2079 lines
45 KiB
Plaintext
2079 lines
45 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 XCA
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// Description: XCA ...
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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 XCA 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 XCA"
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//
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// Includes Common Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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input group "Market";
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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 "Fibo Levels";
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input ENUM_X_FIBO_LEVELS fiboLevel1 = X_FIBO_LEVEL_236; // Fibo Level 1
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input ENUM_X_FIBO_LEVELS fiboLevel2 = X_FIBO_LEVEL_500; // Fibo Level 2
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input ENUM_X_FIBO_LEVELS fiboLevel3 = X_FIBO_LEVEL_764; // Fibo Level 3
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//
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input group "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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// KI ...
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input group "KI";
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input int kiLength = 26; // KI Length
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//
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input group "Swing Detection";
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input int swingLength = 5; // Length
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//
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input group "Support and Resistance";
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input int supResSmoothingLength = 7; // Smoothing Length
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input ENUM_X_MA_METHOD supResSmoothingMode = X_MA_MODE_SMA; // Smoothing Method
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//
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// Presentation ...
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input group "Presentation";
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//
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input int startCalculationForLastBars = 1000; // Calculate Last n Bars
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//
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input bool showSar = true; // Show Sar
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input bool showKI = true; // Show KI
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input bool showTKI = true; // Show KI Trend
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input bool showTrend = true; // Show Trend
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input bool showSwings = true; // Show Swings
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input bool showFiboLevel1 = true; // Show Fibo Level 1
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input bool showFiboLevel2 = true; // Show Fibo Level 2
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input bool showFiboLevel3 = true; // Show Fibo Level 3
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input bool showPeaksAndVales = true; // Show Peaks And Vales
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input bool showPeakAndValeGolden = true; // Show Peak and Vale Golden
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input bool showSupportAndResistance = true; // Show Support and Resistance
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input bool showShortCycle = true; // Show Short Cycle
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input bool showMediumCycle = true; // Show Medium Cycle
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input bool showLongCycle = true; // Show Long Cycle
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input bool showHindCycle = true; // Show Hind Cycle
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//
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input int sarArrowCode = 159; // Parabolic Sar Arrow Code
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input int peakArrowCode = 159; // Peaks Arrow Code
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input int valeArrowCode = 159; // Vales Arrow Code
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input int swingLowArrowCode = 225; // Swing Low Arrow Code
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input int swingHighArrowCode = 226; // Swing High Arrow Code
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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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#define bullishState 1
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#define neuturalState 0
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#define bearishState -1
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//
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#define emptyValue 0.0
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 31
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#property indicator_plots 23
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//
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// Plot Buffers ...
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//
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// SHORT ...
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//
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#define sHHBufferIndex 0
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double sHHBuffer[];
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//
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#property indicator_label1 "SH"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrGray
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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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#define sLLBufferIndex 1
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double sLLBuffer[];
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//
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#property indicator_label2 "SL"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGray
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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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// MEDIUM ...
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//
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#define mHHBufferIndex 2
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double mHHBuffer[];
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//
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#property indicator_label3 "MH"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrIndigo
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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 mLLBufferIndex 3
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double mLLBuffer[];
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//
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#property indicator_label4 "ML"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrIndigo
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#property indicator_style4 STYLE_DOT
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#property indicator_width4 1
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//
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// LONG ...
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//
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#define lHHBufferIndex 4
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double lHHBuffer[];
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//
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#property indicator_label5 "LH"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrGoldenrod
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#property indicator_style5 STYLE_DOT
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#property indicator_width5 1
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//
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#define lLLBufferIndex 5
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double lLLBuffer[];
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//
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#property indicator_label6 "LL"
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrGoldenrod
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#property indicator_style6 STYLE_DOT
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#property indicator_width6 1
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//
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// HIND ...
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//
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#define hHHBufferIndex 6
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double hHHBuffer[];
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//
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#property indicator_label7 "HH"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrBrown
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#property indicator_style7 STYLE_DOT
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#property indicator_width7 1
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//
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#define hLLBufferIndex 7
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double hLLBuffer[];
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//
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#property indicator_label8 "HL"
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrBrown
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#property indicator_style8 STYLE_DOT
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#property indicator_width8 1
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//
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// SUPPORT ...
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//
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#define supportBufferIndex 8
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double supportBuffer[];
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//
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#property indicator_label9 "SUPPORT"
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#property indicator_type9 DRAW_LINE
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#property indicator_color9 clrLime
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 1
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//
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// RESISTANCE ...
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//
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#define resistanceBufferIndex 9
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double resistanceBuffer[];
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//
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#property indicator_label10 "RESISTANCE"
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#property indicator_type10 DRAW_LINE
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#property indicator_color10 clrRed
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//
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// PEAKS ...
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//
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#define peakBufferIndex 10
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double peakBuffer[];
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//
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#property indicator_label11 "PEAK"
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#property indicator_type11 DRAW_ARROW
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#property indicator_color11 clrMagenta
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#property indicator_width11 1
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//
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// PEAKS Golden ...
