1951 lines
44 KiB
Plaintext
1951 lines
44 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XPVPM
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// Description: Peaks and Vales ...
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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 XPVPM 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 "XPVPM"
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//
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// Includes Common Library ...
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#include "../Classes/x-saherelm.x-poi.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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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 "Makret Cycles";
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//
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input group "Short";
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input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
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//
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input group "Medium";
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input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
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//
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input group "Long";
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input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
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//
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input group "Hind";
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input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
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//
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input group "Boundary Detection Modes";
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input ENUM_SERIESMODE hhMode = MODE_HIGH; // Highest High Calculation Method
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input ENUM_SERIESMODE llMode = MODE_LOW; // Lowest Low Calculation Method
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//
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input group "Paraboli Sar Detection";
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input double sarStep = 0.02; // Step
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input double sarMax = 0.2; // Maximum
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//
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input group "VWap Detection";
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input int vwapFastLength = 20; // Fast Length
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input int vwapMidLength = 50; // Mid Length
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input int vwapSlowLength = 100; // Slow Length
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input ENUM_APPLIED_PRICE vwapAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "POI Detector";
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input ENUM_TIMEFRAMES poiPeriod = PERIOD_CURRENT; // POI Detector Period
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//
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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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//
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input int sarArrowCode = 159; // Parabolic Sar Arrow Code
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input int peaksArrowCode = 159; // Peaks Arrow Code
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input int valesArrowCode = 159; // Vales Arrow Code
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//
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input bool showSar = true; // Show Parabolic Sar
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input bool showPeaks = true; // Show Peaks
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input bool showVales = true; // Show Vales
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input bool showVWapFast = true; // Show VWap Fast
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input bool showVWapMedium = true; // Show VWap Medium
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input bool showVWapSlow = true; // Show VWap Slow
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//
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// Define Variables to Draw POI(s) ...
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input bool drawSwingHighs = false; // Draw Swing Highs
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input bool drawSwingLows = false; // Draw Swing Lows
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input bool drawSupportZones = false; // Draw Support Zones
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input bool drawResistanceZones = false; // Draw Resistance Zones
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input bool drawSupplyZones = false; // Draw Supply Zones
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input bool drawDemandZones = false; // Draw Demand Zones
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input bool drawBullishOrderBlocks = false; // Draw Bullish Order Blocks
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input bool drawBearishOrderBlocks = false; // Draw Bearish Order Blocks
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input bool drawBullishFairValueGaps = false; // Draw Bullish FairValue Gaps
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input bool drawBearishFairValueGaps = false; // Draw Bearish FairValue Gaps
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input bool drawBullishRejectionBars = false; // Draw Bullish Rejection Bars
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input bool drawBearishRejectionBars = false; // Draw Bearish Rejection Bars
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input bool drawBullishMomentumBars = false; // Draw Bullish Momentum Bars
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input bool drawBearishMomentumBars = false; // Draw Bearish Momentum Bars
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//
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// Buffers ...
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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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#define neuturalColorIDX 3
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 24
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#property indicator_plots 6
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//
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// PEAKS ...
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//
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#define peaksBufferIndex 0
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double peaksBuffer[];
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//
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#property indicator_label1 "XPVPM PEAKS"
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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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// VALES ...
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//
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#define valesBufferIndex 1
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double valesBuffer[];
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//
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#property indicator_label2 "XPVPM VALES"
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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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#define sarBufferIndex 2
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double sarBuffer[];
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//
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#property indicator_label3 "XPVPM SAR"
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#property indicator_type3 DRAW_ARROW
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#property indicator_color3 clrYellow
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#property indicator_width3 1
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//
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// FAST ...
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#define vwapFastBufferIndex 3
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double vwapFastBuffer[];
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#define vwapFastColorBufferIndex 4
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double vwapFastColorBuffer[];
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//
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#define vwapFastPlotBufferIndex 3
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#property indicator_label4 "XPVPM VWF"
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#property indicator_type4 DRAW_COLOR_LINE
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#property indicator_color4 CLR_NONE, clrAqua, clrMagenta, clrGray
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 2
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//
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// MID ...
