533 lines
13 KiB
Plaintext
533 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Ocillator
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// -------------------------------------------------
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// Name: X121 XDelta
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// Description: Detect Comulative Volumes Delta ...
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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 XDelta Ocillator"
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#property strict
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//
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// Definitions ...
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//
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#define ShortName "X121_XDELTA"
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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// Makret ...
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input group "Market";
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input int maLength = 14; // Moving Averge Length
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input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
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//
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// Presentation ...
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input group "Presentation";
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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input bool showDeltaLine = true; // Show Delta Line
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input bool showDeltaHistogram = true; // Show Delta Histogram
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input bool showDeltaMa = true; // Show Delta Moving Average
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//
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// Buffers Props ...
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 6
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#property indicator_plots 3
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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//
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// Buffers ...
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//
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#define deltaLineBufferIndex 0
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double deltaLineBuffer[];
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#property indicator_label1 "Delta Line"
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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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#define deltaHistogramBufferIndex 1
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double deltaHistogramBuffer[];
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//
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#define deltaHistogramColorBufferIndex 2
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double deltaHistogramColorBuffer[];
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#property indicator_label2 "Delta Histogram"
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#property indicator_type2 DRAW_COLOR_HISTOGRAM
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#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//
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#define deltaMaBufferIndex 3
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double deltaMaBuffer[];
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#property indicator_label3 "Delta MA"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrOrchid
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//
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// Data Buffers ...
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#define mLastBufferIndex 3
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//
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#define rawDeltaBufferIndex mLastBufferIndex + 1
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double rawDeltaBuffer[];
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//
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#define deltaStateBufferIndex mLastBufferIndex + 2
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double deltaStateBuffer[];
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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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// Event Handlers ...
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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Indicator Handlers ...
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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*/
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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}
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/**
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* Calculate Bars ...
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*
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* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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* @param time: DateTime Array, History of Open Time ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param tick_volume: Long, History of Tick Volumes on Bar ...
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* @param volume: Long, History of Trade Volumes ...
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* @param spread: Double, History of Spread Price ...
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*
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* @return ( int )
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*/
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[] //
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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limit = (prev_calculated > rates_total || prev_calculated <= 0)
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? rates_total
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: (rates_total - prev_calculated) + 1;
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(
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//
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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close,
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low,
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tick_volume //
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);
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}
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//
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return rates_total;
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}
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//
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// Functions ...
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/**
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* Validate Input Args for Initialization ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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result = maLength > 0 &&
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IsValid(maMethod);
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//
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return result;
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}
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/**
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* Extract Max Length of Inputs ...
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*
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* @return ( int )
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*/
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int ExtractMaxLengthOfInputs()
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{
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//
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int result = 0;
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//
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result = MathMax(0, maLength);
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//
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return result;
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}
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/**
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* Set Indicator Short Name and also we can define Buffers Labels ...
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*/
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void SetIndicatorName()
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{
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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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}
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/**
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* Define Required Buffers ...
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*/
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void DefineBuffers()
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{
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//
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// Plot Buffers ...
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//
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// Delta Line ...
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ENUM_DRAW_TYPE deltaLineDrawType = showDeltaLine ? DRAW_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(deltaLineBuffer, true);
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SetIndexBuffer(deltaLineBufferIndex, deltaLineBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(deltaLineBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(deltaLineBufferIndex, PLOT_SHOW_DATA, showDeltaLine);
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PlotIndexSetInteger(deltaLineBufferIndex, PLOT_DRAW_TYPE, deltaLineDrawType);
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//
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// Delta Histogram ...
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ENUM_DRAW_TYPE deltaHistogramDrawType = showDeltaHistogram ? DRAW_COLOR_HISTOGRAM : DRAW_NONE;
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//
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ArraySetAsSeries(deltaHistogramBuffer, true);
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SetIndexBuffer(deltaHistogramBufferIndex, deltaHistogramBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(deltaHistogramBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_SHOW_DATA, showDeltaHistogram);
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PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_DRAW_TYPE, deltaHistogramDrawType);
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//
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ArraySetAsSeries(deltaHistogramColorBuffer, true);
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SetIndexBuffer(deltaHistogramColorBufferIndex, deltaHistogramColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Delta Ma ...