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//
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#define peakGoldenBufferIndex 11
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double peakGoldenBuffer[];
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//
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#property indicator_label12 "PEAK Golden"
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#property indicator_type12 DRAW_LINE
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#property indicator_color12 clrMagenta
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#property indicator_style2 STYLE_DOT
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#property indicator_width12 1
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//
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// VALES ...
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//
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#define valeBufferIndex 12
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double valeBuffer[];
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//
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#property indicator_label13 "VALE"
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#property indicator_type13 DRAW_ARROW
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#property indicator_color13 clrAqua
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#property indicator_width13 1
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//
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// VALE Golden ...
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//
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#define valeGoldenBufferIndex 13
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double valeGoldenBuffer[];
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//
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#property indicator_label14 "VALES Golden"
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#property indicator_type14 DRAW_LINE
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#property indicator_color14 clrAqua
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#property indicator_style4 STYLE_DOT
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#property indicator_width14 1
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//
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// FIBO Level 1
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//
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#define fiboLevel1BufferIndex 14
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double fiboLevel1Buffer[];
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//
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#property indicator_label15 "Fibo L1"
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#property indicator_type15 DRAW_LINE
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#property indicator_color15 clrGold
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#property indicator_style15 STYLE_DOT
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#property indicator_width15 1
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//
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// FIBO Level 2
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//
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#define fiboLevel2BufferIndex 15
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double fiboLevel2Buffer[];
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//
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#property indicator_label16 "Fibo L2"
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#property indicator_type16 DRAW_LINE
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#property indicator_color16 clrYellow
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#property indicator_style16 STYLE_DASH
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#property indicator_width16 1
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//
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// FIBO Level 3
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//
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#define fiboLevel3BufferIndex 16
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double fiboLevel3Buffer[];
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//
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#property indicator_label17 "Fibo L3"
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#property indicator_type17 DRAW_LINE
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#property indicator_color17 clrGold
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#property indicator_style17 STYLE_DOT
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#property indicator_width17 1
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//
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// SAR ...
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//
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#define sarBufferIndex 17
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double sarBuffer[];
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//
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#property indicator_label18 "SAR"
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#property indicator_type18 DRAW_ARROW
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#property indicator_color18 clrYellow
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#property indicator_width18 1
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//
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// TREND ...
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//
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#define trendBufferIndex 18
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#define trendBufferPlotIndex 18
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double trendBuffer[];
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//
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#define trendColorBufferIndex 19
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double trendColorBuffer[];
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//
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#property indicator_label19 "TRND"
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#property indicator_type19 DRAW_COLOR_LINE
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#property indicator_color19 CLR_NONE, clrAqua, clrMagenta, clrGray
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#property indicator_style19 STYLE_DASH
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#property indicator_width19 2
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//
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// KI ...
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//
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#define kiBufferIndex 20
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#define kiBufferPlotIndex 19
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double kiBuffer[];
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//
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#define kiColorBufferIndex 21
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double kiColorBuffer[];
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//
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#property indicator_label20 "KI"
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#property indicator_type20 DRAW_COLOR_LINE
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#property indicator_color20 CLR_NONE, clrGreen, clrRed, clrGray
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#property indicator_style20 STYLE_DASHDOTDOT
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#property indicator_width20 2
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//
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// SWING Low ...
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//
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#define swingLowBufferIndex 22
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#define swingLowBufferPlotIndex 20
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double swingLowBuffer[];
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//
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#property indicator_label21 "SWL"
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#property indicator_type21 DRAW_ARROW
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#property indicator_color21 clrGreen
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#property indicator_width21 1
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//
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// SWING High ...
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//
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#define swingHighBufferIndex 23
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#define swingHighBufferPlotIndex 21
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double swingHighBuffer[];
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//
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#property indicator_label22 "SWH"
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#property indicator_type22 DRAW_ARROW
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#property indicator_color22 clrRed
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#property indicator_width22 1
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//
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// TKI ...
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//
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#define tkiBufferIndex 24
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#define tkiBufferPlotIndex 22
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double tkiBuffer[];
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//
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#define tkiColorBufferIndex 25
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double tkiColorBuffer[];
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//
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#property indicator_label23 "TKI"
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#property indicator_type23 DRAW_COLOR_LINE
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#property indicator_color23 CLR_NONE, clrGreen, clrRed, clrGray
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#property indicator_style23 STYLE_DASHDOTDOT
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#property indicator_width23 2
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//
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// Data Buffers ...
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#define mLastBufferIndex 25
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//
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#define trendStateBufferIndex mLastBufferIndex + 1
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double trendStateBuffer[];
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//
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#define kiStateBufferIndex mLastBufferIndex + 2
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double kiStateBuffer[];
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//
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#define supBufferIndex mLastBufferIndex + 3
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double supBuffer[];
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//
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#define resBufferIndex mLastBufferIndex + 4
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double resBuffer[];
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//
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#define tkiStateBufferIndex mLastBufferIndex + 5
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double tkiStateBuffer[];
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//
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// Variables, Properties and etc ...
