///////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 OrderBlock Detector Oscillator // ------------------------------------------------------ // Name: XOBD // Description: detect Order Blocks based on Swings ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm XOBD Oscillator" #property strict // // START Constants ... // #define ShortName "XOBD" // // END Constants ... // // // START Inputs ... // // input int length = 288; // Market Length // // START Inputs ... // // // Includes Logging Library ... #include "../Libraries/x-saherelm.log.lib.mq5"; // // Include Common and Models Library ... #include "../Libraries/x-saherelm.common.lib.mq5"; // // START Buffers ... // // #property indicator_separate_window // #property indicator_buffers 3 #property indicator_plots 3 // #define swingHighBufferIndex 0 #define swingLowBufferIndex 1 #define signalBufferIndex 2 // double swingHighBuffer[]; double swingLowBuffer[]; double signalBuffer[]; // #property indicator_label1 "XSwing High" #property indicator_type1 DRAW_LINE #property indicator_color1 clrAqua #property indicator_style1 STYLE_SOLID #property indicator_width1 1 // #property indicator_label2 "XSwing Low" #property indicator_type2 DRAW_LINE #property indicator_color2 clrFuchsia #property indicator_style2 STYLE_SOLID #property indicator_width2 1 // #property indicator_label3 "XSignal" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGold #property indicator_style3 STYLE_DOT #property indicator_width3 1 // // END Buffers ... // // // START Global Definitions: Variables, Properties and etc ... // // // END Global Definitions: Variables, Properties and etc ... // // // START Event Handlers ... // // // Initialization ... int OnInit() { // // Validate Inputs ... if (!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // logTag = ShortName; // // Define Index Buffers ... DefineBuffers(); // // Set Indicator ShortName ... SetIndicatorName(); // // Init Succeed ... return INIT_SUCCEEDED; } // // DeInitialization ... 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 // // Here we can handle De Initialization Reasons ... } // // Calculations ... // // Calculating what we want ... int OnCalculate( // // total Candles on chart ... const int rates_total, // // total calculated Candles on charts ... const int prev_calculated, // // history of Candles Open Time ... const datetime &time[], // // history of Candles Open Price ... const double &open[], // // history of Candles High Price ... const double &high[], // // history of Candles Low Price ... const double &low[], // // history of Candles Close Price ... const double &close[], // // history of Tick Volumes on Candle ... const long &tick_volume[], // // history of Trade Volumes ... const long &volume[], // // history of Candles Spread Price ... 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); // // this counts Available Bars ... int limit; // // because in some cases we may have more than one input for // calculation and we must prevent any calculation // untill we pass the biggest input length, here we get max Input length // and then wait until pass it ... int maxLength = MathMax(0, length); // limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated; // // Main Loop ... for (int i = limit; i >= 0 && !IsStopped(); i--) { // CalculateBuffers(i); } // return rates_total; } // // END Event Handlers ... // // // START Functions ... // // // Validate Input Args for Initialization ... bool ValidateInputs() { // bool result = false; // // Validate Args ... if (length >= 2) { result = true; } // return result; } // // Define Indexes and Styles ... void DefineBuffers() { // // Swing High ... string swingHighBufferLabel = ShortName + " Swing H (" + (string) length + ")"; ArraySetAsSeries(swingHighBuffer, true); SetIndexBuffer(swingHighBufferIndex, swingHighBuffer, INDICATOR_DATA); PlotIndexSetInteger(swingHighBufferIndex, PLOT_DRAW_BEGIN, length); PlotIndexSetString(swingHighBufferIndex, PLOT_LABEL, swingHighBufferLabel); // // Swing Low ... string swingLowBufferLabel = ShortName + " Swing L (" + (string) length + ")"; ArraySetAsSeries(swingLowBuffer, true); SetIndexBuffer(swingLowBufferIndex, swingLowBuffer, INDICATOR_DATA); PlotIndexSetInteger(swingLowBufferIndex, PLOT_DRAW_BEGIN, length); PlotIndexSetString(swingLowBufferIndex, PLOT_LABEL, swingLowBufferLabel); // // Signal ... string signalBufferLabel = ShortName + " Signal (" + (string) length + ")"; ArraySetAsSeries(signalBuffer, true); SetIndexBuffer(signalBufferIndex, signalBuffer, INDICATOR_DATA); PlotIndexSetInteger(signalBufferIndex, PLOT_DRAW_BEGIN, length); PlotIndexSetString(signalBufferIndex, PLOT_LABEL, signalBufferLabel); } // // Set Indicator Short Name and also we can define Buffers Labels ... void SetIndicatorName() { // string indicatorShortName = ""; StringConcatenate(indicatorShortName, ShortName, " ", "( ", length, " )"); // IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName); } // // Calculate Buffers ... void CalculateBuffers(int bar_index) { // int inCycleSwingHighCount = 0; int inCycleSwingLowCount = 0; // // Loop Back Through Cycle ... for (int i = bar_index; i < bar_index + length; i++) { // ENUM_X_SWING_TYPE iSwingType = GetCandleSwing(i); if (iSwingType == X_NO_SWING) { continue; } // if (iSwingType == X_SWING_HIGH) { inCycleSwingHighCount++; } else if (iSwingType == X_SWING_LOW) { inCycleSwingLowCount++; } } // swingHighBuffer[bar_index] = inCycleSwingHighCount; swingLowBuffer[bar_index] = inCycleSwingLowCount; // signalBuffer[bar_index] = inCycleSwingLowCount - inCycleSwingHighCount; } // // END Functions ... //