466 lines
11 KiB
Plaintext
466 lines
11 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Trend Detector Oscillator
|
|
// --------------------------------------------------
|
|
// Name: XTD
|
|
// Description: trend detecting in both sides ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://saherelm.ir"
|
|
#property version "1.00"
|
|
#property description "SaherElm XTD Oscillator"
|
|
#property strict
|
|
|
|
//
|
|
// START Constants ...
|
|
//
|
|
#define ShortName "XTD"
|
|
|
|
//
|
|
// XTD Oscillator States ...
|
|
enum ENUM_X_XTD_STATES
|
|
{
|
|
X_XTD_BULLISH_CROSSED_OVER_BEARISH = 2,
|
|
X_XTD_BULLISH_OVER_BEARISH = 1,
|
|
X_XTD_NEUTURAL = 0,
|
|
X_XTD_BULLISH_UNDER_BEARISH = -1,
|
|
X_XTD_BULLISH_CROSSED_UNDER_BEARISH = -2
|
|
};
|
|
//
|
|
// END Constants ...
|
|
//
|
|
|
|
//
|
|
// Include Models Library ...
|
|
#include "../Libraries/x-saherelm.models.lib.mq5"
|
|
|
|
//
|
|
// START Inputs ...
|
|
//
|
|
input int length = 14; // Market Length
|
|
input bool drawCrosses = true; // Draw Cross Arrows
|
|
|
|
//
|
|
// Bullish ...
|
|
input uchar bullishArrowCode = 228; // Cross Over Arrow Code
|
|
input color bullishArrowColor = clrAqua; // Cross Over Arrow Color
|
|
|
|
//
|
|
// Bearish ...
|
|
input uchar bearishArrowCode = 230; // Cross Under Arrow Code
|
|
input color bearishArrowColor = clrMagenta; // Cross Under Arrow Color
|
|
//
|
|
// END Inputs ...
|
|
//
|
|
|
|
//
|
|
// Includes Logging Library ...
|
|
#include "../Libraries/x-saherelm.log.lib.mq5";
|
|
|
|
//
|
|
// Includes Common Library ...
|
|
#include "../Libraries/x-saherelm.common.lib.mq5";
|
|
|
|
//
|
|
// Includes Draw Library ...
|
|
#include "../Libraries/x-saherelm.draw.lib.mq5";
|
|
|
|
//
|
|
// START Buffers ...
|
|
//
|
|
#property indicator_separate_window
|
|
|
|
//
|
|
#property indicator_buffers 3
|
|
#property indicator_plots 3
|
|
|
|
//
|
|
#define bullishBufferIndex 0
|
|
#define bearishBufferIndex 1
|
|
#define signalBufferIndex 2
|
|
|
|
//
|
|
double bullishBuffer[];
|
|
double bearishBuffer[];
|
|
double signalBuffer[];
|
|
|
|
//
|
|
#property indicator_label1 "XBullPower"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrLime
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//
|
|
#property indicator_label2 "XBearPower"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrRed
|
|
#property indicator_style2 STYLE_SOLID
|
|
#property indicator_width2 1
|
|
|
|
//
|
|
#property indicator_label3 "XSignal"
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_color3 clrGold
|
|
#property indicator_style3 STYLE_DOT
|
|
#property indicator_width3 1
|
|
//
|
|
// END Buffers ...
|
|
//
|
|
|
|
//
|
|
// START Global Definitions: Variables, Properties and etc ...
|
|
//
|
|
//
|
|
int xtdBullishCandleCount = 0;
|
|
int xtdBearishCandleCount = 0;
|
|
//
|
|
// END Global Definitions: Variables, Properties and etc ...
|
|
//
|
|
|
|
//
|
|
// START Event Handlers ...
|
|
//
|
|
//
|
|
// Initialization ...
|
|
int OnInit()
|
|
{
|
|
//
|
|
// Validate Inputs ...
|
|
if (!ValidateInputs())
|
|
{
|
|
return INIT_PARAMETERS_INCORRECT;
|
|
}
|
|
|
|
//
|
|
logTag = ShortName;
|
|
drawPrefix = ShortName;
|
|
|
|
//
|
|
// Define Index Buffers ...
|
|
DefineBuffers();
|
|
|
|
//
|
|
// Set Indicator ShortName ...
|
|
SetIndicatorName();
|
|
|
|
//
|
|
// Init Succeed ...
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
|
|
//
|
|
// DeInitialization ...
