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xMQL5/BKPS/14020224 XEU5/Indicators/x-saherelm.xchlh.oscillator.mq5
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2024-01-25 04:09:42 +03:30

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//////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Cycle Channel LH Oscillator
// ---------------------------------------------------
// Name: XCHLH
// Description: detecting HH and LL based on cycles ...
//
//
// 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 XCHLH Oscillator"
#property strict
//
// START Constants ...
//
#define ShortName "XCHLH"
//
// XCHLH Hot States ...
enum ENUM_X_XCHLH_HOT_STATES
{
X_XCHLH_HOT_HH = 1,
X_XCHLH_NEUTURAL = 0,
X_XCHLH_HOT_LL = -1,
};
//
// Including Models Library ...
#include "..\Libraries\x-saherelm.models.lib.mq5";
//
// END Constants ...
//
//
// START Inputs ...
//
//
// Common ...
input group "Hot Areas";
input bool drawHotAreas = true; // Draw Hot Areas Symbol
input uchar hotHHArrowCode = 234; // Hot HH Arrow Code
input color hotHHArrowColor = clrAqua; // Hot HH Arrow Color
input uchar hotLLArrowCode = 233; // Hot LL Arrow Code
input color hotLLArrowColor = clrFuchsia; // Hot LL Arrow Color
//
// LC Inputs ...
input group "Long Cycle";
input group "LC Market";
input int lcLength = 28; // Length
input double lcThresholdInPips = 0.3; // Threshold In Pips
input ENUM_SERIESMODE lcHHMode = MODE_HIGH; // Highest High Calculation Method
input ENUM_SERIESMODE lcLLMode = MODE_LOW; // Lowest Low Calculation Method
input group "LC Style";
input int lcDrawWidth = 1; // Draw Width
input ENUM_DRAW_TYPE lcDrawType = DRAW_LINE; // Draw Type
input ENUM_LINE_STYLE lcDrawStyle = STYLE_DOT; // Draw Style
input color lcHHColor = clrAqua; // Highest High Color
input color lcLLColor = clrFuchsia; // Lowest Low Color
input group "LC Drawings";
input bool lcDrawHH = true; // Draw Highest High
input bool lcDrawLL = true; // Draw Lowest Low
//
// MC Inputs ...
input group "Medium Cycle";
input group "MC Market";
input int mcLength = 14; // Length
input double mcThresholdInPips = 0.3; // Threshold In Pips
input ENUM_SERIESMODE mcHHMode = MODE_HIGH; // Highest High Calculation Method
input ENUM_SERIESMODE mcLLMode = MODE_LOW; // Lowest Low Calculation Method
input group "MC Style";
input int mcDrawWidth = 1; // Draw Width
input ENUM_DRAW_TYPE mcDrawType = DRAW_LINE; // Draw Type
input ENUM_LINE_STYLE mcDrawStyle = STYLE_DOT; // Draw Style
input color mcHHColor = clrLime; // Highest High Color
input color mcLLColor = clrRed; // Lowest Low Color
input group "MC Drawings";
input bool mcDrawHH = true; // Draw Highest High
input bool mcDrawLL = true; // Draw Lowest Low
//
// SC Inputs ...
input group "Short Cycle";
input group "SC Market";
input int scLength = 7; // Length
input double scThresholdInPips = 0.3; // Threshold In Pips
input ENUM_SERIESMODE scHHMode = MODE_HIGH; // Highest High Calculation Method
input ENUM_SERIESMODE scLLMode = MODE_LOW; // Lowest Low Calculation Method
input group "SC Style";
input int scDrawWidth = 1; // Draw Width
input ENUM_DRAW_TYPE scDrawType = DRAW_LINE; // Draw Type
input ENUM_LINE_STYLE scDrawStyle = STYLE_DOT; // Draw Style
input color scHHColor = clrLightBlue; // Highest High Color
input color scLLColor = clrLightSalmon; // Lowest Low Color
input group "SC Drawings";
input bool scDrawHH = true; // Draw Highest High
input bool scDrawLL = true; // Draw Lowest Low
//
// END Inputs ...
//
//
// Includes Logging Library ...
