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xMQL5/BKPS/14030823/BKPs/14030802-X121/Indicators/x-saherelm.xchswings.mq5
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2024-11-15 10:50:11 +03:30

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///////////////////////////////////////////////////////
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------
// Name: XCHSwings
// Description: XCHSwings 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 int length = 12; // Length
//
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 showSwingHighs = true; // Show Swing Highs
input bool showSwingLows = true; // Show Swing Lows
//
input bool showCurrent = true; // Show Cycle Cycle
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
//
#property indicator_chart_window
//
#property indicator_buffers 10
#property indicator_plots 10
//
#define hideColorIDX 0
#define bullishColorIDX 1
#define bearishColorIDX 2
//
// Current ...
//
#define cSHBufferIndex 0
double cSHBuffer[];
//
#property indicator_label1 "XCHVSwings CH"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrMagenta
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//
#define cSLBufferIndex 1
double cSLBuffer[];
//
#property indicator_label2 "XCHVSwings CL"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrAqua
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//
// Short ...
//
#define sSHBufferIndex 2
double sSHBuffer[];
//
#property indicator_label3 "XCHVSwings SH"
#property indicator_type3 DRAW_ARROW
#property indicator_color3 clrMagenta
#property indicator_style3 STYLE_SOLID
#property indicator_width3 2
//
#define sSLBufferIndex 3
double sSLBuffer[];
//
#property indicator_label4 "XCHVSwings SL"
#property indicator_type4 DRAW_ARROW
#property indicator_color4 clrAqua
#property indicator_style4 STYLE_SOLID
#property indicator_width4 2
//
// Medium ...
//
#define mSHBufferIndex 4
double mSHBuffer[];
//
#property indicator_label5 "XCHVSwings MH"
#property indicator_type5 DRAW_ARROW
#property indicator_color5 clrMagenta
#property indicator_style5 STYLE_SOLID
#property indicator_width5 2
//
#define mSLBufferIndex 5
double mSLBuffer[];
//
#property indicator_label6 "XCHVSwings ML"
#property indicator_type6 DRAW_ARROW
#property indicator_color6 clrAqua
#property indicator_style6 STYLE_SOLID
#property indicator_width6 2
//
// Long ...
//
#define lSHBufferIndex 6
double lSHBuffer[];
//
#property indicator_label7 "XCHVSwings LH"
#property indicator_type7 DRAW_ARROW
#property indicator_color7 clrMagenta
#property indicator_style7 STYLE_SOLID
#property indicator_width7 2
//
#define lSLBufferIndex 7
double lSLBuffer[];
//
#property indicator_label8 "XCHVSwings LL"
#property indicator_type8 DRAW_ARROW
#property indicator_color8 clrAqua
#property indicator_style8 STYLE_SOLID
#property indicator_width8 2
//
// Hind ...
//
#define hSHBufferIndex 8
double hSHBuffer[];
//
#property indicator_label9 "XCHVSwings HH"
#property indicator_type9 DRAW_ARROW
#property indicator_color9 clrMagenta
#property indicator_style9 STYLE_SOLID
#property indicator_width9 2
//
#define hSLBufferIndex 9
double hSLBuffer[];
//
#property indicator_label10 "XCHVSwings HL"
#property indicator_type10 DRAW_ARROW
#property indicator_color10 clrAqua
#property indicator_style10 STYLE_SOLID
#property indicator_width10 2
//
// Variables ...
//
int maxLength;
//
// Cuurent ...
int mCMarketLength = length;
//
double cH1 = 0;
double cL1 = 0;
datetime cH1Time = 0;
datetime cL1Time = 0;
//
// Short ...
int mSCycleLength = 0;
int mSMarketLength = 0;
ENUM_TIMEFRAMES mSCPeriod = NULL;
//
double sH1 = 0;
double sL1 = 0;
datetime sH1Time = 0;
datetime sL1Time = 0;
//
// Medium ...
int mMCycleLength = 0;
int mMMarketLength = 0;
ENUM_TIMEFRAMES mMCPeriod = NULL;
//
double mH1 = 0;
double mL1 = 0;
datetime mH1Time = 0;
datetime mL1Time = 0;
//
// Long ...
int mLCycleLength = 0;
int mLMarketLength = 0;
ENUM_TIMEFRAMES mLCPeriod = NULL;
//
double lH1 = 0;
double lL1 = 0;
datetime lH1Time = 0;
datetime lL1Time = 0;
//
// Hind ...
int mHCycleLength = 0;
int mHMarketLength = 0;
ENUM_TIMEFRAMES mHCPeriod = NULL;
//
double hH1 = 0;
double hL1 = 0;
datetime hH1Time = 0;
datetime hL1Time = 0;
//
// 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 ...
