701 lines
16 KiB
Plaintext
701 lines
16 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: X121 XTREND
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// Description: XTREND ...
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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 XTREND Indicator"
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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 XTREND"
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//
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// Includes Common Library ...
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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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// Market ...
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input group "Market";
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input ENUM_APPLIED_PRICE trendPriceType = PRICE_CLOSE; // Detect Trend Price Type
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input group "MA Detection";
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input int maLength = 50; // MA Length
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input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
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input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
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input group "ADX Detection";
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input int adxLength = 14; // ADX Length
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input double adxThreshold = 25; // ADX Threshold for Strong Trends
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//
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// Presentation ...
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input group "Presentation";
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//
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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input int upTrendArrowCode = 233; // Up Trend Arrow Code
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input int downTrendArrowCode = 234; // Down Trend Arrow Code
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//
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input bool showOnlyTrendStart = true; // Show Only Trend Start
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input bool showUpTrend = true; // Show Up Trend
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input bool showDownTrend = true; // Show Down Trend
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 8
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#property indicator_plots 2
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//
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// Plot Buffers ...
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//
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#define upTrendBufferIndex 0
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double upTrendBuffer[];
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//
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#property indicator_label1 "X121 XTREND Up"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrAqua
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#property indicator_width1 1
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//
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#define downTrendBufferIndex 1
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double downTrendBuffer[];
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//
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#property indicator_label2 "X121 XTREND Down"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrMagenta
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#property indicator_width2 1
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//
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// Data Buffers ...
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//
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int mLastBufferIndex = 1;
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//
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#define maBufferIndex mLastBufferIndex + 1
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double maBuffer[];
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//
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#define adxBufferIndex mLastBufferIndex + 2
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double adxBuffer[];
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//
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#define adxPBufferIndex mLastBufferIndex + 3
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double adxPBuffer[];
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//
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#define adxMBufferIndex mLastBufferIndex + 4
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double adxMBuffer[];
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//
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#define upTBufferIndex mLastBufferIndex + 5
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double upTBuffer[];
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//
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#define downTBufferIndex mLastBufferIndex + 6
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double downTBuffer[];
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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 lastValue = 0;
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ENUM_X_DIRECTION lastTrendDir = X_DIRECTION_NONE;
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//
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// MA Handler ...
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int maHandler = INVALID_HANDLE;
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//
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// ADX Handler ...
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int adxHandler = INVALID_HANDLE;
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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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// MA ...
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maHandler = iMA(
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_Symbol,
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_Period,
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maLength,
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0,
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maMethod,
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maAppliedTo //
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);
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bool isInited = maHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// ADx ...
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adxHandler = iADX(
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_Symbol,
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_Period,
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adxLength //
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);
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isInited = maHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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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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IndicatorRelease(maHandler);
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IndicatorRelease(adxHandler);
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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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// Validate Calculated Bars ...
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//
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// MA ...
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int maCalculatedBars = BarsCalculated(maHandler);
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//
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// ADX ...
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int adxCalculatedBars = BarsCalculated(adxHandler);
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//
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bool isPassedRequiredCalculatedBars =
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//
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// MA ...
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maCalculatedBars >= maxLength &&
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//
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// ADX ...
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adxCalculatedBars >= maxLength
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//
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;
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if (!isPassedRequiredCalculatedBars)
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{
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return prev_calculated;
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}
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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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// Buffers Copy ...
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//
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// MA ...
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int copiedMas = CopyBuffer(maHandler, 0, 0, limit, maBuffer);
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//
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// ADX ...
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int copiedAdxs = CopyBuffer(adxHandler, MAIN_LINE, 0, limit, adxBuffer);
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int copiedAdxPs = CopyBuffer(adxHandler, PLUSDI_LINE, 0, limit, adxPBuffer);
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int copiedAdxMs = CopyBuffer(adxHandler, MINUSDI_LINE, 0, limit, adxMBuffer);
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//
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// Validate Copied Items ...
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bool isPassedRequiredCopiedItems =
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//
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// MA ...
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copiedMas > 0 &&
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//
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// ADX ...
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copiedAdxs > 0 &&
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copiedAdxPs > 0 &&
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copiedAdxMs > 0
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//
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;
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if (!isPassedRequiredCopiedItems)
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{
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return prev_calculated;
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}
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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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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 =
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//
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// MA ...
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maLength > 0 &&
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//
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// ADX ...
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adxLength > 0 &&
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adxThreshold > 0
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//
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;
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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(maLength, adxLength);
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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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// UP Trend ...
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//
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ENUM_DRAW_TYPE upTrendDrawType = showUpTrend ? DRAW_ARROW : DRAW_NONE;
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//
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ArraySetAsSeries(upTrendBuffer, true);
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SetIndexBuffer(upTrendBufferIndex, upTrendBuffer, INDICATOR_DATA);
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//
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PlotIndexSetInteger(upTrendBufferIndex, PLOT_SHOW_DATA, showUpTrend);
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PlotIndexSetInteger(upTrendBufferIndex, PLOT_DRAW_TYPE, upTrendDrawType);
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//
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PlotIndexSetDouble(upTrendBufferIndex, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetInteger(upTrendBufferIndex, PLOT_ARROW, upTrendArrowCode);
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//
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// DOWN Trend ...
