564 lines
12 KiB
Plaintext
564 lines
12 KiB
Plaintext
///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: X3VWAP
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// Description: X3VWAP Trend Detector ...
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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 X3VWAP Indicator"
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#property strict
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//
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#define ShortName "X3VWAP"
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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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// Inputs ...
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//
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// Market ...
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input group "Market";
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input int fastLength = 50; // Fast Length
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input int midLength = 100; // Mid Length
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input int slowLength = 200; // Slow Length
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
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//
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// Presentation ...
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input group "Presentation";
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input bool showFast = true; // Show Fast
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input bool showMid = true; // Show Mid
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input bool showSlow = true; // Show Slow
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 11
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#property indicator_plots 3
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//
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#define hideColorIDX 0
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#define bullishColorIDX 1
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#define bearishColorIDX 2
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#define neuturalColorIDX 3
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//
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// Current ...
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//
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// Fast ...
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#define fastBufferIndex 0
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double fastBuffer[];
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#define fastColorBufferIndex 1
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double fastColorBuffer[];
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//
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#define fastPlotBufferIndex 0
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#property indicator_label1 "X3VWAP F"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 CLR_NONE, clrAqua, clrMagenta, clrGray
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//
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// Mid ...
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#define midBufferIndex 2
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double midBuffer[];
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#define midColorBufferIndex 3
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double midColorBuffer[];
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//
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#define midPlotBufferIndex 1
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#property indicator_label2 "X3VWAP M"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 CLR_NONE, clrGreen, clrRed, clrGray
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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//
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// Slow ...
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#define slowBufferIndex 4
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double slowBuffer[];
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#define slowColorBufferIndex 5
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double slowColorBuffer[];
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//
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#define slowPlotBufferIndex 2
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#property indicator_label3 "X3VWAP S"
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#property indicator_type3 DRAW_COLOR_LINE
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#property indicator_color3 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 2
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//
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// Data Buffers ...
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//
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// Volumes ...
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#define volumeBufferIndex 6
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double volumeBuffer[];
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//
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// Price ...
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#define priceBufferIndex 7
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double priceBuffer[];
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//
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// Fast State ...
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#define fastStateBufferIndex 8
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double fastStateBuffer[];
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//
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// Mid State ...
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#define midStateBufferIndex 9
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double midStateBuffer[];
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//
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// Slow State ...
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#define slowStateBufferIndex 10
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double slowStateBuffer[];
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//
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// Variables ...
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//
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int maxLength;
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//
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// EVENT Handlers ...
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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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// 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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//
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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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ArraySetAsSeries(low, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(close, true);
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ArraySetAsSeries(tick_volume, 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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limit =
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(prev_calculated > rates_total || prev_calculated <= 0)
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? rates_total
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: (rates_total - prev_calculated) + 1;
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//
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// Main Loop ...
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for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
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{
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//
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CalculateBuffers(
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i,
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prev_calculated,
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rates_total,
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//
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open,
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high,
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close,
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low,
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tick_volume //
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);
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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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// CUSTOM Functions ...
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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 =
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//
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fastLength > 2 &&
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midLength > fastLength &&
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slowLength > midLength
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//
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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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// 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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// Current ...
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result = MathMax(fastLength, midLength);
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result = MathMax(result, slowLength);
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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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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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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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// Fast ...
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ArraySetAsSeries(fastBuffer, true);
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ArraySetAsSeries(fastColorBuffer, true);
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SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA);
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SetIndexBuffer(fastColorBufferIndex, fastColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Mid ...
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ArraySetAsSeries(midBuffer, true);
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ArraySetAsSeries(midColorBuffer, true);
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SetIndexBuffer(midBufferIndex, midBuffer, INDICATOR_DATA);
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SetIndexBuffer(midColorBufferIndex, midColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Slow ...
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ArraySetAsSeries(slowBuffer, true);
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ArraySetAsSeries(slowColorBuffer, true);
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SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA);
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SetIndexBuffer(slowColorBufferIndex, slowColorBuffer, INDICATOR_COLOR_INDEX);
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//
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// Data Buffers ...
