2407 lines
56 KiB
Plaintext
2407 lines
56 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
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// Description: Peaks and Vales ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm X121 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"
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//
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// Includes Common Library ...
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#include "../Classes/x-saherelm.x-poi.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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input group "Makret Cycles";
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//
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input group "Short";
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input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
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//
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input group "Medium";
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input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
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//
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input group "Long";
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input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
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//
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input group "Hind";
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input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
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input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
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//
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input group "Boundary Detection";
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input ENUM_SERIESMODE hhMode = MODE_HIGH; // Highest High Calculation Method
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input ENUM_SERIESMODE llMode = MODE_LOW; // Lowest Low Calculation Method
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//
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input group "Rsi Detection";
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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 "Parabolic Sar Detection";
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input double sarStep = 0.02; // Step
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input double sarMax = 0.2; // Maximum
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//
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input group "Atr Detection";
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input int atrLength = 14; // Length
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input double atrMultiplier = 1; // Multiplier
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input ENUM_APPLIED_PRICE atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To
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input ENUM_APPLIED_PRICE atrLowerAppliedTo = PRICE_LOW; // Lower Zone Applied To
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input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // Smoothing Method
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//
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input group "Str Detecttion";
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input ENUM_APPLIED_PRICE strAppliedTo = PRICE_MEDIAN; // Applied To
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//
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input group "VWap Detection";
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input int vwapFastLength = 20; // Fast Length
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input int vwapMidLength = 40; // Mid Length
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input int vwapSlowLength = 60; // Slow Length
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input ENUM_APPLIED_PRICE vwapAppliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Donchain Detection";
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input int donchainLength = 40; // Donchain Length
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//
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input group "Presentation";
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//
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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//
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input int sarArrowCode = 159; // Parabolic Sar Arrow Code
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input int peaksArrowCode = 159; // Peaks Arrow Code
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input int valesArrowCode = 159; // Vales Arrow Code
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//
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input bool showSar = true; // Show Parabolic Sar
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input bool showAtr = true; // Show Atr
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input bool showStr = true; // Show Str
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input bool showPeaks = true; // Show Peaks
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input bool showVales = true; // Show Vales
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input bool showVWap = true; // Show VWap
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input bool showDonchain = true; // Show Donchain
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//
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input group "Atr Presentation";
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input bool showAtrUpper = true; // Show Upper Zone
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input bool showAtrLower = true; // Show Lower Zone
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//
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input group "VWap Presentation";
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input bool showVWapFast = true; // Show VWap Fast
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input bool showVWapMedium = true; // Show VWap Medium
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input bool showVWapSlow = true; // Show VWap Slow
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//
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input group "Donchain Presentation";
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input bool showUpper = true; // Show Upper Band
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input bool showLower = true; // Show Lower Band
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input bool showOpen = true; // Show Open
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input bool showHigh = false; // Show High
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input bool showClose = true; // Show Close
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input bool showLow = false; // Show Low
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//
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// Buffers ...
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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#define neuturalColorIDX 3
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 44
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#property indicator_plots 17
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//
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// PEAKS ...
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//
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#define peaksBufferIndex 0
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double peaksBuffer[];
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//
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#property indicator_label1 "X121 PEAKS"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrAqua
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#property indicator_width1 1
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//
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// VALES ...
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//
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#define valesBufferIndex 1
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double valesBuffer[];
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//
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#property indicator_label2 "X121 VALES"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrMagenta
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#property indicator_width2 1
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//
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// SAR ...
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//
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#define sarBufferIndex 2
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double sarBuffer[];
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//
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#property indicator_label3 "X121 SAR"
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#property indicator_type3 DRAW_ARROW
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#property indicator_color3 clrYellow
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#property indicator_width3 1
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//
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// ATR ...
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//
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// Upper ...
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//
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#define atrUpperBufferIndex 3
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double atrUpperBuffer[];
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#property indicator_label4 "X121 ATRU"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrYellow
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#property indicator_style4 STYLE_DOT
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#property indicator_width4 2
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//
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// Lower ...
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//
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#define atrLowerBufferIndex 4
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double atrLowerBuffer[];
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#property indicator_label5 "X121 ATRL"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrYellow
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#property indicator_style5 STYLE_DOT
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#property indicator_width5 2
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//
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// STR ...
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#define strBufferIndex 5
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double strBuffer[];
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#define strColorBufferIndex 6
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double strColorBuffer[];
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//
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#define strPlotBufferIndex 5
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#property indicator_label6 "X121 STR"
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#property indicator_type6 DRAW_COLOR_LINE
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#property indicator_color6 CLR_NONE, clrLime, clrRed, clrGray
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 2
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//
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// VWAP ...
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//
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// FAST ...
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#define vwapFastBufferIndex 7
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double vwapFastBuffer[];
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#define vwapFastColorBufferIndex 8
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double vwapFastColorBuffer[];
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//
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#define vwapFastPlotBufferIndex 6
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#property indicator_label7 "X121 VWF"
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#property indicator_type7 DRAW_COLOR_LINE
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#property indicator_color7 CLR_NONE, clrAqua, clrMagenta, clrGray
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 2
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//
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// MID ...
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#define vwapMidBufferIndex 9
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double vwapMidBuffer[];
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#define vwapMidColorBufferIndex 10
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double vwapMidColorBuffer[];
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//
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#define vwapMidPlotBufferIndex 7
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#property indicator_label8 "X121 VWM"
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#property indicator_type8 DRAW_COLOR_LINE
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#property indicator_color8 CLR_NONE, clrGreen, clrRed, clrGray
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 2
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//
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// SLOW ...
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#define vwapSlowBufferIndex 11
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double vwapSlowBuffer[];
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#define vwapSlowColorBufferIndex 12
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double vwapSlowColorBuffer[];
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//
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#define vwapSlowPlotBufferIndex 8
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#property indicator_label9 "X121 VWS"
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#property indicator_type9 DRAW_COLOR_LINE
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#property indicator_color9 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 2
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//
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// XDON ...
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//
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// Open ...
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//
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#define donOpenUpperBufferIndex 13
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double donOpenUpperBuffer[];
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//
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#define donOpenUpperPlotBufferIndex 9
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#property indicator_label10 "X121 O U"
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#property indicator_type10 DRAW_LINE
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#property indicator_color10 clrCornflowerBlue
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#property indicator_width10 1
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//
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#define donOpenLowerBufferIndex 14
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double donOpenLowerBuffer[];
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//
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#define donOpenLowerPlotBufferIndex 10
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#property indicator_label11 "X121 O L"
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#property indicator_type11 DRAW_LINE
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#property indicator_color11 clrCornflowerBlue
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#property indicator_width11 1
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//
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// High ...
