433 lines
10 KiB
Plaintext
433 lines
10 KiB
Plaintext
///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XRL
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// Description: Regression Line ...
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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 XRL Indicator"
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#property strict
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//
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#define ShortName "XRL"
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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 "Market";
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input group "Fast";
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input int fastLength = 9; // Length
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input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To
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input int slowLength = 18; // Length
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input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Presentation";
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input bool showFast = true; // Show Fast
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input bool showSlow = true; // Show Slow
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input bool showVerifier = true; // Show Verifier
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 8
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#property indicator_plots 6
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//
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#define hideColorIDX 0
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#define neuturalColorIDX 1
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#define bullColorIDX 2
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#define bearColorIDX 3
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//
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// Fast ...
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//
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#define fastBufferIndex 0
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#define fastBufferPlotIndex 0
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double fastBuffer[];
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//
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#define fastBufferColorIndex 1
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double fastBufferColor[];
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//
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#property indicator_label1 "XRL F"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 CLR_NONE, clrGray, clrAqua, clrMagenta
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//
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// Slow ...
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//
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#define slowBufferIndex 2
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#define slowBufferPlotIndex 1
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double slowBuffer[];
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//
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#define slowBufferColorIndex 3
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double slowBufferColor[];
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//
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#property indicator_label2 "XRL S"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 CLR_NONE, clrGray, clrAqua, clrMagenta
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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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// Verifier ...
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//
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#define verifierBufferIndex 4
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#define verifierBufferPlotIndex 2
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double verifierBuffer[];
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//
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#define verifierBufferColorIndex 5
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double verifierBufferColor[];
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//
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#property indicator_label3 "XRL V"
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#property indicator_type3 DRAW_COLOR_LINE
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#property indicator_color3 CLR_NONE, clrGray, clrAqua, clrMagenta
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//
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#define fastLRBufferIndex 6
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double fastLRBuffer[];
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#define slowLRBufferIndex 7
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double slowLRBuffer[];
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//
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// Variables ...
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//
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int maxLength = 0;
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//
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XLinearRegression fastCalculator;
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XLinearRegression slowCalculator;
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XLinearRegression verifierCalculator;
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//
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// Event Handlers ...
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//
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// Initialization ...
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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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// 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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// DeInitialization ...
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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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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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//
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int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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//
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// Calculate Verifier ...
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for (int i = limit; i < rates_total && !IsStopped(); i++)
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{
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//
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double verifierSlope;
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double verifierIntercept;
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//
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double verifierAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]);
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//
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double verifier = verifierCalculator.Calculate(
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verifierAppliedPrice,
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slowLength,
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verifierSlope,
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verifierIntercept,
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i,
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rates_total //
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);
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verifierBuffer[i] = verifier;
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//
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double verifierColor =
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(i > 0)
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? (verifierBuffer[i] > verifierBuffer[i - 1])
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? bullColorIDX
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: (verifierBuffer[i] < verifierBuffer[i - 1])
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? bearColorIDX
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: verifierBuffer[i - 1]
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: neuturalColorIDX;
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verifierBufferColor[i] = verifierColor;
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}
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//
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// Fast ...
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//
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// Calculate Fast Intercept and Slope ...
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double fastSlope = 0;
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double fastIntercept = 0;
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for (int i = limit; i < rates_total && !IsStopped(); i++)
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{
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//
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double fastAppliedPrice = iGetPrice(fastAppliedTo, open[i], high[i], low[i], close[i]);
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//
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double fastLRValue = fastCalculator.Calculate(
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fastAppliedPrice,
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fastLength,
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fastSlope,
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fastIntercept,
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i,
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rates_total //
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);
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fastLRBuffer[i] = fastLRValue;
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}
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//
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// Calculate Fast ...
