643 lines
17 KiB
Plaintext
643 lines
17 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XTick Oscillator
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// Description: Tick Charts ...
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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 XTick Oscillator"
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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 "XTick"
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//
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// Declaration of the enumeration
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enum ENUM_X_PRICE_TYPES
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{
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X_Bid, // Bid
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X_Ask // Ask
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};
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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 "Makret";
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//
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input group "Chart Config";
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input int ticksCount = 3; // Ticks Count
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input ENUM_X_PRICE_TYPES appliedPrice = 0; // Price
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//
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input group "Moving Average";
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input int maLength = 10; // Length
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input int maShift = 0; // Shift
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input ENUM_MA_METHOD maMethod = MODE_SMA; // Mode
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input ENUM_X_PRICE maAppliedTo = X_PRICE_CLOSE; // Applied To
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//
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input group "Presentation";
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input bool showBars = true; // Show Bars
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input bool showMa = true; // Show Moving Average
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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 8
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#property indicator_plots 2
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//
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double openBuffer[];
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#define openBufferIndex 0
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//
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double highBuffer[];
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#define highBufferIndex 1
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//
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double lowBuffer[];
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#define lowBufferIndex 2
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//
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double closeBuffer[];
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#define closeBufferIndex 3
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//
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double colorBuffer[];
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#define colorBufferIndex 4
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//
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#define barBufferIndex 0
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#property indicator_label1 "Open;High;Low;Close"
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#property indicator_type1 DRAW_COLOR_CANDLES
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#property indicator_color1 CLR_NONE, clrGray, clrAqua, clrMagenta
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//
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double maBuffer[];
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#define maBufferIndex 5
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#define maPlotBufferIndex 1
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//
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#property indicator_label2 "MA"
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#property indicator_type2 DRAW_LINE // DRAW_COLOR_LINE
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#property indicator_color2 clrRoyalBlue // CLR_NONE, clrGreen, clrRed
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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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double ticksBuffer[];
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#define ticksBufferIndex 6
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//
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double maPriceBuffer[];
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#define maPriceBufferIndex 7
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//
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#define hideColorIDX 0;
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#define neuturalColorIDX 1;
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#define bullishColorIDX 2;
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#define bearishColorIDX 3;
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//
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// The variable contains the number of stored quotes ...
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int ticks_stored;
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//
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// The variable specifies the path and prefix to the file name ...
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string path_prefix = ""; // FileName Prefix
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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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// 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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*/
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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}
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/**
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* Calculate Bars ...
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*
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* @param rates_total: Integer, Total Bars on Chart ...
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* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
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* @param time: DateTime Array, History of Open Time ...
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* @param open: Double Array, History of Open Prices ...
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* @param high: Double Array, History of High Prices ...
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* @param low: Double Array, History of Low Prices ...
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* @param close: Double Array, History of Close Prices ...
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* @param tick_volume: Long, History of Tick Volumes on Bar ...
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* @param volume: Long, History of Trade Volumes ...
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* @param spread: Double, History of Spread Price ...
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*
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* @return ( int )
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*/
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[] //
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)
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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int file_handle; // is a file handle
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int bidPosition; // are positions of Bid prices in the string
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int askPosition; // are positions of Ask prices in the string
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int line_string_len; // is a length of a string, read from the file
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int barNumber; // number of candle, for which the prices OHLC are determined
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int i; // loop counter
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//
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// the recent received Bid price ...
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double last_price_bid = SymbolInfoDouble(Symbol(), SYMBOL_BID);
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//
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// the recent received Ask price ...
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double last_price_ask = SymbolInfoDouble(Symbol(), SYMBOL_ASK);
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//
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string filename; // name of a file, the file_buffer is a string
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string file_buffer; // a buffer for reading and writing of string data
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//
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// Setting the size of ticksBuffer array ...
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ArrayResize(ticksBuffer, ArraySize(closeBuffer));
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//
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// File name formation from the path_prefix variable, name
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// of financial instrument and ".Txt" symbols
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StringConcatenate(filename, path_prefix, Symbol(), ".txt");
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//
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// Opening a file for reading and writing, codepage ANSI, shared reading mode
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file_handle = FileOpen(filename, FILE_READ | FILE_WRITE | FILE_ANSI | FILE_SHARE_READ);
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if (prev_calculated == 0)
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{
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//
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// Reading the first line from the file and determine the length of a string ...
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line_string_len = StringLen(FileReadString(file_handle)) + 2;
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//
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// if file is large (contains more quotes than rates_total/2) ...
