1027 lines
23 KiB
Plaintext
1027 lines
23 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 XWZ
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// Description: XWZ ...
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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 XWZ 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_X3MA"
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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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input group "Accumulation/Distribution";
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input ENUM_APPLIED_VOLUME adAppliedTo = VOLUME_TICK; // Applied To
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//
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input group "ADX";
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input int adxLength = 14; // Length
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//
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input group "ATR";
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input int atrLength = 14; // Length
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//
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input group "CCI";
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input int cciLength = 14; // Length
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input ENUM_APPLIED_PRICE cciAppliedTo = PRICE_TYPICAL; // Applied To
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//
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input group "RSI";
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input int rsiLength = 14; // Length
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input ENUM_APPLIED_PRICE rsiAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "MFI";
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input int mfiLength = 14; // Length
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input ENUM_APPLIED_VOLUME mfiAppliedTo = VOLUME_TICK; // Applied To
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//
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input group "RVI";
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input int rviLength = 14; // Length
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//
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input group "MACD";
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input int macdFastLength = 12; // Fast EMA Length
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input int macdSlowLength = 26; // Slow EMA Length
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input int macdSignalLength = 9; // Signal Length
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input ENUM_APPLIED_PRICE macdAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Momentum";
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input int momentumLength = 14; // Length
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input ENUM_APPLIED_PRICE momentumAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Stochastic";
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input int stochasticKLength = 5; // K Length (Bars for Calculation)
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input int stochasticDLength = 3; // D Length (first Smoothing)
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input int stochasticSmoothingLength = 3; // Smoothing Length
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input ENUM_MA_METHOD stochasticSmoothingMethod = MODE_SMA; // Smoothing Method
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input ENUM_STO_PRICE stochasticAppliedTo = STO_LOWHIGH; // Applied To
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//
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// Presentation ...
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input group "Presentation";
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//
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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//
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// Buffers ...
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//
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#define emptyValue 0.0
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 16
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#property indicator_plots 0
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//
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// Plot Buffers ...
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//
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// Data Buffers ...
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//
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int mLastBufferIndex = -1;
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//
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// AC ...
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#define acBufferIndex mLastBufferIndex + 1
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double acBuffer[];
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//
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// AD ...
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#define adBufferIndex mLastBufferIndex + 2
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double adBuffer[];
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//
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// ADX ...
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#define adxBufferIndex mLastBufferIndex + 3
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double adxBuffer[];
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//
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// ADX Plus ...
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#define adxpBufferIndex mLastBufferIndex + 4
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double adxpBuffer[];
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//
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// ADX Negative ...
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#define adxnBufferIndex mLastBufferIndex + 5
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double adxnBuffer[];
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//
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// ATR ...
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#define atrBufferIndex mLastBufferIndex + 6
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double atrBuffer[];
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//
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// CCI ...
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#define cciBufferIndex mLastBufferIndex + 7
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double cciBuffer[];
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//
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// RSI ...
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#define rsiBufferIndex mLastBufferIndex + 8
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double rsiBuffer[];
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//
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// MFI ...
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#define mfiBufferIndex mLastBufferIndex + 9
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double mfiBuffer[];
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//
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// RVI ...
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#define rviBufferIndex mLastBufferIndex + 10
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double rviBuffer[];
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//
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// RVI Signal ...
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#define rviSignalBufferIndex mLastBufferIndex + 11
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double rviSignalBuffer[];
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//
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// MACD ...
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#define macdBufferIndex mLastBufferIndex + 12
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double macdBuffer[];
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//
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// MACD Signal ...
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#define macdSignalBufferIndex mLastBufferIndex + 13
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double macdSignalBuffer[];
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//
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// Momentum ...
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#define momentumBufferIndex mLastBufferIndex + 14
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double momentumBuffer[];
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//
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// Stochstic ...
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#define stochasticBufferIndex mLastBufferIndex + 15
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double stochasticBuffer[];
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//
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// Stochstic Signal ...
