391 lines
8.3 KiB
Plaintext
391 lines
8.3 KiB
Plaintext
/////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 OrderBlock Detector Indicator
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// -----------------------------------------------------
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// Name: XOBD
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// Description: detect Order Blocks based on Swings ...
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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 XOBD 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 "XOBD"
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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 length = 5; // Swing Length
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//
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input uchar swingHighArrowCode = 108; // Swing High Arrow Code
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input color swingHighArrowColor = clrMagenta; // Swing High Arrow Color
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//
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input uchar swingLowArrowCode = 108; // Swing Low Arrow Code
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input color swingLowArrowColor = clrAqua; // Swing Low 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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// Include Common and Models Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Include 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_chart_window
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//
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#property indicator_buffers 1
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#property indicator_plots 0
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//
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#define swingBufferIndex 0
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double swingBuffer[];
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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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// 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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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 * 3);
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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);
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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 >= 2)
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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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ArraySetAsSeries(swingBuffer, true);
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SetIndexBuffer(swingBufferIndex, swingBuffer, 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(int bar_index)
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{
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//
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// GetCandleSwing(bar_index);
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ENUM_X_SWING_TYPE type = X_NO_SWING;
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//
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// Try To Detect Order Blocks ...
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bool isSwingLow = false;
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bool isSwingHigh = false;
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//
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// Reading Candles Data ...
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XOHCL candles[];
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for (int i = bar_index; i < bar_index + ((length * 2) + 2); i++)
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{
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//
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XOHCL iCandle = GetCandle(
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_Symbol,
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_Period,
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i);
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//
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Add(
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iCandle,
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candles);
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}
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//
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// Swing Low ...
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isSwingLow =
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//
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candles[1].close > candles[2].close &&
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candles[2].close > candles[3].close &&
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//
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candles[3].close < candles[4].close &&
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//
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candles[5].close > candles[4].close &&
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candles[6].close > candles[5].close
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//
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;
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//
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if (isSwingLow)
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{
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type = X_SWING_LOW;
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}
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//
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if (!isSwingLow)
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{
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//
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// Swing High ...
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isSwingHigh =
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//
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candles[1].close < candles[2].close &&
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candles[2].close < candles[3].close &&
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//
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candles[3].close > candles[4].close &&
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//
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candles[5].close < candles[4].close &&
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candles[6].close < candles[5].close
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//
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;
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//
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if (isSwingHigh)
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{
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type = X_SWING_HIGH;
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}
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}
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//
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switch (type)
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{
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//
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// Swing High ...
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case X_SWING_HIGH:
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//
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swingBuffer[bar_index] = type;
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DrawSwingArrow(1, bar_index);
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break;
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//
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// Swinmg Low ...
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case X_SWING_LOW:
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//
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swingBuffer[bar_index] = type;
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DrawSwingArrow(0, bar_index);
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break;
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//
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// No Swing ...
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default:
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case X_NO_SWING:
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//
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swingBuffer[bar_index] = 0;
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break;
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}
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}
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//
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// Draw a Swing Arrow Shape ...
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void DrawSwingArrow(
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int type, // Swing Type: 0 - Low / 1 - High ...
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int bar_index)
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{
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//
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bool isSwingHigh = type == 1;
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XOHCL candle = GetCandle(bar_index + 3);
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double arrowDistanceInPoint = 0;
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//
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// Define Required Object Properties fro Draw an Arrow ...
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datetime time = iTime(_Symbol, _Period, bar_index + 3);
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double purePrice = isSwingHigh ? candle.high : candle.low;
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color clr = isSwingHigh ? swingHighArrowColor : swingLowArrowColor;
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ENUM_ARROW_ANCHOR anchor = isSwingHigh ? ANCHOR_BOTTOM : ANCHOR_TOP;
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uchar arrowCode = uchar(isSwingHigh ? swingHighArrowCode : swingLowArrowCode);
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double price = isSwingHigh ? purePrice + arrowDistanceInPoint : purePrice - arrowDistanceInPoint;
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string name = "Swing " + (isSwingHigh ? "High" : "Low") + "_" + (string)time + "_" + (string)purePrice;
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//
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// Draw desired Arrow ...
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DrawArrow(
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0,
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name,
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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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clr);
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}
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//
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// END Functions ...
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//
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