632 lines
15 KiB
Plaintext
632 lines
15 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// ---------------------------------------------
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// Name: X121_XCHE
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// Description: Chandelier Exit Indicator ...
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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 X121_XCHE Indicator"
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#property strict
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//
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// START Constants ...
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//
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//
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#define ShortName "X121_XCHE"
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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 group "Market";
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input int length = 35; // Length
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input int loopback = 26; // Loopback
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input double multiplier1 = 3.0; // 1st Multiplier
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input double multiplier2 = 3.5; // 2nd Multiplier
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//
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input group "Calculation";
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input ENUM_APPLIED_PRICE upAppliedTo = PRICE_HIGH; // Up Zone Applied to
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input ENUM_APPLIED_PRICE downAppliedTo = PRICE_LOW; // Down Zone Applied to
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//
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input group "Presentation";
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input bool showLongExit1Line = true; // Show 1st Long Exit
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input bool showShortExit1Line = true; // Show 1st Short Exit
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input bool showLongExit2Line = true; // Show 2st Long Exit
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input bool showShortExit2Line = true; // Show 2st Short Exit
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//
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// END Inputs ...
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//
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//
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// START Includes and Imports ...
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//
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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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// END Includes and Imports ...
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//
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//
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// START Buffers ...
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//
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 8
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#property indicator_plots 8
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//
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// Long Exit 1 ...
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#define longExit1BufferIndex 0
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double longExit1Buffer[];
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//
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#property indicator_label1 "X121_XCHE LE 1"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLime
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#property indicator_style1 STYLE_DOT
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//
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// Short Exit 1 ...
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#define shortExit1BufferIndex 1
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double shortExit1Buffer[];
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//
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#property indicator_label2 "X121_XCHE SE 1"
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#property indicator_type2 DRAW_LINE
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#property indicator_style2 STYLE_DOT
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#property indicator_color2 clrRed
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//
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// Long Exit 2 ...
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#define longExit2BufferIndex 2
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double longExit2Buffer[];
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//
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#property indicator_label3 "X121_XCHE LE 2"
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#property indicator_type3 DRAW_LINE
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#property indicator_style2 STYLE_DOT
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#property indicator_color3 clrAqua
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//
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// Short Exit 2 ...
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#define shortExit2BufferIndex 3
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double shortExit2Buffer[];
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//
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#property indicator_label4 "X121_XCHE SE 2"
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#property indicator_type4 DRAW_LINE
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#property indicator_style2 STYLE_DOT
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#property indicator_color4 clrMagenta
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//
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// START Arrows ...
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//
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// Long Exit 1 Start ...
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#define longExit1StartBufferIndex 4
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double longExit1StartBuffer[];
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//
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#property indicator_label5 "X121_XCHE LES 1"
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#property indicator_type5 DRAW_ARROW
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#property indicator_color5 clrLime
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//
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// Short Exit 1 Start ...
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#define shortExit1StartBufferIndex 5
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double shortExit1StartBuffer[];
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//
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#property indicator_label6 "X121_XCHE SES 1"
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#property indicator_type6 DRAW_ARROW
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#property indicator_color6 clrRed
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//
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// Long Exit 2 Start ...
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#define longExit2StartBufferIndex 6
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double longExit2StartBuffer[];
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//
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#property indicator_label7 "X121_XCHE LES 2"
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#property indicator_type7 DRAW_ARROW
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#property indicator_color7 clrAqua
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//
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// Short Exit 2 Start ...
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#define shortExit2StartBufferIndex 7
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double shortExit2StartBuffer[];
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//
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#property indicator_label8 "X121_XCHE SES 2"
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#property indicator_type8 DRAW_ARROW
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#property indicator_color8 clrMagenta
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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 maxLength;
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//
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// Working Array ...
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double work[][6];
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#define hi1Idx 0
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#define lo1Idx 1
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#define hi2Idx 2
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#define lo2Idx 3
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#define trend1Idx 4
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#define trend2Idx 5
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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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// 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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maxLength = ExtractMaxLengthOfInputs();
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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 mPeriod 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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//
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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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if (Bars(_Symbol, _Period) < rates_total)
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{
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return (prev_calculated);
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}
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//
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if (ArrayRange(work, 0) != rates_total)
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{
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ArrayResize(work, rates_total);
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}
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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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limit = prev_calculated - 1;
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if (limit < 0)
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{
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limit = 0;
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}
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//
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// Main Loop ...
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for (int i = limit; i < rates_total && !IsStopped(); i++)
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{
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CalculateBuffers(
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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low,
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close);
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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 = true;
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//
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result =
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length >= 9 &&
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loopback >= 0;
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//
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return result;
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}
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//
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// Retrieve all Exists Input Max Length ...