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#define vwapMidBufferIndex 5
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double vwapMidBuffer[];
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#define vwapMidColorBufferIndex 6
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double vwapMidColorBuffer[];
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//
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#define vwapMidPlotBufferIndex 4
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#property indicator_label5 "XPVPM VWM"
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#property indicator_type5 DRAW_COLOR_LINE
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#property indicator_color5 CLR_NONE, clrGreen, clrRed, clrGray
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 2
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//
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// SLOW ...
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#define vwapSlowBufferIndex 7
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double vwapSlowBuffer[];
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#define vwapSlowColorBufferIndex 8
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double vwapSlowColorBuffer[];
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//
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#define vwapSlowPlotBufferIndex 5
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#property indicator_label6 "XPVPM VWS"
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#property indicator_type6 DRAW_COLOR_LINE
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#property indicator_color6 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 2
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//
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// Data Buffers ...
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//
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int mLastBufferIndex = 8;
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//
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// CURRENT ...
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//
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#define cHHBufferIndex mLastBufferIndex + 1
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double cHHBuffer[];
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//
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#define cLLBufferIndex mLastBufferIndex + 2
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double cLLBuffer[];
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//
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// SHORT ...
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//
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#define sHHBufferIndex mLastBufferIndex + 3
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double sHHBuffer[];
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//
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#define sLLBufferIndex mLastBufferIndex + 4
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double sLLBuffer[];
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//
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// MEDIUM ...
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//
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#define mHHBufferIndex mLastBufferIndex + 5
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double mHHBuffer[];
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//
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#define mLLBufferIndex mLastBufferIndex + 6
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double mLLBuffer[];
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//
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// LONG ...
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//
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#define lHHBufferIndex mLastBufferIndex + 7
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double lHHBuffer[];
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//
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#define lLLBufferIndex mLastBufferIndex + 8
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double lLLBuffer[];
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//
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// HIND ...
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//
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#define hHHBufferIndex mLastBufferIndex + 9
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double hHHBuffer[];
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//
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#define hLLBufferIndex mLastBufferIndex + 10
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double hLLBuffer[];
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//
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// VOLUME ...
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#define vwapVolumeBufferIndex mLastBufferIndex + 11
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double vwapVolumeBuffer[];
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//
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// Price ...
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#define vwapPriceBufferIndex mLastBufferIndex + 12
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double vwapPriceBuffer[];
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//
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// Fast State ...
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#define vwapFastStateBufferIndex mLastBufferIndex + 13
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double vwapFastStateBuffer[];
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//
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// Mid State ...
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#define vwapMidStateBufferIndex mLastBufferIndex + 14
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double vwapMidStateBuffer[];
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//
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// Slow State ...
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#define vwapSlowStateBufferIndex mLastBufferIndex + 15
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double vwapSlowStateBuffer[];
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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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// SAR Handler ...
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int sarHandler = INVALID_HANDLE;
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//
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double mHideColorIDX = 0;
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//
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// XMarketCycle sc;
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int mSCLength = 0;
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datetime mCStartOnS = NULL;
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ENUM_TIMEFRAMES mSCPeriod = NULL;
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//
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// XMarketCycle mc;
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int mMCLength = 0;
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datetime mCStartOnM = NULL;
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ENUM_TIMEFRAMES mMCPeriod = NULL;
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//
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// XMarketCycle lc;
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int mLCLength = 0;
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datetime mCStartOnL = NULL;
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ENUM_TIMEFRAMES mLCPeriod = NULL;
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//
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// XMarketCycle hc;
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int mHCLength = 0;
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datetime mCStartOnH = NULL;
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ENUM_TIMEFRAMES mHCPeriod = NULL;
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//
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// XPOI ...
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XCPOIDrawer *mPOIDrawer;
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CArrayObj mDrawnObjects;
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XCPOIDetector *mPOIDetector;
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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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// SAR ...
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sarHandler = iSAR(
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_Symbol,
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_Period,
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sarStep,
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sarMax //
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);
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bool isInited = sarHandler != 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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// XPOI Drawer ...
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mPOIDrawer = new XCPOIDrawer();
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//
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// Initialize POI Detector ...
