372 lines
9.8 KiB
Plaintext
372 lines
9.8 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Trend Detector Oscillator
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// --------------------------------------------------
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// Name: XTD
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// Description: trend detecting in both sides ...
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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 XTD Oscillator"
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#property strict
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//
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#define ShortName "XTDP"
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5";
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//
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// Inputs ...
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//
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input group "Market";
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input int length = 14; // Market Length
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//
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input group "Presentation";
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input bool showBullishPower = true;
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input bool showBearishPower = true;
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input bool showBullishPressure = true;
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input bool showBearishPressure = true;
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input bool showSignal = true;
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//
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// Buffers ...
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 5
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#property indicator_plots 5
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//
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#define bullishBufferIndex 0
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#define bearishBufferIndex 1
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#define bullishPBufferIndex 2
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#define bearishPBufferIndex 3
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#define signalBufferIndex 4
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//
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double bullishBuffer[];
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double bearishBuffer[];
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double bullishPBuffer[];
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double bearishPBuffer[];
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double signalBuffer[];
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//
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#property indicator_label1 "XBullPressure"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLime
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//
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#property indicator_label2 "XBearPressure"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//
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#property indicator_label3 "XBullPow"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrAqua
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//
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#property indicator_label4 "XBearPow"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrMagenta
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//
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#property indicator_label5 "XSignal"
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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_SOLID
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#property indicator_width5 1
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//
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// Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Here we can handle De Initialization Reasons ...
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}
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//
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// Calculations ...
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//
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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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// this counts Available Bars ...
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int limit;
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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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int maxLength = MathMax(0, length);
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//
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limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated;
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//
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// Main Loop ...
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(i,
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open,
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high,
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low,
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close //
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);
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}
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//
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return rates_total;
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}
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//
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// Functions ...
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//
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// Validate Input Args for Initialization ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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// Validate Args ...
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if (length >= 5)
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{
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result = true;
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}
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//
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return result;
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}
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//
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// Define Indexes and Styles ...
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void DefineBuffers()
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{
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//
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// Bullish Buffer ...
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ENUM_DRAW_TYPE bullishDrawType = showBullishPressure ? DRAW_LINE : DRAW_NONE;
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string bullishBufferLabel = ShortName + "BullPress " + "(" + (string)length + ")";
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ArraySetAsSeries(bullishBuffer, true);
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SetIndexBuffer(bullishBufferIndex, bullishBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bullishBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(bullishBufferIndex, PLOT_LABEL, bullishBufferLabel);
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PlotIndexSetInteger(bullishBufferIndex, PLOT_DRAW_TYPE, bullishDrawType);
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//
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// Bearish Buffer ...
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ENUM_DRAW_TYPE bearishDrawType = showBearishPressure ? DRAW_LINE : DRAW_NONE;
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string bearishBufferLabel = ShortName + "BearPress " + "(" + (string)length + ")";
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ArraySetAsSeries(bearishBuffer, true);
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SetIndexBuffer(bearishBufferIndex, bearishBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bearishBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(bearishBufferIndex, PLOT_LABEL, bearishBufferLabel);
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PlotIndexSetInteger(bearishBufferIndex, PLOT_DRAW_TYPE, bearishDrawType);
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//
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// Bullish Buffer ...
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ENUM_DRAW_TYPE bullishPDrawType = showBullishPower ? DRAW_LINE : DRAW_NONE;
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string bullishPBufferLabel = ShortName + "BullPow " + "(" + (string)length + ")";
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ArraySetAsSeries(bullishPBuffer, true);
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SetIndexBuffer(bullishPBufferIndex, bullishPBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bullishPBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(bullishPBufferIndex, PLOT_LABEL, bullishPBufferLabel);
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PlotIndexSetInteger(bullishPBufferIndex, PLOT_DRAW_TYPE, bullishPDrawType);
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//
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// Bearish Buffer ...
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ENUM_DRAW_TYPE bearishPDrawType = showBearishPower ? DRAW_LINE : DRAW_NONE;
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string bearishPBufferLabel = ShortName + "BearPow " + "(" + (string)length + ")";
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ArraySetAsSeries(bearishPBuffer, true);
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SetIndexBuffer(bearishPBufferIndex, bearishPBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bearishPBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(bearishPBufferIndex, PLOT_LABEL, bearishPBufferLabel);
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PlotIndexSetInteger(bearishPBufferIndex, PLOT_DRAW_TYPE, bearishPDrawType);
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//
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// Signal Buffer ...
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ENUM_DRAW_TYPE signalDrawType = showSignal ? DRAW_LINE : DRAW_NONE;
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string signalBufferLabel = ShortName + "Signal " + "(" + (string)length + ")";
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ArraySetAsSeries(signalBuffer, true);
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SetIndexBuffer(signalBufferIndex, signalBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(signalBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(signalBufferIndex, PLOT_LABEL, signalBufferLabel);
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PlotIndexSetInteger(signalBufferIndex, PLOT_DRAW_TYPE, signalDrawType);
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}
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//
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// Set Indicator Short Name and also we can define Buffers Labels ...
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void SetIndicatorName()
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{
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//
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string indicatorShortName = "";
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StringConcatenate(indicatorShortName, ShortName, " ", "( ", length, " )");
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//
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IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
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}
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//
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// Calculate Buffers ...
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void CalculateBuffers(
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int bar_index,
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[] // History of Close Price ...
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)
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{
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//
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double bullPow = 0;
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double bearPow = 0;
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double bullPressure = 0;
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double bearPressure = 0;
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double signal = 0;
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//
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// Loop through Closes ...
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for (int i = bar_index; i <= bar_index + length; i++)
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{
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//
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double iO = open[i];
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double iH = high[i];
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double iL = low[i];
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double iC = close[i];
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//
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double iUp = MathMax(iO, iC);
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double iDown = MathMin(iO, iC);
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//
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double iUpShadow = iH - iUp;
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double iDownShadow = iDown - iL;
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//
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bullPressure += iDownShadow;
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bearPressure += iUpShadow;
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//
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signal += (iUp - iDown);
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//
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// Bearish ...
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if (iO > iC)
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{
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bearPow += signal;
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}
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//
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// Bullish ...
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if (iO < iC)
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{
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bullPow += signal;
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}
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}
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//
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// Bullish Power Buffer ...
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bullishPBuffer[bar_index] = bullPow;
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bullishBuffer[bar_index] = bullPressure;
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//
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// Bearish Power Buffer ...
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bearishPBuffer[bar_index] = bearPow;
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bearishBuffer[bar_index] = bearPressure;
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//
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// Signal Buffer ...
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// signal = length;
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signalBuffer[bar_index] = signal;
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}
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//
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