368 lines
8.3 KiB
Plaintext
368 lines
8.3 KiB
Plaintext
///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XHTD
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// Description: HULL Trend Detector ...
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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 XHTD Indicator"
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#property strict
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//
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#define ShortName "XHTD"
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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input group "Market";
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input int length = 14; // Length
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
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input double multiplier = 0.66; // Multiplier
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//
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input group "Presentation";
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input bool show = true; // Show
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 2
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#property indicator_plots 2
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//
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#define mainBufferIndex 0
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double mainBuffer[];
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//
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#define mainBufferColorIndex 1
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double mainBufferColor[];
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//
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#define hideColorIDX 0
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#define bullColorIDX 1
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#define bearColorIDX 2
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//
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#property indicator_label1 "XHTD"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//
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#define upBufferIndex 2
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double upBuffer[];
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//
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#define downBufferIndex 3
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double downBuffer[];
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//
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#define directionBufferIndex 4
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double directionBuffer[];
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//
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// Event Handlers ...
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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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// 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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//
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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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//
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if (ArraySize(directionBuffer) != rates_total)
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{
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//
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ArrayResize(upBuffer, rates_total);
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ArrayResize(downBuffer, rates_total);
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ArrayResize(directionBuffer, rates_total);
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}
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//
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for (int i = (int)MathMax(prev_calculated - 1, 1); i < rates_total; i++)
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{
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//
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double atr = 0;
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for (int k = 0; k < length && (i - k - 1) >= 0; k++)
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{
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atr += MathMax(high[i - k], close[i - k - 1]) - MathMin(low[i - k], close[i - k - 1]);
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}
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//
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atr /= length;
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//
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double cprice = close[i];
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double appliedPrice = getPrice(
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appliedTo,
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open,
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close,
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high,
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low,
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i,
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rates_total //
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);
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double mprice = iHull(
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appliedPrice,
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length,
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i,
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rates_total //
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);
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//
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upBuffer[i] = mprice + multiplier * atr;
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downBuffer[i] = mprice - multiplier * atr;
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//
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mainBufferColor[i] = mainBufferColor[i - 1];
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directionBuffer[i] = directionBuffer[i - 1];
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//
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if (cprice > upBuffer[i - 1])
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{
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directionBuffer[i] = 1;
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}
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//
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if (cprice < downBuffer[i - 1])
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{
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directionBuffer[i] = -1;
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}
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//
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if (directionBuffer[i] > 0)
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{
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//
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downBuffer[i] = MathMax(downBuffer[i], downBuffer[i - 1]);
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//
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mainBuffer[i] = downBuffer[i];
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}
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else
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{
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//
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upBuffer[i] = MathMin(upBuffer[i], upBuffer[i - 1]);
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//
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mainBuffer[i] = upBuffer[i];
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}
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//
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if (directionBuffer[i] == 1)
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{
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mainBufferColor[i] = bullColorIDX;
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}
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//
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if (directionBuffer[i] == -1)
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{
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mainBufferColor[i] = bearColorIDX;
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}
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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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// Custom Functions ...
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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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result = length >= 2 &&
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multiplier > 0;
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//
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return result;
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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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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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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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// Main ...
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ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
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SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
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SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
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//
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SetIndexBuffer(upBufferIndex, upBuffer, INDICATOR_CALCULATIONS);
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//
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SetIndexBuffer(downBufferIndex, downBuffer, INDICATOR_CALCULATIONS);
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//
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SetIndexBuffer(directionBufferIndex, directionBuffer, INDICATOR_CALCULATIONS);
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}
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//
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// Hull Handler ...
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double workHull[][2];
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double iHull(
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double price,
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double period,
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int r,
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int bars,
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int instanceNo = 0 //
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)
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{
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//
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if (ArrayRange(workHull, 0) != bars)
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{
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ArrayResize(workHull, bars);
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}
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//
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int HmaPeriod = (int)MathMax(period, 2);
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int HalfPeriod = (int)MathFloor(HmaPeriod / 2);
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int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
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double hma, hmw, weight;
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instanceNo *= 2;
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//
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workHull[r][instanceNo] = price;
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//
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hmw = HalfPeriod;
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hma = hmw * price;
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for (int k = 1; k < HalfPeriod && (r - k) >= 0; k++)
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{
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//
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weight = HalfPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][instanceNo];
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}
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workHull[r][instanceNo + 1] = 2.0 * hma / hmw;
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//
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hmw = HmaPeriod;
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hma = hmw * price;
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for (int k = 1; k < period && (r - k) >= 0; k++)
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{
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//
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weight = HmaPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][instanceNo];
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}
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workHull[r][instanceNo + 1] -= hma / hmw;
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//
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hmw = HullPeriod;
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hma = hmw * workHull[r][instanceNo + 1];
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for (int k = 1; k < HullPeriod && (r - k) >= 0; k++)
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{
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//
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weight = HullPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][1 + instanceNo];
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}
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//
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return (hma / hmw);
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}
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//
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double getPrice(ENUM_APPLIED_PRICE price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)
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{
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switch (price)
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{
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case PRICE_CLOSE: return(close[i]);
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case PRICE_OPEN: return(open[i]);
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case PRICE_HIGH: return(high[i]);
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case PRICE_LOW: return(low[i]);
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case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
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case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
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case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
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//case PRICE_AVERAGE: return((high[i]+low[i]+close[i]+open[i])/4.0);
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}
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return(0);
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}
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// |