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ENUM_TIMEFRAMES mPOIPeriod = NormalizePeriod(poiPeriod);
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mPOIDetector = new XCPOIDetector(
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_Symbol,
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mPOIPeriod //
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);
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mPOIDetector.MaxNumberOfPOIs(5);
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mPOIDetector.MaxNumberOfRequiredPOIs(1);
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mPOIDetector.Init();
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//
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if (!InitMarketCycles())
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{
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return INIT_PARAMETERS_INCORRECT;
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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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//
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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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delete mPOIDrawer;
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delete mPOIDetector;
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//
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mDrawnObjects.Clear();
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//
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IndicatorRelease(sarHandler);
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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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// Fill All Buffers by Zero ...
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if (prev_calculated == 0)
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{
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//
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ArrayInitialize(peaksBuffer, 0);
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ArrayInitialize(valesBuffer, 0);
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ArrayInitialize(sarBuffer, 0);
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}
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//
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// Validate Calculated Bars ...
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//
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// SAR ...
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int sarCalculatedBars = BarsCalculated(sarHandler);
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//
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bool isPassedRequiredCalculatedBars =
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//
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// SAR ...
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sarCalculatedBars >= 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) ? rates_total : (rates_total - prev_calculated) + 1;
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//
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// Buffers Copy ...
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//
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// SAR ...
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int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer);
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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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//
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// SAR ...
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copiedSars > 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 =
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//
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// PSAR ...
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sarMax > 0 &&
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sarStep > 0 &&
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sarMax > sarStep &&
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//
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// VWAP ...
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vwapFastLength > 2 &&
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vwapMidLength > vwapFastLength &&
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vwapSlowLength > vwapMidLength &&
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//
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// XPV ...
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(IsValid(scMethod, scPeriod) &&
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IsValid(mcMethod, mcPeriod) &&
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IsValid(lcMethod, lcPeriod) &&
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IsValid(hcMethod, hcPeriod))
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//
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;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Extract Max Length of Inputs ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ExtractMaxLengthOfInputs()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// XPV ...
|
|
result = MathMax(mSCLength, mMCLength);
|
|
result = MathMax(result, mLCLength);
|
|
result = MathMax(result, mHCLength);
|
|
|
|
//
|
|
// XVWAP ...
|
|
result = MathMax(result, vwapFastLength);
|
|
result = MathMax(result, vwapMidLength);
|
|
result = MathMax(result, vwapSlowLength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Define Required Buffers ...
|
|
*/
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
// PEAKS ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE peaksDrawType = showPeaks ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(peaksBuffer, true);
|
|
SetIndexBuffer(peaksBufferIndex, peaksBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_SHOW_DATA, showPeaks);
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_DRAW_TYPE, peaksDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(peaksBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_ARROW, peaksArrowCode);
|
|
|
|
//
|
|
// VALES ...
|
|
//
|
|
ENUM_DRAW_TYPE valesDrawType = showVales ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(valesBuffer, true);
|
|
SetIndexBuffer(valesBufferIndex, valesBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_SHOW_DATA, showVales);
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_DRAW_TYPE, valesDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(valesBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_ARROW, valesArrowCode);
|
|
|
|
//
|
|
// SAR ...
|
|
//
|
|
ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(sarBuffer, true);
|
|
SetIndexBuffer(sarBufferIndex, sarBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_SHOW_DATA, showSar);
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_TYPE, sarDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode);
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// Fast ...
|
|
ArraySetAsSeries(vwapFastBuffer, true);
|
|
ArraySetAsSeries(vwapFastColorBuffer, true);
|
|
SetIndexBuffer(vwapFastBufferIndex, vwapFastBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapFastColorBufferIndex, vwapFastColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// Mid ...
|
|
ArraySetAsSeries(vwapMidBuffer, true);
|
|
ArraySetAsSeries(vwapMidColorBuffer, true);
|
|
SetIndexBuffer(vwapMidBufferIndex, vwapMidBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapMidColorBufferIndex, vwapMidColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// Slow ...
|
|
ArraySetAsSeries(vwapSlowBuffer, true);
|
|
ArraySetAsSeries(vwapSlowColorBuffer, true);
|
|
SetIndexBuffer(vwapSlowBufferIndex, vwapSlowBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapSlowColorBufferIndex, vwapSlowColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// Data Buffers ...
|
|
|
|
//
|
|
// CURRENT ...
