547 lines
12 KiB
Plaintext
547 lines
12 KiB
Plaintext
/////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Cycle Trend Detector Indicator
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// ---------------------------------------------------------
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// Name: XCTD
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// Description: trend detecting based on cycles ...
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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 XCTD 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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#define ShortName "XCTD"
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//
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// Including Models Library ...
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#include "..\Libraries\x-saherelm.models.lib.mq5"
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//
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// END Constants ...
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//
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//
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// START Inputs ...
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//
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//
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input int fastLength = 9; // Fast Length
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input int slowLength = 18; // Slow Length
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//
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input ENUM_MA_METHOD method = MODE_EMA; // Calculation Method
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
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//
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// END Inputs ...
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//
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//
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// Includes Logging Library ...
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#include "../Libraries/x-saherelm.log.lib.mq5";
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//
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// Includes Common Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5";
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//
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// START Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 6
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#property indicator_plots 2
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//
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#define fastBufferIndex 0
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#define slowBufferIndex 1
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#define maBufferIndex 2
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#define stateBufferIndex 3
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#define fastPowerBufferIndex 4
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#define slowPowerBufferIndex 5
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//
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double fastBuffer[];
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double slowBuffer[];
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//
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// INDICATOR CALCULATIONS BUFFERS ...
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//
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// Just Holds a simple Moving Average for Chart Draw Long Cycles ...
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double maBuffer[];
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//
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// holds Fast based On Slow States ...
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double stateBuffer[];
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//
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// Holds Fast Summerize Value ...
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// if Fast[0] > Fast[1] => FastPow += Fast[1]
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// else FastPow -= Fast[1]
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double fastPowerBuffer[];
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//
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// Holds Slow Summerize Value ...
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// if Slow[0] > Slow[1] => SlowPow += Slow[1]
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// else SlowPow -= Slow[1]
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double slowPowerBuffer[];
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#property indicator_label1 "XCTD Fast"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrAqua
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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#property indicator_label2 "XCTD Slow"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrFuchsia
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//
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// END Buffers ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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//
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// XCTD States ...
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enum ENUM_X_XCTD_STATES
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{
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X_XCTD_FAST_CROSSED_OVER_SLOW = 2,
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X_XCTD_FAST_OVER_SLOW = 1,
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X_XCTD_NEUTURAL = 0,
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X_XCTD_FAST_UNDER_SLOW = -1,
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X_XCTD_FAST_CROSSED_UNDER_SLOW = -2,
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};
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//
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// XCTD Buffer Lines ...
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enum ENUM_X_XCTD_BUFFER_LINES
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{
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X_XCTD_FAST_LINE = 0,
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X_XCTD_SLOW_LINE = 1,
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X_XCTD_STATE_LINE = 2,
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};
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//
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ENUM_TIMEFRAMES cyclePeriod;
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int maHandler = INVALID_HANDLE;
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int fastHandler = INVALID_HANDLE;
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int slowHandler = INVALID_HANDLE;
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// START Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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logTag = ShortName;
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Resetting Last Error ...
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ResetLastError();
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//
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// Initialized Requirements ...
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cyclePeriod = GetFarestTimeFrame();
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//
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// Ma Buffer ...
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maHandler = iMA(
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_Symbol,
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_Period,
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14,
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0,
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MODE_SMA,
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PRICE_CLOSE);
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if (maHandler == INVALID_HANDLE)
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{
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//
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LogMessage("Error in Ma Indicator initialization: " + (string)GetLastError());
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//
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return INIT_FAILED;
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}
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//
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// fatst Handler ...
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fastHandler = iMA(
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_Symbol,
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cyclePeriod,
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fastLength,
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0,
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method,
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appliedTo);
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if (fastHandler == INVALID_HANDLE)
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{
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//
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LogMessage("Error in Fast Indicator initialization: " + (string)GetLastError());
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//
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return INIT_FAILED;
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}
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//
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// slow Handler ...