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//
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#define donHighUpperBufferIndex 15
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double donHighUpperBuffer[];
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//
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#define donHighUpperPlotBufferIndex 11
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#property indicator_label12 "X121 H U"
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#property indicator_type12 DRAW_LINE
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#property indicator_color12 clrAquamarine
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#property indicator_width12 1
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//
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#define donHighLowerBufferIndex 16
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double donHighLowerBuffer[];
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//
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#define donHighLowerPlotBufferIndex 12
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#property indicator_label13 "X121 H L"
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#property indicator_type13 DRAW_LINE
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#property indicator_color13 clrAquamarine
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#property indicator_width13 1
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//
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// Low ...
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//
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#define donLowUpperBufferIndex 17
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double donLowUpperBuffer[];
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//
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#define donLowUpperPlotBufferIndex 13
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#property indicator_label14 "X121 L U"
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#property indicator_type14 DRAW_LINE
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#property indicator_color14 clrDarkOrchid
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#property indicator_width14 1
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//
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#define donLowLowerBufferIndex 18
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double donLowLowerBuffer[];
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//
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#define donLowLowerPlotBufferIndex 14
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#property indicator_label15 "X121 L L"
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#property indicator_type15 DRAW_LINE
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#property indicator_color15 clrDarkOrchid
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#property indicator_width15 1
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//
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// Close ...
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//
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#define donCloseUpperBufferIndex 19
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double donCloseUpperBuffer[];
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//
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#define donCloseUpperPlotBufferIndex 15
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#property indicator_label16 "X121 C U"
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#property indicator_type16 DRAW_LINE
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#property indicator_color16 clrCoral
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#property indicator_width16 1
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//
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#define donCloseLowerBufferIndex 20
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double donCloseLowerBuffer[];
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//
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#define donCloseLowerPlotBufferIndex 16
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#property indicator_label17 "X121 C L"
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#property indicator_type17 DRAW_LINE
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#property indicator_color17 clrCoral
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#property indicator_width17 1
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//
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// Data Buffers ...
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//
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int mLastBufferIndex = 20;
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//
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// CURRENT ...
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//
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#define cHHBufferIndex mLastBufferIndex + 1
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double cHHBuffer[];
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//
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#define cLLBufferIndex mLastBufferIndex + 2
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double cLLBuffer[];
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//
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// SHORT ...
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//
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#define sHHBufferIndex mLastBufferIndex + 3
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double sHHBuffer[];
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//
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#define sLLBufferIndex mLastBufferIndex + 4
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double sLLBuffer[];
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//
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// MEDIUM ...
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//
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#define mHHBufferIndex mLastBufferIndex + 5
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double mHHBuffer[];
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//
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#define mLLBufferIndex mLastBufferIndex + 6
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double mLLBuffer[];
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//
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// LONG ...
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//
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#define lHHBufferIndex mLastBufferIndex + 7
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double lHHBuffer[];
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//
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#define lLLBufferIndex mLastBufferIndex + 8
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double lLLBuffer[];
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//
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// HIND ...
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//
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#define hHHBufferIndex mLastBufferIndex + 9
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double hHHBuffer[];
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//
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#define hLLBufferIndex mLastBufferIndex + 10
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double hLLBuffer[];
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//
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// VWAP ...
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#define vwapVolumeBufferIndex mLastBufferIndex + 11
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double vwapVolumeBuffer[];
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//
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// Price ...
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#define vwapPriceBufferIndex mLastBufferIndex + 12
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double vwapPriceBuffer[];
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//
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// Fast State ...
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#define vwapFastStateBufferIndex mLastBufferIndex + 13
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double vwapFastStateBuffer[];
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//
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// Mid State ...
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#define vwapMidStateBufferIndex mLastBufferIndex + 14
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double vwapMidStateBuffer[];
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//
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// Slow State ...
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#define vwapSlowStateBufferIndex mLastBufferIndex + 15
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double vwapSlowStateBuffer[];
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//
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// ATR ...
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#define atrBufferIndex mLastBufferIndex + 16
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double atrBuffer[];
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#define atrUpperRawBufferIndex mLastBufferIndex + 17
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double atrUpperRawBuffer[];
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#define atrLowerRawBufferIndex mLastBufferIndex + 18
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double atrLowerRawBuffer[];
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//
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// RSI ...
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#define rsiBufferIndex mLastBufferIndex + 19
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double rsiBuffer[];
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//
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// STR ...
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//
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// Price ...
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#define strPriceBufferIndex mLastBufferIndex + 20
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double strPriceBuffer[];
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//
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// Up ...
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#define strUpBufferIndex mLastBufferIndex + 21
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double strUpBuffer[];
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//
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// Down ...
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#define strDownBufferIndex mLastBufferIndex + 22
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double strDownBuffer[];
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//
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// Trend ...
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#define strStateBufferIndex mLastBufferIndex + 23
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double strStateBuffer[];
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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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int rlimit;
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//
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int maxLength;
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//
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// RSI Handler ...
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int rsiHandler = INVALID_HANDLE;
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//
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// SAR Handler ...
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int sarHandler = INVALID_HANDLE;
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//
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// ATR Handler ...
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int atrHandler = INVALID_HANDLE;
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//
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bool isStrTrendChanged;
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bool isStrStartBearishTrend;
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bool isStrStartBullishTrend;
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//
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// XMarketCycle sc;
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int mSCLength = 0;
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ENUM_TIMEFRAMES mSCPeriod = NULL;
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//
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// XMarketCycle mc;
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int mMCLength = 0;
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ENUM_TIMEFRAMES mMCPeriod = NULL;
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//
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// XMarketCycle lc;
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int mLCLength = 0;
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ENUM_TIMEFRAMES mLCPeriod = NULL;
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//
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// XMarketCycle hc;
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int mHCLength = 0;
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ENUM_TIMEFRAMES mHCPeriod = NULL;
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//
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// Event Handlers ...
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/**
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* Initialize Indicator ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Indicator Handlers ...
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//
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// RSI ...
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rsiHandler = iRSI(
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_Symbol,
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_Period,
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rsiLength,
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rsiAppliedTo //
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);
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bool isInited = rsiHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// SAR ...
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sarHandler = iSAR(
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_Symbol,
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_Period,
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sarStep,
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sarMax //
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);
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isInited = sarHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// ATR ...
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atrHandler = iATR(
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_Symbol,
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_Period,
|
|
atrLength //
|
|
);
|
|
isInited = atrHandler != INVALID_HANDLE;
|
|
if (!isInited)
|
|
{
|
|
return INIT_FAILED;
|
|
}
|
|
|
|
//
|
|
if (!InitMarketCycles())
|
|
{
|
|
return INIT_PARAMETERS_INCORRECT;
|
|
}
|
|
|
|
//
|
|
// because in some cases we may have more than one input for
|
|
// calculation and we must prevent any calculation
|
|
// untill we pass the biggest input length, here we get max Input length
|
|
// and then wait until pass it ...
|
|
maxLength = ExtractMaxLengthOfInputs();
|
|
|
|
//
|
|
// Define Index Buffers ...
|
|
DefineBuffers();
|
|
|
|
//
|
|
// Set Indicator ShortName ...
|
|
SetIndicatorName();
|
|
|
|
//
|
|
// Init Succeed ...