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// use for Start Of Drawing ...
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int ExtractMaxLengthOfInputs()
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{
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//
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int result = 0;
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//
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result = MathMax(length, loopback);
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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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uint arrowCode = 159;
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//
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// LEVEL 1 ...
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//
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// Long Exit 1 ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE longExit1DrawType = showLongExit1Line ? DRAW_LINE : DRAW_NONE;
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ENUM_DRAW_TYPE longExit1StartDrawType = showLongExit1Line ? DRAW_ARROW : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(longExit1BufferIndex, longExit1Buffer, INDICATOR_DATA);
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PlotIndexSetInteger(longExit1BufferIndex, PLOT_SHOW_DATA, showLongExit1Line);
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PlotIndexSetInteger(longExit1BufferIndex, PLOT_DRAW_TYPE, longExit1DrawType);
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//
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// Start Buffer ...
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SetIndexBuffer(longExit1StartBufferIndex, longExit1StartBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_ARROW, arrowCode);
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PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_SHOW_DATA, false);
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PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_DRAW_TYPE, longExit1StartDrawType);
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//
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// Short Exit 1 ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE shortExit1DrawType = showShortExit1Line ? DRAW_LINE : DRAW_NONE;
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ENUM_DRAW_TYPE shortExit1StartDrawType = showShortExit1Line ? DRAW_ARROW : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(shortExit1BufferIndex, shortExit1Buffer, INDICATOR_DATA);
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PlotIndexSetInteger(shortExit1BufferIndex, PLOT_SHOW_DATA, showShortExit1Line);
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PlotIndexSetInteger(shortExit1BufferIndex, PLOT_DRAW_TYPE, shortExit1DrawType);
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//
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// Start Buffer ...
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SetIndexBuffer(shortExit1StartBufferIndex, shortExit1StartBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_ARROW, arrowCode);
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PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_SHOW_DATA, false);
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PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_DRAW_TYPE, shortExit1StartDrawType);
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//
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// LEVEL 2 ...
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//
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// Long Exit 2 ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE longExit2DrawType = showLongExit2Line ? DRAW_LINE : DRAW_NONE;
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ENUM_DRAW_TYPE longExit2StartDrawType = showLongExit2Line ? DRAW_ARROW : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(longExit2BufferIndex, longExit2Buffer, INDICATOR_DATA);
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PlotIndexSetInteger(longExit2BufferIndex, PLOT_SHOW_DATA, showLongExit2Line);
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PlotIndexSetInteger(longExit2BufferIndex, PLOT_DRAW_TYPE, longExit2DrawType);
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//
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// Start Buffer ...
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SetIndexBuffer(longExit2StartBufferIndex, longExit2StartBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_ARROW, arrowCode);
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PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_SHOW_DATA, false);
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PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_DRAW_TYPE, longExit2StartDrawType);
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//
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// Short Exit 2 ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE shortExit2DrawType = showShortExit2Line ? DRAW_LINE : DRAW_NONE;
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ENUM_DRAW_TYPE shortExit2StartDrawType = showShortExit2Line ? DRAW_ARROW : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(shortExit2BufferIndex, shortExit2Buffer, INDICATOR_DATA);
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PlotIndexSetInteger(shortExit2BufferIndex, PLOT_SHOW_DATA, showShortExit2Line);
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PlotIndexSetInteger(shortExit2BufferIndex, PLOT_DRAW_TYPE, shortExit2DrawType);
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//
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// Start Buffer ...
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SetIndexBuffer(shortExit2StartBufferIndex, shortExit2StartBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_ARROW, arrowCode);
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PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_SHOW_DATA, false);
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PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_DRAW_TYPE, shortExit2StartDrawType);
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}
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//
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// Calculate Buffers ...
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void CalculateBuffers(
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int bar_index, // Selected Bar Index
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int prevCalculated, // Previous Calculated
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int ratesTotal, // Total Rates
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const double &open[], // Rates Open ...
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const double &high[], // Rates High ...
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const double &low[], // Rates Low ...
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const double &close[] // Rates Close ...
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)
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{
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//
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// Cleanup Buffers ...
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longExit1Buffer[bar_index] = longExit1StartBuffer[bar_index] = shortExit1Buffer[bar_index] = shortExit1StartBuffer[bar_index] = EMPTY_VALUE;
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longExit2Buffer[bar_index] = longExit2StartBuffer[bar_index] = shortExit2Buffer[bar_index] = shortExit2StartBuffer[bar_index] = EMPTY_VALUE;
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//
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int start = MathMax(bar_index - loopback, 0);
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//
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// Calculate ATR Value ...