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ENUM_DRAW_TYPE deltaMaDrawType = showDeltaMa ? DRAW_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(deltaMaBuffer, true);
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SetIndexBuffer(deltaMaBufferIndex, deltaMaBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(deltaMaBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(deltaMaBufferIndex, PLOT_SHOW_DATA, showDeltaMa);
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PlotIndexSetInteger(deltaMaBufferIndex, PLOT_DRAW_TYPE, deltaMaDrawType);
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//
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// Data Buffers ...
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//
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ArraySetAsSeries(rawDeltaBuffer, true);
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SetIndexBuffer(rawDeltaBufferIndex, rawDeltaBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(deltaStateBuffer, true);
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SetIndexBuffer(deltaStateBufferIndex, deltaStateBuffer, INDICATOR_CALCULATIONS);
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}
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/**
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* Calculate Custom Buffers ...
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*
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* @param bar_index: Integer, Represent Current Bar ...
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* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
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* @param ratesTotal: Integer, Represents All Available Bars ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param tickVolume: Long, History of Tick Volumes on Bar ...
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*/
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void CalculateBuffers(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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int barsLimit = startCalculationForLastBars > 0
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? startCalculationForLastBars
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: 0;
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//
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// bool canCalculate = true;
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bool canCalculate =
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barsLimit == 0 ||
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bar_index <= barsLimit;
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if (canCalculate)
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{
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//
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CalculateValues(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume //
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);
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}
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else
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{
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FillBuffersZero(bar_index);
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}
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}
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/**
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* Fill All Bufers to Zero Vlue for Specified Bar Index ...
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*
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* @param barIndex: Integer ...
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*/
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void FillBuffersZero(int barIndex)
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{
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//
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rawDeltaBuffer[barIndex] = 0.0;
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deltaLineBuffer[barIndex] = 0.0;
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deltaStateBuffer[barIndex] = 0.0;
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deltaHistogramBuffer[barIndex] = 0.0;
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deltaMaBuffer[barIndex] = 0.0;
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deltaHistogramColorBuffer[barIndex] = hideColorIDX;
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}
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/**
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* Calculate Vales ...
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*
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* @param bar_index: Integer, Represent Current Bar ...
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* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
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* @param ratesTotal: Integer, Represents All Available Bars ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param tickVolume: Long, History of Tick Volumes on Bar ...
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*/
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void CalculateValues(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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XOHCL bar;
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bool has = bar.Init(
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_Symbol,
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_Period,
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bar_index //
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);
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if (!has)
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{
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return;
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}
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//
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double iDelta = 0.0;
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//
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// Detecting Delta Volume ...
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if (bar.IsBullish())
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{
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iDelta = (double)bar.volume;
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}
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else if (bar.IsBearish())
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{
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iDelta = -(double)bar.volume;
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}
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//
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// Checking First Bar Conditions ...
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bool isFirstBar =
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startCalculationForLastBars > 0
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? bar_index == startCalculationForLastBars
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: bar_index == ratesTotal;
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if (isFirstBar)
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{
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//
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rawDeltaBuffer[bar_index] = iDelta;
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deltaLineBuffer[bar_index] = iDelta;
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deltaHistogramBuffer[bar_index] = iDelta;
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}
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else
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{
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//
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iDelta += deltaLineBuffer[bar_index + 1];
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//
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rawDeltaBuffer[bar_index] = iDelta;
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deltaLineBuffer[bar_index] = iDelta;
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deltaHistogramBuffer[bar_index] = iDelta;
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}
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//
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// Setting iDelta State ...
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double iState = iDelta > 0
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? bullishColorIDX
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: iDelta < 0
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? bearishColorIDX
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: hideColorIDX;
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//
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// Setting iDelta Color ...
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double iDeltaColor = iDelta > 0
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? bullishColorIDX
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: iDelta < 0
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? bearishColorIDX
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: hideColorIDX;
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//
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deltaStateBuffer[bar_index] = iState;
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deltaHistogramColorBuffer[bar_index] = iDeltaColor;
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//
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// Calculate Moving Averages ...
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int deltaMAsCount = iMAOnBuffer(
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ratesTotal,
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prevCalculated,
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bar_index,
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maLength,
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rawDeltaBuffer,
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deltaMaBuffer,
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maMethod //
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);
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//
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bar.Clean();
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}
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//
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