 double lLLBuffer[]; // // HIND ... // #define hHHBufferIndex mLastBufferIndex + 9 double hHHBuffer[]; // #define hLLBufferIndex mLastBufferIndex + 10 double hLLBuffer[]; // // Support and Resistances ... // #define fractalsUpperBufferIndex mLastBufferIndex + 11 double fractalsUpperBuffer[]; // #define fractalsLowerBufferIndex mLastBufferIndex + 12 double fractalsLowerBuffer[]; // #define trendStateBufferIndex mLastBufferIndex + 13 double trendStateBuffer[]; // // Variables, Properties and etc ... // // this counts Available Bars ... int limit; // int maxLength; // // SAR Handler ... int sarHandler = INVALID_HANDLE; // // FRACTALS Handler ... int fractalHandler = INVALID_HANDLE; // // XMarketCycle sc; int mSCLength = 0; ENUM_TIMEFRAMES mSCPeriod = NULL; // // XMarketCycle mc; int mMCLength = 0; ENUM_TIMEFRAMES mMCPeriod = NULL; // // XMarketCycle lc; int mLCLength = 0; ENUM_TIMEFRAMES mLCPeriod = NULL; // // XMarketCycle hc; int mHCLength = 0; ENUM_TIMEFRAMES mHCPeriod = NULL; // // Swings ... double lSwingLow = emptyValue; double lSwingHigh = emptyValue; double lTrend = emptyValue; double lTrendState = emptyValue; double lTrendColor = hideColorIDX; // // Event Handlers ... /** * Initialize Indicator ... * * @return ( int ) */ int OnInit() { // // Validate Inputs ... if (!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // // Initialize Indicator Handlers ... // // SAR ... sarHandler = iSAR( _Symbol, _Period, sarStep, sarMax // ); bool isInited = sarHandler != INVALID_HANDLE; if (!isInited) { return INIT_FAILED; } // // Fractal ... fractalHandler = iFractals( _Symbol, _Period // ); isInited = fractalHandler != INVALID_HANDLE; if (!isInited) { return INIT_FAILED; } // if (!InitMarketCycles()) { return INIT_PARAMETERS_INCORRECT; } // // 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(sarHandler); IndicatorRelease(fractalHandler); } /** * 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); // // Validate Calculated Bars ... // // SAR ... int sarCalculatedBars = BarsCalculated(sarHandler); // // FRACTALS ... int fractalsCalculatedBars = BarsCalculated(fractalHandler); // bool isPassedRequiredCalculatedBars = // // SAR ... sarCalculatedBars >= maxLength && // // FRACTALS ... fractalsCalculatedBars >= maxLength // ; if (!isPassedRequiredCalculatedBars) { return prev_calculated; } // limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1; // // Buffers Copy ... // // SAR ... int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer); // // FRACTALS ... int copiedFractalsUppers = CopyBuffer(fractalHandler, UPPER_LINE, 0, limit + 1, fractalsUpperBuffer); int copiedFractalsLowers = CopyBuffer(fractalHandler, LOWER_LINE, 0, limit + 1, fractalsLowerBuffer); // // Validate Copied Items ... bool isPassedRequiredCopiedItems = // // SAR ... copiedSars > 0 && // // FRACTALS ... copiedFractalsUppers > 0 && copiedFractalsLowers > 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 = false; // result = // // SAR ... sarMax > 0 && sarStep > 0 && swingLength > 0 && sarMax > sarStep && // // XPV ... (IsValid(scMethod, scPeriod) && IsValid(mcMethod, mcPeriod) && IsValid(lcMethod, lcPeriod) && IsValid(hcMethod, hcPeriod)) // ; // return result; } /** * Extract Max Length of Inputs ... * * @return ( int ) */ int ExtractMaxLengthOfInputs() { // int result = 0; // result = MathMax(0, swingLength); // return result; } /** * Define Required Buffers ... */ void DefineBuffers() { // // Plot Buffers ... // // PEAKS ... // ENUM_DRAW_TYPE peaksDrawType = showPeaks ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(peaksBuffer, true); SetIndexBuffer(peaksBufferIndex, peaksBuffer, INDICATOR_DATA); // PlotIndexSetInteger(peaksBufferIndex, PLOT_SHOW_DATA, showPeaks); PlotIndexSetInteger(peaksBufferIndex, PLOT_DRAW_TYPE, peaksDrawType); // PlotIndexSetDouble(peaksBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(peaksBufferIndex, PLOT_ARROW, peaksArrowCode); // // VALES ... // ENUM_DRAW_TYPE valesDrawType = showVales ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(valesBuffer, true); SetIndexBuffer(valesBufferIndex, valesBuffer, INDICATOR_DATA); // PlotIndexSetInteger(valesBufferIndex, PLOT_SHOW_DATA, showVales); PlotIndexSetInteger(valesBufferIndex, PLOT_DRAW_TYPE, valesDrawType); // PlotIndexSetDouble(valesBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(valesBufferIndex, PLOT_ARROW, valesArrowCode); // // SAR ... // ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(sarBuffer, true); SetIndexBuffer(sarBufferIndex, sarBuffer, INDICATOR_DATA); // PlotIndexSetInteger(sarBufferIndex, PLOT_SHOW_DATA, showSar); PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_TYPE, sarDrawType); // PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode); // // Swing Lows ... // ENUM_DRAW_TYPE swingLowsDrawType = showSwingLows ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(swingLowsBuffer, true); SetIndexBuffer(swingLowsBufferIndex, swingLowsBuffer, INDICATOR_DATA); // PlotIndexSetInteger(swingLowsBufferIndex, PLOT_SHOW_DATA, showSwingLows); PlotIndexSetInteger(swingLowsBufferIndex, PLOT_DRAW_TYPE, swingLowsDrawType); // PlotIndexSetDouble(swingLowsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); PlotIndexSetInteger(swingLowsBufferIndex, PLOT_ARROW, swingLowsArrowCode); // // Swing Highs ... // ENUM_DRAW_TYPE swingHighsDrawType = showSwingHighs ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(swingHighsBuffer, true); SetIndexBuffer(swingHighsBufferIndex, swingHighsBuffer, INDICATOR_DATA); // PlotIndexSetInteger(swingHighsBufferIndex, PLOT_SHOW_DATA, showSwingHighs); PlotIndexSetInteger(swingHighsBufferIndex, PLOT_DRAW_TYPE, swingHighsDrawType); // PlotIndexSetDouble(swingHighsBufferIndex, PLOT_EMPTY_VALUE, emptyValue); PlotIndexSetInteger(swingHighsBufferIndex, PLOT_ARROW, swingHighsArrowCode); // // Support ... // ENUM_DRAW_TYPE supportsDrawType = showSupports ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(supportsBuffer, true); SetIndexBuffer(supportsBufferIndex, supportsBuffer, INDICATOR_DATA); // PlotIndexSetInteger(supportsBufferIndex, PLOT_SHOW_DATA, showSupports); PlotIndexSetInteger(supportsBufferIndex, PLOT_DRAW_TYPE, supportsDrawType); // PlotIndexSetDouble(supportsBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(supportsBufferIndex, PLOT_ARROW, supportsArrowCode); // // Resistances... // ENUM_DRAW_TYPE resistancesDrawType = showResistances ? DRAW_ARROW : DRAW_NONE; // ArraySetAsSeries(resistancesBuffer, true); SetIndexBuffer(resistancesBufferIndex, resistancesBuffer, INDICATOR_DATA); // PlotIndexSetInteger(resistancesBufferIndex, PLOT_SHOW_DATA, showResistances); PlotIndexSetInteger(resistancesBufferIndex, PLOT_DRAW_TYPE, resistancesDrawType); // PlotIndexSetDouble(resistancesBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE); PlotIndexSetInteger(resistancesBufferIndex, PLOT_ARROW, resistancesArrowCode); // // Golden Zones ... // ENUM_DRAW_TYPE goldenZonesDrawType = showGoldenZones ? DRAW_LINE : DRAW_NONE; // // PEAK Golden Zone ... // ArraySetAsSeries(peaksGoldenZoneBuffer, true); SetIndexBuffer(peaksGoldenZoneBufferIndex, peaksGoldenZoneBuffer, INDICATOR_DATA); // PlotIndexSetInteger(peaksGoldenZoneBufferIndex, PLOT_SHOW_DATA, showGoldenZones); PlotIndexSetInteger(peaksGoldenZoneBufferIndex, PLOT_DRAW_TYPE, goldenZonesDrawType); // // VALE Golden Zone ... // ArraySetAsSeries(valesGoldenZoneBuffer, true); SetIndexBuffer(valesGoldenZoneBufferIndex, valesGoldenZoneBuffer, INDICATOR_DATA); // PlotIndexSetInteger(valesGoldenZoneBufferIndex, PLOT_SHOW_DATA, showGoldenZones); PlotIndexSetInteger(valesGoldenZoneBufferIndex, PLOT_DRAW_TYPE, goldenZonesDrawType); // // Trends ... // ENUM_DRAW_TYPE trendDrawType = showTrend ? DRAW_COLOR_ARROW : DRAW_NONE; // ArraySetAsSeries(trendBuffer, true); SetIndexBuffer(trendBufferIndex, trendBuffer, INDICATOR_DATA); // PlotIndexSetInteger(trendBufferIndex, PLOT_SHOW_DATA, showTrend); PlotIndexSetInteger(trendBufferIndex, PLOT_DRAW_TYPE, trendDrawType); // PlotIndexSetDouble(trendBufferIndex, PLOT_EMPTY_VALUE, emptyValue); PlotIndexSetInteger(trendBufferIndex, PLOT_ARROW, trendArrowCode); // ArraySetAsSeries(trendColorBuffer, true); SetIndexBuffer(trendColorBufferIndex, trendColorBuffer, INDICATOR_COLOR_INDEX); // // Data Buffers ... // // CURRENT ... // ArraySetAsSeries(cHHBuffer, true); SetIndexBuffer(cHHBufferIndex, cHHBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(cLLBuffer, true); SetIndexBuffer(cLLBufferIndex, cLLBuffer, INDICATOR_CALCULATIONS); // // SHORT ... // ArraySetAsSeries(sHHBuffer, true); SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(sLLBuffer, true); SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_CALCULATIONS); // // MEDIUM ... // ArraySetAsSeries(mHHBuffer, true); SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(mLLBuffer, true); SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_CALCULATIONS); // // LONG ... // ArraySetAsSeries(lHHBuffer, true); SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(lLLBuffer, true); SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_CALCULATIONS); // // HIND ... // ArraySetAsSeries(hHHBuffer, true); SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(hLLBuffer, true); SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_CALCULATIONS); // // FRACTALS ... // ArraySetAsSeries(fractalsUpperBuffer, true); SetIndexBuffer(fractalsUpperBufferIndex, fractalsUpperBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(fractalsLowerBuffer, true); SetIndexBuffer(fractalsLowerBufferIndex, fractalsLowerBuffer, INDICATOR_CALCULATIONS); // ArraySetAsSeries(trendStateBuffer, true); SetIndexBuffer(trendStateBufferIndex, trendStateBuffer, INDICATOR_CALCULATIONS); } /** * Set Indicator Short Name and also we can define Buffers Labels ... */ void SetIndicatorName() { // IndicatorSetInteger(INDICATOR_DIGITS, 2); IndicatorSetString(INDICATOR_SHORTNAME, ShortName); } /** * 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) { // // Calculate Cycles ... CalculateCycles(bar_index); // // Calculate Peaks and Vales ... CalculatePeaksAndVales(bar_index); // // Calculate Support nad Resistance ... CalculateSupportAndResistance( bar_index, prevCalculated, ratesTotal, open, high, close, low, tickVolume // ); // int swingBarIndex = bar_index; if (bar_index < swingLength) { swingBarIndex = bar_index + swingLength; } // // Calcultae Swing High and Low and Trends ... CalculateSwingsAndTrend( swingBarIndex, prevCalculated, ratesTotal, open, high, close, low, tickVolume // ); // if (bar_index < swingLength) { // // for (int i = bar_index; i < bar_index + swingLength; i++) // { // // // trendBuffer[i] = lTrend; // swingLowsBuffer[i] = lSwingLow; // swingHighsBuffer[i] = lSwingHigh; // trendStateBuffer[i] = lTrendState; // trendColorBuffer[i] = lTrendColor; // } } } else { FillBuffersZero(bar_index); } } // // Custom ... /** * Initial Market Cycles ... * * @return ( bool ) */ bool InitMarketCycles() { // bool result = false; // int cPeriodSeconds = PeriodSeconds(_Period); // // Find Cycle Period ... if (scMethod == X_PERIOD_AUTO) { // // Select Period ... mSCPeriod = GetCyclePeriod( X_MARKET_CYCLE_SHORT, _Period // ); } else { mSCPeriod = scPeriod; } // if (IsValid(mSCPeriod)) { mSCLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds; } // // Find Cycle Period ... if (mcMethod == X_PERIOD_AUTO) { // // Select Period ... mMCPeriod = GetCyclePeriod( X_MARKET_CYCLE_MEDIUM, _Period // ); } else { mMCPeriod = mcPeriod; } // if (IsValid(mMCPeriod)) { mMCLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds; } // // Find Cycle Period ... if (lcMethod == X_PERIOD_AUTO) { // // Select Period ... mLCPeriod = GetCyclePeriod( X_MARKET_CYCLE_LONG, _Period // ); } else { mLCPeriod = lcPeriod; } // if (IsValid(mLCPeriod)) { mLCLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds; } // // Find Cycle Period ... if (hcMethod == X_PERIOD_AUTO) { // // Select Period ... mHCPeriod = GetCyclePeriod( X_MARKET_CYCLE_HIND, _Period // ); } else { mHCPeriod = hcPeriod; } // if (IsValid(mHCPeriod)) { mHCLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds; } // result = mSCLength > 0 && mMCLength > mSCLength && mLCLength > mMCLength && mHCLength > mLCLength; // return result; } /** * Fill All Bufers to Zero Vlue for Specified Bar Index ... * * @param barIndex: Integer ... */ void FillBuffersZero(int barIndex) { // // CURRENT ... cHHBuffer[barIndex] = EMPTY_VALUE; cLLBuffer[barIndex] = EMPTY_VALUE; // // SHORT ... sHHBuffer[barIndex] = EMPTY_VALUE; sLLBuffer[barIndex] = EMPTY_VALUE; // // MEDIUM ... mHHBuffer[barIndex] = EMPTY_VALUE; mLLBuffer[barIndex] = EMPTY_VALUE; // // LONG ... lHHBuffer[barIndex] = EMPTY_VALUE; lLLBuffer[barIndex] = EMPTY_VALUE; // // HIND ... hHHBuffer[barIndex] = EMPTY_VALUE; hLLBuffer[barIndex] = EMPTY_VALUE; // // PEAKS ... peaksBuffer[barIndex] = EMPTY_VALUE; // // VALES ... valesBuffer[barIndex] = EMPTY_VALUE; // // SARS ... sarBuffer[barIndex] = EMPTY_VALUE; // // Support and Resistances ... supportsBuffer[barIndex] = EMPTY_VALUE; resistancesBuffer[barIndex] = EMPTY_VALUE; // trendBuffer[barIndex] = emptyValue; swingLowsBuffer[barIndex] = emptyValue; swingHighsBuffer[barIndex] = emptyValue; trendStateBuffer[barIndex] = emptyValue; trendColorBuffer[barIndex] = hideColorIDX; // // Fractals ... fractalsUpperBuffer[barIndex] = EMPTY_VALUE; fractalsLowerBuffer[barIndex] = EMPTY_VALUE; } /** * Calculate Specified Market Cycle Info ... * * @param barIndex: Integer, Bar Index ... * @param cycle: ENUM_X_MARKET_CYCLES member, Specified Cycle ... * @param hhBuffer: Highest High Buffer Reference ... * @param llBuffer: Lowest Low Buffer Reference ... */ void CalculateCycle( int barIndex, ENUM_X_MARKET_CYCLES cycle, double &hhBuffer[], double &llBuffer[] // ) { // XOHCL bar; bool isBarInited = bar.Init( _Symbol, _Period, barIndex // ); if (!isBarInited) { return; } // int mLength = 0; switch (cycle) { // case X_MARKET_CYCLE_SHORT: mLength = mSCLength; break; // case X_MARKET_CYCLE_MEDIUM: mLength = mMCLength; break; // case X_MARKET_CYCLE_LONG: mLength = mLCLength; break; // case