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//
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// Volumes ...
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ArraySetAsSeries(volumeBuffer, true);
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SetIndexBuffer(volumeBufferIndex, volumeBuffer, INDICATOR_CALCULATIONS);
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//
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// Price ...
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ArraySetAsSeries(priceBuffer, true);
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SetIndexBuffer(priceBufferIndex, priceBuffer, INDICATOR_CALCULATIONS);
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//
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// Fast State ...
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ArraySetAsSeries(fastStateBuffer, true);
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SetIndexBuffer(fastStateBufferIndex, fastStateBuffer, INDICATOR_CALCULATIONS);
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//
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// Mid State ...
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ArraySetAsSeries(midStateBuffer, true);
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SetIndexBuffer(midStateBufferIndex, midStateBuffer, INDICATOR_CALCULATIONS);
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//
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// Slow State ...
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ArraySetAsSeries(slowStateBuffer, true);
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SetIndexBuffer(slowStateBufferIndex, slowStateBuffer, INDICATOR_CALCULATIONS);
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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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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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// Calculate Volumes and Price ...
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//
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if (ratesTotal - bar_index <= maxLength)
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{
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//
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CalculateDataBuffers(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume //
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);
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return;
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}
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//
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CalculateDataBuffers(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume //
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);
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//
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CalculateVWAPS(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume //
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);
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}
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//
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// Calculate Required Data Buffers ...
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void CalculateDataBuffers(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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double price = GetAppliedPrice(
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appliedTo,
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open,
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high,
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low,
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close,
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bar_index //
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);
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priceBuffer[bar_index] = price;
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volumeBuffer[bar_index] = (double)tickVolume[bar_index];
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}
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//
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// Calculate Different VWaps ...
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void CalculateVWAPS(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[] //
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)
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{
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//
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// Fast ...
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CalculateVWAP(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume,
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//
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fastLength,
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showFast,
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fastBuffer,
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fastColorBuffer,
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fastStateBuffer //
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);
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//
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// Mid ...
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CalculateVWAP(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume,
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//
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midLength,
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showMid,
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midBuffer,
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midColorBuffer,
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midStateBuffer //
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);
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//
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// Fast ...
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CalculateVWAP(
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bar_index,
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prevCalculated,
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ratesTotal,
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open,
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high,
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close,
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low,
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tickVolume,
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//
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slowLength,
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showSlow,
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slowBuffer,
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slowColorBuffer,
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slowStateBuffer //
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);
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}
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//
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// Calculate VWAP ...
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void CalculateVWAP(
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int bar_index, // Selected Bar Index
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const int prevCalculated,
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const int ratesTotal,
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const double &open[],
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const double &high[],
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const double &close[],
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const double &low[],
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const long &tickVolume[],
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//
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int _length, // Calculation Length
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bool _show,
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double &_buffer[],
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double &_colorBuffer[],
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double &_stateBuffer[] //
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)
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{
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//
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double vSum = 0;
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double pSum = 0;
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double mSum = 0;
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for (int x = 0; x < _length; x++)
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{
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//
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pSum += priceBuffer[x + bar_index];
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vSum += volumeBuffer[x + bar_index];
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mSum += priceBuffer[x + bar_index] * volumeBuffer[x + bar_index];
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}
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//
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double iValue = mSum / vSum;
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iValue = NormalizeDouble(iValue, _Digits);
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//
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_buffer[bar_index] = iValue;
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//
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bool isBullish = low[bar_index] > iValue;
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bool isBearish = high[bar_index] < iValue;
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//
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double iColor =
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isBullish
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? bullishColorIDX
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: isBearish
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? bearishColorIDX
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: neuturalColorIDX;
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//
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_colorBuffer[bar_index] = hideColorIDX;
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_stateBuffer[bar_index] = iColor;
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if (_show)
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{
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_colorBuffer[bar_index] = iColor;
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}
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}
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// |