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double atrValue = 0;
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for (int k = 1; k <= length && (bar_index - k - 1) >= 0; k++)
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{
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//
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atrValue += MathMax(high[bar_index - k], close[MathMax(bar_index - k - 1, 0)]) -
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MathMin(low[bar_index - k], close[MathMax(bar_index - k - 1, 0)]);
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}
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atrValue /= (double)length;
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//
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// Retrieve Highest High and Lowest Lows ...
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double loopbackMax = high[ArrayMaximum(high, start, loopback)];
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double loopbackMin = low[ArrayMinimum(low, start, loopback)];
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//
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// Fill Multi Dimesional Working Array ...
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work[bar_index][hi1Idx] = loopbackMax - multiplier1 * atrValue;
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work[bar_index][lo1Idx] = loopbackMin + multiplier1 * atrValue;
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work[bar_index][hi2Idx] = loopbackMax - multiplier2 * atrValue;
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work[bar_index][lo2Idx] = loopbackMin + multiplier2 * atrValue;
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work[bar_index][trend1Idx] = (bar_index > 0) ? work[bar_index - 1][trend1Idx] : 0;
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work[bar_index][trend2Idx] = (bar_index > 0) ? work[bar_index - 1][trend2Idx] : 0;
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//
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if (bar_index > 0)
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{
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//
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// Calculate Trends ...
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if (close[bar_index] > work[bar_index - 1][lo1Idx])
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{
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work[bar_index][trend1Idx] = 1;
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}
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//
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if (close[bar_index] < work[bar_index - 1][hi1Idx])
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{
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work[bar_index][trend1Idx] = -1;
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}
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//
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if (close[bar_index] > work[bar_index - 1][lo2Idx])
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{
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work[bar_index][trend2Idx] = 1;
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}
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//
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if (close[bar_index] < work[bar_index - 1][hi2Idx])
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{
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work[bar_index][trend2Idx] = -1;
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}
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//
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// Calculate Exit Values ...
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//
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// Exit 1 ...
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//
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// Long ...
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if (multiplier1 > 0 && work[bar_index][trend1Idx] == 1)
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{
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//
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if (work[bar_index][hi1Idx] < work[bar_index - 1][hi1Idx])
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{
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work[bar_index][hi1Idx] = work[bar_index - 1][hi1Idx];
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}
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//
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longExit1Buffer[bar_index] = work[bar_index][hi1Idx];
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//
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if (longExit1Buffer[bar_index - 1] == EMPTY_VALUE)
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{
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longExit1StartBuffer[bar_index] = longExit1Buffer[bar_index];
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}
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}
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//
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// Short ...
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if (multiplier1 > 0 && work[bar_index][trend1Idx] == -1)
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{
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//
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if (work[bar_index][lo1Idx] > work[bar_index - 1][lo1Idx])
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{
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work[bar_index][lo1Idx] = work[bar_index - 1][lo1Idx];
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}
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|
|
//
|
|
shortExit1Buffer[bar_index] = work[bar_index][lo1Idx];
|
|
|
|
//
|
|
if (shortExit1Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
shortExit1StartBuffer[bar_index] = shortExit1Buffer[bar_index];
|
|
}
|
|
}
|
|
|
|
//
|
|
// Exit 2 ...
|
|
|
|
//
|
|
// Long ...
|
|
if (multiplier2 > 0 && work[bar_index][trend2Idx] == 1)
|
|
{
|
|
if (work[bar_index][hi2Idx] < work[bar_index - 1][hi2Idx])
|
|
{
|
|
work[bar_index][hi2Idx] = work[bar_index - 1][hi2Idx];
|
|
}
|
|
|
|
//
|
|
longExit2Buffer[bar_index] = work[bar_index][hi2Idx];
|
|
|
|
//
|
|
if (longExit2Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
longExit2StartBuffer[bar_index] = longExit2Buffer[bar_index];
|
|
}
|
|
}
|
|
|
|
//
|
|
// Short ...
|
|
if (multiplier2 > 0 && work[bar_index][trend2Idx] == -1)
|
|
{
|
|
//
|
|
if (work[bar_index][lo2Idx] > work[bar_index - 1][lo2Idx])
|
|
{
|
|
work[bar_index][lo2Idx] = work[bar_index - 1][lo2Idx];
|
|
}
|
|
|
|
//
|
|
shortExit2Buffer[bar_index] = work[bar_index][lo2Idx];
|
|
|
|
//
|
|
if (shortExit2Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
shortExit2StartBuffer[bar_index] = shortExit2Buffer[bar_index];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// END Functions ...
|
|
//
|