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
|
|
/**
|
|
* De Initialize Indicator ...
|
|
*
|
|
* @param reason: Integer, De Initialization Reason ...
|
|
*/
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//
|
|
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
|
// REASON_REMOVE 1 Program removed from a chart
|
|
// REASON_RECOMPILE 2 Program recompiled
|
|
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
|
// REASON_CHARTCLOSE 4 Chart closed
|
|
// REASON_PARAMETERS 5 Inputs changed by a user
|
|
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
|
// REASON_TEMPLATE 7 Another chart template applied
|
|
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
|
// REASON_CLOSE 9 Terminal closed
|
|
|
|
//
|
|
IndicatorRelease(rsiHandler);
|
|
IndicatorRelease(sarHandler);
|
|
IndicatorRelease(atrHandler);
|
|
}
|
|
|
|
/**
|
|
* Calculate Bars ...
|
|
*
|
|
* @param rates_total: Integer, Total Bars on Chart ...
|
|
* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
|
|
* @param time: DateTime Array, History of Open Time ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param tick_volume: Long, History of Tick Volumes on Bar ...
|
|
* @param volume: Long, History of Trade Volumes ...
|
|
* @param spread: Double, History of Spread Price ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int OnCalculate(
|
|
const int rates_total,
|
|
const int prev_calculated,
|
|
const datetime &time[],
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &low[],
|
|
const double &close[],
|
|
const long &tick_volume[],
|
|
const long &volume[],
|
|
const int &spread[] //
|
|
)
|
|
{
|
|
//
|
|
// Prepare Buffers ...
|
|
ArraySetAsSeries(time, true);
|
|
ArraySetAsSeries(open, true);
|
|
ArraySetAsSeries(high, true);
|
|
ArraySetAsSeries(low, true);
|
|
ArraySetAsSeries(close, true);
|
|
ArraySetAsSeries(tick_volume, true);
|
|
ArraySetAsSeries(volume, true);
|
|
ArraySetAsSeries(spread, true);
|
|
|
|
//
|
|
// Fill All Buffers by Zero ...
|
|
if (prev_calculated == 0)
|
|
{
|
|
//
|
|
ArrayInitialize(peaksBuffer, 0);
|
|
ArrayInitialize(valesBuffer, 0);
|
|
ArrayInitialize(sarBuffer, 0);
|
|
}
|
|
|
|
//
|
|
// Validate Calculated Bars ...
|
|
|
|
//
|
|
// RSI ...
|
|
int rsiCalculatedBars = BarsCalculated(rsiHandler);
|
|
|
|
//
|
|
// SAR ...
|
|
int sarCalculatedBars = BarsCalculated(sarHandler);
|
|
|
|
//
|
|
// ATR ...
|
|
int atrCalculatedBars = BarsCalculated(atrHandler);
|
|
|
|
//
|
|
bool isPassedRequiredCalculatedBars =
|
|
//
|
|
// RSI ...
|
|
rsiCalculatedBars >= maxLength &&
|
|
//
|
|
// SAR ...
|
|
sarCalculatedBars >= maxLength &&
|
|
//
|
|
// ATR ...
|
|
sarCalculatedBars >= maxLength
|
|
//
|
|
;
|
|
if (!isPassedRequiredCalculatedBars)
|
|
{
|
|
return prev_calculated;
|
|
}
|
|
|
|
//
|
|
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
|
? rates_total
|
|
: (rates_total - prev_calculated) + 1;
|
|
rlimit = (prev_calculated > rates_total || prev_calculated <= 0)
|
|
? maxLength
|
|
: prev_calculated - 1;
|
|
|
|
//
|
|
// Buffers Copy ...
|
|
|
|
//
|
|
// RSI ...
|
|
int copiedRsis = CopyBuffer(rsiHandler, 0, 0, limit, rsiBuffer);
|
|
|
|
//
|
|
// SAR ...
|
|
int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer);
|
|
|
|
//
|
|
// ATR ...
|
|
int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
|
|
|
|
//
|
|
// Validate Copied Items ...
|
|
bool isPassedRequiredCopiedItems =
|
|
//
|
|
//
|
|
// RSI ...
|
|
copiedRsis > 0 &&
|
|
//
|
|
// SAR ...
|
|
copiedSars > 0 &&
|
|
//
|
|
// ATR ...
|
|
copiedAtrs > 0
|
|
//
|
|
;
|
|
if (!isPassedRequiredCopiedItems)
|
|
{
|
|
return prev_calculated;
|
|
}
|
|
|
|
//
|
|
// Main Loop ...
|
|
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
|
|
{
|
|
//
|
|
CalculateBuffers(
|
|
i,
|
|
prev_calculated,
|
|
rates_total,
|
|
//
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tick_volume //
|
|
);
|
|
}
|
|
|
|
//
|
|
return rates_total;
|
|
}
|
|
|
|
//
|
|
// Functions ...
|
|
|
|
/**
|
|
* Validate Input Args for Initialization ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result =
|
|
//
|
|
// RSI ...
|
|
rsiLength > 0 &&
|
|
//
|
|
// PSAR ...
|
|
sarMax > 0 &&
|
|
sarStep > 0 &&
|
|
sarMax > sarStep &&
|
|
//
|
|
// ATR ...
|
|
atrLength > 0 &&
|
|
atrMultiplier > 0 &&
|
|
//
|
|
// XDON ...
|
|
donchainLength > 0 &&
|
|
//
|
|
// VWAP ...
|
|
vwapFastLength > 2 &&
|
|
vwapMidLength > vwapFastLength &&
|
|
vwapSlowLength > vwapMidLength &&
|
|
//
|
|
// XPV ...
|
|
(IsValid(scMethod, scPeriod) &&
|
|
IsValid(mcMethod, mcPeriod) &&
|
|
IsValid(lcMethod, lcPeriod) &&
|
|
IsValid(hcMethod, hcPeriod))
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Extract Max Length of Inputs ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ExtractMaxLengthOfInputs()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// XPV ...
|
|
result = MathMax(mSCLength, mMCLength);
|
|
result = MathMax(result, mLCLength);
|
|
result = MathMax(result, mHCLength);
|
|
|
|
//
|
|
// XVWAP ...
|
|
result = MathMax(result, vwapFastLength);
|
|
result = MathMax(result, vwapMidLength);
|
|
result = MathMax(result, vwapSlowLength);
|
|
|
|
//
|
|
// ATR ...
|
|
result = MathMax(result, atrLength);
|
|
|
|
//
|
|
// RSI ...
|
|
result = MathMax(result, rsiLength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Define Required Buffers ...
