632 lines
15 KiB
Plaintext
632 lines
15 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Indicator
|
|
// ---------------------------------------------
|
|
// Name: XCHE
|
|
// Description: Chandelier Exit Indicator ...
|
|
//
|
|
//
|
|
// 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 XCHE Indicator"
|
|
#property strict
|
|
|
|
//
|
|
// START Constants ...
|
|
//
|
|
|
|
//
|
|
#define ShortName "XCHE"
|
|
|
|
//
|
|
// END Constants ...
|
|
//
|
|
|
|
//
|
|
// START Inputs ...
|
|
//
|
|
|
|
//
|
|
input group "Market";
|
|
input int length = 35; // Length
|
|
input int loopback = 26; // Loopback
|
|
input double multiplier1 = 3.0; // 1st Multiplier
|
|
input double multiplier2 = 3.5; // 2nd Multiplier
|
|
|
|
//
|
|
input group "Calculation";
|
|
input ENUM_APPLIED_PRICE upAppliedTo = PRICE_HIGH; // Up Zone Applied to
|
|
input ENUM_APPLIED_PRICE downAppliedTo = PRICE_LOW; // Down Zone Applied to
|
|
|
|
//
|
|
input group "Presentation";
|
|
input bool showLongExit1Line = true; // Show 1st Long Exit
|
|
input bool showShortExit1Line = true; // Show 1st Short Exit
|
|
input bool showLongExit2Line = true; // Show 2st Long Exit
|
|
input bool showShortExit2Line = true; // Show 2st Short Exit
|
|
|
|
//
|
|
// END Inputs ...
|
|
//
|
|
|
|
//
|
|
// START Includes and Imports ...
|
|
//
|
|
|
|
//
|
|
// Includes Common Library ...
|
|
#include "../Libraries/x-saherelm.common.lib.mq5"
|
|
|
|
//
|
|
// END Includes and Imports ...
|
|
//
|
|
|
|
//
|
|
// START Buffers ...
|
|
//
|
|
|
|
//
|
|
#property indicator_chart_window
|
|
|
|
//
|
|
#property indicator_buffers 8
|
|
#property indicator_plots 8
|
|
|
|
//
|
|
// Long Exit 1 ...
|
|
#define longExit1BufferIndex 0
|
|
double longExit1Buffer[];
|
|
|
|
//
|
|
#property indicator_label1 "XCHE LE 1"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrLime
|
|
#property indicator_style1 STYLE_DOT
|
|
|
|
//
|
|
// Short Exit 1 ...
|
|
#define shortExit1BufferIndex 1
|
|
double shortExit1Buffer[];
|
|
|
|
//
|
|
#property indicator_label2 "XCHE SE 1"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_style2 STYLE_DOT
|
|
#property indicator_color2 clrRed
|
|
|
|
//
|
|
// Long Exit 2 ...
|
|
#define longExit2BufferIndex 2
|
|
double longExit2Buffer[];
|
|
|
|
//
|
|
#property indicator_label3 "XCHE LE 2"
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_style2 STYLE_DOT
|
|
#property indicator_color3 clrAqua
|
|
|
|
//
|
|
// Short Exit 2 ...
|
|
#define shortExit2BufferIndex 3
|
|
double shortExit2Buffer[];
|
|
|
|
//
|
|
#property indicator_label4 "XCHE SE 2"
|
|
#property indicator_type4 DRAW_LINE
|
|
#property indicator_style2 STYLE_DOT
|
|
#property indicator_color4 clrMagenta
|
|
|
|
//
|
|
// START Arrows ...
|
|
|
|
//
|
|
// Long Exit 1 Start ...
|
|
#define longExit1StartBufferIndex 4
|
|
double longExit1StartBuffer[];
|
|
|
|
//
|
|
#property indicator_label5 "XCHE LES 1"
|
|
#property indicator_type5 DRAW_ARROW
|
|
#property indicator_color5 clrLime
|
|
|
|
//
|
|
// Short Exit 1 Start ...
|
|
#define shortExit1StartBufferIndex 5
|
|
double shortExit1StartBuffer[];
|
|
|
|
//
|
|
#property indicator_label6 "XCHE SES 1"
|
|
#property indicator_type6 DRAW_ARROW
|
|
#property indicator_color6 clrRed
|
|
|
|
//
|
|
// Long Exit 2 Start ...
|
|
#define longExit2StartBufferIndex 6
|
|
double longExit2StartBuffer[];
|
|
|
|
//
|
|
#property indicator_label7 "XCHE LES 2"
|
|
#property indicator_type7 DRAW_ARROW
|
|
#property indicator_color7 clrAqua
|
|
|
|
//
|
|
// Short Exit 2 Start ...