#include "../Libraries/x-saherelm.log.lib.mq5";
//
// Includes Common Library ...
#include "../Libraries/x-saherelm.common.lib.mq5";
//
// Includes Draw Library ...
#include "../Libraries/x-saherelm.draw.lib.mq5";
//
// START Buffers ...
//
#property indicator_separate_window
//
#property indicator_buffers 7
#property indicator_plots 6
//
// LC ...
#define lcHHBufferIndex 0
#define lcLLBufferIndex 1
//
double lcHHBuffer[];
double lcLLBuffer[];
//
// MC ...
#define mcHHBufferIndex 2
#define mcLLBufferIndex 3
//
double mcHHBuffer[];
double mcLLBuffer[];
//
// SC ...
#define scHHBufferIndex 4
#define scLLBufferIndex 5
//
double scHHBuffer[];
double scLLBuffer[];
//
// Hot State ...
//
#define hotStateBufferIndex 6
//
double hotStateBuffer[];
//
// END Buffers ...
//
//
// START Global Definitions: Variables, Properties and etc ...
//
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// START Event Handlers ...
//
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
logTag = ShortName;
drawPrefix = ShortName;
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
//
// Here we can handle De Initialization Reasons ...
//
// ReDraw Chart ...
ChartRedraw();
//
// De Init Draw Library ...
OnDeinitDrawLibrary();
//
Comment("");
}
//
// Calculations ...
//
// Calculating what we want ...
int OnCalculate(
//
// total Candles on chart ...
const int rates_total,
//
// total calculated Candles on charts ...
const int prev_calculated,
//
// history of Candles Open Time ...
const datetime &time[],
//
// history of Candles Open Price ...
const double &open[],
//
// history of Candles High Price ...
const double &high[],
//
// history of Candles Low Price ...
const double &low[],
//
// history of Candles Close Price ...
const double &close[],
//
// history of Tick Volumes on Candle ...
const long &tick_volume[],
//
// history of Trade Volumes ...
const long &volume[],
//
// history of Candles Spread Price ...
const int &spread[])
{
//
// Prepare Buffers ...
ArraySetAsSeries(time, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
ArraySetAsSeries(volume, true);
ArraySetAsSeries(spread, true);
//
// this counts Available Bars ...
int limit;
//
// because in some cases we may have more than one input for
// calculation and we must prevent any calculation
// untill we pass the biggest input length, here we get max Input length
// and then wait until pass it ...
int maxLength = MathMax(lcLength, mcLength);
maxLength = MathMax(maxLength, scLength);
//
limit = prev_calculated < maxLength ? rates_total - (maxLength + 1) : rates_total - prev_calculated;
//
// Main Loop ...
for (int i = limit; i >= 0 && !IsStopped(); i--)
{
//
CalculateBuffers(i);
}
//
return rates_total;
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
// Validate Args ...
bool isLCInputsValid =
lcLength >= 4 &&
lcLength > mcLength &&
lcLength > scLength;
bool isMCInputsValid =
mcLength >= 4 &&
mcLength > scLength &&
mcLength < lcLength;
bool isSCInputsValid =
scLength >= 4 &&
scLength < mcLength &&
scLength < lcLength;
if (
isLCInputsValid &&
isMCInputsValid &&
isSCInputsValid)
{
result = true;
}
//
return result;
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// LC ...
LCDefineBuffers();
//
// MC ...
MCDefineBuffers();
//
// SC ...
SCDefineBuffers();
//
// Hot State Buffer ...
HotStateDefineBuffers();
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
//
string indicatorShortName = "";
StringConcatenate(indicatorShortName, ShortName, "");
//
IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
}
//
// Calculate Buffers ...
void CalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// LC ...
LCCalculateBuffers(bar_index);
//
// MC ...
MCCalculateBuffers(bar_index);
//
// SC ...
SCCalculateBuffers(bar_index);
//
// SIGNAL ...
SignalCalculateBuffers(bar_index);
//
// HOT State Buffer ...
HotStateCalculateBuffers(bar_index);
//
// After all Calculations we are ready to Draw what we want ...