|
|
*/
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
// PEAKS ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE peaksDrawType = showPeaks ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(peaksBuffer, true);
|
|
SetIndexBuffer(peaksBufferIndex, peaksBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_SHOW_DATA, showPeaks);
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_DRAW_TYPE, peaksDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(peaksBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(peaksBufferIndex, PLOT_ARROW, peaksArrowCode);
|
|
|
|
//
|
|
// VALES ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE valesDrawType = showVales ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(valesBuffer, true);
|
|
SetIndexBuffer(valesBufferIndex, valesBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_SHOW_DATA, showVales);
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_DRAW_TYPE, valesDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(valesBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(valesBufferIndex, PLOT_ARROW, valesArrowCode);
|
|
|
|
//
|
|
// SAR ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(sarBuffer, true);
|
|
SetIndexBuffer(sarBufferIndex, sarBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_SHOW_DATA, showSar);
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_TYPE, sarDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, 0);
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode);
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
// UPPER ...
|
|
bool canShowAtrUpper = showAtr && showAtrUpper;
|
|
ENUM_DRAW_TYPE atrUpperDrawType = canShowAtrUpper ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(atrUpperBuffer, true);
|
|
SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, canShowAtrUpper);
|
|
PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType);
|
|
|
|
//
|
|
// LOWER ...
|
|
bool canShowAtrLower = showAtr && showAtrLower;
|
|
ENUM_DRAW_TYPE atrLowerDrawType = canShowAtrLower ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(atrLowerBuffer, true);
|
|
SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, canShowAtrLower);
|
|
PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
|
|
|
|
//
|
|
// STR ...
|
|
ArraySetAsSeries(strBuffer, true);
|
|
ArraySetAsSeries(strColorBuffer, true);
|
|
SetIndexBuffer(strBufferIndex, strBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(strColorBufferIndex, strColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// Fast ...
|
|
ArraySetAsSeries(vwapFastBuffer, true);
|
|
ArraySetAsSeries(vwapFastColorBuffer, true);
|
|
SetIndexBuffer(vwapFastBufferIndex, vwapFastBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapFastColorBufferIndex, vwapFastColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// Mid ...
|
|
ArraySetAsSeries(vwapMidBuffer, true);
|
|
ArraySetAsSeries(vwapMidColorBuffer, true);
|
|
SetIndexBuffer(vwapMidBufferIndex, vwapMidBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapMidColorBufferIndex, vwapMidColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// Slow ...
|
|
ArraySetAsSeries(vwapSlowBuffer, true);
|
|
ArraySetAsSeries(vwapSlowColorBuffer, true);
|
|
SetIndexBuffer(vwapSlowBufferIndex, vwapSlowBuffer, INDICATOR_DATA);
|
|
SetIndexBuffer(vwapSlowColorBufferIndex, vwapSlowColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// XDON ...
|
|
|
|
//
|
|
// Open ...
|
|
|
|
//
|
|
// UPPER ...
|
|
bool canShowCOpenUpper = showDonchain && showUpper && showOpen;
|
|
ENUM_DRAW_TYPE donOpenUpperDrawType = canShowCOpenUpper ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donOpenUpperBuffer, true);
|
|
SetIndexBuffer(donOpenUpperBufferIndex, donOpenUpperBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donOpenUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenUpper);
|
|
PlotIndexSetInteger(donOpenUpperPlotBufferIndex, PLOT_DRAW_TYPE, donOpenUpperDrawType);
|
|
|
|
//
|
|
// LOWER ...
|
|
bool canShowCOpenLower = showDonchain && showLower && showOpen;
|
|
ENUM_DRAW_TYPE donOpenLowerDrawType = canShowCOpenLower ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donOpenLowerBuffer, true);
|
|
SetIndexBuffer(donOpenLowerBufferIndex, donOpenLowerBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donOpenLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCOpenLower);
|
|
PlotIndexSetInteger(donOpenLowerPlotBufferIndex, PLOT_DRAW_TYPE, donOpenLowerDrawType);
|
|
|
|
//
|
|
// Close ...
|
|
|
|
//
|
|
// UPPER ...
|
|
bool canShowCCloseUpper = showDonchain && showUpper && showClose;
|
|
ENUM_DRAW_TYPE donCloseUpperDrawType = canShowCCloseUpper ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donCloseUpperBuffer, true);
|
|
SetIndexBuffer(donCloseUpperBufferIndex, donCloseUpperBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donCloseUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseUpper);
|
|
PlotIndexSetInteger(donCloseUpperPlotBufferIndex, PLOT_DRAW_TYPE, donCloseUpperDrawType);
|
|
|
|
//
|
|
// LOWER ...
|
|
bool canShowCCloseLower = showDonchain && showLower && showClose;
|
|
ENUM_DRAW_TYPE donCloseLowerDrawType = canShowCCloseLower ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donCloseLowerBuffer, true);
|
|
SetIndexBuffer(donCloseLowerBufferIndex, donCloseLowerBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donCloseLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCCloseLower);
|
|
PlotIndexSetInteger(donCloseLowerPlotBufferIndex, PLOT_DRAW_TYPE, donCloseLowerDrawType);
|
|
|
|
//
|
|
// High ...
|
|
|
|
//
|
|
// UPPER ...
|
|
bool canShowCHighUpper = showDonchain && showUpper && showHigh;
|
|
ENUM_DRAW_TYPE donHighUpperDrawType = canShowCHighUpper ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donHighUpperBuffer, true);
|
|
SetIndexBuffer(donHighUpperBufferIndex, donHighUpperBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donHighUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighUpper);
|
|
PlotIndexSetInteger(donHighUpperPlotBufferIndex, PLOT_DRAW_TYPE, donHighUpperDrawType);
|
|
|
|
//
|
|
// LOWER ...
|
|
bool canShowCHighLower = showDonchain && showLower && showHigh;
|
|
ENUM_DRAW_TYPE donHighLowerDrawType = canShowCHighLower ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donHighLowerBuffer, true);
|
|
SetIndexBuffer(donHighLowerBufferIndex, donHighLowerBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donHighLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCHighLower);
|
|
PlotIndexSetInteger(donHighLowerPlotBufferIndex, PLOT_DRAW_TYPE, donHighLowerDrawType);
|
|
|
|
//
|
|
// Low ...
|
|
|
|
//
|
|
// UPPER ...
|
|
bool canShowCLowUpper = showDonchain && showUpper && showLow;
|
|
ENUM_DRAW_TYPE donLowUpperDrawType = canShowCLowUpper ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donLowUpperBuffer, true);
|
|
SetIndexBuffer(donLowUpperBufferIndex, donLowUpperBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donLowUpperPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowUpper);
|
|
PlotIndexSetInteger(donLowUpperPlotBufferIndex, PLOT_DRAW_TYPE, donLowUpperDrawType);
|
|
|
|
//
|
|
// LOWER ...