|
|
|
|
//
|
|
ArraySetAsSeries(cHHBuffer, true);
|
|
SetIndexBuffer(cHHBufferIndex, cHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(cLLBuffer, true);
|
|
SetIndexBuffer(cLLBufferIndex, cLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// SHORT ...
|
|
|
|
//
|
|
ArraySetAsSeries(sHHBuffer, true);
|
|
SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(sLLBuffer, true);
|
|
SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
|
|
//
|
|
ArraySetAsSeries(mHHBuffer, true);
|
|
SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(mLLBuffer, true);
|
|
SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// LONG ...
|
|
|
|
//
|
|
ArraySetAsSeries(lHHBuffer, true);
|
|
SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(lLLBuffer, true);
|
|
SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// HIND ...
|
|
|
|
//
|
|
ArraySetAsSeries(hHHBuffer, true);
|
|
SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(hLLBuffer, true);
|
|
SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// Volumes ...
|
|
ArraySetAsSeries(vwapVolumeBuffer, true);
|
|
SetIndexBuffer(vwapVolumeBufferIndex, vwapVolumeBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Price ...
|
|
ArraySetAsSeries(vwapPriceBuffer, true);
|
|
SetIndexBuffer(vwapPriceBufferIndex, vwapPriceBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Fast State ...
|
|
ArraySetAsSeries(vwapFastStateBuffer, true);
|
|
SetIndexBuffer(vwapFastStateBufferIndex, vwapFastStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Mid State ...
|
|
ArraySetAsSeries(vwapMidStateBuffer, true);
|
|
SetIndexBuffer(vwapMidStateBufferIndex, vwapMidStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Slow State ...
|
|
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
|
SetIndexBuffer(vwapSlowStateBufferIndex, vwapSlowStateBuffer, INDICATOR_CALCULATIONS);
|
|
}
|
|
|
|
/**
|
|
* Set Indicator Short Name and also we can define Buffers Labels ...
|
|
*/
|
|
void SetIndicatorName()
|
|
{
|
|
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
|
}
|
|
|
|
/**
|
|
* Calculate Custom Buffers ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateBuffers(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
int barsLimit = startCalculationForLastBars > 0
|
|
? startCalculationForLastBars
|
|
: 0;
|
|
//
|
|
// bool canCalculate = true;
|
|
bool canCalculate =
|
|
barsLimit == 0 ||
|
|
bar_index <= barsLimit;
|
|
if (canCalculate)
|
|
{
|
|
//
|
|
// Calculate Cycles ...
|
|
CalculateCycles(bar_index);
|
|
|
|
//
|
|
// Calculate Peaks and Vales ...
|
|
CalculatePeaksAndVales(bar_index);
|
|
|
|
//
|
|
// Calculate Required VWAP Data Buffers ...
|
|
if (ratesTotal - bar_index <= maxLength)
|
|
{
|
|
//
|
|
CalculateVWAPDataBuffers(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
// Prevent Moving Forward ...
|
|
return;
|
|
}
|
|
|
|
//
|
|
CalculateVWAPDataBuffers(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
CalculateVWAPS(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
CalculatePOIS(bar_index);
|
|
}
|
|
else
|
|
{
|
|
FillBuffersZero(bar_index);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Custom ...
|
|
|
|
/**
|
|
* Initial Market Cycles ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool InitMarketCycles()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int cPeriodSeconds = PeriodSeconds(_Period);
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (scMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mSCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_SHORT,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mSCPeriod = scPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mSCPeriod))
|
|
{
|
|
mSCLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (mcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mMCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_MEDIUM,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mMCPeriod = mcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mMCPeriod))
|
|
{
|
|
mMCLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (lcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mLCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_LONG,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mLCPeriod = lcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mLCPeriod))
|
|
{
|
|
mLCLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (hcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mHCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_HIND,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mHCPeriod = hcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mHCPeriod))
|
|
{
|
|
mHCLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
result = mSCLength > 0 &&
|
|
mMCLength > mSCLength &&
|
|
mLCLength > mMCLength &&
|
|
mHCLength > mLCLength;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
|
*
|
|
* @param barIndex: Integer ...
|
|
*/
|
|
void FillBuffersZero(int barIndex)
|
|
{
|
|
//
|
|
// CURRENT ...
|
|
cHHBuffer[barIndex] = 0;
|
|
cLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// SHORT ...
