882 lines
21 KiB
Plaintext
882 lines
21 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 XATR
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// Description: XATR ...
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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 XATR 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 XATR"
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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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//
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input group "RSI Detection";
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input int rsiLength = 14; // Length
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input ENUM_X_PRICE rsiPriceType = X_PRICE_CLOSE; // Applied To
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input ENUM_X_MA_METHOD rsiSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method;
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//
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input group "ATR Detection";
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input int atrLength = 14; // Length
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input double atrMultiplier = 1; // Multiplier
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input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // Upper Zone Applied To
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input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // Lower Zone Applied To
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input ENUM_X_MA_METHOD atrSmoothingMethod = X_MA_MODE_SMA; // Smoothing Method
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//
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input group "Price Change";
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input int priceChangeSmoothingLength = 14; // Length
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input ENUM_X_PRICE priceChangeType = X_PRICE_CLOSE; // Price Type
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input ENUM_X_MA_METHOD priceChangeSmoothingMethod = X_MA_MODE_SMA; // Moving Average Moethod
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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 bool showAtrUpper = true; // Show Upper Zone
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input bool showAtrLower = true; // Show Lower Zone
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input bool showSmoothedAtrUpper = true; // Show Smoothed Upper Zone
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input bool showSmoothedAtrLower = true; // Show Smoothed Lower Zone
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input bool showRSIChange = true; // Show RSI Change
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input bool showSmoothedRSIChange = true; // ShowSmoothed RSI Change
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input bool showPriceChange = true; // Show Price Change
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input bool showSmoothedPriceChange = true; // ShowSmoothed Price Change
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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 10
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#property indicator_plots 8
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//
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// ATR ...
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//
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// Upper ...
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//
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#define atrUpperBufferIndex 0
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double atrUpperBuffer[];
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#property indicator_label1 "X121 ATRU"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrYellow
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//
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// Lower ...
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//
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#define atrLowerBufferIndex 1
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double atrLowerBuffer[];
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#property indicator_label2 "X121 ATRL"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrYellow
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//
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// ATR Smoothed ...
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//
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// Upper ...
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//
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#define atrSmoothedUpperBufferIndex 2
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double atrSmoothedUpperBuffer[];
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#property indicator_label3 "X121 ATRUSM"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrYellow
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#property indicator_style3 STYLE_DASH
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#property indicator_width3 1
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//
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// Lower ...
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//
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#define atrSmoothedLowerBufferIndex 3
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double atrSmoothedLowerBuffer[];
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#property indicator_label4 "X121 ATRLSM"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrYellow
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#property indicator_style4 STYLE_DASH
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#property indicator_width4 1
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//
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// Price Change ...
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//
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#define priceChangeBufferIndex 4
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double priceChangeBuffer[];
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#property indicator_label5 "X121 PCH"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrOrchid
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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//
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// Price Change Smoothed ...
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//
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#define priceChangeSmoothedBufferIndex 5
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double priceChangeSmoothedBuffer[];
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#property indicator_label6 "X121 PCHSM"
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrOrchid
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//
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// RSI Change ...
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//
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#define rsiChangeBufferIndex 6
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double rsiChangeBuffer[];
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#property indicator_label7 "X121 RSICH"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrCornflowerBlue
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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//
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// RSI Change Smoothed ...
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//
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#define rsiChangeSmoothedBufferIndex 7
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double rsiChangeSmoothedBuffer[];
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#property indicator_label8 "X121 RSICHSM"
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrCornflowerBlue
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//
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// Data Buffers ...
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//
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int mLastBufferIndex = 7;
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//
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// ATR ...
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#define atrBufferIndex mLastBufferIndex + 1
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double atrBuffer[];
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//
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// RSI ...
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#define rsiBufferIndex mLastBufferIndex + 2
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double rsiBuffer[];
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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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// RSI Handler ...
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int rsiHandler = INVALID_HANDLE;
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//
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// ATR Handler ...
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int atrHandler = INVALID_HANDLE;
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//
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ENUM_APPLIED_PRICE rsiAppliedTo = ToAppliedPrice(rsiPriceType);
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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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// RSI ...
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rsiHandler = iRSI(
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_Symbol,
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_Period,
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rsiLength,
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rsiAppliedTo //
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);
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bool isInited = rsiHandler != 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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// ATR ...
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atrHandler = iATR(
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_Symbol,
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_Period,
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atrLength //
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);
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isInited = atrHandler != 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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//
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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(rsiHandler);
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IndicatorRelease(atrHandler);
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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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//
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// Validate Calculated Bars ...
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//
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// RSI ...
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int rsiCalculatedBars = BarsCalculated(rsiHandler);
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//
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// ATR ...
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int atrCalculatedBars = BarsCalculated(atrHandler);
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//
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bool isPassedRequiredCalculatedBars =
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//
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// RSI ...
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rsiCalculatedBars >= maxLength &&
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//
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// ATR ...
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atrCalculatedBars >= 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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// RSI ...
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int copiedRsis = CopyBuffer(rsiHandler, 0, 0, limit, rsiBuffer);
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//
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// ATR ...