|
|
bool canShowCLowLower = showDonchain && showLower && showLow;
|
|
ENUM_DRAW_TYPE donLowLowerDrawType = canShowCLowLower ? DRAW_LINE : DRAW_NONE;
|
|
ArraySetAsSeries(donLowLowerBuffer, true);
|
|
SetIndexBuffer(donLowLowerBufferIndex, donLowLowerBuffer, INDICATOR_DATA);
|
|
PlotIndexSetDouble(donLowLowerPlotBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_SHOW_DATA, canShowCLowLower);
|
|
PlotIndexSetInteger(donLowLowerPlotBufferIndex, PLOT_DRAW_TYPE, donLowLowerDrawType);
|
|
|
|
//
|
|
// Data Buffers ...
|
|
|
|
//
|
|
// CURRENT ...
|
|
|
|
//
|
|
ArraySetAsSeries(cHHBuffer, true);
|
|
SetIndexBuffer(cHHBufferIndex, cHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(cLLBuffer, true);
|
|
SetIndexBuffer(cLLBufferIndex, cLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// SHORT ...
|
|
|
|
//
|
|
ArraySetAsSeries(sHHBuffer, true);
|
|
SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(sLLBuffer, true);
|
|
SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
|
|
//
|
|
ArraySetAsSeries(mHHBuffer, true);
|
|
SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(mLLBuffer, true);
|
|
SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// LONG ...
|
|
|
|
//
|
|
ArraySetAsSeries(lHHBuffer, true);
|
|
SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(lLLBuffer, true);
|
|
SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// HIND ...
|
|
|
|
//
|
|
ArraySetAsSeries(hHHBuffer, true);
|
|
SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(hLLBuffer, true);
|
|
SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// XVWAP ...
|
|
|
|
//
|
|
// Volumes ...
|
|
ArraySetAsSeries(vwapVolumeBuffer, true);
|
|
SetIndexBuffer(vwapVolumeBufferIndex, vwapVolumeBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Price ...
|
|
ArraySetAsSeries(vwapPriceBuffer, true);
|
|
SetIndexBuffer(vwapPriceBufferIndex, vwapPriceBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Fast State ...
|
|
ArraySetAsSeries(vwapFastStateBuffer, true);
|
|
SetIndexBuffer(vwapFastStateBufferIndex, vwapFastStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Mid State ...
|
|
ArraySetAsSeries(vwapMidStateBuffer, true);
|
|
SetIndexBuffer(vwapMidStateBufferIndex, vwapMidStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// Slow State ...
|
|
ArraySetAsSeries(vwapSlowStateBuffer, true);
|
|
SetIndexBuffer(vwapSlowStateBufferIndex, vwapSlowStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// ATR ...
|
|
|
|
//
|
|
ArraySetAsSeries(atrBuffer, true);
|
|
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(atrUpperRawBuffer, true);
|
|
SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(atrLowerRawBuffer, true);
|
|
SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// RSI ...
|
|
|
|
//
|
|
ArraySetAsSeries(rsiBuffer, true);
|
|
SetIndexBuffer(rsiBufferIndex, rsiBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
// STR ...
|
|
|
|
//
|
|
ArraySetAsSeries(strPriceBuffer, true);
|
|
SetIndexBuffer(strPriceBufferIndex, strPriceBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(strUpBuffer, true);
|
|
SetIndexBuffer(strUpBufferIndex, strUpBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(strDownBuffer, true);
|
|
SetIndexBuffer(strDownBufferIndex, strDownBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(strStateBuffer, true);
|
|
SetIndexBuffer(strStateBufferIndex, strStateBuffer, INDICATOR_CALCULATIONS);
|
|
}
|
|
|
|
/**
|
|
* Set Indicator Short Name and also we can define Buffers Labels ...
|
|
*/
|
|
void SetIndicatorName()
|
|
{
|
|
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
|
}
|
|
|
|
/**
|
|
* Calculate Custom Buffers ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateBuffers(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
int barsLimit = startCalculationForLastBars > 0
|
|
? startCalculationForLastBars
|
|
: 0;
|
|
//
|
|
// bool canCalculate = true;
|
|
bool canCalculate =
|
|
barsLimit == 0 ||
|
|
bar_index <= barsLimit;
|
|
if (canCalculate)
|
|
{
|
|
//
|
|
// Calculate Cycles ...
|
|
CalculateCycles(bar_index);
|
|
|
|
//
|
|
// Calculate Peaks and Vales ...
|
|
CalculatePeaksAndVales(bar_index);
|
|
|
|
//
|
|
CalculateDonchains(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
CalculateAtrZones(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low //
|
|
);
|
|
|
|
//
|
|
CalculateStr(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low //
|
|
);
|
|
|
|
//
|
|
// Calculate Required VWAP Data Buffers ...
|
|
if (ratesTotal - bar_index <= maxLength)
|
|
{
|
|
//
|
|
CalculateVWAPDataBuffers(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
// Prevent Moving Forward ...
|
|
}
|
|
else
|
|
{
|
|
//
|
|
CalculateVWAPDataBuffers(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
CalculateVWAPS(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
FillBuffersZero(bar_index);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Custom ...
|
|
|
|
/**
|
|
* Initial Market Cycles ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool InitMarketCycles()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int cPeriodSeconds = PeriodSeconds(_Period);
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (scMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mSCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_SHORT,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mSCPeriod = scPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mSCPeriod))
|
|
{
|
|
mSCLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (mcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mMCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_MEDIUM,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mMCPeriod = mcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mMCPeriod))
|
|
{
|
|
mMCLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (lcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mLCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_LONG,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mLCPeriod = lcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mLCPeriod))
|
|
{
|
|
mLCLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
// Find Cycle Period ...
|
|
if (hcMethod == X_PERIOD_AUTO)
|
|
{
|
|
//
|
|
// Select Period ...
|
|
mHCPeriod = GetCyclePeriod(
|
|
X_MARKET_CYCLE_HIND,
|
|
_Period //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
mHCPeriod = hcPeriod;
|
|
}
|
|
|
|
//
|
|
if (IsValid(mHCPeriod))
|
|
{
|
|
mHCLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds;
|
|
}
|
|
|
|
//
|
|
result = mSCLength > 0 &&
|
|
mMCLength > mSCLength &&
|
|
mLCLength > mMCLength &&
|
|
mHCLength > mLCLength;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
|
|
*
|
|
* @param barIndex: Integer ...
|
|
*/
|
|
void FillBuffersZero(int barIndex)
|
|
{
|
|
//
|
|
// CURRENT ...
|
|
cHHBuffer[barIndex] = 0;
|
|
cLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// SHORT ...
|
|
sHHBuffer[barIndex] = 0;
|
|
sLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// MEDIUM ...
|
|
mHHBuffer[barIndex] = 0;
|
|
mLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// LONG ...
|
|
lHHBuffer[barIndex] = 0;
|
|
lLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// HIND ...
|
|
hHHBuffer[barIndex] = 0;
|
|
hLLBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// PEAKS ...
|
|
peaksBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// VALES ...
|
|
valesBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// SARS ...
|
|
sarBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// RSIS ...
|
|
rsiBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// ATRS ...
