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xMQL5/X121-EA/V1.0/Indicators/x-saherelm.xchvwap.mq5
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2024-10-11 19:46:23 +03:30

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///////////////////////////////////////////////////////
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------
// Name: XCHVWAP
// Description: XCHVWAP Trend Detector ...
//
// 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 XCHVWAP Indicator"
#property strict
//
#define ShortName "XCHVWAP"
//
// Includes Common Library ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Market ...
input group "Market";
input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
//
input group "Cycles";
//
input group "Short";
input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
//
input group "Medium";
input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
//
input group "Long";
input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
//
input group "Hind";
input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
//
// Presentation ...
input group "Presentation";
input bool showShort = true; // Show Short Cycle
input bool showMedium = true; // Show Medium Cycle
input bool showLong = true; // Show Long Cycle
input bool showHind = true; // Show Hind Cycle
//
// Buffers ...
//
#property indicator_chart_window
//
#property indicator_buffers 14
#property indicator_plots 8
//
#define hideColorIDX 0
#define bullishColorIDX 1
#define bearishColorIDX 2
#define neuturalColorIDX 3
//
// Short ...
//
#define sBufferIndex 0
double sBuffer[];
//
#define sColorBufferIndex 1
double sColorBuffer[];
//
#define sPlotBufferIndex 0
#property indicator_label1 "XCHVWAP S"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 CLR_NONE, clrGreen, clrRed, clrGray
#property indicator_style1 STYLE_DOT
#property indicator_width1 1
//
// Medium ...
//
#define mBufferIndex 2
double mBuffer[];
//
#define mColorBufferIndex 3
double mColorBuffer[];
//
#define mPlotBufferIndex 1
#property indicator_label2 "XCHVWAP M"
#property indicator_type2 DRAW_COLOR_LINE
#property indicator_color2 CLR_NONE, clrGreen, clrRed, clrGray
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//
// Long ...
//
#define lBufferIndex 4
double lBuffer[];
//
#define lColorBufferIndex 5
double lColorBuffer[];
//
#define lPlotBufferIndex 2
#property indicator_label3 "XCHVWAP L"
#property indicator_type3 DRAW_COLOR_LINE
#property indicator_color3 CLR_NONE, clrGreen, clrRed, clrGray
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
//
// Hind ...
//
#define hBufferIndex 6
double hBuffer[];
//
#define hColorBufferIndex 7
double hColorBuffer[];
//
#define hPlotBufferIndex 3
#property indicator_label4 "XCHVWAP H"
#property indicator_type4 DRAW_COLOR_LINE
#property indicator_color4 CLR_NONE, clrGreen, clrRed, clrGray
#property indicator_style4 STYLE_DOT
#property indicator_width4 1
//
// Data Buffers ...
//
// Volumes ...
#define volumeBufferIndex 8
double volumeBuffer[];
//
// Price ...
#define priceBufferIndex 9
double priceBuffer[];
//
// SHORT ...
#define sStateBufferIndex 10
double sStateBuffer[];
//
// MEDIUM ...
#define mStateBufferIndex 11
double mStateBuffer[];
//
// LONG ...
#define lStateBufferIndex 12
double lStateBuffer[];
//
// HIND ...
#define hStateBufferIndex 13
double hStateBuffer[];
//
// Variables ...
//
int maxLength;
//
// Short ...
int mSCycleLength = 0;
ENUM_TIMEFRAMES mSCPeriod = NULL;
//
// Medium ...
int mMCycleLength = 0;
ENUM_TIMEFRAMES mMCPeriod = NULL;
//
// Long ...
int mLCycleLength = 0;
ENUM_TIMEFRAMES mLCPeriod = NULL;
//
// Hind ...
int mHCycleLength = 0;
ENUM_TIMEFRAMES mHCPeriod = NULL;
//
// EVENT Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
if (!InitMarketCycles())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// 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 ...
maxLength = ExtractMaxLengthOfInputs();
//
// 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
}
//
// Calculating what we want ...
int OnCalculate(
const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ...
)
{
//
ArraySetAsSeries(low, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
//
// this counts Available Bars ...
int limit;
//
limit =
(prev_calculated > rates_total || prev_calculated <= 0)
? rates_total
: (rates_total - prev_calculated) + 1;
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
//
CalculateBuffers(
i,
prev_calculated,
rates_total,
//
open,
high,
close,
low,
tick_volume //
);
}
//
return rates_total;
}
//
// CUSTOM Functions ...
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result =
//
(IsValid(scMethod, scPeriod) &&
IsValid(mcMethod, mcPeriod) &&
IsValid(lcMethod, lcPeriod) &&
IsValid(hcMethod, hcPeriod))
//
;
//
return result;
}
//
// Initialize Market Cycles ...
bool InitMarketCycles()
{
//
bool result = false;
//
// Current Cycle Initialization ...
//
int cPeriodSeconds = PeriodSeconds(_Period);
//
// Short Cycle Initialization ...
//
// Find Cycle Period ...
if (scMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mSCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_SHORT,
_Period //
);
}
else
{
mSCPeriod = scPeriod;
}
//
result = IsValid(mSCPeriod);
if (!result)
{
return result;
}
//
mSCycleLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds;
result = mSCycleLength > 0;
if (!result)
{
return result;
}
//
// Medium Cycle Initialization ...
//
// Find Cycle Period ...
if (mcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mMCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_MEDIUM,
_Period //
);
}
else
{
mMCPeriod = mcPeriod;
}
//
result = IsValid(mMCPeriod);
if (!result)
{
return result;
}
//
mMCycleLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds;
result = mMCycleLength > 0;
if (!result)
{
return result;
}
//
// Long Cycle Initialization ...