|
|
sHHBuffer[barIndex] = 0;
|
|
sLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// MEDIUM ...
|
|
mHHBuffer[barIndex] = 0;
|
|
mLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// LONG ...
|
|
lHHBuffer[barIndex] = 0;
|
|
lLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// HIND ...
|
|
hHHBuffer[barIndex] = 0;
|
|
hLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// PEAKS ...
|
|
peaksBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// VALES ...
|
|
valesBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// SARS ...
|
|
sarBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// VWAP ...
|
|
|
|
//
|
|
vwapFastBuffer[barIndex] = 0;
|
|
vwapMidBuffer[barIndex] = 0;
|
|
vwapSlowBuffer[barIndex] = 0;
|
|
vwapVolumeBuffer[barIndex] = 0;
|
|
vwapPriceBuffer[barIndex] = 0;
|
|
|
|
//
|
|
vwapFastColorBuffer[barIndex] = hideColorIDX;
|
|
vwapMidColorBuffer[barIndex] = hideColorIDX;
|
|
vwapSlowColorBuffer[barIndex] = hideColorIDX;
|
|
vwapFastStateBuffer[barIndex] = hideColorIDX;
|
|
vwapMidStateBuffer[barIndex] = hideColorIDX;
|
|
vwapSlowStateBuffer[barIndex] = hideColorIDX;
|
|
}
|
|
|
|
/**
|
|
* Calculate Specified Market Cycle Info ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
* @param cycle: ENUM_X_MARKET_CYCLES member, Specified Cycle ...
|
|
* @param hhBuffer: Highest High Buffer Reference ...
|
|
* @param llBuffer: Lowest Low Buffer Reference ...
|
|
*/
|
|
void CalculateCycle(
|
|
int barIndex,
|
|
ENUM_X_MARKET_CYCLES cycle,
|
|
double &hhBuffer[],
|
|
double &llBuffer[] //
|
|
)
|
|
{
|
|
//
|
|
XOHCL bar;
|
|
bool isBarInited = bar.Init(
|
|
_Symbol,
|
|
_Period,
|
|
barIndex
|
|
//
|
|
);
|
|
if (!isBarInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int mLength = 0;
|
|
switch (cycle)
|
|
{
|
|
//
|
|
case X_MARKET_CYCLE_SHORT:
|
|
mLength = mSCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_MEDIUM:
|
|
mLength = mMCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_LONG:
|
|
mLength = mLCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_HIND:
|
|
mLength = mHCLength;
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (mLength == 0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Find Highest High ...
|
|
double hhValue = bar.FindHighest(
|
|
mLength,
|
|
hhMode
|
|
//
|
|
);
|
|
hhBuffer[barIndex] = hhValue;
|
|
|
|
//
|
|
// Find Lowest Low ...
|
|
double llValue = bar.FindLowest(
|
|
mLength,
|
|
llMode
|
|
//
|
|
);
|
|
llBuffer[barIndex] = llValue;
|
|
}
|
|
|
|
/**
|
|
* Claculate Cycles ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
*/
|
|
void CalculateCycles(int barIndex)
|
|
{
|
|
//
|
|
// SHORT ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_SHORT,
|
|
sHHBuffer,
|
|
sLLBuffer //
|
|
);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_MEDIUM,
|
|
mHHBuffer,
|
|
mLLBuffer //
|
|
);
|
|
|
|
//
|
|
// LONG ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_LONG,
|
|
lHHBuffer,
|
|
lLLBuffer //
|
|
);
|
|
|
|
//
|
|
// HIND ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_HIND,
|
|
hHHBuffer,
|
|
hLLBuffer //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Calculate Peaks and Vales ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
*/
|
|
void CalculatePeaksAndVales(int barIndex)
|
|
{
|
|
//
|
|
int lastIndex = barIndex + 1;
|
|
int barsCount = iBars(_Symbol, _Period);
|
|
|
|
//
|
|
// PEAKS ...