|
|
atrBuffer[barIndex] = 0;
|
|
atrUpperBuffer[barIndex] = 0;
|
|
atrUpperRawBuffer[barIndex] = 0;
|
|
atrUpperBuffer[barIndex] = 0;
|
|
atrLowerRawBuffer[barIndex] = 0;
|
|
|
|
//
|
|
// STR ...
|
|
strBuffer[barIndex] = 0;
|
|
strUpBuffer[barIndex] = 0;
|
|
strDownBuffer[barIndex] = 0;
|
|
strPriceBuffer[barIndex] = 0;
|
|
strColorBuffer[barIndex] = hideColorIDX;
|
|
strStateBuffer[barIndex] = hideColorIDX;
|
|
|
|
//
|
|
// VWAP ...
|
|
|
|
//
|
|
vwapFastBuffer[barIndex] = 0;
|
|
vwapMidBuffer[barIndex] = 0;
|
|
vwapSlowBuffer[barIndex] = 0;
|
|
vwapVolumeBuffer[barIndex] = 0;
|
|
vwapPriceBuffer[barIndex] = 0;
|
|
|
|
//
|
|
vwapFastColorBuffer[barIndex] = hideColorIDX;
|
|
vwapMidColorBuffer[barIndex] = hideColorIDX;
|
|
vwapSlowColorBuffer[barIndex] = hideColorIDX;
|
|
vwapFastStateBuffer[barIndex] = hideColorIDX;
|
|
vwapMidStateBuffer[barIndex] = hideColorIDX;
|
|
vwapSlowStateBuffer[barIndex] = hideColorIDX;
|
|
|
|
//
|
|
donOpenUpperBuffer[barIndex] = 0;
|
|
donOpenLowerBuffer[barIndex] = 0;
|
|
donCloseUpperBuffer[barIndex] = 0;
|
|
donCloseLowerBuffer[barIndex] = 0;
|
|
donHighUpperBuffer[barIndex] = 0;
|
|
donHighLowerBuffer[barIndex] = 0;
|
|
donLowUpperBuffer[barIndex] = 0;
|
|
donLowLowerBuffer[barIndex] = 0;
|
|
}
|
|
|
|
/**
|
|
* Calculate Specified Market Cycle Info ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
* @param cycle: ENUM_X_MARKET_CYCLES member, Specified Cycle ...
|
|
* @param hhBuffer: Highest High Buffer Reference ...
|
|
* @param llBuffer: Lowest Low Buffer Reference ...
|
|
*/
|
|
void CalculateCycle(
|
|
int barIndex,
|
|
ENUM_X_MARKET_CYCLES cycle,
|
|
double &hhBuffer[],
|
|
double &llBuffer[] //
|
|
)
|
|
{
|
|
//
|
|
XOHCL bar;
|
|
bool isBarInited = bar.Init(
|
|
_Symbol,
|
|
_Period,
|
|
barIndex
|
|
//
|
|
);
|
|
if (!isBarInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int mLength = 0;
|
|
switch (cycle)
|
|
{
|
|
//
|
|
case X_MARKET_CYCLE_SHORT:
|
|
mLength = mSCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_MEDIUM:
|
|
mLength = mMCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_LONG:
|
|
mLength = mLCLength;
|
|
break;
|
|
|
|
//
|
|
case X_MARKET_CYCLE_HIND:
|
|
mLength = mHCLength;
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (mLength == 0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Find Highest High ...
|
|
double hhValue = bar.FindHighest(
|
|
mLength,
|
|
hhMode
|
|
//
|
|
);
|
|
hhBuffer[barIndex] = hhValue;
|
|
|
|
//
|
|
// Find Lowest Low ...
|
|
double llValue = bar.FindLowest(
|
|
mLength,
|
|
llMode
|
|
//
|
|
);
|
|
llBuffer[barIndex] = llValue;
|
|
}
|
|
|
|
/**
|
|
* Claculate Cycles ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
*/
|
|
void CalculateCycles(int barIndex)
|
|
{
|
|
//
|
|
// SHORT ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_SHORT,
|
|
sHHBuffer,
|
|
sLLBuffer //
|
|
);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_MEDIUM,
|
|
mHHBuffer,
|
|
mLLBuffer //
|
|
);
|
|
|
|
//
|
|
// LONG ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_LONG,
|
|
lHHBuffer,
|
|
lLLBuffer //
|
|
);
|
|
|
|
//
|
|
// HIND ...
|
|
CalculateCycle(
|
|
barIndex,
|
|
X_MARKET_CYCLE_HIND,
|
|
hHHBuffer,
|
|
hLLBuffer //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Calculate Peaks and Vales ...
|
|
*
|
|
* @param barIndex: Integer, Bar Index ...
|
|
*/
|
|
void CalculatePeaksAndVales(int barIndex)
|
|
{
|
|
//
|
|
int lastIndex = barIndex + 1;
|
|
int barsCount = iBars(_Symbol, _Period);
|
|
|
|
//
|
|
// PEAKS ...
|
|
double lastPeak =
|
|
lastIndex < barsCount
|
|
? peaksBuffer[lastIndex]
|
|
: 0;
|
|
|
|
//
|
|
double isHH = sHHBuffer[barIndex];
|
|
double imHH = mHHBuffer[barIndex];
|
|
double ilHH = lHHBuffer[barIndex];
|
|
double ihHH = hHHBuffer[barIndex];
|
|
|
|
//
|
|
double iHHs[4] = {
|
|
isHH,
|
|
imHH,
|
|
ilHH,
|
|
ihHH //
|
|
};
|
|
double rValue = GetAverage(iHHs);
|
|
bool isPeak = rValue == isHH &&
|
|
isHH == imHH &&
|
|
imHH == ilHH &&
|
|
ilHH == ihHH;
|
|
double iPeak =
|
|
isPeak
|
|
? rValue
|
|
: lastPeak;
|
|
peaksBuffer[barIndex] = iPeak;
|
|
|
|
//
|
|
// VALES ...
|
|
double lastVale =
|
|
lastIndex < barsCount
|
|
? valesBuffer[lastIndex]
|
|
: 0;
|
|
|
|
//
|
|
double isLL = sLLBuffer[barIndex];
|
|
double imLL = mLLBuffer[barIndex];
|
|
double ilLL = lLLBuffer[barIndex];
|
|
double ihLL = hLLBuffer[barIndex];
|
|
|
|
//
|
|
double iLLs[4] = {
|
|
isLL,
|
|
imLL,
|
|
ilLL,
|
|
ihLL //
|
|
};
|
|
double sValue = GetAverage(iLLs);
|
|
bool isVale = sValue == isLL &&
|
|
isLL == imLL &&
|
|
imLL == ilLL &&
|
|
ilLL == ihLL;
|
|
double iVale =
|
|
isVale
|
|
? sValue
|
|
: lastVale;
|
|
valesBuffer[barIndex] = iVale;
|
|
}
|
|
|
|
/**
|
|
* Calculate VWAP Value for Specified Bar ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
* @param _length: Integer, Specified VWAP Length ...
