574 lines
13 KiB
Plaintext
574 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Ocillator
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// -------------------------------------------------
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// Name: X121 XCDV
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// Description: Detect Comulative Delta Volume ...
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//
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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 X121 XCDV Ocillator"
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#property strict
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//
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// Definitions ...
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//
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#define ShortName "X121_XCDV"
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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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// Makret ...
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input group "Market";
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input int maLength = 14; // Moving Averge Length
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input ENUM_X_PRICE maAppliedTo = X_PRICE_CLOSE; // Moving Averge Applied To
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input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
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//
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// Presentation ...
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input group "Presentation";
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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input bool showCDV = true; // Show Delta Line
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input bool showMA = true; // Show Delta Histogram
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//
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// Buffers Props ...
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 10
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#property indicator_plots 2
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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//
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// Buffers ...
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//
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#define openBufferIndex 0
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double openBuffer[];
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//
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#define highBufferIndex 1
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double highBuffer[];
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//
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#define lowBufferIndex 2
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double lowBuffer[];
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//
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#define closeBufferIndex 3
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double closeBuffer[];
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//
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#define colorBufferIndex 4
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double colorBuffer[];
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//
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#define barBufferIndex 0
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#property indicator_label1 "X121 XCDV Open;X121 XCDV High;X121 XCDV Low;X121 XCDV Close"
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#property indicator_type1 DRAW_COLOR_CANDLES
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#property indicator_color1 CLR_NONE, clrLime, clrRed
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//
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#define maBufferIndex 5
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double maBuffer[];
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#property indicator_label2 "MA"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrYellow
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//
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// Data Buffers ...
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#define mLastBufferIndex 5
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#define priceBufferIndex mLastBufferIndex + 1
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double priceBuffer[];
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#define deltaBufferIndex mLastBufferIndex + 2
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double deltaBuffer[];
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#define cumulativeDeltaBufferIndex mLastBufferIndex + 3
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double cumulativeDeltaBuffer[];
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//
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// Variables, Properties and etc ...
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//
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// this counts Available Bars ...
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int limit;
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//
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int maxLength;
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//
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double lastCDV = 0.0;
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//
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// Event Handlers ...
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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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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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// Initialize Indicator Handlers ...
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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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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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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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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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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*/
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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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* Calculate Bars ...
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*
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* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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* @param time: DateTime Array, History of Open Time ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param tick_volume: Long, History of Tick Volumes on Bar ...
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* @param volume: Long, History of Trade Volumes ...
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* @param spread: Double, History of Spread Price ...
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*
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* @return ( int )
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*/
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[] //
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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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(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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limit = (prev_calculated > rates_total || prev_calculated <= 0)
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? rates_total
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: (rates_total - prev_calculated) + 1;
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(
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//
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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close,
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low,
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tick_volume //
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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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// Functions ...
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/**
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* Validate Input Args for Initialization ...
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*
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* @return ( bool )
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*/
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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 = maLength > 0 &&
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IsValid(maMethod) &&
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IsValid(maAppliedTo);
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//
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return result;
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}
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/**
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* Extract Max Length of Inputs ...
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*
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* @return ( int )
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*/
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int ExtractMaxLengthOfInputs()
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{
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//
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int result = 0;
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//
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result = MathMax(0, maLength);
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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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*/
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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 Required Buffers ...
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*/
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void DefineBuffers()
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{
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//
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// Plot Buffers ...
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//
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// CDV ...
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//
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// Raw Candles Color ...
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ArraySetAsSeries(colorBuffer, true);
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SetIndexBuffer(colorBufferIndex, colorBuffer, INDICATOR_COLOR_INDEX);
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//
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ENUM_DRAW_TYPE barDrawType = showCDV ? DRAW_COLOR_CANDLES : DRAW_NONE;
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//
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// Set EMPTY_VALUE on Candles Buffer ...
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PlotIndexSetDouble(barBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(barBufferIndex, PLOT_SHOW_DATA, showCDV);
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PlotIndexSetInteger(barBufferIndex, PLOT_DRAW_TYPE, barDrawType);
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//
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// Open ...
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ArraySetAsSeries(openBuffer, true);
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SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA);
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//
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// High ...
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ArraySetAsSeries(highBuffer, true);
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SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA);
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//
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// Close ...
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ArraySetAsSeries(closeBuffer, true);
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SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA);
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//
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// Low ...
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ArraySetAsSeries(lowBuffer, true);
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SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA);
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//
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// Ma ...
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ENUM_DRAW_TYPE maDrawType = showMA ? DRAW_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(maBuffer, true);
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SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(maBufferIndex, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetInteger(maBufferIndex, PLOT_SHOW_DATA, showMA);
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PlotIndexSetInteger(maBufferIndex, PLOT_DRAW_TYPE, maDrawType);
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//
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// Data Buffers ...
