Initial Commit ...
This commit is contained in:
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/////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Cycle Channel Oscillator
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// ---------------------------------------------------------
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// Name: XCCH
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// Description: Cycle Channel Oscillator ...
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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 XCCH 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 "XCCH"
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//
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// Including Models Library ...
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#include "..\Libraries\x-saherelm.models.lib.mq5"
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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 fastLength = 10; // Fast Length
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input double fastMultiplier = 1.0; // Fast Multiplier
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//
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input int slowLength = 30; // Slow Length
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input double slowMultiplier = 3.0; // Slow Multiplier
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//
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Source
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//
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// END 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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// Includes Common 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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#property indicator_separate_window
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//
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#property indicator_buffers 6
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#property indicator_plots 2
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//
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#define fastBufferIndex 0
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#define slowBufferIndex 1
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#define fastRMABufferIndex 2
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#define slowRMABufferIndex 3
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#define fastATRBufferIndex 4
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#define slowATRBufferIndex 5
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//
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double fastBuffer[];
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double slowBuffer[];
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double fastRMABuffer[];
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double slowRMABuffer[];
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double fastATRBuffer[];
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double slowATRBuffer[];
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//
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#property indicator_label1 "XCCH Fast"
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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_DOT
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#property indicator_width1 1
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#property indicator_label2 "XCCH Slow"
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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_DOT
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#property indicator_width2 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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int fastRMAHandler = INVALID_HANDLE;
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int slowRMAHandler = INVALID_HANDLE;
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int fastATRHandler = INVALID_HANDLE;
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int slowATRHandler = INVALID_HANDLE;
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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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// Resetting Last Error ...
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ResetLastError();
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//
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// Initialized Requirements ...
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//
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// Fast ATR Handler ...
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fastATRHandler = iATR(
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_Symbol,
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_Period,
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fastLength / 2);
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if (fastATRHandler == INVALID_HANDLE)
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{
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//
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LogMessage("ATR Indicator initialization failed: " + (string)GetLastError());
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return INIT_FAILED;
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}
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//
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// Slow ATR Handler ...
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slowATRHandler = iATR(
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_Symbol,
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_Period,
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slowLength / 2);
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if (slowATRHandler == INVALID_HANDLE)
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{
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//
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LogMessage("ATR Indicator initialization failed: " + (string)GetLastError());
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return INIT_FAILED;
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}
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//
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// Fast RMA ...
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fastRMAHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.xrma.indicator",
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//
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// Inputs ...
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fastLength / 2,
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appliedTo);
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if (fastRMAHandler == INVALID_HANDLE)
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{
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//
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LogMessage("XRMA Indicator initialization failed: " + (string)GetLastError());
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return INIT_FAILED;
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}
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//
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// Slow RMA ...
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slowRMAHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.xrma.indicator",
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//
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// Inputs ...
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slowLength / 2,
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appliedTo);
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if (fastRMAHandler == INVALID_HANDLE)
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{
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//
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LogMessage("XRMA Indicator initialization failed: " + (string)GetLastError());
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return INIT_FAILED;
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}
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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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// ReDraw Chart ...
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ChartRedraw();
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//
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Comment("");
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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(fastLength, slowLength);
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maxLength = MathMax(maxLength, 14);
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//
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// Get Retrieved Values from indicators ...
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int fastRMACalculatedBars = BarsCalculated(fastRMAHandler);
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int slowRMACalculatedBars = BarsCalculated(slowRMAHandler);
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int fastATRCalculatedBars = BarsCalculated(fastATRHandler);
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int slowATRCalculatedBars = BarsCalculated(slowATRHandler);
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//
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// Check Calculated Bars ...
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if (
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fastRMACalculatedBars < maxLength ||
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slowRMACalculatedBars < maxLength ||
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fastATRCalculatedBars < maxLength ||
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slowATRCalculatedBars < maxLength)
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{
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return prev_calculated;
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}
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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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// Copy Buffers from indicators ...
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int fastRMACopiedItems = CopyBuffer(fastRMAHandler, 0, 0, limit + 1, fastRMABuffer);
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int slowRMACopiedItems = CopyBuffer(slowRMAHandler, 0, 0, limit + 1, slowRMABuffer);
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int fastATRCopiedItems = CopyBuffer(fastATRHandler, 0, 0, limit + 1, fastATRBuffer);
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int slowATRCopiedItems = CopyBuffer(slowATRHandler, 0, 0, limit + 1, slowATRBuffer);
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//
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// Check Copied Items Number ...