|
|
* @param _show: Boolean, Specified Show Buffer or not ...
|
|
* @param _buffer: Double Array Reference, Points to Buffer ...
|
|
* @param _colorBuffer: Double Array Reference, Points to Color Buffer ...
|
|
* @param _stateBuffer: Double Array Reference, Points to State Buffer ...
|
|
*/
|
|
void CalculateVWAP(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[],
|
|
//
|
|
int _length, // Calculation Length
|
|
bool _show,
|
|
double &_buffer[],
|
|
double &_colorBuffer[],
|
|
double &_stateBuffer[] //
|
|
)
|
|
{
|
|
//
|
|
double vSum = 0;
|
|
double pSum = 0;
|
|
double mSum = 0;
|
|
for (int x = 0; x < _length; x++)
|
|
{
|
|
//
|
|
pSum += vwapPriceBuffer[x + bar_index];
|
|
vSum += vwapVolumeBuffer[x + bar_index];
|
|
mSum += vwapPriceBuffer[x + bar_index] * vwapVolumeBuffer[x + bar_index];
|
|
}
|
|
|
|
//
|
|
double iValue = mSum / vSum;
|
|
iValue = NormalizeDouble(iValue, _Digits);
|
|
|
|
//
|
|
_buffer[bar_index] = iValue;
|
|
|
|
//
|
|
bool isBullish = low[bar_index] > iValue;
|
|
bool isBearish = high[bar_index] < iValue;
|
|
|
|
//
|
|
double iColor =
|
|
isBullish
|
|
? bullishColorIDX
|
|
: isBearish
|
|
? bearishColorIDX
|
|
: neuturalColorIDX;
|
|
|
|
//
|
|
_colorBuffer[bar_index] = hideColorIDX;
|
|
_stateBuffer[bar_index] = iColor;
|
|
if (showVWap && _show)
|
|
{
|
|
_colorBuffer[bar_index] = iColor;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Calculate Donchain ...
|
|
*
|
|
* @param bar_index: Integer, Bar Index ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
* @param _length: Integer, Donchain Length ...
|
|
* @param _ouBuffer: Double Array Reference ...
|
|
* @param _olBuffer: Double Array Reference ...
|
|
* @param _huBuffer: Double Array Reference ...
|
|
* @param _hlBuffer: Double Array Reference ...
|
|
* @param _luBuffer: Double Array Reference ...
|
|
* @param _llBuffer: Double Array Reference ...
|
|
* @param _cuBuffer: Double Array Reference ...
|
|
* @param _clBuffer: Double Array Reference ...
|
|
*/
|
|
void CalculateDonchain(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
//
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[],
|
|
//
|
|
int _length,
|
|
//
|
|
double &_ouBuffer[],
|
|
double &_olBuffer[],
|
|
double &_huBuffer[],
|
|
double &_hlBuffer[],
|
|
double &_luBuffer[],
|
|
double &_llBuffer[],
|
|
double &_cuBuffer[],
|
|
double &_clBuffer[] //
|
|
)
|
|
{
|
|
//
|
|
double iUpper = 0;
|
|
double iLower = 0;
|
|
|
|
//
|
|
// OPEN ...
|
|
|
|
//
|
|
int from = bar_index;
|
|
|
|
//
|
|
iUpper = open[ArrayMaximum(open, from, _length)];
|
|
iLower = open[ArrayMinimum(open, from, _length)];
|
|
|
|
//
|
|
_ouBuffer[bar_index] = iUpper;
|
|
_olBuffer[bar_index] = iLower;
|
|
|
|
//
|
|
// HIGH ...
|
|
|
|
//
|
|
iUpper = high[ArrayMaximum(high, from, _length)];
|
|
iLower = high[ArrayMinimum(high, from, _length)];
|
|
|
|
//
|
|
_huBuffer[bar_index] = iUpper;
|
|
_hlBuffer[bar_index] = iLower;
|
|
|
|
//
|
|
// LOW ...
|
|
|
|
//
|
|
iUpper = low[ArrayMaximum(low, from, _length)];
|
|
iLower = low[ArrayMinimum(low, from, _length)];
|
|
|
|
//
|
|
_luBuffer[bar_index] = iUpper;
|
|
_llBuffer[bar_index] = iLower;
|
|
|
|
//
|
|
// CLOSE ...
|
|
|
|
//
|
|
iUpper = close[ArrayMaximum(close, from, _length)];
|
|
iLower = close[ArrayMinimum(close, from, _length)];
|
|
|
|
//
|
|
_cuBuffer[bar_index] = iUpper;
|
|
_clBuffer[bar_index] = iLower;
|
|
}
|
|
|
|
/**
|
|
* Calculate VWAP Required Data Buffers ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateVWAPDataBuffers(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
double price = GetAppliedPrice(
|
|
vwapAppliedTo,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
vwapPriceBuffer[bar_index] = price;
|
|
vwapVolumeBuffer[bar_index] = (double)tickVolume[bar_index];
|
|
}
|
|
|
|
/**
|
|
* Calculate Different VWaps ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateVWAPS(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
// Fast ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapFastLength,
|
|
showVWapFast,
|
|
vwapFastBuffer,
|
|
vwapFastColorBuffer,
|
|
vwapFastStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Mid ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapMidLength,
|
|
showVWapMedium,
|
|
vwapMidBuffer,
|
|
vwapMidColorBuffer,
|
|
vwapMidStateBuffer //
|
|
);
|
|
|
|
//
|
|
// Fast ...
|
|
CalculateVWAP(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
vwapSlowLength,
|
|
showVWapSlow,
|
|
vwapSlowBuffer,
|
|
vwapSlowColorBuffer,
|
|
vwapSlowStateBuffer //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Calculate Different VWaps ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
* @param tickVolume: Long, History of Tick Volumes on Bar ...
|
|
*/
|
|
void CalculateDonchains(
|
|
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[] //
|
|
)
|
|
{
|
|
//
|
|
CalculateDonchain(
|
|
//
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
//
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume,
|
|
//
|
|
donchainLength,
|
|
//
|
|
donOpenUpperBuffer,
|
|
donOpenLowerBuffer,
|
|
donHighUpperBuffer,
|
|
donHighLowerBuffer,
|
|
donLowUpperBuffer,
|
|
donLowLowerBuffer,
|
|
donCloseUpperBuffer,
|
|
donCloseLowerBuffer //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Calculate ATR Zones ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
*/
|
|
void CalculateAtrZones(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[] //
|
|
)
|
|
{
|
|
//
|
|
// Select ATr Value ...
|
|
double atrValue = atrBuffer[bar_index];
|
|
double appliedAtrMultiplierValue = atrValue * atrMultiplier;
|
|
|
|
//
|
|
// Select Upper Price ...
|
|
double upperPrice = GetAppliedPrice(
|
|
atrUpperAppliedTo,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
// Select Lower Price ...
|
|
double lowerPrice = GetAppliedPrice(
|
|
atrLowerAppliedTo,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
// Calculate Raw Atrs ...