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//
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ArraySetAsSeries(priceBuffer, true);
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SetIndexBuffer(priceBufferIndex, priceBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(deltaBuffer, true);
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SetIndexBuffer(deltaBufferIndex, deltaBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(cumulativeDeltaBuffer, true);
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SetIndexBuffer(cumulativeDeltaBufferIndex, cumulativeDeltaBuffer, INDICATOR_CALCULATIONS);
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}
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/**
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* Calculate Custom Buffers ...
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*
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* @param bar_index: Integer, Represent Current Bar ...
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* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
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* @param ratesTotal: Integer, Represents All Available Bars ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param tickVolume: Long, History of Tick Volumes on Bar ...
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*/
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void CalculateBuffers(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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int barsLimit = startCalculationForLastBars > 0
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? startCalculationForLastBars
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: 0;
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//
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// bool canCalculate = true;
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bool canCalculate =
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barsLimit == 0 ||
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bar_index <= barsLimit;
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if (canCalculate)
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{
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//
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CalculateValues(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume //
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);
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}
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else
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{
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FillBuffersZero(bar_index);
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}
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}
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/**
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* Fill All Bufers to Zero Vlue for Specified Bar Index ...
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*
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* @param barIndex: Integer ...
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*/
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void FillBuffersZero(int barIndex)
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{
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//
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openBuffer[barIndex] = 0.0;
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highBuffer[barIndex] = 0.0;
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closeBuffer[barIndex] = 0.0;
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lowBuffer[barIndex] = 0.0;
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colorBuffer[barIndex] = hideColorIDX;
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}
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/**
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* Calculate Vales ...
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*
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* @param bar_index: Integer, Represent Current Bar ...
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* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
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* @param ratesTotal: Integer, Represents All Available Bars ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param tickVolume: Long, History of Tick Volumes on Bar ...
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*/
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void CalculateValues(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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XOHCL bar;
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bool has = bar.Init(
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_Symbol,
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_Period,
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bar_index //
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);
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if (!has)
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{
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return;
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}
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//
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double lowShadow = bar.GetLowShadow();
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double highShadow = bar.GetHighShadow();
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double body = bar.GetBody();
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bool isBullish = bar.IsBullish();
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bool hasDir = HasDirection(bar.GetDirection());
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//
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double iRate = 0.5 * (highShadow + lowShadow + (hasDir ? 2 * body : 0)) / (highShadow + lowShadow + body);
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iRate = iRate <= 0
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? 0.5
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: iRate;
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//
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double iVRate = tickVolume[bar_index] * iRate;
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double iDelta = isBullish
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? iVRate
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: -1 * iVRate;
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deltaBuffer[bar_index] = iDelta;
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//
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double iCumulate = lastCDV + iDelta;
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cumulativeDeltaBuffer[bar_index] = iCumulate;
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lastCDV = iCumulate;
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//
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bool isFirstBar =
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startCalculationForLastBars > 0
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? bar_index == startCalculationForLastBars
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: bar_index == ratesTotal;
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//
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double iO = 0;
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double iH = 0;
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double iL = 0;
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double iC = 0;
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if (!isFirstBar)
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{
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//
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iO = cumulativeDeltaBuffer[bar_index + 1];
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iH = MathMax(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]);
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iL = MathMin(cumulativeDeltaBuffer[bar_index], cumulativeDeltaBuffer[bar_index + 1]);
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iC = iCumulate;
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}
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//
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double iClose = (iO + iH + iL + iC) / 4;
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double iOpen = isFirstBar
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? (iO + iC) / 2
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: (openBuffer[bar_index + 1] + closeBuffer[bar_index + 1]) / 2;
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double iLow = MathMin(iL, MathMin(iOpen, iClose));
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double iHigh = MathMax(iH, MathMax(iOpen, iClose));
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//
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lowBuffer[bar_index] = iLow;
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openBuffer[bar_index] = iOpen;
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highBuffer[bar_index] = iHigh;
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closeBuffer[bar_index] = iClose;
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//
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bool isCBullish = iOpen <= iClose;
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double iColor = isCBullish
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? bullishColorIDX
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: bearishColorIDX;
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colorBuffer[bar_index] = iColor;
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//
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double iPrice = GetAppliedPrice(
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maAppliedTo,
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openBuffer,
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highBuffer,
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lowBuffer,
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closeBuffer,
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bar_index //
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);
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priceBuffer[bar_index] = iPrice;
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//
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// Calculate Moving Averages ...
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int deltaMAsCount = iMAOnBuffer(
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ratesTotal,
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prevCalculated,
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bar_index,
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maLength,
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priceBuffer,
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maBuffer,
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maMethod //
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);
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//
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bar.Clean();
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}
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//
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