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#define stochasticSignalBufferIndex mLastBufferIndex + 16
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double stochasticSignalBuffer[];
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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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int acHandler = INVALID_HANDLE;
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int adHandler = INVALID_HANDLE;
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int adxHandler = INVALID_HANDLE;
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int atrHandler = INVALID_HANDLE;
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int cciHandler = INVALID_HANDLE;
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int rsiHandler = INVALID_HANDLE;
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int rviHandler = INVALID_HANDLE;
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int mfiHandler = INVALID_HANDLE;
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int macdHandler = INVALID_HANDLE;
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int momentumHandler = INVALID_HANDLE;
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int stochasticHandler = INVALID_HANDLE;
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//
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// Event Handlers ...
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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Indicator Handlers ...
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if (!InitializeHandlres())
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{
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return INIT_FAILED;
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}
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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*/
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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DeInitializeHandlres();
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}
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/**
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* Calculate Bars ...
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*
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* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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* @param time: DateTime Array, History of Open Time ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param tick_volume: Long, History of Tick Volumes on Bar ...
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* @param volume: Long, History of Trade Volumes ...
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* @param spread: Double, History of Spread Price ...
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*
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* @return ( int )
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*/
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[] //
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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// Validate Calculated Bars ...
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//
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// AC ...
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int acCalculatedBars = BarsCalculated(acHandler);
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//
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// AD ...
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int adCalculatedBars = BarsCalculated(adHandler);
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//
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// ADX ...
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int adxCalculatedBars = BarsCalculated(adHandler);
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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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// CCI ...
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int cciCalculatedBars = BarsCalculated(cciHandler);
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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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// MFI ...
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int mfiCalculatedBars = BarsCalculated(mfiHandler);
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//
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// RVI ...
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int rviCalculatedBars = BarsCalculated(rviHandler);
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//
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// MACD ...
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int macdCalculatedBars = BarsCalculated(macdHandler);
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//
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// Momentum ...
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int momentumCalculatedBars = BarsCalculated(momentumHandler);
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//
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// Stochastic ...
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int stochasticCalculatedBars = BarsCalculated(stochasticHandler);
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//
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bool isPassedRequiredCalculatedBars =
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//
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// AC ...
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acCalculatedBars >= maxLength &&
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//
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// AD ...
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adCalculatedBars >= maxLength &&
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//
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// ADX ...
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adxCalculatedBars >= maxLength &&
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//
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// ATR ...
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atrCalculatedBars >= maxLength &&
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//
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// CCI ...
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cciCalculatedBars >= maxLength &&
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//
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// RSI ...
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rsiCalculatedBars >= maxLength &&
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//
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// MFI ...
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mfiCalculatedBars >= maxLength &&
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//
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// RVI ...
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rviCalculatedBars >= maxLength &&
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//
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// MACD ...
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macdCalculatedBars >= maxLength &&
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//
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// Momentum ...
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momentumCalculatedBars >= maxLength &&
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//
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// Stochastic ...
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stochasticCalculatedBars >= 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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// AC ...
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int copiedACs = CopyBuffer(acHandler, MAIN_LINE, 0, limit, acBuffer);
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//
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// AD ...
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int copiedADs = CopyBuffer(adHandler, MAIN_LINE, 0, limit, adBuffer);
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//
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// ADX ...
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int copiedADXs = CopyBuffer(adxHandler, MAIN_LINE, 0, limit, adxBuffer);
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//
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// ADX Plus ...
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int copiedADXPs = CopyBuffer(adxHandler, PLUSDI_LINE, 0, limit, adxpBuffer);
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//
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// ADX Negative ...
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int copiedADXNs = CopyBuffer(adxHandler, MINUSDI_LINE, 0, limit, adxnBuffer);
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//
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// ATR ...
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int copiedATRs = CopyBuffer(atrHandler, MAIN_LINE, 0, limit, atrBuffer);
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//
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// CCI ...