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//
|
|
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
|
// REASON_REMOVE 1 Program removed from a chart
|
|
// REASON_RECOMPILE 2 Program recompiled
|
|
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
|
// REASON_CHARTCLOSE 4 Chart closed
|
|
// REASON_PARAMETERS 5 Inputs changed by a user
|
|
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
|
// REASON_TEMPLATE 7 Another chart template applied
|
|
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
|
// REASON_CLOSE 9 Terminal closed
|
|
|
|
//
|
|
// Here we can handle De Initialization Reasons ...
|
|
|
|
//
|
|
// De Init Draw Library ...
|
|
OnDeinitDrawLibrary();
|
|
}
|
|
|
|
//
|
|
// Calculations ...
|
|
//
|
|
// Calculating what we want ...
|
|
int OnCalculate(
|
|
//
|
|
// total Candles on chart ...
|
|
const int rates_total,
|
|
//
|
|
// total calculated Candles on charts ...
|
|
const int prev_calculated,
|
|
//
|
|
// history of Candles Open Time ...
|
|
const datetime &time[],
|
|
//
|
|
// history of Candles Open Price ...
|
|
const double &open[],
|
|
//
|
|
// history of Candles High Price ...
|
|
const double &high[],
|
|
//
|
|
// history of Candles Low Price ...
|
|
const double &low[],
|
|
//
|
|
// history of Candles Close Price ...
|
|
const double &close[],
|
|
//
|
|
// history of Tick Volumes on Candle ...
|
|
const long &tick_volume[],
|
|
//
|
|
// history of Trade Volumes ...
|
|
const long &volume[],
|
|
//
|
|
// history of Candles Spread Price ...
|
|
const int &spread[])
|
|
{
|
|
//
|
|
// Prepare Buffers ...
|
|
ArraySetAsSeries(time, true);
|
|
ArraySetAsSeries(open, true);
|
|
ArraySetAsSeries(high, true);
|
|
ArraySetAsSeries(low, true);
|
|
ArraySetAsSeries(close, true);
|
|
ArraySetAsSeries(tick_volume, true);
|
|
ArraySetAsSeries(volume, true);
|
|
ArraySetAsSeries(spread, true);
|
|
|
|
//
|
|
// this counts Available Bars ...
|
|
int limit;
|
|
|
|
//
|
|
// because in some cases we may have more than one input for
|
|
// calculation and we must prevent any calculation
|
|
// untill we pass the biggest input length, here we get max Input length
|
|
// and then wait until pass it ...
|
|
int maxLength = MathMax(0, length);
|
|
|
|
//
|
|
limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated;
|
|
|
|
//
|
|
// Main Loop ...
|
|
for (int i = limit; i >= 0 && !IsStopped(); i--)
|
|
{
|
|
//
|
|
CalculateBuffers(i, close);
|
|
}
|
|
|
|
//
|
|
return rates_total;
|
|
}
|
|
//
|
|
// END Event Handlers ...
|
|
//
|
|
|
|
//
|
|
// START Functions ...
|
|
//
|
|
//
|
|
// Validate Input Args for Initialization ...
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Validate Args ...
|
|
if (length >= 5)
|
|
{
|
|
result = true;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Define Indexes and Styles ...
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
// Bullish Buffer ...
|
|
string bullishBufferLabel = ShortName + "BullPow " + "(" + (string)length + ")";
|
|
ArraySetAsSeries(bullishBuffer, true);
|
|
SetIndexBuffer(bullishBufferIndex, bullishBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(bullishBufferIndex, PLOT_DRAW_BEGIN, length);
|
|
PlotIndexSetString(bullishBufferIndex, PLOT_LABEL, bullishBufferLabel);
|
|
|
|
//
|
|
// Bearish Buffer ...
|
|
string bearishBufferLabel = ShortName + "BearPow " + "(" + (string)length + ")";
|
|
ArraySetAsSeries(bearishBuffer, true);
|
|
SetIndexBuffer(bearishBufferIndex, bearishBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(bearishBufferIndex, PLOT_DRAW_BEGIN, length);
|
|
PlotIndexSetString(bearishBufferIndex, PLOT_LABEL, bearishBufferLabel);
|
|
|
|
//
|
|
// Signal Buffer ...
|
|
string signalBufferLabel = ShortName + "Signal " + "(" + (string)length + ")";
|
|
ArraySetAsSeries(signalBuffer, true);
|
|
SetIndexBuffer(signalBufferIndex, signalBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(signalBufferIndex, PLOT_DRAW_BEGIN, length);
|
|
PlotIndexSetString(signalBufferIndex, PLOT_LABEL, signalBufferLabel);
|
|
}
|
|
|
|
//
|
|
// Set Indicator Short Name and also we can define Buffers Labels ...
|
|
void SetIndicatorName()
|
|
{
|
|
//
|
|
string indicatorShortName = "";
|
|
StringConcatenate(indicatorShortName, ShortName, " ", "( ", length, " )");
|
|
|
|
//
|
|
IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
|
|
}
|
|
|
|
//
|
|
// Calculate Buffers ...
|
|
void CalculateBuffers(
|
|
int bar_index,
|
|
const double &close[])
|
|
{
|
|
//
|
|
// Reset Global Counters ...
|
|
xtdBullishCandleCount = 0;
|
|
xtdBearishCandleCount = 0;
|
|
|
|
//
|
|
// Loop through Closes ...
|
|
for (int i = bar_index; i <= bar_index + length; i++)
|
|
{
|
|
for (int j = i + 1; j <= bar_index + length; j++)
|
|
{
|
|
//
|
|
if (close[i] > close[j])
|
|
{
|
|
xtdBullishCandleCount++;
|
|
}
|
|
|
|
//
|
|
if (close[i] < close[j])
|
|
{
|
|
xtdBearishCandleCount++;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bullish Power Buffer ...
|
|
bullishBuffer[bar_index] = MathAbs(xtdBullishCandleCount);
|
|
|
|
//
|
|
// Bearish Power Buffer ...
|
|
bearishBuffer[bar_index] = MathAbs(xtdBearishCandleCount);
|
|
|
|
//
|
|
// Signal Buffer ...
|
|
signalBuffer[bar_index] = bullishBuffer[bar_index] - bearishBuffer[bar_index];
|
|
|
|
//
|
|
// Check and Draw Crosses if it's Specified ...
|
|
if (drawCrosses)
|
|
{
|
|
DrawCrosses(bar_index);
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
double GetState(
|
|
int bar_index // Specified Bar Index
|
|
)
|
|
{
|
|
//
|
|
// Check Cross Points ...
|
|
// bullishCrossedOverBearish = 2;
|
|
// bullishOverBearish = 1;
|
|
// bullishCrossedUnderBearish = -2;
|
|
// bullishUnderBearish = -1;
|
|
// OtherWise = 0;
|
|
bool isBullishCrossedOverBearish = IsCrossOver(
|
|
bullishBuffer,
|
|
bearishBuffer,
|
|
bar_index);
|
|
bool isBullishCrossedUnderBearish = IsCrossUnder(
|
|
bullishBuffer,
|
|
bearishBuffer,
|
|
bar_index);
|
|
bool isBullishOverBearish = IsOver(
|
|
bullishBuffer,
|
|
bearishBuffer,
|
|
bar_index);
|
|
bool isBullishUnderBearish = IsUnder(
|
|
bullishBuffer,
|
|
bearishBuffer,
|
|
bar_index);
|
|
|
|
//
|
|
double result = X_XTD_NEUTURAL;
|
|
if (isBullishCrossedOverBearish)
|
|
{
|
|
result = X_XTD_BULLISH_CROSSED_OVER_BEARISH;
|
|
}
|
|
else if (isBullishCrossedUnderBearish)
|
|
{
|
|
result = X_XTD_BULLISH_CROSSED_UNDER_BEARISH;
|
|
}
|
|
else if (isBullishOverBearish)
|
|
{
|
|
result = X_XTD_BULLISH_OVER_BEARISH;
|
|
}
|
|
else if (isBullishUnderBearish)
|
|
{
|
|
result = X_XTD_BULLISH_UNDER_BEARISH;
|
|
}
|
|
else
|
|
{
|
|
result = X_XTD_NEUTURAL;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Draw Crosses ...
|
|
void DrawCrosses(
|
|
int bar_index // the bars which required to draw cross arrow on it ...
|
|
)
|
|
{
|
|
//
|
|
double stateValue = GetState(bar_index);
|
|
|
|
//
|
|
bool isOver = stateValue == 2;
|
|
double low = iLow(_Symbol, _Period, bar_index);
|
|
double high = iHigh(_Symbol, _Period, bar_index);
|
|
|
|
//
|
|
double price = isOver ? low : high;
|
|
datetime time = iTime(_Symbol, _Period, bar_index);
|
|
ENUM_ARROW_ANCHOR anchor = isOver ? ANCHOR_TOP : ANCHOR_BOTTOM;
|
|
uchar arrowCode = isOver ? bullishArrowCode : bearishArrowCode;
|
|
color arrowColor = isOver ? bullishArrowColor : bearishArrowColor;
|
|
string crossName = "Trend " + (isOver ? "Up" : "Down") + "_" + (string)time + "_" + (string)price;
|
|
|
|
//
|
|
DrawArrow(
|
|
0,
|
|
crossName,
|
|
0,
|
|
time,
|
|
price,
|
|
arrowCode,
|
|
anchor,
|
|
arrowColor);
|
|
}
|
|
//
|
|
// END Functions ...
|
|
//
|