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if (
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fastRMACopiedItems <= 0 ||
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slowRMACopiedItems <= 0 ||
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fastATRCopiedItems <= 0 ||
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slowATRCopiedItems <= 0)
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{
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return prev_calculated;
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}
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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 (fastLength >= 4 && slowLength > fastLength)
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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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string fastBufferLabel = ShortName + " Fast (" + (string)fastLength + ")";
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string slowBufferLabel = ShortName + " Slow (" + (string)slowLength + ")";
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//
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// Fast Buffer ...
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ArraySetAsSeries(fastBuffer, true);
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SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(fastBufferIndex, PLOT_DRAW_BEGIN, fastLength);
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PlotIndexSetString(fastBufferIndex, PLOT_LABEL, fastBufferLabel);
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//
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// Slow Buffer ...
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ArraySetAsSeries(slowBuffer, true);
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SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(slowBufferIndex, PLOT_DRAW_BEGIN, slowLength);
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PlotIndexSetString(slowBufferIndex, PLOT_LABEL, slowBufferLabel);
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//
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// Fast RMA Buffer ...
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ArraySetAsSeries(fastRMABuffer, true);
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SetIndexBuffer(fastRMABufferIndex, fastRMABuffer, INDICATOR_CALCULATIONS);
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//
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// Slow RMA Buffer ...
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ArraySetAsSeries(slowRMABuffer, true);
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SetIndexBuffer(slowRMABufferIndex, slowRMABuffer, INDICATOR_CALCULATIONS);
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//
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// Fast ATR Buffer ...
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ArraySetAsSeries(fastATRBuffer, true);
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SetIndexBuffer(fastATRBufferIndex, fastATRBuffer, INDICATOR_CALCULATIONS);
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//
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// Slow ATR Buffer ...
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ArraySetAsSeries(slowATRBuffer, true);
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SetIndexBuffer(slowATRBufferIndex, slowATRBuffer, 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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void SetIndicatorName()
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{
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//
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string indicatorShortName = "";
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StringConcatenate(indicatorShortName, ShortName, "");
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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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// Retrieve RMA Values ...
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double fastRMA = fastRMABuffer[bar_index];
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double slowRMA = slowRMABuffer[bar_index];
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//
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// Calculate Offsetes ...
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double fastOffset = fastMultiplier * fastATRBuffer[bar_index];
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double slowOffset = slowMultiplier * slowATRBuffer[bar_index];
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//
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int hFastLength = fastLength / 2;
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int hSlowLength = slowLength / 2;
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int qFastLength = hFastLength / 2;
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int qSlowLength = hSlowLength / 2;
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//
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double price = GetAppliedPrice(bar_index, appliedTo);
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//
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// Calculate Fast Top and Bottom ...
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double fastTOP = (ArraySize(fastRMABuffer) == qFastLength + 1 ? fastRMABuffer[qFastLength] : price) + fastOffset;
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double fastBOTTOM = (ArraySize(fastRMABuffer) == qFastLength + 1 ? fastRMABuffer[qFastLength] : price) - fastOffset;
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//
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// Calculate Slow Top and Bottom ...
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double slowTOP = (ArraySize(slowRMABuffer) == qSlowLength + 1 ? slowRMABuffer[qSlowLength] : price) + slowOffset;
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double slowBOTTOM = (ArraySize(slowRMABuffer) == qSlowLength + 1 ? slowRMABuffer[qSlowLength] : price) - slowOffset;
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//
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// Fast Average ...
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double fastAverage = (fastTOP + fastBOTTOM) / 2;
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//
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// Calculate Buffer Values ...
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//
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// Fast ...
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double fastValue = (price - slowBOTTOM) / (slowTOP - slowBOTTOM);
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fastBuffer[bar_index] = fastValue;
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//
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// Slow ...
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double slowValue = (fastAverage - slowBOTTOM) / (slowTOP - slowBOTTOM);
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slowBuffer[bar_index] = slowValue;
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}
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//
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// END Functions ...
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//
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Reference in New Issue
Block a user