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if (FileSize(file_handle) > (ulong)line_string_len * rates_total / 2)
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{
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//
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// Setting file pointer to read the latest rates_total/2 quotes
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FileSeek(file_handle, -line_string_len * rates_total / 2, SEEK_END);
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//
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// Moving file pointer to the beginning of the next line
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FileReadString(file_handle);
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}
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//
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// if file size is small
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else
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{
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//
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// Moving file pointer at the beginning of a file
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FileSeek(file_handle, 0, SEEK_SET);
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}
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//
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// Reset the counter of stored quotes
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ticks_stored = 0;
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//
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// Reading until the end of the file
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while (FileIsEnding(file_handle) == false)
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{
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//
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// Reading a string from thefile
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file_buffer = FileReadString(file_handle);
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//
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// Processing of string if its length is larger than 6 characters
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if (StringLen(file_buffer) > 6)
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{
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//
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// Finding the start position of Bid price in the line
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bidPosition = StringFind(file_buffer, " ", StringFind(file_buffer, " ") + 1) + 1;
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//
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// Finding the start position of Ask price in the line
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askPosition = StringFind(file_buffer, " ", bidPosition) + 1;
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//
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// If the Bid prices are used, adding the Bid price to ticksBuffer[] array
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if (appliedPrice == 0)
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{
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ticksBuffer[ticks_stored] = StringToDouble(StringSubstr(file_buffer, bidPosition, askPosition - bidPosition - 1));
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}
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//
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// If the Ask prices are used, adding the Ask price to ticksBuffer[] array
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if (appliedPrice == 1)
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{
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ticksBuffer[ticks_stored] = StringToDouble(StringSubstr(file_buffer, askPosition));
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}
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//
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// Increasing the counter of stored quotes
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ticks_stored++;
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}
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}
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}
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//
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// If the data have been read before
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else
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{
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//
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// Moving file pointer at the end of the file
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FileSeek(file_handle, 0, SEEK_END);
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//
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// Forming a string, that should be written to the file
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StringConcatenate(file_buffer, TimeCurrent(), " ", DoubleToString(last_price_bid, _Digits), " ", DoubleToString(last_price_ask, _Digits));
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//
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// Writing a string to the file
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FileWrite(file_handle, file_buffer);
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//
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// If the Bid prices are used, adding the last Bid price to ticksBuffer[] array
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if (appliedPrice == 0)
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{
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ticksBuffer[ticks_stored] = last_price_bid;
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}
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//
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// If the Ask prices are used, adding the last Ask price to ticksBuffer[] array
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if (appliedPrice == 1)
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{
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ticksBuffer[ticks_stored] = last_price_ask;
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}
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//
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// Increasing the quotes counter
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ticks_stored++;
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}
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//
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// Closing the file
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FileClose(file_handle);
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//
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// If number of quotes is more or equal than number of bars in the chart
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if (ticks_stored >= rates_total)
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{
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//
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// Removing the first tick_stored/2 quotes and shifting remaining quotes
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for (i = ticks_stored / 2; i < ticks_stored; i++)
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{
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//
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// Shifting the data to the beginning in the ticksBuffer[] array on tick_stored/2
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ticksBuffer[i - ticks_stored / 2] = ticksBuffer[i];
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}
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//
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// Changing the quotes counter
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ticks_stored -= ticks_stored / 2;
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}
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//
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// We assign the barNumber with a number of invalid candle
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barNumber = -1;
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//
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// Search for all the price data available for candle formation
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for (i = 0; i < ticks_stored; i++)
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{
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//
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// If this candle is forming already
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if (barNumber == (int)(MathFloor((ticks_stored - 1) / ticksCount) - MathFloor(i / ticksCount)))
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{
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//
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// The current quote is still closing price of the current candle
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closeBuffer[barNumber] = ticksBuffer[i];
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//
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// If the current price is greater than the highest price of the current candle, it will be a new highest price of the candle
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if (ticksBuffer[i] > highBuffer[barNumber])
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{
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highBuffer[barNumber] = ticksBuffer[i];
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}
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//
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// If the current price is lower than the lowest price of the current candle, it will be a new lowest price of the candle
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if (ticksBuffer[i] < lowBuffer[barNumber])
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{
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lowBuffer[barNumber] = ticksBuffer[i];
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}
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//
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// If the candle is bullish ...
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if (closeBuffer[barNumber] > openBuffer[barNumber])
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{
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colorBuffer[barNumber] = bullishColorIDX;
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}
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//
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// If the candle is bearish ...
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if (closeBuffer[barNumber] < openBuffer[barNumber])
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{
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colorBuffer[barNumber] = bearishColorIDX;
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}
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//
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// If the opening and closing prices are equal, then the candle will have a color with index 0 (grey)
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if (closeBuffer[barNumber] == openBuffer[barNumber])
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{
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colorBuffer[barNumber] = neuturalColorIDX;
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}
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}
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//
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// If this candle hasn't benn calculated yet
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else
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{
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//
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// Let's determine the index of a candle
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barNumber = (int)(MathFloor((ticks_stored - 1) / ticksCount) - MathFloor(i / ticksCount));
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//
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// The current quote will be the opening price of a candle
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openBuffer[barNumber] = ticksBuffer[i];
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//
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// The current quote will be the highest price of a candle
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highBuffer[barNumber] = ticksBuffer[i];
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//
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// The current quote will be the lowest price of a candle
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lowBuffer[barNumber] = ticksBuffer[i];
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//
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// The current quote will be the closing price of a candle
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closeBuffer[barNumber] = ticksBuffer[i];
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//
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// The candle will have a color with index 0 (gray)
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colorBuffer[barNumber] = 0;
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}
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}
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//
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// Custom Calculations ...