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slowHandler = iMA(
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_Symbol,
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cyclePeriod,
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slowLength,
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0,
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method,
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appliedTo);
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if (slowHandler == INVALID_HANDLE)
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{
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//
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LogMessage("Error in Slow Indicator initialization: " + (string)GetLastError());
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//
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return INIT_FAILED;
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}
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//
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Comment(ShortName + " Cycle Period: " + EnumToString(cyclePeriod));
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Here we can handle De Initialization Reasons ...
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//
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// ReDraw Chart ...
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ChartRedraw();
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//
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Comment("");
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}
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//
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// Calculations ...
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//
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// Calculating what we want ...
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int OnCalculate(
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//
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// total Candles on chart ...
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const int rates_total,
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//
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// total calculated Candles on charts ...
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const int prev_calculated,
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//
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// history of Candles Open Time ...
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const datetime &time[],
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//
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// history of Candles Open Price ...
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const double &open[],
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//
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// history of Candles High Price ...
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const double &high[],
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//
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// history of Candles Low Price ...
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const double &low[],
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//
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// history of Candles Close Price ...
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const double &close[],
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//
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// history of Tick Volumes on Candle ...
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const long &tick_volume[],
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//
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// history of Trade Volumes ...
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const long &volume[],
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//
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// history of Candles Spread Price ...
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const int &spread[])
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{
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//
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// Prepare Buffers ...
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, true);
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ArraySetAsSeries(volume, true);
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ArraySetAsSeries(spread, true);
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//
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// this counts Available Bars ...
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int limit;
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//
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// because in some cases we may have more than one input for
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// calculation and we must prevent any calculation
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// untill we pass the biggest input length, here we get max Input length
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// and then wait until pass it ...
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int maxLength = MathMax(fastLength, slowLength);
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maxLength = MathMax(maxLength, 14);
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//
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// Get Retrieved Values from indicators ...
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int maCalculatedBars = BarsCalculated(maHandler);
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int fastCalculatedBars = BarsCalculated(fastHandler);
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int slowCalculatedBars = BarsCalculated(slowHandler);
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//
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// Check Calculated Bars ...
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if (
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maCalculatedBars < maxLength ||
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fastCalculatedBars < maxLength ||
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slowCalculatedBars < maxLength)
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{
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return prev_calculated;
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}
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//
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limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated;
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//
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// Copy Buffers from indicators ...
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int maCopiedItems = CopyBuffer(maHandler, 0, 0, limit + 1, maBuffer);
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int fastCopiedItems = CopyBuffer(fastHandler, 0, 0, limit + 1, fastBuffer);
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int slowCopiedItems = CopyBuffer(slowHandler, 0, 0, limit + 1, slowBuffer);
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//
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// Check Copied Items Number ...
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if (
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maCopiedItems <= 0 ||
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fastCopiedItems <= 0 ||
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slowCopiedItems <= 0)
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{
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return prev_calculated;
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}
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//
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// Main Loop ...
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(i);
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}
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//
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return rates_total;
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// Validate Input Args for Initialization ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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// Validate Args ...
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if (fastLength >= 4 && slowLength > fastLength)
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{
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result = true;
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}
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//
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return result;
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}
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//
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// Define Indexes and Styles ...
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void DefineBuffers()
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{
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//
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string fastBufferLabel = ShortName + " Fast (" + (string)fastLength + ")";
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string slowBufferLabel = ShortName + " Slow (" + (string)slowLength + ")";
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//
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// MA Buffer ...
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ArraySetAsSeries(maBuffer, true);
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SetIndexBuffer(maBufferIndex, maBuffer, INDICATOR_CALCULATIONS);
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//
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// Fast Buffer ...
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ArraySetAsSeries(fastBuffer, true);
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SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(fastBufferIndex, PLOT_DRAW_BEGIN, fastLength);
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PlotIndexSetString(fastBufferIndex, PLOT_LABEL, fastBufferLabel);
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//
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// Slow Buffer ...
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ArraySetAsSeries(slowBuffer, true);
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SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(slowBufferIndex, PLOT_DRAW_BEGIN, slowLength);
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PlotIndexSetString(slowBufferIndex, PLOT_LABEL, slowBufferLabel);
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//
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// State Buffer ...