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//
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// this counts Available Bars ...
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int limit;
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//
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int maxLength;
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//
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// SAR Handler ...
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int sarHandler = INVALID_HANDLE;
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//
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// TREND Handler ...
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int tkiHandler = INVALID_HANDLE;
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int trendHandler = INVALID_HANDLE;
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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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if (!InitMarketCycles())
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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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// 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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bool 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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// TKI ...
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tkiHandler = iMA(
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_Symbol,
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_Period,
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kiLength,
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0,
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MODE_SMA,
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PRICE_MEDIAN //
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);
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isInited = tkiHandler != 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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// TREND ...
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trendHandler = iMA(
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_Symbol,
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_Period,
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mHCLength,
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0,
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MODE_EMA,
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PRICE_CLOSE //
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);
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isInited = trendHandler != INVALID_HANDLE;
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if (!isInited)
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{
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return INIT_FAILED;
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}
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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maxLength = ExtractMaxLengthOfInputs();
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Indicator ...
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*
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* @param reason: Integer, De Initialization Reason ...
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|
*/
|
|
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(sarHandler);
|
|
IndicatorRelease(trendHandler);
|
|
}
|
|
|
|
/**
|
|
* 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);
|
|
|
|
//
|
|
// Validate Calculated Bars ...
|
|
|
|
//
|
|
// SAR ...
|
|
int sarCalculatedBars = BarsCalculated(sarHandler);
|
|
|
|
//
|
|
// TKI ...
|
|
int tkiCalculatedBars = BarsCalculated(tkiHandler);
|
|
|
|
//
|
|
// TREND ...
|
|
int trendCalculatedBars = BarsCalculated(trendHandler);
|
|
|
|
//
|
|
bool isPassedRequiredCalculatedBars =
|
|
//
|
|
// SAR ...
|
|
sarCalculatedBars >= maxLength &&
|
|
//
|
|
// TKI ...
|
|
tkiCalculatedBars >= maxLength &&
|
|
//
|
|
// TREND ...
|
|
trendCalculatedBars >= maxLength
|
|
//
|
|
;
|
|
if (!isPassedRequiredCalculatedBars)
|
|
{
|
|
return prev_calculated;
|
|
}
|
|
|
|
//
|
|
limit = (prev_calculated > rates_total || prev_calculated <= 0)
|
|
? rates_total
|
|
: (rates_total - prev_calculated) + 1;
|
|
|
|
//
|
|
// Buffers Copy ...
|
|
|
|
//
|
|
// SAR ...
|
|
int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer);
|
|
|
|
//
|
|
// TKI ...
|
|
int copiedTKIs = CopyBuffer(tkiHandler, 0, 0, limit, tkiBuffer);
|
|
|
|
//
|
|
// TREND ...
|
|
int copiedTrends = CopyBuffer(trendHandler, MAIN_LINE, 0, limit + 1, trendBuffer);
|
|
|
|
//
|
|
// Validate Copied Items ...
|
|
bool isPassedRequiredCopiedItems =
|
|
//
|
|
// SAR ...
|
|
copiedSars >= limit &&
|
|
//
|
|
// TKI ...
|
|
copiedTKIs >= limit &&
|
|
//
|
|
// TREND ...
|
|
copiedTrends >= limit
|
|
//
|
|
;
|
|
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 = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// SAR ...
|
|
sarMax > 0 &&
|
|
sarStep > 0 &&
|
|
kiLength > 0 &&
|
|
swingLength > 0 &&
|
|
sarMax > sarStep &&
|
|
//
|
|
// XCA ...
|
|
(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;
|
|
|
|
//
|
|
result = MathMax(kiLength, swingLength);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Define Required Buffers ...
|
|
*/
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
// Plot Buffers ...
|
|
|
|
//
|
|
// SHORT ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE sDrawType = showShortCycle ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
ArraySetAsSeries(sHHBuffer, true);
|
|
SetIndexBuffer(sHHBufferIndex, sHHBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(sHHBufferIndex, PLOT_SHOW_DATA, showShortCycle);
|
|
PlotIndexSetInteger(sHHBufferIndex, PLOT_DRAW_TYPE, sDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(sHHBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
ArraySetAsSeries(sLLBuffer, true);
|
|
SetIndexBuffer(sLLBufferIndex, sLLBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(sLLBufferIndex, PLOT_SHOW_DATA, showShortCycle);
|
|
PlotIndexSetInteger(sLLBufferIndex, PLOT_DRAW_TYPE, sDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(sLLBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// MEDIUM ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE mDrawType = showMediumCycle ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
ArraySetAsSeries(mHHBuffer, true);
|
|
SetIndexBuffer(mHHBufferIndex, mHHBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(mHHBufferIndex, PLOT_SHOW_DATA, showMediumCycle);
|
|
PlotIndexSetInteger(mHHBufferIndex, PLOT_DRAW_TYPE, mDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(mHHBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
ArraySetAsSeries(mLLBuffer, true);
|
|
SetIndexBuffer(mLLBufferIndex, mLLBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(mLLBufferIndex, PLOT_SHOW_DATA, showMediumCycle);
|
|
PlotIndexSetInteger(mLLBufferIndex, PLOT_DRAW_TYPE, mDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(mLLBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// LONG ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE lDrawType = showLongCycle ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
ArraySetAsSeries(lHHBuffer, true);
|
|
SetIndexBuffer(lHHBufferIndex, lHHBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(lHHBufferIndex, PLOT_SHOW_DATA, showLongCycle);
|
|
PlotIndexSetInteger(lHHBufferIndex, PLOT_DRAW_TYPE, lDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(lHHBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
ArraySetAsSeries(lLLBuffer, true);
|
|
SetIndexBuffer(lLLBufferIndex, lLLBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(lLLBufferIndex, PLOT_SHOW_DATA, showLongCycle);
|
|
PlotIndexSetInteger(lLLBufferIndex, PLOT_DRAW_TYPE, lDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(lLLBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// HIND ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE hDrawType = showHindCycle ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// HH ...