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//
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int limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1;
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(
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i,
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prev_calculated,
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rates_total //
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);
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}
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//
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// Return from OnCalculate(), return a value, different from zero
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return (rates_total);
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}
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//
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// Functions ...
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/**
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* Validate Input Args for Initialization ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result =
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//
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ticksCount > 0
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//
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;
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//
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return result;
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}
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/**
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* Define Required Buffers ...
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*/
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void DefineBuffers()
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{
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//
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// Color ...
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ArraySetAsSeries(colorBuffer, true);
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SetIndexBuffer(colorBufferIndex, colorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Set EMPTY_VALUE on Bar Buffer ...
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PlotIndexSetDouble(barBufferIndex, PLOT_EMPTY_VALUE, 0.0);
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//
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PlotIndexSetInteger(barBufferIndex, PLOT_SHOW_DATA, false);
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PlotIndexSetInteger(colorBufferIndex, PLOT_SHOW_DATA, false);
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//
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// Open ...
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ArraySetAsSeries(openBuffer, true);
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PlotIndexSetInteger(openBufferIndex, PLOT_SHOW_DATA, true);
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SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_DATA);
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//
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// High ...
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ArraySetAsSeries(highBuffer, true);
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PlotIndexSetInteger(highBufferIndex, PLOT_SHOW_DATA, true);
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SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA);
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//
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// Close ...
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ArraySetAsSeries(closeBuffer, true);
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PlotIndexSetInteger(closeBufferIndex, PLOT_SHOW_DATA, true);
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SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_DATA);
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//
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// Low ...
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ArraySetAsSeries(lowBuffer, true);
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PlotIndexSetInteger(lowBufferIndex, PLOT_SHOW_DATA, true);
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SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA);
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//
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bool canShowMa = showMa;
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ArraySetAsSeries(maBuffer, true);
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SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_DATA);
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PlotIndexSetDouble(maPlotBufferIndex, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetInteger(maPlotBufferIndex, PLOT_DRAW_BEGIN, maLength);
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PlotIndexSetInteger(maPlotBufferIndex, PLOT_SHOW_DATA, showMa);
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//
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// Data Buffers ...
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//
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// The TicksBuffer[] array is used for intermediate calculations
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SetIndexBuffer(ticksBufferIndex, ticksBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(maPriceBuffer, true);
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SetIndexBuffer(maPriceBufferIndex, maPriceBuffer, INDICATOR_CALCULATIONS);
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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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*/
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void SetIndicatorName()
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{
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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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}
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/**
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* Calculate Custom Buffers ...
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*
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* @param barIndex: Integer ...
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*/
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void CalculateBuffers(
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int barIndex,
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|
int prevCalculated,
|
|
int ratesTotal //
|
|
)
|
|
{
|
|
//
|
|
bool canDoMovingAverage =
|
|
maLength > 0 &&
|
|
maAppliedTo != X_PRICE_UP &&
|
|
maAppliedTo != X_PRICE_DOWN;
|
|
if (canDoMovingAverage)
|
|
{
|
|
//
|
|
// Do Moving Average Calculations ...
|
|
|
|
//
|
|
// Select Ma Price ...
|
|
double iPrice = 0;
|
|
switch (maAppliedTo)
|
|
{
|
|
//
|
|
case X_PRICE_HIGH:
|
|
iPrice = highBuffer[barIndex];
|
|
break;
|
|
|
|
//
|
|
case X_PRICE_OPEN:
|
|
iPrice = openBuffer[barIndex];
|
|
break;
|
|
|
|
//
|
|
case X_PRICE_CLOSE:
|
|
iPrice = closeBuffer[barIndex];
|
|
break;
|
|
|
|
//
|
|
case X_PRICE_LOW:
|
|
iPrice = lowBuffer[barIndex];
|
|
break;
|
|
}
|
|
|
|
//
|
|
maPriceBuffer[barIndex] = iPrice;
|
|
int total = ArraySize(closeBuffer);
|
|
|
|
//
|
|
int calculatedMas = iMAOnBuffer(
|
|
total,
|
|
prevCalculated,
|
|
barIndex,
|
|
maLength,
|
|
maPriceBuffer,
|
|
maBuffer,
|
|
maMethod //
|
|
);
|
|
}
|
|
}
|
|
|
|
// |