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for (int i = 0; i < fastLength && !IsStopped(); i++)
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{
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//
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double fast = fastIntercept + fastSlope * (fastLength - i - 1);
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fastBuffer[rates_total - i - 1] = fast;
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//
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double fastColor =
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(fastSlope > 0)
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? bullColorIDX
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: (fastSlope < 0)
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? bearColorIDX
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: neuturalColorIDX;
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//
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fastBufferColor[rates_total - i - 1] = fastColor;
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}
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//
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int fastDrawBegin = rates_total - fastLength;
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PlotIndexSetInteger(fastBufferIndex, PLOT_DRAW_BEGIN, fastDrawBegin);
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//
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// Slow ...
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//
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// Calculate Slow Intercept and Slope ...
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double slowSlope = 0;
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double slowIntercept = 0;
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for (int i = limit; i < rates_total && !IsStopped(); i++)
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{
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//
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double slowAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]);
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//
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double slowLRValue = slowCalculator.Calculate(
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slowAppliedPrice,
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slowLength,
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slowSlope,
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slowIntercept,
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i,
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rates_total //
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);
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slowLRBuffer[i] = slowLRValue;
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}
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//
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// Calculate Slow ...
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for (int i = 0; i < slowLength && !IsStopped(); i++)
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{
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//
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double slow = slowIntercept + slowSlope * (slowLength - i - 1);
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slowBuffer[rates_total - i - 1] = slow;
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//
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double slowColor =
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(slowSlope > 0)
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? bullColorIDX
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: (slowSlope < 0)
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? bearColorIDX
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: neuturalColorIDX;
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//
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slowBufferColor[rates_total - i - 1] = slowColor;
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}
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//
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int slowDrawBegin = rates_total - slowLength;
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PlotIndexSetInteger(slowBufferIndex, PLOT_DRAW_BEGIN, slowDrawBegin);
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//
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return rates_total;
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}
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//
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// Custom Functions ...
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//
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// Validate Input Args for Initialization ...
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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 = fastLength >= 2 &&
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slowLength > fastLength;
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//
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return result;
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}
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//
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// Retrieve all Exists Input Max Length ...
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// use for Start Of Drawing ...
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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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// Ichimoku ...
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result = MathMax(fastLength, slowLength);
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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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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 Indexes and Styles ...
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void DefineBuffers()
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{
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//
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// Fast ...
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//
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ENUM_DRAW_TYPE fastDrawType = showFast ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA);
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SetIndexBuffer(fastBufferColorIndex, fastBufferColor, INDICATOR_COLOR_INDEX);
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//
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PlotIndexSetInteger(fastBufferIndex, PLOT_SHOW_DATA, showFast);
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PlotIndexSetInteger(fastBufferIndex, PLOT_DRAW_TYPE, fastDrawType);
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//
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// Slow ...
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//
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ENUM_DRAW_TYPE slowDrawType = showSlow ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA);
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SetIndexBuffer(slowBufferColorIndex, slowBufferColor, INDICATOR_COLOR_INDEX);
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//
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PlotIndexSetInteger(slowBufferIndex, PLOT_SHOW_DATA, showSlow);
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PlotIndexSetInteger(slowBufferIndex, PLOT_DRAW_TYPE, slowDrawType);
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//
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// Verifier ...
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//
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ENUM_DRAW_TYPE verifierDrawType = showVerifier ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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SetIndexBuffer(verifierBufferIndex, verifierBuffer, INDICATOR_DATA);
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SetIndexBuffer(verifierBufferColorIndex, verifierBufferColor, INDICATOR_COLOR_INDEX);
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//
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PlotIndexSetInteger(verifierBufferIndex, PLOT_SHOW_DATA, showVerifier);
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PlotIndexSetInteger(verifierBufferIndex, PLOT_DRAW_TYPE, verifierDrawType);
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//
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// Data Buffers ...
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//
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SetIndexBuffer(fastLRBufferIndex, fastLRBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(slowLRBufferIndex, slowLRBuffer, INDICATOR_CALCULATIONS);
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}
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// |