352 lines
8.0 KiB
Plaintext
352 lines
8.0 KiB
Plaintext
/////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Trend Power Detector Oscillator
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// ---------------------------------------------------------
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// Name: XTPD
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// Description: trend detecting based on volumes in both sides ...
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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 XTPD Oscillator"
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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 "XTPD"
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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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input int length = 14; // Market Length
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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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// Includes Common Library ...
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#include "../Libraries/x-saherelm.common.lib.mq5";
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//
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// START Buffers ...
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//
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#property indicator_separate_window
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//
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#property indicator_buffers 3
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#property indicator_plots 2
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//
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#define bullishPowerBufferIndex 0
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#define bearishPowerBufferIndex 1
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#define stateBufferIndex 2
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//
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double bullishPowerBuffer[];
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double bearishPowerBuffer[];
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double stateBuffer[];
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#property indicator_label1 "XBullPower"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLime
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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#property indicator_label2 "XBearPower"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_DOT
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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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// 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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//
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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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}
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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);
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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 >= 5)
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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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string bullishPowerBufferLabel = "BullPow " + "(" + (string)length + ")";
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string bearishPowerBufferLabel = "BearPow " + "(" + (string)length + ")";
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//
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// Bullish Volume Buffer ...
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ArraySetAsSeries(bullishPowerBuffer, true);
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SetIndexBuffer(bullishPowerBufferIndex, bullishPowerBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bullishPowerBufferIndex, PLOT_DRAW_BEGIN, length * 2);
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PlotIndexSetString(bullishPowerBufferIndex, PLOT_LABEL, bullishPowerBufferLabel);
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//
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// Bearish Volume Buffer ...
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ArraySetAsSeries(bearishPowerBuffer, true);
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SetIndexBuffer(bearishPowerBufferIndex, bearishPowerBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(bearishPowerBufferIndex, PLOT_DRAW_BEGIN, length * 2);
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PlotIndexSetString(bearishPowerBufferIndex, PLOT_LABEL, bearishPowerBufferLabel);
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//
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// State Buffer ...
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ArraySetAsSeries(stateBuffer, true);
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SetIndexBuffer(stateBufferIndex, stateBuffer, 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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double xBullishPowerValue = 0;
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double xBearishPowerValue = 1;
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//
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// Loop through bar index and Market Length ...
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for (int i = bar_index + length + 1; i > bar_index && !IsStopped(); i--)
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{
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//
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XOHCL candle = GetCandle(i);
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//
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bool isBullish = IsBullishCandle(candle);
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bool isBearish = IsBearishCandle(candle);
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//
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if (isBullish)
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{
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xBullishPowerValue++;
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}
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else if (isBearish)
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{
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xBearishPowerValue++;
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}
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}
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//
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bullishPowerBuffer[bar_index] = xBullishPowerValue;
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bearishPowerBuffer[bar_index] = xBearishPowerValue;
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//
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// Calculate State ...
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bool isBullishCrossOverBearish = IsCrossOver(
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bullishPowerBuffer,
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bearishPowerBuffer,
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bar_index);
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bool isBullishOverBearish = IsOver(
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bullishPowerBuffer,
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bearishPowerBuffer,
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bar_index);
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bool isBullishCrossUnderBearish = IsCrossUnder(
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bullishPowerBuffer,
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bearishPowerBuffer,
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bar_index);
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bool isBullishUnderBearish = IsUnder(
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bullishPowerBuffer,
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bearishPowerBuffer,
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bar_index);
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//
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double stateValue = X_XTPD_NEUTURAL;
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if (isBullishCrossOverBearish)
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{
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stateValue = X_XTPD_BULLISH_CROSSED_OVER_BEARISH;
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}
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else if (isBullishCrossUnderBearish)
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{
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stateValue = X_XTPD_BULLISH_CROSSED_UNDER_BEARISH;
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}
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else if (isBullishOverBearish)
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{
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stateValue = X_XTPD_BULLISH_OVER_BEARISH;
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}
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else if (isBullishUnderBearish)
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{
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stateValue = X_XTPD_BULLISH_UNDER_BEARISH;
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}
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//
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stateBuffer[bar_index] = stateValue;
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}
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//
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// END Functions ...
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//
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