333 lines
7.7 KiB
Plaintext
333 lines
7.7 KiB
Plaintext
///////////////////////////////////////////////////////
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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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// |