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int copiedCCIs = CopyBuffer(cciHandler, MAIN_LINE, 0, limit, cciBuffer);
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//
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// RSI ...
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int copiedRSIs = CopyBuffer(rsiHandler, MAIN_LINE, 0, limit, rsiBuffer);
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//
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// MFI ...
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int copiedMFIs = CopyBuffer(mfiHandler, MAIN_LINE, 0, limit, mfiBuffer);
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//
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// RVI ...
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int copiedRVIs = CopyBuffer(rviHandler, MAIN_LINE, 0, limit, rviBuffer);
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//
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// RVI ...
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int copiedRVISignals = CopyBuffer(rviHandler, SIGNAL_LINE, 0, limit, rviSignalBuffer);
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//
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// MACD ...
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int copiedMACDs = CopyBuffer(macdHandler, MAIN_LINE, 0, limit, macdBuffer);
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//
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// MACD Signal ...
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int copiedMACDSignals = CopyBuffer(macdHandler, SIGNAL_LINE, 0, limit, macdSignalBuffer);
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//
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// Momentum ...
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int copiedMomentums = CopyBuffer(cciHandler, MAIN_LINE, 0, limit, momentumBuffer);
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//
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// Stochastic ...
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int copiedStochastics = CopyBuffer(stochasticHandler, MAIN_LINE, 0, limit, stochasticBuffer);
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//
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// Stochastic Signal ...
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int copiedStochasticSignals = CopyBuffer(stochasticHandler, SIGNAL_LINE, 0, limit, stochasticSignalBuffer);
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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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// AC ...
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copiedACs > 0 &&
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//
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// AD ...
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copiedADs > 0 &&
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//
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// ADX ...
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copiedADXs > 0 &&
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//
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// ADX Plus ...
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copiedADXPs > 0 &&
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//
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// ADX Negative ...
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copiedADXNs > 0 &&
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//
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// ATR ...
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copiedATRs > 0 &&
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//
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// CCI ...
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copiedCCIs > 0 &&
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//
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// RSI ...
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copiedRSIs > 0 &&
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//
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// MFI ...
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copiedMFIs > 0 &&
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//
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// RVI ...
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copiedRVIs > 0 &&
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//
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// RVI Signal ...
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copiedRVISignals > 0 &&
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//
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// MACD ...
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copiedMACDs > 0 &&
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//
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// MACD Signal ...
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copiedMACDSignals > 0 &&
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//
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// Momentum ...
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copiedMomentums > 0 &&
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//
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// Stochastic ...
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copiedStochastics > 0 &&
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//
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// Stochastic Signal ...
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copiedStochasticSignals > 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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//
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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close,
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low,
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tick_volume //
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);
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}
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//
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return rates_total;
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}
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//
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// Functions ...
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/**
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* Validate Input Args for Initialization ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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result =
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//
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adxLength > 0 &&
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atrLength > 0 &&
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cciLength > 0 &&
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rsiLength > 0 &&
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mfiLength > 0 &&
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rviLength > 0 &&
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//
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macdFastLength > 0 &&
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macdSlowLength > 0 &&
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macdSignalLength > 0 &&
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macdFastLength < macdSlowLength &&
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//
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stochasticKLength > 0 &&
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stochasticDLength > 0 &&
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stochasticSmoothingLength > 0 &&
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//
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momentumLength > 0
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//
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;
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//
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return result;
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}
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/**
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* Initialize All Indicators Handlers ...
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*
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* @return ( bool )
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*/
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bool InitializeHandlres()
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{
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//
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bool result = false;
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//
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// AC ...
