Initial Commit ...
This commit is contained in:
@@ -0,0 +1,443 @@
|
||||
/////////////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Cycle Trend Detector Indicator
|
||||
// ---------------------------------------------------------
|
||||
// Name: XCTD
|
||||
// Description: trend detecting based on cycles ...
|
||||
//
|
||||
//
|
||||
// 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 XCTD Indicator"
|
||||
#property strict
|
||||
|
||||
//
|
||||
// START Constants ...
|
||||
//
|
||||
#define ShortName "XCTD"
|
||||
|
||||
//
|
||||
// Including Models Library ...
|
||||
#include "..\Libraries\x-saherelm.models.lib.mq5"
|
||||
//
|
||||
// END Constants ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Inputs ...
|
||||
//
|
||||
//
|
||||
input int fastLength = 9; // Fast Length
|
||||
input int slowLength = 18; // Slow Length
|
||||
|
||||
//
|
||||
input ENUM_MA_METHOD method = MODE_EMA; // Calculation Method
|
||||
input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
|
||||
//
|
||||
// END Inputs ...
|
||||
//
|
||||
|
||||
//
|
||||
// Includes Logging Library ...
|
||||
#include "../Libraries/x-saherelm.log.lib.mq5";
|
||||
|
||||
//
|
||||
// Includes Common Library ...
|
||||
#include "../Libraries/x-saherelm.common.lib.mq5";
|
||||
|
||||
//
|
||||
// START Buffers ...
|
||||
//
|
||||
#property indicator_separate_window
|
||||
|
||||
//
|
||||
#property indicator_buffers 4
|
||||
#property indicator_plots 2
|
||||
|
||||
//
|
||||
#define fastBufferIndex 0
|
||||
#define slowBufferIndex 1
|
||||
#define stateBufferIndex 2
|
||||
#define maBufferIndex 3
|
||||
|
||||
//
|
||||
double fastBuffer[];
|
||||
double slowBuffer[];
|
||||
double stateBuffer[];
|
||||
double maBuffer[];
|
||||
|
||||
//
|
||||
#property indicator_label1 "XCTD Fast"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrAqua
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_width1 1
|
||||
|
||||
#property indicator_label2 "XCTD Slow"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrFuchsia
|
||||
#property indicator_style2 STYLE_DOT
|
||||
#property indicator_width2 1
|
||||
//
|
||||
// END Buffers ...
|
||||
//
|
||||
|
||||
//
|
||||
// START Global Definitions: Variables, Properties and etc ...
|
||||
//
|
||||
//
|
||||
ENUM_TIMEFRAMES cyclePeriod;
|
||||
int maHandler = INVALID_HANDLE;
|
||||
int fastHandler = INVALID_HANDLE;
|
||||
int slowHandler = INVALID_HANDLE;
|
||||
//
|
||||
// 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();
|
||||
|
||||
//
|
||||
// Resetting Last Error ...
|
||||
ResetLastError();
|
||||
|
||||
//
|
||||
// Initialized Requirements ...
|
||||
cyclePeriod = GetFarestTimeFrame();
|
||||
|
||||
//
|
||||
// Ma Buffer ...
|
||||
maHandler = iMA(
|
||||
_Symbol,
|
||||
_Period,
|
||||
14,
|
||||
0,
|
||||
MODE_SMA,
|
||||
PRICE_CLOSE);
|
||||
if (maHandler == INVALID_HANDLE)
|
||||
{
|
||||
//
|
||||
LogMessage("Error in Ma Indicator initialization: " + (string)GetLastError());
|
||||
|
||||
//
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// fatst Handler ...
|
||||
fastHandler = iMA(
|
||||
_Symbol,
|
||||
cyclePeriod,
|
||||
fastLength,
|
||||
0,
|
||||
method,
|
||||
appliedTo);
|
||||
if (fastHandler == INVALID_HANDLE)
|
||||
{
|
||||
//
|
||||
LogMessage("Error in Fast Indicator initialization: " + (string)GetLastError());
|
||||
|
||||
//
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// slow Handler ...
|
||||
slowHandler = iMA(
|
||||
_Symbol,
|
||||
cyclePeriod,
|
||||
slowLength,
|
||||
0,
|
||||
method,
|
||||
appliedTo);
|
||||
if (slowHandler == INVALID_HANDLE)
|
||||
{
|
||||
//
|
||||
LogMessage("Error in Slow Indicator initialization: " + (string)GetLastError());
|
||||
|
||||
//
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
Comment(ShortName + " Cycle Period: " + EnumToString(cyclePeriod));
|
||||
|
||||
//
|
||||
// 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 ...
|
||||
|
||||
//
|
||||
// ReDraw Chart ...
|
||||
ChartRedraw();
|
||||
|
||||
//
|
||||
Comment("");
|
||||
}
|
||||
|
||||
//
|
||||
// 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(fastLength, slowLength);
|
||||
maxLength = MathMax(maxLength, 14);
|
||||
|
||||
//
|
||||
// Get Retrieved Values from indicators ...