|
|
|
|
//
|
|
// Upper ...
|
|
double atrUpperRawValue = upperPrice + appliedAtrMultiplierValue;
|
|
atrUpperRawBuffer[bar_index] = atrUpperRawValue;
|
|
|
|
//
|
|
// Lower ...
|
|
double atrLowerRawValue = lowerPrice - appliedAtrMultiplierValue;
|
|
atrLowerRawBuffer[bar_index] = atrLowerRawValue;
|
|
|
|
//
|
|
bool canSmooth = atrSmoothingMode != X_MA_MODE_NONE;
|
|
if (canSmooth)
|
|
{
|
|
//
|
|
// Upper ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
atrUpperRawBuffer,
|
|
atrUpperBuffer,
|
|
atrSmoothingMode //
|
|
);
|
|
|
|
//
|
|
// Lower ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
atrLength,
|
|
atrLowerRawBuffer,
|
|
atrLowerBuffer,
|
|
atrSmoothingMode //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
// Use Raw Values ...
|
|
atrUpperBuffer[bar_index] = atrUpperRawValue;
|
|
atrLowerBuffer[bar_index] = atrLowerRawValue;
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Calculate STR ...
|
|
*
|
|
* @param bar_index: Integer, Represent Current Bar ...
|
|
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
|
|
* @param ratesTotal: Integer, Represents All Available Bars ...
|
|
* @param open: Double Array, History of Open Prices ...
|
|
* @param high: Double Array, History of High Prices ...
|
|
* @param close: Double Array, History of Close Prices ...
|
|
* @param low: Double Array, History of Low Prices ...
|
|
*/
|
|
void CalculateStr(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[] //
|
|
)
|
|
{
|
|
//
|
|
// Calculated Price ...
|
|
double price = GetAppliedPrice(
|
|
strAppliedTo,
|
|
open,
|
|
high,
|
|
low,
|
|
close,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
strPriceBuffer[bar_index] = price;
|
|
|
|
//
|
|
double atr = atrBuffer[bar_index];
|
|
|
|
//
|
|
double appliedAtr = (atrMultiplier * atr);
|
|
double strUp = price + appliedAtr;
|
|
double strDown = price - appliedAtr;
|
|
|
|
//
|
|
strUpBuffer[bar_index] = strUp;
|
|
strDownBuffer[bar_index] = strDown;
|
|
|
|
//
|
|
int currIDX = bar_index;
|
|
int prevIDX = currIDX + 1;
|
|
int prevOfPrevIDX = prevIDX + 1;
|
|
|
|
//
|
|
double prevState = strStateBuffer[prevIDX];
|
|
bool isCloseOverUp = close[currIDX] > strUpBuffer[prevIDX];
|
|
bool isCloseUnderDown = close[currIDX] < strUpBuffer[prevIDX];
|
|
|
|
//
|
|
if (isCloseOverUp)
|
|
{
|
|
//
|
|
strStateBuffer[currIDX] = 1;
|
|
if (strStateBuffer[prevIDX] == -1)
|
|
{
|
|
isStrTrendChanged = true;
|
|
}
|
|
}
|
|
else if (isCloseUnderDown)
|
|
{
|
|
//
|
|
strStateBuffer[currIDX] = -1;
|
|
if (strStateBuffer[prevIDX] == 1)
|
|
{
|
|
isStrTrendChanged = true;
|
|
}
|
|
}
|
|
else if (strStateBuffer[prevIDX] == 1)
|
|
{
|
|
//
|
|
isStrTrendChanged = false;
|
|
strStateBuffer[currIDX] = 1;
|
|
}
|
|
else if (strStateBuffer[prevIDX] == -1)
|
|
{
|
|
//
|
|
isStrTrendChanged = false;
|
|
strStateBuffer[currIDX] = -1;
|
|
}
|
|
|
|
//
|
|
// Calculate Trend Starting ...
|
|
|
|
//
|
|
if (strStateBuffer[currIDX] < 0 &&
|
|
strStateBuffer[prevIDX] > 0)
|
|
{
|
|
isStrStartBearishTrend = true;
|
|
}
|
|
else
|
|
{
|
|
isStrStartBearishTrend = false;
|
|
}
|
|
|
|
//
|
|
if (strStateBuffer[currIDX] > 0 &&
|
|
strStateBuffer[prevIDX] < 0)
|
|
{
|
|
isStrStartBullishTrend = true;
|
|
}
|
|
else
|
|
{
|
|
isStrStartBullishTrend = false;
|
|
}
|
|
|
|
//
|
|
// Re new Up and Down Buffer ...
|
|
|
|
//
|
|
if (strStateBuffer[currIDX] > 0 &&
|
|
strDownBuffer[currIDX] < strDownBuffer[prevIDX])
|
|
{
|
|
strDownBuffer[currIDX] = strDownBuffer[prevIDX];
|
|
}
|
|
|
|
//
|
|
if (strStateBuffer[currIDX] < 0 &&
|
|
strUpBuffer[currIDX] > strUpBuffer[prevIDX])
|
|
{
|
|
strUpBuffer[currIDX] = strUpBuffer[prevIDX];
|
|
}
|
|
|
|
//
|
|
// Handle Strat Trends ...
|
|
|
|
//
|
|
if (isStrStartBearishTrend)
|
|
{
|
|
strUpBuffer[currIDX] = strPriceBuffer[currIDX] + (atrMultiplier * atr);
|
|
}
|
|
|
|
//
|
|
if (isStrStartBullishTrend)
|
|
{
|
|
strDownBuffer[currIDX] = strPriceBuffer[currIDX] - (atrMultiplier * atr);
|
|
}
|
|
|
|
//
|
|
double clr = hideColorIDX;
|
|
double state = hideColorIDX;
|
|
|
|
//
|
|
if (strStateBuffer[currIDX] == 1)
|
|
{
|
|
//
|
|
strBuffer[currIDX] = strDownBuffer[currIDX];
|
|
if (isStrTrendChanged)
|
|
{
|
|
//
|
|
isStrTrendChanged = false;
|
|
strBuffer[prevIDX] = strBuffer[prevOfPrevIDX];
|
|
}
|
|
|
|
//
|
|
clr = bullishColorIDX;
|
|
}
|
|
else if (state == -1)
|
|
{
|
|
//
|
|
strBuffer[currIDX] = strUpBuffer[currIDX];
|
|
if (isStrTrendChanged)
|
|
{
|
|
//
|
|
isStrTrendChanged = false;
|
|
strBuffer[prevIDX] = strBuffer[prevOfPrevIDX];
|
|
}
|
|
|
|
//
|
|
clr = bearishColorIDX;
|
|
}
|
|
|
|
//
|
|
if (!showStr)
|
|
{
|
|
clr = hideColorIDX;
|
|
}
|
|
|
|
//
|
|
strColorBuffer[bar_index] = clr;
|
|
|
|
//
|
|
}
|
|
|
|
// |