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//
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ENUM_DRAW_TYPE downTrendDrawType = showDownTrend ? DRAW_ARROW : DRAW_NONE;
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//
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ArraySetAsSeries(downTrendBuffer, true);
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SetIndexBuffer(downTrendBufferIndex, downTrendBuffer, INDICATOR_DATA);
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//
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PlotIndexSetInteger(downTrendBufferIndex, PLOT_SHOW_DATA, showDownTrend);
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PlotIndexSetInteger(downTrendBufferIndex, PLOT_DRAW_TYPE, downTrendDrawType);
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//
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PlotIndexSetDouble(downTrendBufferIndex, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetInteger(downTrendBufferIndex, PLOT_ARROW, downTrendArrowCode);
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//
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// Data Buffers ...
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//
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ArraySetAsSeries(maBuffer, true);
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SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(adxBuffer, true);
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SetIndexBuffer(adxBufferIndex, adxBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(adxPBuffer, true);
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SetIndexBuffer(adxPBufferIndex, adxPBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(adxMBuffer, true);
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SetIndexBuffer(adxMBufferIndex, adxMBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(upTBuffer, true);
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SetIndexBuffer(upTBufferIndex, upTBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(downTBuffer, true);
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SetIndexBuffer(downTBufferIndex, downTBuffer, 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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CalculateTrend(
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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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upTrendBuffer[barIndex] = 0;
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downTrendBuffer[barIndex] = 0;
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//
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maBuffer[barIndex] = 0;
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adxBuffer[barIndex] = 0;
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adxPBuffer[barIndex] = 0;
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adxMBuffer[barIndex] = 0;
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}
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/**
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* Calculate Trends ...
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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 CalculateTrend(
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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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ENUM_X_PRICE mPType = ToXPrice(trendPriceType);
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double iPrice = GetAppliedPrice(
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mPType,
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open,
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high,
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low,
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close,
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bar_index //
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);
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//
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double iMa = maBuffer[bar_index];
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double iAdx = adxBuffer[bar_index];
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double points = GetPoints(_Symbol);
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double points10 = 10 * points;
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//
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bool isUpTrend =
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iPrice > iMa &&
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iAdx > adxThreshold;
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bool isDownTrend =
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iPrice < iMa &&
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iAdx > adxThreshold;
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//
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if (isUpTrend)
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{
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//
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// double iLastValue =
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// prevCalculated <= 0
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// ? 0
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// : upTrendBuffer[bar_index + 1];
|
|
// if (iLastValue > 0 &&
|
|
// iValue > iLastValue)
|
|
// {
|
|
// iValue = iLastValue;
|
|
// }
|
|
|
|
//
|
|
double selectedValue = low[bar_index] - points10;
|
|
|
|
//
|
|
double iValue =
|
|
!IsBullish(lastTrendDir) ? selectedValue
|
|
: !showOnlyTrendStart
|
|
? lastValue
|
|
: 0;
|
|
|
|
//
|
|
upTrendBuffer[bar_index] = iValue;
|
|
upTBuffer[bar_index] = selectedValue;
|
|
|
|
//
|
|
downTrendBuffer[bar_index] = 0;
|
|
|
|
//
|
|
lastValue = iValue;
|
|
lastTrendDir = X_DIRECTION_BULLISH;
|
|
}
|
|
else if (isDownTrend)
|
|
{
|
|
//
|
|
// double iLastValue =
|
|
// prevCalculated <= 0
|
|
// ? 0
|
|
// : downTrendBuffer[bar_index + 1];
|
|
// if (iLastValue > 0 &&
|
|
// iValue < iLastValue)
|
|
// {
|
|
// iValue = iLastValue;
|
|
// }
|
|
|
|
//
|
|
double selectedValue = high[bar_index] + points10;
|
|
|
|
//
|
|
double iValue =
|
|
!IsBearish(lastTrendDir) ? selectedValue
|
|
: !showOnlyTrendStart
|
|
? lastValue
|
|
: 0;
|
|
|
|
//
|
|
upTrendBuffer[bar_index] = 0;
|
|
downTrendBuffer[bar_index] = iValue;
|
|
downTBuffer[bar_index] = selectedValue;
|
|
|
|
//
|
|
lastValue = iValue;
|
|
lastTrendDir = X_DIRECTION_BEARISH;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
double iValue =
|
|
IsBullish(lastTrendDir)
|
|
? showOnlyTrendStart
|
|
? 0
|
|
: lastValue
|
|
: IsBearish(lastTrendDir)
|
|
? showOnlyTrendStart
|
|
? 0
|
|
: lastValue
|
|
: 0;
|
|
|
|
//
|
|
upTrendBuffer[bar_index] = 0;
|
|
downTrendBuffer[bar_index] = 0;
|
|
|
|
//
|
|
upTBuffer[bar_index] = 0;
|
|
downTBuffer[bar_index] = 0;
|
|
|
|
//
|
|
lastValue = 0;
|
|
lastTrendDir = X_DIRECTION_NONE;
|
|
}
|
|
} |