|
||||
int maCalculatedBars = BarsCalculated(maHandler);
|
||||
int fastCalculatedBars = BarsCalculated(fastHandler);
|
||||
int slowCalculatedBars = BarsCalculated(slowHandler);
|
||||
|
||||
//
|
||||
// Check Calculated Bars ...
|
||||
if (
|
||||
maCalculatedBars < maxLength ||
|
||||
fastCalculatedBars < maxLength ||
|
||||
slowCalculatedBars < maxLength)
|
||||
{
|
||||
return prev_calculated;
|
||||
}
|
||||
|
||||
//
|
||||
limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated;
|
||||
|
||||
//
|
||||
// Copy Buffers from indicators ...
|
||||
int maCopiedItems = CopyBuffer(maHandler, 0, 0, limit + 1, maBuffer);
|
||||
int fastCopiedItems = CopyBuffer(fastHandler, 0, 0, limit + 1, fastBuffer);
|
||||
int slowCopiedItems = CopyBuffer(slowHandler, 0, 0, limit + 1, slowBuffer);
|
||||
|
||||
//
|
||||
// Check Copied Items Number ...
|
||||
if (
|
||||
maCopiedItems <= 0 ||
|
||||
fastCopiedItems <= 0 ||
|
||||
slowCopiedItems <= 0)
|
||||
{
|
||||
return 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 (fastLength >= 4 && slowLength > fastLength)
|
||||
{
|
||||
result = true;
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Define Indexes and Styles ...
|
||||
void DefineBuffers()
|
||||
{
|
||||
//
|
||||
string fastBufferLabel = ShortName + " Fast (" + (string)fastLength + ")";
|
||||
string slowBufferLabel = ShortName + " Slow (" + (string)slowLength + ")";
|
||||
|
||||
//
|
||||
// MA Buffer ...
|
||||
ArraySetAsSeries(maBuffer, true);
|
||||
SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_CALCULATIONS);
|
||||
|
||||
//
|
||||
// Fast Buffer ...
|
||||
ArraySetAsSeries(fastBuffer, true);
|
||||
SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetInteger(fastBufferIndex, PLOT_DRAW_BEGIN, fastLength);
|
||||
PlotIndexSetString(fastBufferIndex, PLOT_LABEL, fastBufferLabel);
|
||||
|
||||
//
|
||||
// Slow Buffer ...
|
||||
ArraySetAsSeries(slowBuffer, true);
|
||||
SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA);
|
||||
PlotIndexSetInteger(slowBufferIndex, PLOT_DRAW_BEGIN, slowLength);
|
||||
PlotIndexSetString(slowBufferIndex, PLOT_LABEL, slowBufferLabel);
|
||||
|
||||
//
|
||||
// State Buffer ...
|
||||
ArraySetAsSeries(stateBuffer, true);
|
||||
SetIndexBuffer(stateBufferIndex, stateBuffer, INDICATOR_CALCULATIONS);
|
||||
}
|
||||
|
||||
//
|
||||
// Set Indicator Short Name and also we can define Buffers Labels ...
|
||||
void SetIndicatorName()
|
||||
{
|
||||
//
|
||||
string indicatorShortName = "";
|
||||
StringConcatenate(indicatorShortName, ShortName, "");
|
||||
|
||||
//
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
|
||||
}
|
||||
|
||||
//
|
||||
// Calculate Buffers ...
|
||||
void CalculateBuffers(int bar_index)
|
||||
{
|
||||
//
|
||||
// here we must calculate required Buffers ...
|
||||
// Ma, Fast and Slow buffers filled using CopyBuffer ...
|
||||
// StateBuffer needs to Calculate ...
|
||||
|
||||
//
|
||||
// Retrieve Different State ...
|
||||
bool isFastCrossedOverSlow = IsCrossOver(fastBuffer, slowBuffer, bar_index);
|
||||
bool isFastOverSlow = IsOver(fastBuffer, slowBuffer, bar_index);
|
||||
bool isFastCrossedUnderSlow = IsCrossUnder(fastBuffer, slowBuffer, bar_index);
|
||||
bool isFastUnderSlow = IsUnder(fastBuffer, slowBuffer, bar_index);
|
||||
|
||||
//
|
||||
// Calculate State Buffer ...
|
||||
double stateValue = X_XCTD_NEUTURAL;
|
||||
if (isFastCrossedOverSlow)
|
||||
{
|
||||
stateValue = X_XCTD_FAST_CROSSED_OVER_SLOW;
|
||||
}
|
||||
else if (isFastCrossedUnderSlow)
|
||||
{
|
||||
stateValue = X_XCTD_FAST_CROSSED_UNDER_SLOW;
|
||||
}
|
||||
else if (isFastOverSlow)
|
||||
{
|
||||
stateValue = X_XCTD_FAST_OVER_SLOW;
|
||||
}
|
||||
else if (isFastUnderSlow)
|
||||
{
|
||||
stateValue = X_XCTD_FAST_UNDER_SLOW;
|
||||
}
|
||||
|
||||
//
|
||||
stateBuffer[bar_index] = stateValue;
|
||||
}
|
||||
//
|
||||
// END Functions ...
|
||||
//
|
||||
Reference in New Issue
Block a user