|
|
|
|
//
|
|
ArraySetAsSeries(hHHBuffer, true);
|
|
SetIndexBuffer(hHHBufferIndex, hHHBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(hHHBufferIndex, PLOT_SHOW_DATA, showHindCycle);
|
|
PlotIndexSetInteger(hHHBufferIndex, PLOT_DRAW_TYPE, hDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(hHHBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// LL ...
|
|
|
|
//
|
|
ArraySetAsSeries(hLLBuffer, true);
|
|
SetIndexBuffer(hLLBufferIndex, hLLBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(hLLBufferIndex, PLOT_SHOW_DATA, showHindCycle);
|
|
PlotIndexSetInteger(hLLBufferIndex, PLOT_DRAW_TYPE, hDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(hLLBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// SUPPORT / RESISTANCE ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE supResDrawType = showSupportAndResistance ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// SUPPORT ...
|
|
|
|
//
|
|
ArraySetAsSeries(supportBuffer, true);
|
|
SetIndexBuffer(supportBufferIndex, supportBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(supportBufferIndex, PLOT_SHOW_DATA, showSupportAndResistance);
|
|
PlotIndexSetInteger(supportBufferIndex, PLOT_DRAW_TYPE, supResDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(supportBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// RESISTANCE ...
|
|
|
|
//
|
|
ArraySetAsSeries(resistanceBuffer, true);
|
|
SetIndexBuffer(resistanceBufferIndex, resistanceBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(resistanceBufferIndex, PLOT_SHOW_DATA, showSupportAndResistance);
|
|
PlotIndexSetInteger(resistanceBufferIndex, PLOT_DRAW_TYPE, supResDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(resistanceBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// PEAK / VALE ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE pvDrawType = showPeaksAndVales ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// PEAK ...
|
|
|
|
//
|
|
ArraySetAsSeries(peakBuffer, true);
|
|
SetIndexBuffer(peakBufferIndex, peakBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(peakBufferIndex, PLOT_SHOW_DATA, showPeaksAndVales);
|
|
PlotIndexSetInteger(peakBufferIndex, PLOT_DRAW_TYPE, pvDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(peakBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
PlotIndexSetInteger(peakBufferIndex, PLOT_ARROW, peakArrowCode);
|
|
|
|
//
|
|
// VALE ...
|
|
|
|
//
|
|
ArraySetAsSeries(valeBuffer, true);
|
|
SetIndexBuffer(valeBufferIndex, valeBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(valeBufferIndex, PLOT_SHOW_DATA, showPeaksAndVales);
|
|
PlotIndexSetInteger(valeBufferIndex, PLOT_DRAW_TYPE, pvDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(valeBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
PlotIndexSetInteger(valeBufferIndex, PLOT_ARROW, valeArrowCode);
|
|
|
|
//
|
|
// PV GOLDEN ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE pvGoldenDrawType = showPeakAndValeGolden ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
// PEAK Golden ...
|
|
|
|
//
|
|
ArraySetAsSeries(peakGoldenBuffer, true);
|
|
SetIndexBuffer(peakGoldenBufferIndex, peakGoldenBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(peakGoldenBufferIndex, PLOT_SHOW_DATA, showPeakAndValeGolden);
|
|
PlotIndexSetInteger(peakGoldenBufferIndex, PLOT_DRAW_TYPE, pvGoldenDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(peakGoldenBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// VALE Golden ...