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int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
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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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// RSI ...
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copiedRsis > 0 &&
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//
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// ATR ...
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copiedAtrs > 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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// RSI ...
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rsiLength > 0 &&
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//
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// ATR ...
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atrLength > 0 &&
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atrMultiplier > 0 &&
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//
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priceChangeSmoothingLength > 0 &&
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//
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IsValid(rsiPriceType) &&
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IsValid(priceChangeType) &&
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IsValid(atrUpperPriceType) &&
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IsValid(atrLowerPriceType)
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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(rsiLength, atrLength);
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result = MathMax(result, priceChangeSmoothingLength);
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//
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return result;
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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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// ATR ...
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//
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// UPPER ...
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ENUM_DRAW_TYPE atrUpperDrawType = showAtrUpper ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrUpperBuffer, true);
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SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, showAtrUpper);
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PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType);
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//
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// LOWER ...
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ENUM_DRAW_TYPE atrLowerDrawType = showAtrLower ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrLowerBuffer, true);
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SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, showAtrLower);
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PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
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//
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// ATR Smoothed ...
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//
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// UPPER ...
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ENUM_DRAW_TYPE atrSmoothedUpperDrawType = showSmoothedAtrUpper ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrSmoothedUpperBuffer, true);
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SetIndexBuffer(atrSmoothedUpperBufferIndex, atrSmoothedUpperBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrSmoothedUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrSmoothedUpperBufferIndex, PLOT_SHOW_DATA, showSmoothedAtrUpper);
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PlotIndexSetInteger(atrSmoothedUpperBufferIndex, PLOT_DRAW_TYPE, atrSmoothedUpperDrawType);
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//
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// LOWER ...
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ENUM_DRAW_TYPE atrSmoothedLowerDrawType = showSmoothedAtrLower ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(atrSmoothedLowerBuffer, true);
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SetIndexBuffer(atrSmoothedLowerBufferIndex, atrSmoothedLowerBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(atrSmoothedLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(atrSmoothedLowerBufferIndex, PLOT_SHOW_DATA, showSmoothedAtrLower);
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PlotIndexSetInteger(atrSmoothedLowerBufferIndex, PLOT_DRAW_TYPE, atrSmoothedLowerDrawType);
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//
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// PriceChange ...
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ENUM_DRAW_TYPE priceChangeDrawType = showPriceChange ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(priceChangeBuffer, true);
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SetIndexBuffer(priceChangeBufferIndex, priceChangeBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(priceChangeBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(priceChangeBufferIndex, PLOT_SHOW_DATA, showPriceChange);
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PlotIndexSetInteger(priceChangeBufferIndex, PLOT_DRAW_TYPE, priceChangeDrawType);
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//
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// PriceChange Smoothed ...
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ENUM_DRAW_TYPE priceChangeSmoothedaDrawType = showSmoothedPriceChange ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(priceChangeSmoothedBuffer, true);
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SetIndexBuffer(priceChangeSmoothedBufferIndex, priceChangeSmoothedBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(priceChangeSmoothedBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(priceChangeSmoothedBufferIndex, PLOT_SHOW_DATA, showSmoothedPriceChange);
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PlotIndexSetInteger(priceChangeSmoothedBufferIndex, PLOT_DRAW_TYPE, priceChangeSmoothedaDrawType);
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//
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// RSIChange ...
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ENUM_DRAW_TYPE rsiChangeDrawType = showRSIChange ? DRAW_LINE : DRAW_NONE;
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ArraySetAsSeries(rsiChangeBuffer, true);
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SetIndexBuffer(rsiChangeBufferIndex, rsiChangeBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(rsiChangeBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
|
PlotIndexSetInteger(rsiChangeBufferIndex, PLOT_SHOW_DATA, showRSIChange);
|
|
PlotIndexSetInteger(rsiChangeBufferIndex, PLOT_DRAW_TYPE, rsiChangeDrawType);
|
|
|
|
//
|
|
// RSIChangeMa ...
|
|
ENUM_DRAW_TYPE rsiChangeMaDrawType = showSmoothedRSIChange ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(rsiChangeSmoothedBuffer, true);
|
|
SetIndexBuffer(rsiChangeSmoothedBufferIndex, rsiChangeSmoothedBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(rsiChangeSmoothedBufferIndex, PLOT_EMPTY_VALUE, 0.0);
|
|
PlotIndexSetInteger(rsiChangeSmoothedBufferIndex, PLOT_SHOW_DATA, showSmoothedRSIChange);
|
|
PlotIndexSetInteger(rsiChangeSmoothedBufferIndex, PLOT_DRAW_TYPE, rsiChangeMaDrawType);
|
|
|
|
//
|
|
// Data Buffers ...
|
|
|
|
//
|
|
// ATR ...
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// RSI ...