DrawBuffers(bar_index);
}
//
// LC Buffers Definitions ...
void LCDefineBuffers()
{
//
// LC HH Buffer ...
string lcHHBufferLabel = ShortName + " LC HH (" + (string)lcLength + ")";
ENUM_DRAW_TYPE lcHHDrawType = lcDrawHH ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(lcHHBuffer, true);
SetIndexBuffer(lcHHBufferIndex, lcHHBuffer, INDICATOR_DATA);
PlotIndexSetInteger(lcHHBufferIndex, PLOT_DRAW_BEGIN, lcLength);
PlotIndexSetString(lcHHBufferIndex, PLOT_LABEL, lcHHBufferLabel);
PlotIndexSetInteger(lcHHBufferIndex, PLOT_LINE_COLOR, lcHHColor);
PlotIndexSetInteger(lcHHBufferIndex, PLOT_LINE_STYLE, lcDrawStyle);
PlotIndexSetInteger(lcHHBufferIndex, PLOT_LINE_WIDTH, lcDrawWidth);
PlotIndexSetInteger(lcHHBufferIndex, PLOT_DRAW_TYPE, lcHHDrawType);
//
// LC LL Buffer ...
string lcLLBufferLabel = ShortName + " LC LL (" + (string)lcLength + ")";
ENUM_DRAW_TYPE lcLLDrawType = lcDrawLL ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(lcLLBuffer, true);
SetIndexBuffer(lcLLBufferIndex, lcLLBuffer, INDICATOR_DATA);
PlotIndexSetInteger(lcLLBufferIndex, PLOT_DRAW_BEGIN, lcLength);
PlotIndexSetString(lcLLBufferIndex, PLOT_LABEL, lcLLBufferLabel);
PlotIndexSetInteger(lcLLBufferIndex, PLOT_LINE_COLOR, lcLLColor);
PlotIndexSetInteger(lcLLBufferIndex, PLOT_LINE_STYLE, lcDrawStyle);
PlotIndexSetInteger(lcLLBufferIndex, PLOT_LINE_WIDTH, lcDrawWidth);
PlotIndexSetInteger(lcLLBufferIndex, PLOT_DRAW_TYPE, lcLLDrawType);
}
//
// MC Buffers Definitions ...
void MCDefineBuffers()
{
//
// MC HH Buffer ...
string mcHHBufferLabel = ShortName + " MC HH (" + (string)mcLength + ")";
ENUM_DRAW_TYPE mcHHDrawType = mcDrawHH ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(mcHHBuffer, true);
SetIndexBuffer(mcHHBufferIndex, mcHHBuffer, INDICATOR_DATA);
PlotIndexSetInteger(mcHHBufferIndex, PLOT_DRAW_BEGIN, mcLength);
PlotIndexSetString(mcHHBufferIndex, PLOT_LABEL, mcHHBufferLabel);
PlotIndexSetInteger(mcHHBufferIndex, PLOT_LINE_COLOR, mcHHColor);
PlotIndexSetInteger(mcHHBufferIndex, PLOT_LINE_STYLE, mcDrawStyle);
PlotIndexSetInteger(mcHHBufferIndex, PLOT_LINE_WIDTH, mcDrawWidth);
PlotIndexSetInteger(mcHHBufferIndex, PLOT_DRAW_TYPE, mcHHDrawType);
//
// MC LL Buffer ...
string mcLLBufferLabel = ShortName + " MC LL (" + (string)mcLength + ")";
ENUM_DRAW_TYPE mcLLDrawType = mcDrawLL ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(mcLLBuffer, true);
SetIndexBuffer(mcLLBufferIndex, mcLLBuffer, INDICATOR_DATA);
PlotIndexSetInteger(mcLLBufferIndex, PLOT_DRAW_BEGIN, mcLength);
PlotIndexSetString(mcLLBufferIndex, PLOT_LABEL, mcLLBufferLabel);
PlotIndexSetInteger(mcLLBufferIndex, PLOT_LINE_COLOR, mcLLColor);
PlotIndexSetInteger(mcLLBufferIndex, PLOT_LINE_STYLE, mcDrawStyle);
PlotIndexSetInteger(mcLLBufferIndex, PLOT_LINE_WIDTH, mcDrawWidth);
PlotIndexSetInteger(mcLLBufferIndex, PLOT_DRAW_TYPE, mcLLDrawType);
}
//
// SC Buffers Definitions ...