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ArraySetAsSeries(stateBuffer, true);
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SetIndexBuffer(stateBufferIndex, stateBuffer, INDICATOR_CALCULATIONS);
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//
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// Fast Power Buffer ...
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ArraySetAsSeries(fastPowerBuffer, true);
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SetIndexBuffer(fastPowerBufferIndex, fastPowerBuffer, INDICATOR_CALCULATIONS);
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//
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// Slow Power Buffer ...
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ArraySetAsSeries(slowPowerBuffer, true);
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SetIndexBuffer(slowPowerBufferIndex, slowPowerBuffer, INDICATOR_CALCULATIONS);
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}
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//
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// Set Indicator Short Name and also we can define Buffers Labels ...
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void SetIndicatorName()
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{
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//
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string indicatorShortName = "";
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StringConcatenate(indicatorShortName, ShortName, "");
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//
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IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
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}
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//
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// Calculate Buffers ...
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void CalculateBuffers(int bar_index)
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{
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//
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// here we must calculate required Buffers ...
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// Ma, Fast and Slow buffers filled using CopyBuffer ...
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// StateBuffer/FastPowerBuffer and SlowPowerBuffer needs to Calculate ...
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//
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// Retrieve Different State ...
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bool isFastCrossedOverSlow = IsCrossOver(fastBuffer, slowBuffer, bar_index);
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bool isFastOverSlow = IsOver(fastBuffer, slowBuffer, bar_index);
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bool isFastCrossedUnderSlow = IsCrossUnder(fastBuffer, slowBuffer, bar_index);
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bool isFastUnderSlow = IsUnder(fastBuffer, slowBuffer, bar_index);
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//
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// Calculate State Buffer ...
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double stateValue = X_XCTD_NEUTURAL;
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if (isFastCrossedOverSlow)
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{
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stateValue = X_XCTD_FAST_CROSSED_OVER_SLOW;
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}
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else if (isFastCrossedUnderSlow)
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{
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stateValue = X_XCTD_FAST_CROSSED_UNDER_SLOW;
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}
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else if (isFastOverSlow)
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{
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stateValue = X_XCTD_FAST_OVER_SLOW;
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}
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else if (isFastUnderSlow)
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{
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stateValue = X_XCTD_FAST_UNDER_SLOW;
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}
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//
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stateBuffer[bar_index] = stateValue;
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//
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// Calculate FastPower Buffer ...
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if (ArraySize(fastPowerBuffer) <= fastLength)
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{
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fastPowerBuffer[bar_index] = 0; // fastBuffer[bar_index];
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}
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else
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{
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//
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double fastDiff = fastBuffer[bar_index] - fastBuffer[bar_index + 1];
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double fastPowerValue = fastPowerBuffer[bar_index + 1] + fastDiff;
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// //
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// if (fastBuffer[bar_index] > fastBuffer[bar_index + 1])
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// {
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// fastPowerValue += fastBuffer[bar_index];
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// }
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// else
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// {
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// fastPowerValue -= fastBuffer[bar_index];
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// }
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//
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fastPowerBuffer[bar_index] = fastPowerValue;
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}
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//
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// Calculate SlowPower Buffer ...
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if (ArraySize(slowPowerBuffer) <= slowLength)
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{
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slowPowerBuffer[bar_index] = 0; // slowBuffer[bar_index];
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}
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else
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{
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//
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double slowDiff = slowBuffer[bar_index] - slowBuffer[bar_index + 1];
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double slowPowerValue = slowPowerBuffer[bar_index + 1] + slowDiff;
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//
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// if (slowBuffer[bar_index] > slowBuffer[bar_index + 1])
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// {
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// slowPowerValue += slowBuffer[bar_index];
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// }
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// else
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// {
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// slowPowerValue -= slowBuffer[bar_index];
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// }
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//
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slowPowerBuffer[bar_index] = slowPowerValue;
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}
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}
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//
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// END Functions ...
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//
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