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS);
|
|
}
|
|
|
|
/**
|
|
* Set Indicator Short Name and also we can define Buffers Labels ...
|
|
*/
|
|
void SetIndicatorName()
|
|
{
|
|
//
|
|
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
}
|
|
|
|
/**
|
|
* 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)
|
|
{
|
|
//
|
|
CalculateAtrZones(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
FillBuffersZero(bar_index);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Custom ...
|
|
|
|
/**
|
|
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
|
*
|
|
* @param barIndex: Integer ...
|
|
*/
|
|
void FillBuffersZero(int barIndex)
|
|
{
|
|
//
|
|
rsiBuffer[barIndex] = 0;
|
|
atrBuffer[barIndex] = 0;
|
|
atrUpperBuffer[barIndex] = 0;
|
|
atrLowerBuffer[barIndex] = 0;
|
|
rsiChangeBuffer[barIndex] = 0;
|
|
priceChangeBuffer[barIndex] = 0;
|
|
atrSmoothedUpperBuffer[barIndex] = 0;
|
|
atrSmoothedLowerBuffer[barIndex] = 0;
|
|
rsiChangeSmoothedBuffer[barIndex] = 0;
|
|
priceChangeSmoothedBuffer[barIndex] = 0;
|
|
}
|
|
|
|
/**
|
|
* Calculate ATR Zones ...
|
|
*
|
|
* @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 ...
|
|
*/
|
|
void CalculateAtrZones(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[] //
|
|
)
|
|
{
|
|
//
|
|
double points = GetPoints(_Symbol);
|
|
|
|
//
|
|
// ATR Calculations ...
|
|
double iAtr = atrBuffer[bar_index];
|
|
double iMultiPliedAtr = iAtr * atrMultiplier;
|
|
|
|
//
|
|
// Select Upper Price ...
|
|
double iUpperPrice = GetAppliedPrice(
|
|
atrUpperPriceType,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
// Select Lower Price ...
|
|
double iLowerPrice = GetAppliedPrice(
|
|
atrLowerPriceType,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
// Calculate Atrs ...
|
|
|
|
//
|
|
double iAtrUpper = iUpperPrice + iMultiPliedAtr;
|
|
double iAtrLower = iLowerPrice - iMultiPliedAtr;
|
|
|
|
//
|
|
atrUpperBuffer[bar_index] = iAtrUpper;
|
|
atrLowerBuffer[bar_index] = iAtrLower;
|
|
|
|
//
|
|
bool canSmoothAtr = atrSmoothingMethod != X_MA_MODE_NONE;
|
|
if (canSmoothAtr)
|
|
{
|
|
//
|
|
// Upper ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
atrUpperBuffer,
|
|
atrSmoothedUpperBuffer,
|
|
atrSmoothingMethod //
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
atrLowerBuffer,
|
|
atrSmoothedLowerBuffer,
|
|
atrSmoothingMethod //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
atrSmoothedUpperBuffer[bar_index] = iAtrUpper;
|
|
atrSmoothedLowerBuffer[bar_index] = iAtrLower;
|
|
}
|
|
|
|
//
|
|
// RSI Change Calculations ...
|
|
|
|
//
|
|
double iRsi = rsiBuffer[bar_index];
|
|
double iRsiP = rsiBuffer[bar_index + 1];
|
|
double iRsiPrice = GetAppliedPrice(
|
|
rsiPriceType,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
double iRsiChanged = iRsi - iRsiP;
|
|
double iRsiPointsChanged = iRsiChanged / points;
|
|
|
|
//
|
|
double iRChange = iRsiPrice + (iRsiChanged * points);
|
|
rsiChangeBuffer[bar_index] = iRChange;
|
|
|
|
//
|
|
bool canSmoothRsi = rsiSmoothingMethod != X_MA_MODE_NONE;
|
|
if (canSmoothRsi)
|
|
{
|
|
//
|
|
// Upper ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
rsiChangeBuffer,
|
|
rsiChangeSmoothedBuffer,
|
|
rsiSmoothingMethod //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
rsiChangeSmoothedBuffer[bar_index] = iRChange;
|
|
}
|
|
|
|
//
|
|
// PRICE Change Calculation ...
|
|
|
|
//
|
|
double iPChangePrice = GetAppliedPrice(
|
|
priceChangeType,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
double iPPChangePrice = GetAppliedPrice(
|
|
priceChangeType,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index + 1 //
|
|
);
|
|
|
|
//
|
|
double iPriceChange = iPChangePrice - iPPChangePrice;
|
|
double iPricePointsChanged = iPriceChange / points;
|
|
double iVolatilityChange = iPriceChange / iAtr;
|
|
|
|
//
|
|
double iPChange = iPChangePrice + (iPricePointsChanged * points);
|
|
priceChangeBuffer[bar_index] = iPChange;
|
|
|
|
//
|
|
bool canSmoothPriceChange = priceChangeSmoothingMethod != X_MA_MODE_NONE;
|
|
if (canSmoothPriceChange)
|
|
{
|
|
//
|
|
// Upper ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
priceChangeBuffer,
|
|
priceChangeSmoothedBuffer,
|
|
priceChangeSmoothingMethod //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
priceChangeSmoothedBuffer[bar_index] = iPChange;
|
|
}
|
|
}
|
|
|
|
// |