X_MARKET_CYCLE_HIND: mLength = mHCLength; break; } // if (mLength == 0) { return; } // // Find Highest High ... double hhValue = bar.FindHighest( mLength, hhMode // ); hhBuffer[barIndex] = hhValue; // // Find Lowest Low ... double llValue = bar.FindLowest( mLength, llMode // ); llBuffer[barIndex] = llValue; } /** * Claculate Cycles ... * * @param barIndex: Integer, Bar Index ... */ void CalculateCycles(int barIndex) { // // SHORT ... CalculateCycle( barIndex, X_MARKET_CYCLE_SHORT, sHHBuffer, sLLBuffer // ); // // MEDIUM ... CalculateCycle( barIndex, X_MARKET_CYCLE_MEDIUM, mHHBuffer, mLLBuffer // ); // // LONG ... CalculateCycle( barIndex, X_MARKET_CYCLE_LONG, lHHBuffer, lLLBuffer // ); // // HIND ... CalculateCycle( barIndex, X_MARKET_CYCLE_HIND, hHHBuffer, hLLBuffer // ); } /** * Calculate Peaks and Vales ... * * @param barIndex: Integer, Bar Index ... */ void CalculatePeaksAndVales(int barIndex) { // int lastIndex = barIndex + 1; int barsCount = iBars(_Symbol, _Period); // // PEAKS ... double lastPeak = lastIndex < barsCount ? peaksBuffer[lastIndex] : 0; // double isHH = sHHBuffer[barIndex]; double imHH = mHHBuffer[barIndex]; double ilHH = lHHBuffer[barIndex]; double ihHH = hHHBuffer[barIndex]; // double iHHs[4] = { isHH, imHH, ilHH, ihHH // }; double rValue = GetAverage(iHHs); bool isPeak = rValue == isHH && isHH == imHH && imHH == ilHH && ilHH == ihHH; double iPeak = isPeak ? rValue : lastPeak; peaksBuffer[barIndex] = iPeak; // // VALES ... double lastVale = lastIndex < barsCount ? valesBuffer[lastIndex] : 0; // double isLL = sLLBuffer[barIndex]; double imLL = mLLBuffer[barIndex]; double ilLL = lLLBuffer[barIndex]; double ihLL = hLLBuffer[barIndex]; // double iLLs[4] = { isLL, imLL, ilLL, ihLL // }; double sValue = GetAverage(iLLs); bool isVale = sValue == isLL && isLL == imLL && imLL == ilLL && ilLL == ihLL; double iVale = isVale ? sValue : lastVale; valesBuffer[barIndex] = iVale; // // Peaks Golden Zone ... double iPeakGoldenZone = GetFibonacciLevel( iPeak, iVale, goldenZoneLevel, X_DIRECTION_BULLISH // ); peaksGoldenZoneBuffer[barIndex] = iPeakGoldenZone; // // Vales Golden Zone ... double iValeGoldenZone = GetFibonacciLevel( iPeak, iVale, goldenZoneLevel, X_DIRECTION_BEARISH // ); valesGoldenZoneBuffer[barIndex] = iValeGoldenZone; // } /** * Calculate Support nad Resistances ... * * @param bar_index: int, Specified Bar Index ... * @param prevCalculated: int, Provides Previous Calculated Bars ... * @param ratesTotal: int, Provides All Availabled Bars ... * @param open: double Collection, Provides Open Prices Time Series ... * @param high: double Collection, Provides High Prices Time Series ... * @param close: double Collection, Provides Close Prices Time Series ... * @param low: double Collection, Provides Low Prices Time Series ... * @param tickVolume: long Collection, Provides Ticks Volume Prices Time Series ... */ void CalculateSupportAndResistance( 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[] // ) { // double iUpperFractalsPrev = fractalsUpperBuffer[bar_index + 1]; double iLowerFractalsPrev = fractalsLowerBuffer[bar_index + 1]; // double iHigh = high[bar_index]; double iLow = low[bar_index]; // double iSupport = iLowerFractalsPrev != EMPTY_VALUE ? iLow : supportsBuffer[bar_index + 1]; double iResistance = iUpperFractalsPrev != EMPTY_VALUE ? iHigh : resistancesBuffer[bar_index + 1]; // supportsBuffer[bar_index] = iSupport; resistancesBuffer[bar_index] = iResistance; } /** * Calculate Swing High and Low and Trend ... * * @param bar_index: int, Specified Bar Index ... * @param prevCalculated: int, Provides Previous Calculated Bars ... * @param ratesTotal: int, Provides All Availabled Bars ... * @param open: double Collection, Provides Open Prices Time Series ... * @param high: double Collection, Provides High Prices Time Series ... * @param close: double Collection, Provides Close Prices Time Series ... * @param low: double Collection, Provides Low Prices Time Series ... * @param tickVolume: long Collection, Provides Ticks Volume Prices Time Series ... */ void CalculateSwingsAndTrend( 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 lastBarIndex = bar_index + 1; bool isFirstBar = startCalculationForLastBars > 0 ? bar_index == startCalculationForLastBars : bar_index == ratesTotal; // double iLow = low[bar_index]; double iHigh = high[bar_index]; double iOpen = open[bar_index]; double iClose = close[bar_index]; // // Swing Low ... double lastSwingLow = isFirstBar ? emptyValue : swingLowsBuffer[lastBarIndex]; bool isSwingLow = IsSwingLow(high, low, bar_index, swingLength); double iSwingLow = !isSwingLow ? lastSwingLow : iLow; swingLowsBuffer[bar_index] = iSwingLow; if (isSwingLow) { lSwingLow = iSwingLow; } // // Swing High ... double lastSwingHigh = isFirstBar ? emptyValue : swingHighsBuffer[lastBarIndex]; bool isSwingHigh = IsSwingHigh(high, low, bar_index, swingLength); double iSwingHigh = !isSwingHigh ? lastSwingHigh : iHigh; swingHighsBuffer[bar_index] = iSwingHigh; if (isSwingHigh) { lSwingHigh = iSwingHigh; } // // Calculate Trend ... // double lastTrend = isFirstBar ? emptyValue : trendBuffer[lastBarIndex]; double iTrend = isSwingLow && iSwingLow > lastSwingLow ? iSwingLow : isSwingHigh && iSwingHigh < lastSwingHigh ? iSwingHigh : lastTrend; trendBuffer[bar_index] = iTrend; bool isBullTrnd = isSwingLow && iSwingLow > lastSwingLow; bool isBearTrnd = isSwingHigh && iSwingHigh < lastSwingHigh; bool isTrnd = isBullTrnd || isBearTrnd; // double lastTrendState = isFirstBar ? emptyValue : trendStateBuffer[lastBarIndex]; double iTrendState = isSwingLow && iSwingLow > lastSwingLow ? 1 : isSwingHigh && iSwingHigh < lastSwingHigh ? -1 : lastTrendState; // bool isTrendBraked = false; if (!isTrendBraked) { // bool isBullishState = iTrendState > 0; bool isBearishState = iTrendState < 0; // isTrendBraked = isBullishState ? iClose < iTrend : isBearishState ? iClose > iTrend : false; if (isTrendBraked) { // if (isBullishState) { iTrendState = -1; } // if (isBearishState) { iTrendState = 1; } } } trendStateBuffer[bar_index] = iTrendState; // double iTrendColor = iTrendState == 0 ? neuturalColorIDX : iTrendState > 0 ? bullishColorIDX : iTrendState < 0 ? bearishColorIDX : hideColorIDX; trendColorBuffer[bar_index] = iTrendColor; // if (isTrnd) { // lTrend = iTrend; lTrendColor = iTrendColor; lTrendState = iTrendState; } } // // Tools ... // bool IsSwingLow( const double &high[], const double &low[], int index, int length // ) { // bool result = false; // result = index - length >= 0; if (!result) { return result; } // for (int i = 1; i <= length; i++) { // result = low[index] < low[index - 1] && low[index] < low[index + i]; if (!result) { break; } } // return result; } // bool IsSwingHigh( const double &high[], const double &low[], int index, int length // ) { // bool result = false; // result = index - length >= 0; if (!result) { return result; } // for (int i = 1; i <= length; i++) { // result = high[index] > high[index - 1] && high[index] > high[index + i]; if (!result) { break; } } // return result; } //