void SCDefineBuffers()
{
//
// SC HH Buffer ...
string scHHBufferLabel = ShortName + " SC HH (" + (string)scLength + ")";
ENUM_DRAW_TYPE scHHDrawType = scDrawHH ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(scHHBuffer, true);
SetIndexBuffer(scHHBufferIndex, scHHBuffer, INDICATOR_DATA);
PlotIndexSetInteger(scHHBufferIndex, PLOT_DRAW_BEGIN, scLength);
PlotIndexSetString(scHHBufferIndex, PLOT_LABEL, scHHBufferLabel);
PlotIndexSetInteger(scHHBufferIndex, PLOT_LINE_COLOR, scHHColor);
PlotIndexSetInteger(scHHBufferIndex, PLOT_LINE_STYLE, scDrawStyle);
PlotIndexSetInteger(scHHBufferIndex, PLOT_LINE_WIDTH, scDrawWidth);
PlotIndexSetInteger(scHHBufferIndex, PLOT_DRAW_TYPE, scHHDrawType);
//
// SC LL Buffer ...
string scLLBufferLabel = ShortName + " SC LL (" + (string)scLength + ")";
ENUM_DRAW_TYPE scLLDrawType = scDrawLL ? lcDrawType : DRAW_NONE;
ArraySetAsSeries(scLLBuffer, true);
SetIndexBuffer(scLLBufferIndex, scLLBuffer, INDICATOR_DATA);
PlotIndexSetInteger(scLLBufferIndex, PLOT_DRAW_BEGIN, scLength);
PlotIndexSetString(scLLBufferIndex, PLOT_LABEL, scLLBufferLabel);
PlotIndexSetInteger(scLLBufferIndex, PLOT_LINE_COLOR, scLLColor);
PlotIndexSetInteger(scLLBufferIndex, PLOT_LINE_STYLE, scDrawStyle);
PlotIndexSetInteger(scLLBufferIndex, PLOT_LINE_WIDTH, scDrawWidth);
PlotIndexSetInteger(scLLBufferIndex, PLOT_DRAW_TYPE, scLLDrawType);
}
//
// Hot State Buffer ...
void HotStateDefineBuffers()
{
//
// Hot State Buffer ...
ArraySetAsSeries(hotStateBuffer, true);
SetIndexBuffer(hotStateBufferIndex, hotStateBuffer, INDICATOR_CALCULATIONS);
}
//
// LC Calculations ...
void LCCalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// Detect Cycle HH and LL ...
int length = lcLength;
ENUM_SERIESMODE hhMode = lcHHMode;
ENUM_SERIESMODE llMode = lcLLMode;
double threshold = PipsToPrice(lcThresholdInPips);
double hh = GetHighestHigh(
length,
bar_index,
hhMode);
double hhValue = hh + threshold;
double ll = GetLowestLow(
length,
bar_index,
llMode);
double llValue = ll - threshold;
//
lcHHBuffer[bar_index] = hhValue;
lcLLBuffer[bar_index] = llValue;
}
//
// MC Calculations ...
void MCCalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// Detect Cycle HH and LL ...
int length = mcLength;
ENUM_SERIESMODE hhMode = mcHHMode;
ENUM_SERIESMODE llMode = mcLLMode;
double threshold = PipsToPrice(mcThresholdInPips);
double hh = GetHighestHigh(
length,
bar_index,
hhMode);
double hhValue = hh + threshold;
double ll = GetLowestLow(
length,
bar_index,
llMode);
double llValue = ll - threshold;
//
mcHHBuffer[bar_index] = hhValue;
mcLLBuffer[bar_index] = llValue;
}
//
// SC Calculations ...
void SCCalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// Detect Cycle HH and LL ...
int length = scLength;
ENUM_SERIESMODE hhMode = scHHMode;
ENUM_SERIESMODE llMode = scLLMode;
double threshold = PipsToPrice(scThresholdInPips);
double hh = GetHighestHigh(
length,
bar_index,
hhMode);
double hhValue = hh + threshold;
double ll = GetLowestLow(
length,
bar_index,
llMode);
double llValue = ll - threshold;
//
scHHBuffer[bar_index] = hhValue;
scLLBuffer[bar_index] = llValue;
}
//
// SIGNAL Calculations ...
void SignalCalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// LC Values ...
double lcHH = lcHHBuffer[bar_index];
double lcLL = lcLLBuffer[bar_index];
double lcDelta = lcHH - lcLL;
double lcAvg = lcDelta / 2;
//
// MC Values ...
double mcHH = mcHHBuffer[bar_index];
double mcLL = mcLLBuffer[bar_index];
double mcDelta = mcHH - mcLL;
double mcAvg = mcDelta / 2;
//
// SC Values ...
double scHH = scHHBuffer[bar_index];
double scLL = scLLBuffer[bar_index];
double scDelta = scHH - scLL;
double scAvg = scDelta / 2;
//
// Min Value ...
double minValue = MathMin(
scLL, mcLL);
minValue = MathMin(
lcLL, minValue);
//
// Max Value ...
double maxValue = MathMin(
scHH, mcHH);
maxValue = MathMin(
lcHH, maxValue);
}
//
// HOT State Calculate Buffers ...
void HotStateCalculateBuffers(
int bar_index // Current Candle Index ...
)
{
//
// LC ...
double lcHH = lcHHBuffer[bar_index];
double lcLL = lcLLBuffer[bar_index];
//
double lcHH1 = lcHHBuffer[bar_index + 1];
double lcLL1 = lcLLBuffer[bar_index + 1];
//
// MC ...
double mcHH = mcHHBuffer[bar_index];
double mcLL = mcLLBuffer[bar_index];
//
double mcHH1 = mcHHBuffer[bar_index + 1];
double mcLL1 = mcLLBuffer[bar_index + 1];
//
// SC ...
double scHH = scHHBuffer[bar_index];
double scLL = scLLBuffer[bar_index];
//
double scHH1 = scHHBuffer[bar_index + 1];
double scLL1 = scLLBuffer[bar_index + 1];
//
bool isHotLLState = scLL == mcLL && mcLL == lcLL;
bool isHotLLState1 = scLL1 == mcLL1 && mcLL1 == lcLL1;
//
bool isHotHHState = scHH == mcHH && mcHH == lcHH;
bool isHotHHState1 = scHH1 == mcHH1 && mcHH1 == lcHH1;
//
bool isHotLL = isHotLLState && !isHotLLState1;
bool isHotHH = isHotHHState && !isHotHHState1;
//
double hotStateValue = X_XCHLH_NEUTURAL;
if (isHotHH)
{
hotStateValue = X_XCHLH_HOT_HH;
}
else if (isHotLL)
{
hotStateValue = X_XCHLH_HOT_LL;
}
//
hotStateBuffer[bar_index] = hotStateValue;
}
//
// Draw Buffers ...
void DrawBuffers(
int bar_index // Current Candle Index ...
)
{
//
// General Requirements ...
//
// Retrieve Candle Model ...
XOHCL candle = GetCandle(bar_index);
datetime time = iTime(_Symbol, _Period, bar_index);
//
// Draw Arrow on Hot Areas ...
if (drawHotAreas)
{
//
double hotStateValue = hotStateBuffer[bar_index];
bool isHotHHArea = hotStateValue == 1;
bool isHotLLArea = hotStateValue == -1;
if (isHotHHArea || isHotLLArea)
{
//
bool isHH = isHotHHArea;
//
double price = isHH ? candle.high : candle.low;
ENUM_ARROW_ANCHOR anchor = isHH ? ANCHOR_BOTTOM : ANCHOR_TOP;
color clr = isHH ? hotHHArrowColor : hotLLArrowColor;
uchar arrowCode = isHH ? hotHHArrowCode : hotLLArrowCode;
string name = "HOT " + (isHH ? "HH" : "LL") + "_" + (string)price + "_" + (string)time;
//
DrawArrow(
0,
name,
0,
time,
price,
arrowCode,
anchor,
clr,
STYLE_SOLID,
1);
}
}
}
//
// END Functions ...
//