|
|
double lastPeak =
|
|
lastIndex < barsCount
|
|
? peaksBuffer[lastIndex]
|
|
: 0;
|
|
|
|
//
|
|
double isHH = sHHBuffer[barIndex];
|
|
double imHH = mHHBuffer[barIndex];
|
|
double ilHH = lHHBuffer[barIndex];
|
|
double ihHH = hHHBuffer[barIndex];
|
|
|
|
//
|
|
double iHHs[4] = {
|
|
isHH,
|
|
imHH,
|
|
ilHH,
|
|
ihHH //
|
|
};
|
|
double rValue = GetAverage(iHHs);
|
|
bool isPeak = rValue == isHH &&
|
|
isHH == imHH &&
|
|
imHH == ilHH &&
|
|
ilHH == ihHH;
|
|
double iPeak =
|
|
isPeak
|
|
? rValue
|
|
: lastPeak;
|
|
peaksBuffer[barIndex] = iPeak;
|
|
|
|
//
|
|
// VALES ...
|
|
double lastVale =
|
|
lastIndex < barsCount
|
|
? valesBuffer[lastIndex]
|
|
: 0;
|
|
|
|
//
|
|
double isLL = sLLBuffer[barIndex];
|
|
double imLL = mLLBuffer[barIndex];
|
|
double ilLL = lLLBuffer[barIndex];
|
|
double ihLL = hLLBuffer[barIndex];
|
|
|
|
//
|
|
double iLLs[4] = {
|
|
isLL,
|
|
imLL,
|
|
ilLL,
|
|
ihLL //
|
|
};
|
|
double sValue = GetAverage(iLLs);
|
|
bool isVale = sValue == isLL &&
|
|
isLL == imLL &&
|
|
imLL == ilLL &&
|
|
ilLL == ihLL;
|
|
double iVale =
|
|
isVale
|
|
? sValue
|
|
: lastVale;
|
|
valesBuffer[barIndex] = iVale;
|
|
}
|
|
|
|
/**
|
|
* Calculate VWAP Value for Specified Bar ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
* @param _length: Integer, Specified VWAP Length ...
|
|
* @param _show: Boolean, Specified Show Buffer or not ...
|
|
* @param _buffer: Double Array Reference, Points to Buffer ...
|
|
* @param _colorBuffer: Double Array Reference, Points to Color Buffer ...
|
|
* @param _stateBuffer: Double Array Reference, Points to State Buffer ...
|
|
*/
|
|
void CalculateVWAP(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[],
|
|
//
|
|
int _length, // Calculation Length
|
|
bool _show,
|
|
double &_buffer[],
|
|
double &_colorBuffer[],
|
|
double &_stateBuffer[] //
|
|
)
|
|
{
|
|
//
|
|
double vSum = 0;
|
|
double pSum = 0;
|
|
double mSum = 0;
|
|
for (int x = 0; x < _length; x++)
|
|
{
|
|
//
|
|
pSum += vwapPriceBuffer[x + bar_index];
|
|
vSum += vwapVolumeBuffer[x + bar_index];
|
|
mSum += vwapPriceBuffer[x + bar_index] * vwapVolumeBuffer[x + bar_index];
|
|
}
|
|
|
|
//
|
|
double iValue = mSum / vSum;
|
|
iValue = NormalizeDouble(iValue, _Digits);
|
|
|
|
//
|
|
_buffer[bar_index] = iValue;
|
|
|
|
//
|
|
bool isBullish = low[bar_index] > iValue;
|
|
bool isBearish = high[bar_index] < iValue;
|
|
|
|
//
|
|
double iColor =
|
|
isBullish
|
|
? bullishColorIDX
|
|
: isBearish
|
|
? bearishColorIDX
|
|
: neuturalColorIDX;
|
|
|
|
//
|
|
_colorBuffer[bar_index] = hideColorIDX;
|
|
_stateBuffer[bar_index] = iColor;
|
|
if (_show)
|
|
{
|
|
_colorBuffer[bar_index] = iColor;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Calculate VWAP Required Data Buffers ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateVWAPDataBuffers(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
double price = GetAppliedPrice(
|
|
vwapAppliedTo,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
vwapPriceBuffer[bar_index] = price;
|
|
vwapVolumeBuffer[bar_index] = (double)tickVolume[bar_index];
|
|
}
|
|
|
|
/**
|
|
* Calculate Different VWaps ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateVWAPS(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
// Fast ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapFastLength,
|
|
showVWapFast,
|
|
vwapFastBuffer,
|
|
vwapFastColorBuffer,
|
|
vwapFastStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Mid ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapMidLength,
|
|
showVWapMedium,
|
|
vwapMidBuffer,
|
|
vwapMidColorBuffer,
|
|
vwapMidStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Fast ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapSlowLength,
|
|
showVWapSlow,
|
|
vwapSlowBuffer,
|
|
vwapSlowColorBuffer,
|
|
vwapSlowStateBuffer //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Calculate POIs ...