)
{
//
int start;
//
if (prev_calculated == 0)
{
start = maxLength;
}
else
{
start = prev_calculated - 1;
}
//
for (int i = start; i < rates_total - maxLength && !IsStopped(); i++)
{
//
CalculateBuffers(
i,
prev_calculated,
rates_total,
//
time,
open,
high,
close,
low,
tick_volume //
);
}
//
return rates_total;
}
//
// Functions ...
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
result =
//
length >= 2 &&
//
(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;
mSMarketLength = mSCycleLength * mCMarketLength;
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;
mMMarketLength = mMCycleLength * mCMarketLength;
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;
mLMarketLength = mLCycleLength * mCMarketLength;
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;
mHMarketLength = mHCycleLength * mCMarketLength;
result = mHCycleLength > 0;
if (!result)
{
return result;
}
//
return result;
}
//
// Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ...
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(mCMarketLength, mSMarketLength);
result = MathMax(result, mMMarketLength);
result = MathMax(result, mLMarketLength);
result = MathMax(result, mHMarketLength);
//
return result;
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
//
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
// Setting Indicator Digits
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// Current ...
//
ENUM_DRAW_TYPE cSHDrawType =
showCurrent && showSwingHighs
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(cSHBufferIndex, cSHBuffer, INDICATOR_DATA);
PlotIndexSetDouble(cSHBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(cSHBufferIndex, PLOT_ARROW, 234);
PlotIndexSetInteger(cSHBufferIndex, PLOT_SHOW_DATA, showCurrent && showSwingHighs);
PlotIndexSetInteger(cSHBufferIndex, PLOT_DRAW_TYPE, cSHDrawType);
//
ENUM_DRAW_TYPE cSLDrawType =
showCurrent && showSwingLows
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(cSLBufferIndex, cSLBuffer, INDICATOR_DATA);
PlotIndexSetDouble(cSLBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(cSLBufferIndex, PLOT_ARROW, 233);
PlotIndexSetInteger(cSLBufferIndex, PLOT_SHOW_DATA, showCurrent && showSwingLows);
PlotIndexSetInteger(cSLBufferIndex, PLOT_DRAW_TYPE, cSLDrawType);
//
// Short ...
//
ENUM_DRAW_TYPE sSHDrawType =
showShort && showSwingHighs
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(sSHBufferIndex, sSHBuffer, INDICATOR_DATA);
PlotIndexSetDouble(sSHBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(sSHBufferIndex, PLOT_ARROW, 234);
PlotIndexSetInteger(sSHBufferIndex, PLOT_SHOW_DATA, showShort && showSwingHighs);
PlotIndexSetInteger(sSHBufferIndex, PLOT_DRAW_TYPE, sSHDrawType);
//
ENUM_DRAW_TYPE sSLDrawType =
showShort && showSwingLows
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(sSLBufferIndex, sSLBuffer, INDICATOR_DATA);
PlotIndexSetDouble(sSLBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(sSLBufferIndex, PLOT_ARROW, 233);
PlotIndexSetInteger(sSLBufferIndex, PLOT_SHOW_DATA, showShort && showSwingLows);
PlotIndexSetInteger(sSLBufferIndex, PLOT_DRAW_TYPE, sSLDrawType);
//
// Medium ...
//
ENUM_DRAW_TYPE mSHDrawType =
showMedium && showSwingHighs
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(mSHBufferIndex, mSHBuffer, INDICATOR_DATA);
PlotIndexSetDouble(mSHBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(mSHBufferIndex, PLOT_ARROW, 234);
PlotIndexSetInteger(mSHBufferIndex, PLOT_SHOW_DATA, showMedium && showSwingHighs);
PlotIndexSetInteger(mSHBufferIndex, PLOT_DRAW_TYPE, mSHDrawType);
//
ENUM_DRAW_TYPE mSLDrawType =
showMedium && showSwingLows
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(mSLBufferIndex, mSLBuffer, INDICATOR_DATA);
PlotIndexSetDouble(mSLBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(mSLBufferIndex, PLOT_ARROW, 233);
PlotIndexSetInteger(mSLBufferIndex, PLOT_SHOW_DATA, showMedium && showSwingLows);
PlotIndexSetInteger(mSLBufferIndex, PLOT_DRAW_TYPE, mSLDrawType);
//
// Long ...
//
ENUM_DRAW_TYPE lSHDrawType =
showLong && showSwingHighs
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(lSHBufferIndex, lSHBuffer, INDICATOR_DATA);
PlotIndexSetDouble(lSHBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(lSHBufferIndex, PLOT_ARROW, 234);
PlotIndexSetInteger(lSHBufferIndex, PLOT_SHOW_DATA, showLong && showSwingHighs);
PlotIndexSetInteger(lSHBufferIndex, PLOT_DRAW_TYPE, lSHDrawType);
//
ENUM_DRAW_TYPE lSLDrawType =
showLong && showSwingLows
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(lSLBufferIndex, lSLBuffer, INDICATOR_DATA);
PlotIndexSetDouble(lSLBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(lSLBufferIndex, PLOT_ARROW, 233);
PlotIndexSetInteger(lSLBufferIndex, PLOT_SHOW_DATA, showLong && showSwingLows);
PlotIndexSetInteger(lSLBufferIndex, PLOT_DRAW_TYPE, lSLDrawType);
//
// Hind ...
//
ENUM_DRAW_TYPE hSHDrawType =
showHind && showSwingHighs
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(hSHBufferIndex, hSHBuffer, INDICATOR_DATA);
PlotIndexSetDouble(hSHBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(hSHBufferIndex, PLOT_ARROW, 234);
PlotIndexSetInteger(hSHBufferIndex, PLOT_SHOW_DATA, showHind && showSwingHighs);
PlotIndexSetInteger(hSHBufferIndex, PLOT_DRAW_TYPE, hSHDrawType);
//
ENUM_DRAW_TYPE hSLDrawType =
showHind && showSwingLows
? DRAW_ARROW
: DRAW_NONE;
//
SetIndexBuffer(hSLBufferIndex, hSLBuffer, INDICATOR_DATA);
PlotIndexSetDouble(hSLBufferIndex, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(hSLBufferIndex, PLOT_ARROW, 233);
PlotIndexSetInteger(hSLBufferIndex, PLOT_SHOW_DATA, showHind && showSwingLows);
PlotIndexSetInteger(hSLBufferIndex, PLOT_DRAW_TYPE, hSLDrawType);
}
//
// Calculations ...
//
// Calculate Buffers ...
void CalculateBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
//
const datetime &time[],
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
CalculateCycles(
//
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume //
);
}
//
void CalculateCycles(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
//
const datetime &time[],
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
// CURRENT ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume,
//
mCMarketLength,
showCurrent,
cSHBuffer,
cSLBuffer,
cH1,
cH1Time,
cL1,
cL1Time //
);
//
// SHORT ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume,
//
mSMarketLength,
showShort,
sSHBuffer,
sSLBuffer,
sH1,
sH1Time,
sL1,
sL1Time //
);
//
// MEDIUM ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume,
//
mMMarketLength,
showMedium,
mSHBuffer,
mSLBuffer,
mH1,
mH1Time,
mL1,
mL1Time //
);
//
// LONG ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume,
//
mLMarketLength,
showLong,
lSHBuffer,
lSLBuffer,
lH1,
lH1Time,
lL1,
lL1Time //
);
//
// HIND ...
CalculateCycle(
bar_index,
prevCalculated,
ratesTotal,
//
time,
open,
high,
close,
low,
tickVolume,
//
mHMarketLength,
showHind,
hSHBuffer,
hSLBuffer,
hH1,
hH1Time,
hL1,
hL1Time //
);
}
//
void CalculateCycle(
//
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
//
const datetime &time[],
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[],
//
int _length, // Calculation Length
bool _show,
double &_hBuffer[],
double &_lBuffer[],
double &_h1,
datetime &_h1Time,
double &_l1,
datetime &_l1Time //
)
{
//
bool isSwingHigh = true;
bool isSwingLow = true;
//
_hBuffer[bar_index] = 0;
_lBuffer[bar_index] = 0;
//
// Check for Swing High
for (int j = 1; j <= _length; j++)
{
//
if (high[bar_index] <= high[bar_index + j] || high[bar_index] <= high[bar_index - j])
{
//
isSwingHigh = false;
break;
}
}
//
// Check for Swing Low
for (int j = 1; j <= _length; j++)
{
//
if (low[bar_index] >= low[bar_index + j] || low[bar_index] >= low[bar_index - j])
{
//
isSwingLow = false;
break;
}
}
//
if (isSwingHigh)
{
//
_hBuffer[bar_index] = high[bar_index];
if (high[bar_index] > _h1 || _h1 == 0)
{
//
_h1 = high[bar_index];
_h1Time = time[bar_index];
}
}
//
if (isSwingLow)
{
//
_lBuffer[bar_index] = low[bar_index];
if (low[bar_index] < _l1 || _l1 == 0)
{
//
_l1 = low[bar_index];
_l1Time = time[bar_index];
}
}
}