|
|
|
|
//
|
|
ArraySetAsSeries(valeGoldenBuffer, true);
|
|
SetIndexBuffer(valeGoldenBufferIndex, valeGoldenBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(valeGoldenBufferIndex, PLOT_SHOW_DATA, showPeakAndValeGolden);
|
|
PlotIndexSetInteger(valeGoldenBufferIndex, PLOT_DRAW_TYPE, pvGoldenDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(valeGoldenBufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// FIBO L1 ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE fiboL1DrawType = showFiboLevel1 ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(fiboLevel1Buffer, true);
|
|
SetIndexBuffer(fiboLevel1BufferIndex, fiboLevel1Buffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(fiboLevel1BufferIndex, PLOT_SHOW_DATA, showFiboLevel1);
|
|
PlotIndexSetInteger(fiboLevel1BufferIndex, PLOT_DRAW_TYPE, fiboL1DrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(fiboLevel1BufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// FIBO L2 ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE fiboL2DrawType = showFiboLevel2 ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(fiboLevel2Buffer, true);
|
|
SetIndexBuffer(fiboLevel2BufferIndex, fiboLevel2Buffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(fiboLevel2BufferIndex, PLOT_SHOW_DATA, showFiboLevel2);
|
|
PlotIndexSetInteger(fiboLevel2BufferIndex, PLOT_DRAW_TYPE, fiboL2DrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(fiboLevel2BufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// FIBO L3 ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE fiboL3DrawType = showFiboLevel3 ? DRAW_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(fiboLevel3Buffer, true);
|
|
SetIndexBuffer(fiboLevel3BufferIndex, fiboLevel3Buffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(fiboLevel3BufferIndex, PLOT_SHOW_DATA, showFiboLevel3);
|
|
PlotIndexSetInteger(fiboLevel3BufferIndex, PLOT_DRAW_TYPE, fiboL3DrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(fiboLevel3BufferIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
// 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, emptyValue);
|
|
PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode);
|
|
|
|
//
|
|
// TREND ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE trendDrawType = showTrend ? DRAW_COLOR_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(trendBuffer, true);
|
|
SetIndexBuffer(trendBufferIndex, trendBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(trendBufferPlotIndex, PLOT_SHOW_DATA, showTrend);
|
|
// PlotIndexSetInteger(trendBufferPlotIndex, PLOT_DRAW_TYPE, trendDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(trendBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
ArraySetAsSeries(trendColorBuffer, true);
|
|
SetIndexBuffer(trendColorBufferIndex, trendColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// KI ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE kiDrawType = showKI ? DRAW_COLOR_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(kiBuffer, true);
|
|
SetIndexBuffer(kiBufferIndex, kiBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(kiBufferPlotIndex, PLOT_SHOW_DATA, showKI);
|
|
// PlotIndexSetInteger(kiBufferPlotIndex, PLOT_DRAW_TYPE, kiDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(kiBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
ArraySetAsSeries(kiColorBuffer, true);
|
|
SetIndexBuffer(kiColorBufferIndex, kiColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// TKI ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE tkiDrawType = showTKI ? DRAW_COLOR_LINE : DRAW_NONE;
|
|
|
|
//
|
|
ArraySetAsSeries(tkiBuffer, true);
|
|
SetIndexBuffer(tkiBufferIndex, tkiBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(tkiBufferPlotIndex, PLOT_SHOW_DATA, showKI);
|
|
// PlotIndexSetInteger(tkiBufferPlotIndex, PLOT_DRAW_TYPE, kiDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(tkiBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
|
|
//
|
|
ArraySetAsSeries(tkiColorBuffer, true);
|
|
SetIndexBuffer(tkiColorBufferIndex, tkiColorBuffer, INDICATOR_COLOR_INDEX);
|
|
|
|
//
|
|
// SWINGS ...
|
|
|
|
//
|
|
ENUM_DRAW_TYPE swingDrawType = showSwings ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// SWING Low ...
|
|
|
|
//
|
|
ArraySetAsSeries(swingLowBuffer, true);
|
|
SetIndexBuffer(swingLowBufferIndex, swingLowBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(swingLowBufferPlotIndex, PLOT_SHOW_DATA, showSwings);
|
|
PlotIndexSetInteger(swingLowBufferPlotIndex, PLOT_DRAW_TYPE, swingDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(swingLowBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
PlotIndexSetInteger(swingLowBufferPlotIndex, PLOT_ARROW, swingLowArrowCode);
|
|
|
|
//
|
|
// SWING High ...
|
|
|
|
//
|
|
ArraySetAsSeries(swingHighBuffer, true);
|
|
SetIndexBuffer(swingHighBufferIndex, swingHighBuffer, INDICATOR_DATA);
|
|
|
|
//
|
|
PlotIndexSetInteger(swingHighBufferPlotIndex, PLOT_SHOW_DATA, showSwings);
|
|
PlotIndexSetInteger(swingHighBufferPlotIndex, PLOT_DRAW_TYPE, swingDrawType);
|
|
|
|
//
|
|
PlotIndexSetDouble(swingHighBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
|
|
PlotIndexSetInteger(swingHighBufferPlotIndex, PLOT_ARROW, swingHighArrowCode);
|
|
|
|
//
|
|
// Data Buffers ...