|
|
*
|
|
* @param bar_index: Integer, Current Bar ...
|
|
*/
|
|
void CalculatePOIS(int bar_index)
|
|
{
|
|
//
|
|
ENUM_XPOI_EVENTS events[];
|
|
int eventsCount = mPOIDetector.Update(events);
|
|
|
|
//
|
|
XPOIState poiState;
|
|
mPOIDetector.GetState(poiState);
|
|
|
|
//
|
|
if (!IsValidSize(eventsCount))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
string msg = ToString(eventsCount) + " POI Events: " + "\n";
|
|
for (int i = 0; i < eventsCount; i++)
|
|
{
|
|
//
|
|
ENUM_XPOI_EVENTS iEvent = events[i];
|
|
|
|
//
|
|
string iMSG = ToString(i) + "_ " + ToString(iEvent);
|
|
msg += iMSG + "\n";
|
|
|
|
//
|
|
// Drawn Objects ...
|
|
|
|
//
|
|
// Swing High ...
|
|
if (iEvent == X_SWING_HIGH_DETECTED)
|
|
{
|
|
//
|
|
XCSwing *iSwing;
|
|
bool hasSwing = GetLastItem(
|
|
iSwing,
|
|
poiState.swingHighs //
|
|
);
|
|
if (hasSwing &&
|
|
drawSwingHighs)
|
|
{
|
|
//
|
|
XCSwingHighObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingHigh(
|
|
iSwing,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Low ...
|
|
if (iEvent == X_SWING_HIGH_DETECTED)
|
|
{
|
|
//
|
|
XCSwing *iSwing;
|
|
bool hasSwing = GetLastItem(
|
|
iSwing,
|
|
poiState.swingLows //
|
|
);
|
|
if (hasSwing &&
|
|
drawSwingLows)
|
|
{
|
|
//
|
|
XCSwingLowObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSwingLow(
|
|
iSwing,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bullish Rejection Bar ...
|
|
if (iEvent == X_BULLISH_REJECTION_BAR_DETECTED)
|
|
{
|
|
//
|
|
XCRejectionBar *iRejectionBar;
|
|
bool hasBar = GetLastItem(
|
|
iRejectionBar,
|
|
poiState.bullishRejectionBars //
|
|
);
|
|
if (hasBar &&
|
|
drawBullishRejectionBars)
|
|
{
|
|
//
|
|
XCBullishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishRejectionBar(
|
|
iRejectionBar,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Rejection Bar ...
|
|
if (iEvent == X_BEARISH_REJECTION_BAR_DETECTED)
|
|
{
|
|
//
|
|
XCRejectionBar *iRejectionBar;
|
|
bool hasBar = GetLastItem(
|
|
iRejectionBar,
|
|
poiState.bearishRejectionBars //
|
|
);
|
|
if (hasBar &&
|
|
drawBearishRejectionBars)
|
|
{
|
|
//
|
|
XCBearishRejectionBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishRejectionBar(
|
|
iRejectionBar,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bullish Momentum Bar ...
|
|
if (iEvent == X_BULLISH_MOMENTUM_BAR_DETECTED)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentumBar;
|
|
bool hasBar = GetLastItem(
|
|
iMomentumBar,
|
|
poiState.bullishMomentumBars //
|
|
);
|
|
if (hasBar &&
|
|
drawBullishMomentumBars)
|
|
{
|
|
//
|
|
XCBullishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishMomentumBar(
|
|
iMomentumBar,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Momentum Bar ...
|
|
if (iEvent == X_BEARISH_MOMENTUM_BAR_DETECTED)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentumBar;
|
|
bool hasBar = GetLastItem(
|
|
iMomentumBar,
|
|
poiState.bearishMomentumBars //
|
|
);
|
|
if (hasBar &&
|
|
drawBearishMomentumBars)
|
|
{
|
|
//
|
|
XCBearishMomentumBarObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishMomentumBar(
|
|
iMomentumBar,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support Zone ...