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acHandler = iAC(_Symbol, _Period);
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result = acHandler != INVALID_HANDLE;
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if (!result)
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{
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|
return result;
|
|
}
|
|
|
|
//
|
|
// AD ...
|
|
adHandler = iAD(
|
|
_Symbol,
|
|
_Period,
|
|
adAppliedTo //
|
|
);
|
|
result = adHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// ADX ...
|
|
adxHandler = iADX(
|
|
_Symbol,
|
|
_Period,
|
|
adxLength //
|
|
);
|
|
result = adxHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// ATR ...
|
|
atrHandler = iATR(
|
|
_Symbol,
|
|
_Period,
|
|
atrLength //
|
|
);
|
|
result = atrHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// CCI ...
|
|
cciHandler = iCCI(
|
|
_Symbol,
|
|
_Period,
|
|
cciLength,
|
|
cciAppliedTo //
|
|
);
|
|
result = cciHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// RSI ...
|
|
rsiHandler = iRSI(
|
|
_Symbol,
|
|
_Period,
|
|
rsiLength,
|
|
rsiAppliedTo //
|
|
);
|
|
result = rsiHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// MFI ...
|
|
mfiHandler = iMFI(
|
|
_Symbol,
|
|
_Period,
|
|
mfiLength,
|
|
mfiAppliedTo //
|
|
);
|
|
result = mfiHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// RVI ...
|
|
rviHandler = iRVI(
|
|
_Symbol,
|
|
_Period,
|
|
rviLength //
|
|
);
|
|
result = rviHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// MACD ...
|
|
macdHandler = iMACD(
|
|
_Symbol,
|
|
_Period,
|
|
macdFastLength,
|
|
macdSlowLength,
|
|
macdSignalLength,
|
|
macdAppliedTo //
|
|
);
|
|
result = macdHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Momentum ...
|
|
momentumHandler = iMomentum(
|
|
_Symbol,
|
|
_Period,
|
|
momentumLength,
|
|
momentumAppliedTo //
|
|
);
|
|
result = momentumHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Stochastic ...
|
|
stochasticHandler = iStochastic(
|
|
_Symbol,
|
|
_Period,
|
|
stochasticKLength,
|
|
stochasticDLength,
|
|
stochasticSmoothingLength,
|
|
stochasticSmoothingMethod,
|
|
stochasticAppliedTo //
|
|
);
|
|
result = stochasticHandler != INVALID_HANDLE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Release All Indicators ...
|
|
*/
|
|
void DeInitializeHandlres()
|
|
{
|
|
//
|
|
IndicatorRelease(acHandler);
|
|
IndicatorRelease(adHandler);
|
|
IndicatorRelease(adxHandler);
|
|
IndicatorRelease(atrHandler);
|
|
IndicatorRelease(cciHandler);
|
|
IndicatorRelease(rsiHandler);
|
|
IndicatorRelease(mfiHandler);
|
|
IndicatorRelease(rviHandler);
|
|
IndicatorRelease(macdHandler);
|
|
IndicatorRelease(momentumHandler);
|
|
IndicatorRelease(stochasticHandler);
|
|
}
|
|
|
|
/**
|
|
* Extract Max Length of Inputs ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ExtractMaxLengthOfInputs()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
result = MathMax(adxLength, atrLength);
|
|
result = MathMax(result, cciLength);
|
|
result = MathMax(result, rsiLength);
|
|
result = MathMax(result, mfiLength);
|
|
result = MathMax(result, rviLength);
|
|
result = MathMax(result, momentumLength);
|
|
result = MathMax(result, macdFastLength);
|
|
result = MathMax(result, macdSlowLength);
|
|
result = MathMax(result, macdSignalLength);
|
|
result = MathMax(result, stochasticKLength);
|
|
result = MathMax(result, stochasticDLength);
|
|
result = MathMax(result, stochasticSmoothingLength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Set Indicator Short Name and also we can define Buffers Labels ...
|
|
*/
|
|
void SetIndicatorName()
|
|
{
|
|
//
|
|
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
|
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
|
}
|
|
|
|
/**
|
|
* Define Required Buffers ...
|
|
*/
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
// Plot Buffers ...
|
|
|
|
//
|
|
// Data Buffers ...
|
|
|
|
//
|
|
// AC ...