|
|
|
|
//
|
|
ArraySetAsSeries(trendStateBuffer, true);
|
|
SetIndexBuffer(trendStateBufferIndex, trendStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(kiStateBuffer, true);
|
|
SetIndexBuffer(kiStateBufferIndex, kiStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(supBuffer, true);
|
|
SetIndexBuffer(supBufferIndex, supBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(resBuffer, true);
|
|
SetIndexBuffer(resBufferIndex, resBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
ArraySetAsSeries(tkiStateBuffer, true);
|
|
SetIndexBuffer(tkiStateBufferIndex, tkiStateBuffer, INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* Set Indicator Short Name and also we can define Buffers Labels ...
|
|
*/
|
|
void SetIndicatorName()
|
|
{
|
|
//
|
|
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
|
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 Support nad Resistance ...
|
|
CalculateValues(
|
|
bar_index,
|
|
prevCalculated,
|
|
ratesTotal,
|
|
open,
|
|
high,
|
|
close,
|
|
low,
|
|
tickVolume //
|
|
);
|
|
|
|
//
|
|
int swingBarIndex = bar_index;
|
|
if (bar_index < swingLength)
|
|
{
|
|
swingBarIndex = bar_index + swingLength;
|
|
}
|
|
|
|
// //
|
|
// // Calcultae Swing High and Low and Trends ...
|
|
// CalculateSwingsAndTrend(
|
|
// swingBarIndex,
|
|
// prevCalculated,
|
|
// ratesTotal,
|
|
// open,
|
|
// high,
|
|
// close,
|
|
// low,
|
|
// tickVolume //
|
|
// );
|
|
|
|
//
|
|
if (bar_index < swingLength)
|
|
{
|
|
//
|
|
// for (int i = bar_index; i < bar_index + swingLength; i++)
|
|
// {
|
|
// //
|
|
// trendBuffer[i] = lTrend;
|
|
// swingLowsBuffer[i] = lSwingLow;
|
|
// swingHighsBuffer[i] = lSwingHigh;
|
|
// trendStateBuffer[i] = lTrendState;
|
|
// trendColorBuffer[i] = lTrendColor;
|
|
// }
|
|
}
|
|
}
|
|
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)
|
|
{
|
|
//
|
|
// SHORT ...
|
|
sHHBuffer[barIndex] = emptyValue;
|
|
sLLBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// MEDIUM ...
|
|
mHHBuffer[barIndex] = emptyValue;
|
|
mLLBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// LONG ...
|
|
lHHBuffer[barIndex] = emptyValue;
|
|
lLLBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// HIND ...
|
|
hHHBuffer[barIndex] = emptyValue;
|
|
hLLBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// SUPPORT / RESISTANCE ...
|
|
supBuffer[barIndex] = emptyValue;
|
|
resBuffer[barIndex] = emptyValue;
|
|
supportBuffer[barIndex] = emptyValue;
|
|
resistanceBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// PEAKS ...
|
|
peakBuffer[barIndex] = emptyValue;
|
|
peakGoldenBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// VALES ...
|
|
valeBuffer[barIndex] = emptyValue;
|
|
valeGoldenBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// SAR ...
|
|
sarBuffer[barIndex] = emptyValue;
|
|
|
|
//
|
|
// TREND ...
|
|
trendBuffer[barIndex] = emptyValue;
|
|
trendColorBuffer[barIndex] = hideColorIDX;
|
|
trendStateBuffer[barIndex] = hideColorIDX;
|
|
|
|
//
|
|
// KI ...
|
|
kiBuffer[barIndex] = emptyValue;
|
|
kiColorBuffer[barIndex] = hideColorIDX;
|
|
kiStateBuffer[barIndex] = hideColorIDX;
|
|
|
|
//
|
|
// TKI ...
|
|
tkiBuffer[barIndex] = emptyValue;
|
|
tkiColorBuffer[barIndex] = hideColorIDX;
|
|
tkiStateBuffer[barIndex] = hideColorIDX;
|
|
|
|
//
|
|
// SWINGS ...
|
|
swingLowBuffer[barIndex] = emptyValue;
|
|
swingHighBuffer[barIndex] = emptyValue;
|
|
}
|
|
|
|
/**
|
|
* 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 Values ...
|
|
*
|
|
* @param bar_index: int, Specified Bar Index ...
|
|
* @param prevCalculated: int, Provides Previous Calculated Bars ...
|
|
* @param ratesTotal: int, Provides All Availabled Bars ...
|
|
* @param open: double Collection, Provides Open Prices Time Series ...
|
|
* @param high: double Collection, Provides High Prices Time Series ...
|
|
* @param close: double Collection, Provides Close Prices Time Series ...
|
|
* @param low: double Collection, Provides Low Prices Time Series ...
|
|
* @param tickVolume: long Collection, Provides Ticks Volume Prices Time Series ...
|
|
*/
|
|
void CalculateValues(
|
|
int bar_index, // Selected Bar Index
|
|
const int prevCalculated,
|
|
const int ratesTotal,
|
|
const double &open[],
|
|
const double &high[],
|
|
const double &close[],
|
|
const double &low[],
|
|
const long &tickVolume[] //
|
|
)
|
|
{
|
|
//
|
|
// Check Prev Bar ...
