441 lines
9.9 KiB
Plaintext
441 lines
9.9 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Trend Detector Oscillator
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// --------------------------------------------------
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// Name: XTD
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// Description: trend detecting in both sides ...
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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 XTD 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 "XTD"
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//
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// END Constants ...
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//
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//
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// Include Models Library ...
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#include "../Libraries/x-saherelm.models.lib.mq5"
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//
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// START Inputs ...
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//
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input int length = 14; // Market Length
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input bool drawCrosses = true; // Draw Cross Arrows
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//
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// Bullish ...
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input uchar bullishArrowCode = 228; // Cross Over Arrow Code
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input color bullishArrowColor = clrAqua; // Cross Over Arrow Color
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//
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// Bearish ...
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input uchar bearishArrowCode = 230; // Cross Under Arrow Code
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input color bearishArrowColor = clrMagenta; // Cross Under Arrow Color
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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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// Includes Draw Library ...
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#include "../Libraries/x-saherelm.draw.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 3
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#property indicator_plots 2
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//
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#define bullishBufferIndex 0
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#define bearishBufferIndex 1
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#define trendStateBufferIndex 2
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//
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double bullishBuffer[];
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double bearishBuffer[];
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//
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double trendStateBuffer[];
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#property indicator_label1 "XBullPower"
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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_SOLID
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#property indicator_width1 1
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#property indicator_label2 "XBearPower"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_SOLID
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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 xtdBullishCandleCount = 0;
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int xtdBearishCandleCount = 0;
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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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drawPrefix = 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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// 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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// De Init Draw Library ...
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OnDeinitDrawLibrary();
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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(0, length);
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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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// 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, 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 = false;
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//
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// Validate Args ...
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if (length >= 5)
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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 bullishBufferLabel = "BullPow " + "(" + (string)length + ")";
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string bearishBufferLabel = "BearPow " + "(" + (string)length + ")";
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//
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// Bullish Buffer ...
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ArraySetAsSeries(bullishBuffer, true);
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SetIndexBuffer(bullishBufferIndex, bullishBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bullishBufferIndex, PLOT_DRAW_BEGIN, length * 2);
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PlotIndexSetString(bullishBufferIndex, PLOT_LABEL, bullishBufferLabel);
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//
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// Bearish Buffer ...
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ArraySetAsSeries(bearishBuffer, true);
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SetIndexBuffer(bearishBufferIndex, bearishBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bearishBufferIndex, PLOT_DRAW_BEGIN, length * 2);
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PlotIndexSetString(bearishBufferIndex, PLOT_LABEL, bearishBufferLabel);
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//
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// Trend State Buffer ...
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ArraySetAsSeries(trendStateBuffer, true);
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SetIndexBuffer(trendStateBufferIndex, trendStateBuffer, 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, " ", "( ", length, " )");
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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(
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int bar_index,
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const double &close[])
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{
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//
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// Reset Global Counters ...
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xtdBullishCandleCount = 0;
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xtdBearishCandleCount = 0;
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//
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// Loop through Closes ...
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for (int i = bar_index; i <= bar_index + length; i++)
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{
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for (int j = i + 1; j <= bar_index + length; j++)
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{
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//
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if (close[i] > close[j])
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{
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xtdBullishCandleCount++;
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}
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//
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if (close[i] < close[j])
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{
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xtdBearishCandleCount++;
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}
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}
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}
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//
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// Bullish Power Buffer ...
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bullishBuffer[bar_index] = MathAbs(xtdBullishCandleCount);
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//
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// Bearish Trend Buffer ...
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bearishBuffer[bar_index] = MathAbs(xtdBearishCandleCount);
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//
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// Check Cross Points ...
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// bullishCrossedOverBearish = 2;
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// bullishOverBearish = 1;
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// bullishCrossedUnderBearish = -2;
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// bullishUnderBearish = -1;
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// OtherWise = 0;
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bool isBullishCrossedOverBearish = IsCrossOver(
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bullishBuffer,
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bearishBuffer,
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bar_index);
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bool isBullishCrossedUnderBearish = IsCrossUnder(
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bullishBuffer,
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bearishBuffer,
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bar_index);
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bool isBullishOverBearish = IsOver(
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bullishBuffer,
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bearishBuffer,
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bar_index);
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bool isBullishUnderBearish = IsUnder(
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bullishBuffer,
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bearishBuffer,
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bar_index);
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//
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double trendStateValue = 0;
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if (isBullishCrossedOverBearish)
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{
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trendStateValue = 2;
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}
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else if (isBullishCrossedUnderBearish)
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{
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trendStateValue = -2;
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}
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else if (isBullishOverBearish)
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{
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trendStateValue = 1;
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}
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else if (isBullishUnderBearish)
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{
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trendStateValue = -1;
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}
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else
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{
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trendStateValue = 0;
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}
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trendStateBuffer[bar_index] = trendStateValue;
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//
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// Check and Draw Crosses if it's Specified ...
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if (drawCrosses)
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{
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DrawCrosses(
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trendStateValue,
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bar_index);
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}
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}
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//
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// Draw Crosses ...
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void DrawCrosses(
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double stateValue, // trend state value which specified draw direction ...
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int bar_index // the bars which required to draw cross arrow on it ...
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)
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{
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//
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// Only Draw Crosses ...
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if (stateValue != 2 && stateValue != -2)
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{
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return;
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}
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//
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bool isOver = stateValue == 2;
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double low = iLow(_Symbol, _Period, bar_index);
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double high = iHigh(_Symbol, _Period, bar_index);
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//
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double price = isOver ? low : high;
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datetime time = iTime(_Symbol, _Period, bar_index);
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ENUM_ARROW_ANCHOR anchor = isOver ? ANCHOR_TOP : ANCHOR_BOTTOM;
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uchar arrowCode = isOver ? bullishArrowCode : bearishArrowCode;
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color arrowColor = isOver ? bullishArrowColor : bearishArrowColor;
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string crossName = "Trend " + (isOver ? "Up" : "Down") + "_" + (string)time + "_" + (string)price;
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//
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DrawArrow(
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0,
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crossName,
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0,
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time,
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price,
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arrowCode,
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anchor,
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arrowColor);
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}
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//
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// END Functions ...
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//
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