|
|
ArraySetAsSeries(acBuffer, true);
|
|
SetIndexBuffer(acBufferIndex, acBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// AD ...
|
|
ArraySetAsSeries(adBuffer, true);
|
|
SetIndexBuffer(adBufferIndex, adBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// ADX ...
|
|
ArraySetAsSeries(adxBuffer, true);
|
|
SetIndexBuffer(adxBufferIndex, adxBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// ADX Plus ...
|
|
ArraySetAsSeries(adxpBuffer, true);
|
|
SetIndexBuffer(adxpBufferIndex, adxpBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// ADX Negative ...
|
|
ArraySetAsSeries(adxnBuffer, true);
|
|
SetIndexBuffer(adxnBufferIndex, adxnBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// ATR ...
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// CCI ...
|
|
ArraySetAsSeries(cciBuffer, true);
|
|
SetIndexBuffer(cciBufferIndex, cciBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// RSI ...
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// MFI ...
|
|
ArraySetAsSeries(mfiBuffer, true);
|
|
SetIndexBuffer(mfiBufferIndex, mfiBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// RVI ...
|
|
ArraySetAsSeries(rviBuffer, true);
|
|
SetIndexBuffer(rviBufferIndex, rviBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// RVI Signal ...
|
|
ArraySetAsSeries(rviSignalBuffer, true);
|
|
SetIndexBuffer(rviSignalBufferIndex, rviSignalBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// MACD ...
|
|
ArraySetAsSeries(macdBuffer, true);
|
|
SetIndexBuffer(macdBufferIndex, macdBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// MACD Signal ...
|
|
ArraySetAsSeries(macdSignalBuffer, true);
|
|
SetIndexBuffer(macdSignalBufferIndex, macdSignalBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Momentum ...
|
|
ArraySetAsSeries(momentumBuffer, true);
|
|
SetIndexBuffer(momentumBufferIndex, momentumBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Stochastics ...
|
|
ArraySetAsSeries(stochasticBuffer, true);
|
|
SetIndexBuffer(stochasticBufferIndex, stochasticBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Stochastics Signal ...
|
|
ArraySetAsSeries(stochasticSignalBuffer, true);
|
|
SetIndexBuffer(stochasticSignalBufferIndex, stochasticSignalBuffer, INDICATOR_CALCULATIONS);
|
|
}
|
|
|
|
/**
|
|
* 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)
|
|
{
|
|
//
|
|
CalculateValues(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
FillBuffersZero(bar_index);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
|
*
|
|
* @param barIndex: Integer ...
|
|
*/
|
|
void FillBuffersZero(int barIndex)
|
|
{
|
|
//
|
|
acBuffer[barIndex] = emptyValue;
|
|
adBuffer[barIndex] = emptyValue;
|
|
adxBuffer[barIndex] = emptyValue;
|
|
adxpBuffer[barIndex] = emptyValue;
|
|
adxnBuffer[barIndex] = emptyValue;
|
|
atrBuffer[barIndex] = emptyValue;
|
|
cciBuffer[barIndex] = emptyValue;
|
|
rsiBuffer[barIndex] = emptyValue;
|
|
mfiBuffer[barIndex] = emptyValue;
|
|
rviBuffer[barIndex] = emptyValue;
|
|
macdBuffer[barIndex] = emptyValue;
|
|
momentumBuffer[barIndex] = emptyValue;
|
|
rviSignalBuffer[barIndex] = emptyValue;
|
|
macdSignalBuffer[barIndex] = emptyValue;
|
|
stochasticBuffer[barIndex] = emptyValue;
|
|
stochasticSignalBuffer[barIndex] = emptyValue;
|
|
}
|
|
|
|
/**
|
|
* Calculate Vales ...
|
|
*
|
|
* @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 CalculateValues(
|
|
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[] //
|
|
)
|
|
{
|
|
//
|
|
// Implement Colorify Mechanism ...
|
|
}
|
|
|
|
//
|