|
|
//
|
|
int lastBarIndex = bar_index + 1;
|
|
bool isFirstBar =
|
|
startCalculationForLastBars > 0
|
|
? bar_index == startCalculationForLastBars
|
|
: bar_index == ratesTotal;
|
|
|
|
XOHCL iBar;
|
|
bool isInited = iBar.Init(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index //
|
|
);
|
|
|
|
//
|
|
double iSHH = sHHBuffer[bar_index];
|
|
double iSLL = sLLBuffer[bar_index];
|
|
|
|
//
|
|
double iMHH = mHHBuffer[bar_index];
|
|
double iMLL = mLLBuffer[bar_index];
|
|
|
|
//
|
|
double iLHH = lHHBuffer[bar_index];
|
|
double iLLL = lLLBuffer[bar_index];
|
|
|
|
//
|
|
double iHHH = hHHBuffer[bar_index];
|
|
double iHLL = hLLBuffer[bar_index];
|
|
|
|
//
|
|
// Calculate BOS ...
|
|
|
|
//
|
|
// Calculate CHOCH ...
|
|
|
|
//
|
|
// Calculate Support ...
|
|
double lastSupport =
|
|
isFirstBar
|
|
? emptyValue
|
|
: supBuffer[lastBarIndex];
|
|
bool isSupport = iSLL == iMLL;
|
|
double iSupport =
|
|
isSupport
|
|
? iSLL
|
|
: lastSupport;
|
|
supBuffer[bar_index] = iSupport;
|
|
|
|
//
|
|
// Calculate Vale ...
|
|
double lastVale =
|
|
isFirstBar
|
|
? emptyValue
|
|
: valeBuffer[lastBarIndex];
|
|
bool isVale =
|
|
isSupport &&
|
|
iMLL == iLLL &&
|
|
iLLL == iHLL;
|
|
double iVale =
|
|
isVale
|
|
? iMLL
|
|
: lastVale;
|
|
valeBuffer[bar_index] = iVale;
|
|
|
|
//
|
|
// Calculate Resistance ...
|
|
double lastResistance =
|
|
isFirstBar
|
|
? emptyValue
|
|
: resBuffer[lastBarIndex];
|
|
bool isResistance = iSHH == iMHH;
|
|
double iResistance =
|
|
isResistance
|
|
? iSHH
|
|
: lastResistance;
|
|
resBuffer[bar_index] = iResistance;
|
|
|
|
//
|
|
// Calculate Peak ...
|
|
double lastPeak =
|
|
isFirstBar
|
|
? emptyValue
|
|
: peakBuffer[lastBarIndex];
|
|
bool isPeak =
|
|
isResistance &&
|
|
iMHH == iLHH &&
|
|
iLHH == iHHH;
|
|
double iPeak =
|
|
isPeak
|
|
? iMHH
|
|
: lastPeak;
|
|
peakBuffer[bar_index] = iPeak;
|
|
|
|
//
|
|
bool canSmooth =
|
|
supResSmoothingLength > 0 &&
|
|
supResSmoothingMode != X_MA_MODE_NONE;
|
|
if (!canSmooth)
|
|
{
|
|
//
|
|
supportBuffer[bar_index] = iSupport;
|
|
resistanceBuffer[bar_index] = iResistance;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
// Support ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
supResSmoothingLength,
|
|
supBuffer,
|
|
supportBuffer,
|
|
supResSmoothingMode //
|
|
);
|
|
|
|
//
|
|
// Resistance ...
|
|
iMAOnBuffer(
|
|
ratesTotal,
|
|
prevCalculated,
|
|
bar_index,
|
|
supResSmoothingLength,
|
|
resBuffer,
|
|
resistanceBuffer,
|
|
supResSmoothingMode //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Calculate Fibo Levels ...
|
|
|
|
//
|
|
double iFiboUpper = peakBuffer[bar_index];
|
|
double iFiboLower = valeBuffer[bar_index];
|
|
|
|
//
|
|
double iFiboLevel1 = GetFibonacciLevel(
|
|
iFiboUpper,
|
|
iFiboLower,
|
|
fiboLevel1,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
fiboLevel1Buffer[bar_index] = iFiboLevel1;
|
|
|
|
//
|
|
double iFiboLevel2 = GetFibonacciLevel(
|
|
iFiboUpper,
|
|
iFiboLower,
|
|
fiboLevel2,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
fiboLevel2Buffer[bar_index] = iFiboLevel2;
|
|
|
|
//
|
|
double iFiboLevel3 = GetFibonacciLevel(
|
|
iFiboUpper,
|
|
iFiboLower,
|
|
fiboLevel3,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
fiboLevel3Buffer[bar_index] = iFiboLevel3;
|
|
|
|
//
|
|
// Calculate Trend Color Buffer ...
