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xMQL4/xIndicators/x-saherelm.tp.mq4
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2024-01-25 04:03:36 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center TP Indicator
// ---------------------------------------------
// saherelm implementation of above oscillator ...
//
// 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 TP Indicator"
#property strict
//
// START Inputs ...
//
//
// Set the R2R Length ...
input int swingLoopback = 7; // Swing Loopback
input double slThrshold = 10; // SL Threshold
input double riskToRewardRatio = 1.5; // Risk to Reward Ratio
//
// END Inputs ...
//
//
// START Global Definitions: Variables, Properties and etc ...
//
#property indicator_chart_window
//
// define indicator buffers ...
#property indicator_buffers 2
#property indicator_plots 2
//
// here we declare plot to system ...
#property indicator_label1 "Long TP"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLime
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//
// here we declare plot to system ...
#property indicator_label2 "Short TP"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//
// Declare Buffers ...
#define longTPBufferIndex 0
#define shortTPBufferIndex 1
//
double longTPBuffer[];
double shortTPBuffer[];
//
string slIndicatorName = "x-saherelm.sl";
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// Start Event Handlers ...
//
//
// Initialization ...
int OnInit() {
//
// Initialize what we want ...
SetIndexBuffer(longTPBufferIndex, longTPBuffer);
SetIndexDrawBegin(longTPBufferIndex, swingLoopback);
//
SetIndexBuffer(shortTPBufferIndex, shortTPBuffer);
SetIndexDrawBegin(shortTPBufferIndex, swingLoopback);
//
// initialization done ...
return(INIT_SUCCEEDED);
}
//
// Do Calculation ...
int OnCalculate(
const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[]
) {
//
// 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, swingLoopback);
//
// input variable, we return 0 means nothing passed ...
if (rates_total < maxLength) {
return 0;
}
//
// found which candles calculated before ...
limit = (prev_calculated == 0) ? rates_total - maxLength - 1 : rates_total - prev_calculated + 1;
//
// this is the main loop of calculations, for each bar index ...
for (int i = limit - 1; i >= 0; i--) {
//
// Start Calculation here ...
// i is bar_index ...
//
// Calculate Long TP ...
CalculateLongTP(
open,
i
);
//
// Calculate Short TP ...
CalculateShortTP(
open,
i
);
}
//
return rates_total;
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Calculate Long TPs based on SL and Open Price ...
void CalculateLongTP(
const double &open[],
const int &bar_index
) {
//
// read long sl ...
double longSL = iCustom(
_Symbol,
_Period,
slIndicatorName,
swingLoopback,
slThrshold,
0, // Long SL Buffer Index ...
bar_index
);
//
double longRisk = open[bar_index] - longSL;
double longReward = longRisk * riskToRewardRatio;
//
double longTP = open[bar_index] + longReward;
longTP = NormalizeDouble(longTP, _Digits);
//
longTPBuffer[bar_index] = longTP;
}
//
// Calculate Short TPs based on SL and Open Price ...
void CalculateShortTP(
const double &open[],
const int &bar_index
) {
//
// read short sl ...
double shortSL = iCustom(
_Symbol,
_Period,
slIndicatorName,
swingLoopback,
slThrshold,
1, // Short SL Buffer Index ...
bar_index
);
//
double shortRisk = shortSL - open[bar_index];
double shortReward = shortRisk * riskToRewardRatio;
//
double shortTP = open[bar_index] - shortReward;
shortTP = NormalizeDouble(shortTP, _Digits);
//
shortTPBuffer[bar_index] = shortTP;
}
//
// END Functions ...
//