329 lines
7.4 KiB
Plaintext
329 lines
7.4 KiB
Plaintext
/////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 OrderBlock Detector Oscillator
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// ------------------------------------------------------
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// Name: XOBD
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// Description: detect Order Blocks based on Swings ...
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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 XOBD Oscillator"
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#property strict
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//
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// START Constants ...
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//
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#define ShortName "XOBD"
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//
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// END Constants ...
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//
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//
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// START Inputs ...
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//
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//
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input int length = 288; // Market Length
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//
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// START Inputs ...
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//
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//
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// Includes Logging Library ...
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#include "../Libraries/x-saherelm.log.lib.mq5";
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//
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// Include Common and Models Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5";
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//
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// START Buffers ...
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//
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 3
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#property indicator_plots 3
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//
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#define swingHighBufferIndex 0
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#define swingLowBufferIndex 1
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#define signalBufferIndex 2
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//
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double swingHighBuffer[];
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double swingLowBuffer[];
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double signalBuffer[];
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//
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#property indicator_label1 "XSwing High"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrAqua
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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 "XSwing Low"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFuchsia
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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 "XSignal"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGold
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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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// END Buffers ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// START 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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logTag = ShortName;
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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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//
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// total Candles on chart ...
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const int rates_total,
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//
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// total calculated Candles on charts ...
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const int prev_calculated,
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//
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// history of Candles Open Time ...
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const datetime &time[],
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//
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// history of Candles Open Price ...
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const double &open[],
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//
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// history of Candles High Price ...
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const double &high[],
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//
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// history of Candles Low Price ...
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const double &low[],
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//
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// history of Candles Close Price ...
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const double &close[],
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//
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// history of Tick Volumes on Candle ...
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const long &tick_volume[],
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//
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// history of Trade Volumes ...
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const long &volume[],
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//
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// history of Candles Spread Price ...
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const int &spread[])
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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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}
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//
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return rates_total;
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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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 >= 2)
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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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// Swing High ...
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string swingHighBufferLabel = ShortName + " Swing H (" + (string) length + ")";
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ArraySetAsSeries(swingHighBuffer, true);
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SetIndexBuffer(swingHighBufferIndex, swingHighBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(swingHighBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(swingHighBufferIndex, PLOT_LABEL, swingHighBufferLabel);
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//
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// Swing Low ...
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string swingLowBufferLabel = ShortName + " Swing L (" + (string) length + ")";
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ArraySetAsSeries(swingLowBuffer, true);
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SetIndexBuffer(swingLowBufferIndex, swingLowBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(swingLowBufferIndex, PLOT_DRAW_BEGIN, length);
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PlotIndexSetString(swingLowBufferIndex, PLOT_LABEL, swingLowBufferLabel);
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//
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// Signal ...
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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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}
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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(int bar_index)
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{
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//
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int inCycleSwingHighCount = 0;
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int inCycleSwingLowCount = 0;
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//
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// Loop Back Through Cycle ...
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for (int i = bar_index; i < bar_index + length; i++) {
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//
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ENUM_X_SWING_TYPE iSwingType = GetCandleSwing(i);
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if (iSwingType == X_NO_SWING) {
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continue;
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}
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//
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if (iSwingType == X_SWING_HIGH) {
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inCycleSwingHighCount++;
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} else if (iSwingType == X_SWING_LOW) {
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inCycleSwingLowCount++;
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}
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}
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//
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swingHighBuffer[bar_index] = inCycleSwingHighCount;
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swingLowBuffer[bar_index] = inCycleSwingLowCount;
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//
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signalBuffer[bar_index] = inCycleSwingLowCount - inCycleSwingHighCount;
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}
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//
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// END Functions ...
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//
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