|
|
double iClose = close[bar_index];
|
|
double iTrend = trendBuffer[bar_index];
|
|
|
|
//
|
|
double iTrendState = neuturalState;
|
|
double iTrendColor = neuturalColorIDX;
|
|
if (iClose > iTrend)
|
|
{
|
|
//
|
|
iTrendState = bullishState;
|
|
iTrendColor = !showTrend
|
|
? hideColorIDX
|
|
: bullishColorIDX;
|
|
}
|
|
else if (iClose < iTrend)
|
|
{
|
|
//
|
|
iTrendState = bearishState;
|
|
iTrendColor = !showTrend
|
|
? hideColorIDX
|
|
: bearishColorIDX;
|
|
}
|
|
trendStateBuffer[bar_index] = iTrendState;
|
|
trendColorBuffer[bar_index] = iTrendColor;
|
|
|
|
//
|
|
// Calculate KI / Color ...
|
|
if (isInited)
|
|
{
|
|
//
|
|
double iLLKI = iBar.FindLowest(kiLength, MODE_LOW);
|
|
double iHHKI = iBar.FindHighest(kiLength, MODE_HIGH);
|
|
|
|
//
|
|
double iKI = (iHHKI + iLLKI) / 2;
|
|
kiBuffer[bar_index] = iKI;
|
|
|
|
//
|
|
double iKIState = neuturalState;
|
|
double iKIColor = neuturalColorIDX;
|
|
if (iClose > iKI)
|
|
{
|
|
//
|
|
iKIState = bullishState;
|
|
iKIColor =
|
|
!showKI
|
|
? hideColorIDX
|
|
: bullishColorIDX;
|
|
}
|
|
else if (iClose < iKI)
|
|
{
|
|
//
|
|
iKIState = bearishState;
|
|
iKIColor =
|
|
!showKI
|
|
? hideColorIDX
|
|
: bearishColorIDX;
|
|
}
|
|
kiStateBuffer[bar_index] = iKIState;
|
|
kiColorBuffer[bar_index] = iKIColor;
|
|
}
|
|
|
|
//
|
|
// Calculate PV Gold ...
|
|
if (isInited)
|
|
{
|
|
//
|
|
double iPeakGold = iBar.FindHighest(mHCLength, MODE_CLOSE);
|
|
peakGoldenBuffer[bar_index] = iPeakGold;
|
|
|
|
//
|
|
double iValeGold = iBar.FindLowest(mHCLength, MODE_CLOSE);
|
|
valeGoldenBuffer[bar_index] = iValeGold;
|
|
}
|
|
|
|
//
|
|
// Calculate Swings ...
|
|
|
|
//
|
|
double lastSwingLow =
|
|
isFirstBar
|
|
? emptyValue
|
|
: swingLowBuffer[lastBarIndex];
|
|
bool isSwingLow = IsSwingLow(
|
|
high,
|
|
low,
|
|
bar_index,
|
|
swingLength //
|
|
);
|
|
double iSwingLow =
|
|
isSwingLow
|
|
? low[bar_index]
|
|
: lastSwingLow;
|
|
swingLowBuffer[bar_index] = iSwingLow;
|
|
|
|
//
|
|
double lastSwingHigh =
|
|
isFirstBar
|
|
? emptyValue
|
|
: swingHighBuffer[lastBarIndex];
|
|
bool isSwingHigh = IsSwingHigh(
|
|
high,
|
|
low,
|
|
bar_index,
|
|
swingLength //
|
|
);
|
|
double iSwingHigh =
|
|
isSwingHigh
|
|
? high[bar_index]
|
|
: lastSwingHigh;
|
|
swingHighBuffer[bar_index] = iSwingHigh;
|
|
|
|
//
|
|
// TKI State and Color ...
|
|
|
|
//
|
|
double iTKI = tkiBuffer[bar_index];
|
|
|
|
//
|
|
double iTKIState = neuturalState;
|
|
double iTKIColor = neuturalColorIDX;
|
|
if (iClose > iTKI)
|
|
{
|
|
//
|
|
iTKIState = bullishState;
|
|
iTKIColor =
|
|
!showTKI
|
|
? hideColorIDX
|
|
: bullishColorIDX;
|
|
}
|
|
else if (iClose < iTKI)
|
|
{
|
|
//
|
|
iTKIState = bearishState;
|
|
iTKIColor =
|
|
!showTKI
|
|
? hideColorIDX
|
|
: bearishColorIDX;
|
|
}
|
|
tkiStateBuffer[bar_index] = iTKIState;
|
|
tkiColorBuffer[bar_index] = iTKIColor;
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
iBar.Clean();
|
|
}
|
|
|
|
//
|
|
bool IsSwingLow(
|
|
const double &high[],
|
|
const double &low[],
|
|
int index,
|
|
int length //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
for (int i = index + 1; i <= index + length; i++)
|
|
{
|
|
//
|
|
result = low[index] < low[i];
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool IsSwingHigh(
|
|
const double &high[],
|
|
const double &low[],
|
|
int index,
|
|
int length //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
for (int i = index + 1; i <= index + length; i++)
|
|
{
|
|
//
|
|
result = high[index] > high[i];
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |