584 lines
13 KiB
Plaintext
584 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// ---------------------------------------------
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// Name: XHULL
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// Description: Hull Trend Indicator ...
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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 XHULL 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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//
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#define ShortName "XHULL"
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//
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struct XHullData
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{
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//
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double value;
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double value3;
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//
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double wsum1;
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double wsum2;
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double wsum3;
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//
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double lsum1;
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double lsum2;
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double lsum3;
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};
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//
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// END Constants ...
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//
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//
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// START Includes and Imports ...
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//
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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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// END Includes and Imports ...
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//
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//
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// START XSCHULL Class Definition ...
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//
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//
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// a Class For Hull Calculations ...
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class XSCHull
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{
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//
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public:
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//
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// Constructor ...
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XSCHull() : mFullPeriod(1), mHalfPeriod(1), mSqrtPeriod(1), mArraySize(-1)
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{
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//
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// These are a way above to assign Private variables at Construct time ...
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}
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//
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// Deconstructor ...
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~XSCHull()
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{
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ArrayFree(mData);
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}
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//
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// Initial Hull ...
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bool Init(
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int mPeriod,
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double mDivisor)
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{
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//
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bool result = false;
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//
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mFullPeriod = (int)(mPeriod > 1 ? mPeriod : 1);
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mHalfPeriod = (int)(mFullPeriod > 1 ? mFullPeriod / (mDivisor > 1 ? mDivisor : 1) : 1);
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mSqrtPeriod = (int)MathSqrt(mFullPeriod);
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//
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mArraySize = -1;
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mWeight1 = mWeight2 = mWeight3 = 1;
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//
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result = true;
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//
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return result;
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}
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//
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// CalCulate Specific Value ...
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double Calculate(
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double value,
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int i,
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int bars)
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{
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//
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double result = 0;
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//
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if (mArraySize < bars)
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{
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//
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mArraySize = ArrayResize(mData, bars + 500);
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if (mArraySize < bars)
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return result;
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}
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//
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mData[i].value = value;
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if (i > mFullPeriod)
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{
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//
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mData[i].wsum1 = mData[i - 1].wsum1 + value * mHalfPeriod - mData[i - 1].lsum1;
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mData[i].lsum1 = mData[i - 1].lsum1 + value - mData[i - mHalfPeriod].value;
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mData[i].wsum2 = mData[i - 1].wsum2 + value * mFullPeriod - mData[i - 1].lsum2;
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mData[i].lsum2 = mData[i - 1].lsum2 + value - mData[i - mFullPeriod].value;
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}
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else
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{
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//
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mData[i].wsum1 = mData[i].wsum2 =
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mData[i].lsum1 = mData[i].lsum2 = mWeight1 = mWeight2 = 0;
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for (int k = 0, w1 = mHalfPeriod, w2 = mFullPeriod; w2 > 0 && i >= k; k++, w1--, w2--)
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{
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//
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if (w1 > 0)
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{
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//
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mData[i].wsum1 += mData[i - k].value * w1;
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mData[i].lsum1 += mData[i - k].value;
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mWeight1 += w1;
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}
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//
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mData[i].wsum2 += mData[i - k].value * w2;
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mData[i].lsum2 += mData[i - k].value;
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mWeight2 += w2;
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}
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}
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//
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mData[i].value3 = 2.0 * mData[i].wsum1 / mWeight1 - mData[i].wsum2 / mWeight2;
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//
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if (i > mSqrtPeriod)
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{
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//
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mData[i].wsum3 = mData[i - 1].wsum3 + mData[i].value3 * mSqrtPeriod - mData[i - 1].lsum3;
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mData[i].lsum3 = mData[i - 1].lsum3 + mData[i].value3 - mData[i - mSqrtPeriod].value3;
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}
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else
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{
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//
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mData[i].wsum3 =
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mData[i].lsum3 = mWeight3 = 0;
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//
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for (int k = 0, w3 = mSqrtPeriod; w3 > 0 && i >= k; k++, w3--)
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{
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//
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mData[i].wsum3 += mData[i - k].value3 * w3;
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mData[i].lsum3 += mData[i - k].value3;
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mWeight3 += w3;
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}
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}
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//
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result = mData[i].wsum3 / mWeight3;
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//
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return result;
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}
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//
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// Protected ...
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protected:
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//
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// Private ...
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private:
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//
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int mFullPeriod;
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int mHalfPeriod;
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int mSqrtPeriod;
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int mArraySize;
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double mWeight1;
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double mWeight2;
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double mWeight3;
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//
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XHullData mData[];
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};
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//
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// END XSCHULL Class Definition ...
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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 group "Market";
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input int length = 72; // Length
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input double divisor = 2.0; // Divisor (Speed)
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//
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input group "Calculation";
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input ENUM_APPLIED_PRICE upAppliedTo = PRICE_HIGH; // Up Zone Applied to
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input ENUM_APPLIED_PRICE downAppliedTo = PRICE_LOW; // Down Zone Applied to
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//
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input group "Presentation";
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input bool showUpZone = true; // Show Up Zone
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input bool showDownZone = true; // Show Down Zone
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//
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// END Inputs ...
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//
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//
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// START Buffers ...
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//
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 4
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#property indicator_plots 4
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//
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// UP Zone ...
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//
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#define upZoneBufferIndex 0
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#define upZoneColorBufferIndex 1
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//
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double upZoneBuffer[];
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double upZoneColorBuffer[];
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//
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#property indicator_label1 "XHULL Up"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrLightGray, clrAqua, clrMagenta
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#property indicator_width1 1
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//
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// DOWN Zone ...
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//
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#define downZoneBufferIndex 2
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#define downZoneColorBufferIndex 3
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//
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double downZoneBuffer[];
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double downZoneColorBuffer[];
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//
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#property indicator_label2 "XHULL Down"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 clrLightGray, clrAqua, clrMagenta
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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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int maxLength;
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//
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XSCHull *mUpZHull;
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XSCHull *mDownZHull;
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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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// 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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maxLength = ExtractMaxLengthOfInputs();
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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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// Make an Instance of Hull Class ...
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//
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mUpZHull = new XSCHull();
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mUpZHull.Init(
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length,
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divisor);
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//
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mDownZHull = new XSCHull();
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mDownZHull.Init(
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length,
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divisor);
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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 mPeriod 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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delete mUpZHull;
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delete mDownZHull;
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}
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//
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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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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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limit = prev_calculated - 1;
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if (limit < 0)
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{
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limit = 0;
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}
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//
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// Main Loop ...
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for (int i = limit; i < rates_total && !IsStopped(); i++)
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{
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//
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double upPrice = getPrice(
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upAppliedTo,
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open, high, low, close, i);
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//
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double downPrice = getPrice(
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downAppliedTo,
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open, high, low, close, i);
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//
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CalculateBuffers(
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i,
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rates_total,
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upPrice,
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downPrice);
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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 = true;
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//
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result =
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length >= 9 &&
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divisor >= 0.5;
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//
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return result;
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}
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//
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// Retrieve all Exists Input Max Length ...
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// use for Start Of Drawing ...
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int ExtractMaxLengthOfInputs()
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{
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//
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int result = 0;
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//
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result = length;
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//
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return result;
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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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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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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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// UP Zone ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE upZoneDrawType = showUpZone ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(upZoneBufferIndex, upZoneBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(upZoneBufferIndex, PLOT_SHOW_DATA, showUpZone);
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PlotIndexSetInteger(upZoneBufferIndex, PLOT_DRAW_TYPE, upZoneDrawType);
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//
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// Color Buffer ...
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SetIndexBuffer(upZoneColorBufferIndex, upZoneColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// DOWN Zone ...
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//
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// Draw Type ...
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ENUM_DRAW_TYPE downZoneDrawType = showDownZone ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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// Buffer ...
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SetIndexBuffer(downZoneBufferIndex, downZoneBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(downZoneBufferIndex - 1, PLOT_SHOW_DATA, showDownZone);
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PlotIndexSetInteger(downZoneBufferIndex - 1, PLOT_DRAW_TYPE, downZoneDrawType);
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//
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// Color Buffer ...
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SetIndexBuffer(downZoneColorBufferIndex, downZoneColorBuffer, INDICATOR_COLOR_INDEX);
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}
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//
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// Calculate Buffers ...
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void CalculateBuffers(
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int bar_index, // Selected Bar Index
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int ratesTotal, // Total Rates
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double upPrice, // Up Price ...
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double downPrice // Down Price ...
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)
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{
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//
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double upValue = mUpZHull.Calculate(
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upPrice,
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bar_index,
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ratesTotal);
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upZoneBuffer[bar_index] = upValue;
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double upColorIDX = (bar_index > 0)
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? (upZoneBuffer[bar_index] > upZoneBuffer[bar_index - 1])
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? 1
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: (upZoneBuffer[bar_index] < upZoneBuffer[bar_index - 1])
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? 2
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: upZoneColorBuffer[bar_index - 1]
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: 0;
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upZoneColorBuffer[bar_index] = upColorIDX;
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//
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double downValue = mDownZHull.Calculate(
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downPrice,
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bar_index,
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ratesTotal);
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downZoneBuffer[bar_index] = downValue;
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double downColorIDX = (bar_index > 0)
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? (downZoneBuffer[bar_index] > downZoneBuffer[bar_index - 1])
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? 1
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: (downZoneBuffer[bar_index] < downZoneBuffer[bar_index - 1])
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? 2
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: downZoneColorBuffer[bar_index - 1]
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: 0;
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downZoneColorBuffer[bar_index] = downColorIDX;
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}
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//
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// END Functions ...
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//
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//
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// TEMPLATE Function ...
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template <typename T>
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double getPrice(ENUM_APPLIED_PRICE tprice, T &open[], T &high[], T &low[], T &close[], int i)
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{
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switch (tprice)
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{
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case PRICE_CLOSE:
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return (close[i]);
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case PRICE_OPEN:
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return (open[i]);
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case PRICE_HIGH:
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return (high[i]);
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case PRICE_LOW:
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return (low[i]);
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case PRICE_MEDIAN:
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return ((high[i] + low[i]) / 2.0);
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case PRICE_TYPICAL:
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return ((high[i] + low[i] + close[i]) / 3.0);
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case PRICE_WEIGHTED:
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return ((high[i] + low[i] + close[i] + close[i]) / 4.0);
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}
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return (0);
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}
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