//
// Find Cycle Period ...
if (lcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mLCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_LONG,
_Period //
);
}
else
{
mLCPeriod = lcPeriod;
}
//
result = IsValid(mLCPeriod);
if (!result)
{
return result;
}
//
mLCycleLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds;
result = mLCycleLength > 0;
if (!result)
{
return result;
}
//
// Hind Cycle Initialization ...
//
// Find Cycle Period ...
if (hcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mHCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_HIND,
_Period //
);
}
else
{
mHCPeriod = hcPeriod;
}
//
result = IsValid(mHCPeriod);
if (!result)
{
return result;
}
//
mHCycleLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds;
result = mHCycleLength > 0;
if (!result)
{
return result;
}
//
return result;
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// Short ...
//
ArraySetAsSeries(sBuffer, true);
ArraySetAsSeries(sColorBuffer, true);
SetIndexBuffer(sBufferIndex, sBuffer, INDICATOR_DATA);
SetIndexBuffer(sColorBufferIndex, sColorBuffer, INDICATOR_COLOR_INDEX);
//
// Medium ...
//
ArraySetAsSeries(mBuffer, true);
ArraySetAsSeries(mColorBuffer, true);
SetIndexBuffer(mBufferIndex, mBuffer, INDICATOR_DATA);
SetIndexBuffer(mColorBufferIndex, mColorBuffer, INDICATOR_COLOR_INDEX);
//
// Long ...
//
ArraySetAsSeries(lBuffer, true);
ArraySetAsSeries(lColorBuffer, true);
SetIndexBuffer(lBufferIndex, lBuffer, INDICATOR_DATA);
SetIndexBuffer(lColorBufferIndex, lColorBuffer, INDICATOR_COLOR_INDEX);
//
// Hind ...
//
ArraySetAsSeries(hBuffer, true);
ArraySetAsSeries(hColorBuffer, true);
SetIndexBuffer(hBufferIndex, hBuffer, INDICATOR_DATA);
SetIndexBuffer(hColorBufferIndex, hColorBuffer, INDICATOR_COLOR_INDEX);
//
// Data Buffers ...
//
// Volumes ...
ArraySetAsSeries(volumeBuffer, true);
SetIndexBuffer(volumeBufferIndex, volumeBuffer, INDICATOR_CALCULATIONS);
//
// Price ...
ArraySetAsSeries(priceBuffer, true);
SetIndexBuffer(priceBufferIndex, priceBuffer, INDICATOR_CALCULATIONS);
//
// Short State ...
ArraySetAsSeries(sStateBuffer, true);
SetIndexBuffer(sStateBufferIndex, sStateBuffer, INDICATOR_CALCULATIONS);
//
// Medium State ...
ArraySetAsSeries(mStateBuffer, true);
SetIndexBuffer(mStateBufferIndex, mStateBuffer, INDICATOR_CALCULATIONS);
//
// Long State ...
ArraySetAsSeries(lStateBuffer, true);
SetIndexBuffer(lStateBufferIndex, lStateBuffer, INDICATOR_CALCULATIONS);
//
// Hind State ...
ArraySetAsSeries(hStateBuffer, true);
SetIndexBuffer(hStateBufferIndex, hStateBuffer, INDICATOR_CALCULATIONS);
}
//
// Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ...
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(mSCycleLength, mMCycleLength);
result = MathMax(result, mLCycleLength);
result = MathMax(result, mHCycleLength);
//
return result;
}
//
// Calculate Buffers ...
void CalculateBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
// Calculate Volumes and Price ...
//
if (ratesTotal - bar_index <= maxLength)
{
//
CalculateDataBuffers(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
return;
}
//
CalculateDataBuffers(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
//
CalculateCycles(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
}
//
void CalculateDataBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
double price = GetAppliedPrice(
appliedTo,
open,
high,
low,
close,
bar_index //
);
priceBuffer[bar_index] = price;
volumeBuffer[bar_index] = (double)tickVolume[bar_index];
}
//
void CalculateCycles(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
// SHORT ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume,
//
mSCycleLength,
showShort,
sBuffer,
sColorBuffer,
sStateBuffer //
);
//
// MEDIUM ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume,
//
mMCycleLength,
showMedium,
mBuffer,
mColorBuffer,
mStateBuffer //
);
//
// LONG ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume,
//
mLCycleLength,
showLong,
lBuffer,
lColorBuffer,
lStateBuffer //
);
//
// HIND ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume,
//
mHCycleLength,
showHind,
hBuffer,
hColorBuffer,
hStateBuffer //
);
}
//
void CalculateCycle(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[],
//
int _length, // Calculation Length
bool _show,
double &_buffer[],
double &_colorBuffer[],
double &_stateBuffer[] //
)
{
//
double vSum = 0;
double pSum = 0;
double mSum = 0;
for (int x = 0; x < _length; x++)
{
//
pSum += priceBuffer[x + bar_index];
vSum += volumeBuffer[x + bar_index];
mSum += priceBuffer[x + bar_index] * volumeBuffer[x + bar_index];
}
//
double iValue = mSum / vSum;
iValue = NormalizeDouble(iValue, _Digits);
//
_buffer[bar_index] = iValue;
//
bool isBullish = low[bar_index] > iValue;
bool isBearish = high[bar_index] < iValue;
//
double iColor =
isBullish
? bullishColorIDX
: isBearish
? bearishColorIDX
: neuturalColorIDX;
//
_colorBuffer[bar_index] = hideColorIDX;
_stateBuffer[bar_index] = iColor;
if (_show)
{
_colorBuffer[bar_index] = iColor;
}
}
//