|
|
if (iEvent == X_SUPPORT_ZONE_DETECTED)
|
|
{
|
|
//
|
|
XCSupportZone *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.supportZones //
|
|
);
|
|
if (hasZone &&
|
|
drawSupportZones)
|
|
{
|
|
//
|
|
XCSupportZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupportZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zone ...
|
|
if (iEvent == X_DEMAND_ZONE_DETECTED)
|
|
{
|
|
//
|
|
XCDemandZone *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.demandZones //
|
|
);
|
|
if (hasZone &&
|
|
drawDemandZones)
|
|
{
|
|
//
|
|
XCDemandZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateDemandZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bullish Order Block ...
|
|
if (iEvent == X_BULLISH_ORDERBLOCK_DETECTED)
|
|
{
|
|
//
|
|
XCOrderBlock *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.bullishOrderBlocks //
|
|
);
|
|
if (hasZone &&
|
|
drawBullishOrderBlocks)
|
|
{
|
|
//
|
|
XCBullishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bullish Fair Value Gap ...
|
|
if (iEvent == X_BULLISH_FVG_DETECTED)
|
|
{
|
|
//
|
|
XCFVG *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.bullishFairValueGaps //
|
|
);
|
|
if (hasZone &&
|
|
drawBullishFairValueGaps)
|
|
{
|
|
//
|
|
XCBullishFairValueGapObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBullishFairValueGap(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance Zone ...
|
|
if (iEvent == X_RESISTANCE_ZONE_DETECTED)
|
|
{
|
|
//
|
|
XCResistanceZone *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.resistanceZones //
|
|
);
|
|
if (hasZone &&
|
|
drawResistanceZones)
|
|
{
|
|
//
|
|
XCResistanceZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateResistanceZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supply Zone ...
|
|
if (iEvent == X_SUPPLY_ZONE_DETECTED)
|
|
{
|
|
//
|
|
XCSupplyZone *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.supplyZones //
|
|
);
|
|
if (hasZone &&
|
|
drawSupplyZones)
|
|
{
|
|
//
|
|
XCSupplyZoneObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateSupplyZone(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Order Block ...
|
|
if (iEvent == X_BEARISH_ORDERBLOCK_DETECTED)
|
|
{
|
|
//
|
|
XCOrderBlock *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.bearishOrderBlocks //
|
|
);
|
|
if (hasZone &&
|
|
drawBearishOrderBlocks)
|
|
{
|
|
//
|
|
XCBearishOrderBlockObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishOrderBlock(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Fair Value Gap ...
|
|
if (iEvent == X_BEARISH_FVG_DETECTED)
|
|
{
|
|
//
|
|
XCFVG *iZone;
|
|
bool hasZone = GetLastItem(
|
|
iZone,
|
|
poiState.bearishFairValueGaps //
|
|
);
|
|
if (hasZone &&
|
|
drawBearishFairValueGaps)
|
|
{
|
|
//
|
|
XCBearishFairValueGapObject *iObj;
|
|
bool isCreated = mPOIDrawer.CreateBearishFairValueGap(
|
|
iZone,
|
|
iObj //
|
|
);
|
|
|
|
//
|
|
if (isCreated)
|
|
{
|
|
AddDrawnObject(iObj);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Update Drawn Objects ...
|
|
|
|
//
|
|
// Print(msg);
|
|
}
|
|
|
|
/**
|
|
* Add Drawn Specified Object to Collection ...
|
|
*/
|
|
void AddDrawnObject(XCBaseObject *object)
|
|
{
|
|
//
|
|
string name = object.ObjName();
|
|
|
|
//
|
|
bool canAdd = true;
|
|
int count = mDrawnObjects.Total();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
string iName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
|
|
|
|
//
|
|
if (name == iName)
|
|
{
|
|
//
|
|
canAdd = false;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (canAdd)
|
|
{
|
|
mDrawnObjects.Add(object);
|
|
}
|
|
}
|
|
|
|
void UpdateDrawnObjects()
|
|
{
|
|
//
|
|
int count = mDrawnObjects.Total();
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Loop Through Drawn Objects ...
|
|
}
|
|
|
|
// |