|
|
#define shortExit2StartBufferIndex 7
|
|
double shortExit2StartBuffer[];
|
|
|
|
//
|
|
#property indicator_label8 "XCHE SES 2"
|
|
#property indicator_type8 DRAW_ARROW
|
|
#property indicator_color8 clrMagenta
|
|
|
|
//
|
|
// END Buffers ...
|
|
//
|
|
|
|
//
|
|
// START Global Definitions: Variables, Properties and etc ...
|
|
//
|
|
|
|
//
|
|
int maxLength;
|
|
|
|
//
|
|
// Working Array ...
|
|
double work[][6];
|
|
#define hi1Idx 0
|
|
#define lo1Idx 1
|
|
#define hi2Idx 2
|
|
#define lo2Idx 3
|
|
#define trend1Idx 4
|
|
#define trend2Idx 5
|
|
|
|
//
|
|
// END Global Definitions: Variables, Properties and etc ...
|
|
//
|
|
|
|
//
|
|
// START Event Handlers ...
|
|
//
|
|
|
|
//
|
|
// Initialization ...
|
|
int OnInit()
|
|
{
|
|
//
|
|
// Validate Inputs ...
|
|
if (!ValidateInputs())
|
|
{
|
|
return INIT_PARAMETERS_INCORRECT;
|
|
}
|
|
|
|
//
|
|
// because in some cases we may have more than one input for
|
|
// calculation and we must prevent any calculation
|
|
// untill we pass the biggest input length, here we get max Input length
|
|
// and then wait until pass it ...
|
|
maxLength = ExtractMaxLengthOfInputs();
|
|
|
|
//
|
|
// Define Index Buffers ...
|
|
DefineBuffers();
|
|
|
|
//
|
|
// Set Indicator ShortName ...
|
|
SetIndicatorName();
|
|
|
|
//
|
|
// Init Succeed ...
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
|
|
//
|
|
// DeInitialization ...
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//
|
|
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
|
// REASON_REMOVE 1 Program removed from a chart
|
|
// REASON_RECOMPILE 2 Program recompiled
|
|
// REASON_CHARTCHANGE 3 A symbol or a chart mPeriod is changed
|
|
// REASON_CHARTCLOSE 4 Chart closed
|
|
// REASON_PARAMETERS 5 Inputs changed by a user
|
|
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
|
// REASON_TEMPLATE 7 Another chart template applied
|
|
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
|
// REASON_CLOSE 9 Terminal closed
|
|
}
|
|
|
|
//
|
|
// Calculating what we want ...
|
|
int OnCalculate(
|
|
//
|
|
// 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[])
|
|
{
|
|
//
|
|
if (Bars(_Symbol, _Period) < rates_total)
|
|
{
|
|
return (prev_calculated);
|
|
}
|
|
|
|
//
|
|
if (ArrayRange(work, 0) != rates_total)
|
|
{
|
|
ArrayResize(work, rates_total);
|
|
}
|
|
|
|
//
|
|
// this counts Available Bars ...
|
|
int limit;
|
|
|
|
//
|
|
limit = prev_calculated - 1;
|
|
if (limit < 0)
|
|
{
|
|
limit = 0;
|
|
}
|
|
|
|
//
|
|
// Main Loop ...
|
|
for (int i = limit; i < rates_total && !IsStopped(); i++)
|
|
{
|
|
CalculateBuffers(
|
|
i,
|
|
prev_calculated,
|
|
rates_total,
|
|
//
|
|
open,
|
|
high,
|
|
low,
|
|
close);
|
|
}
|
|
|
|
//
|
|
return rates_total;
|
|
}
|
|
//
|
|
// END Event Handlers ...
|
|
//
|
|
|
|
//
|
|
// START Functions ...
|
|
//
|
|
|
|
//
|
|
// Validate Input Args for Initialization ...
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
result =
|
|
length >= 9 &&
|
|
loopback >= 0;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve all Exists Input Max Length ...
|
|
// use for Start Of Drawing ...
|
|
int ExtractMaxLengthOfInputs()
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
result = MathMax(length, loopback);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Set Indicator Short Name and also we can define Buffers Labels ...
|
|
void SetIndicatorName()
|
|
{
|
|
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
|
|
}
|
|
|
|
//
|
|
// Define Indexes and Styles ...
|
|
void DefineBuffers()
|
|
{
|
|
//
|
|
uint arrowCode = 159;
|
|
|
|
//
|
|
// LEVEL 1 ...
|
|
|
|
//
|
|
// Long Exit 1 ...
|
|
|
|
//
|
|
// Draw Type ...
|
|
ENUM_DRAW_TYPE longExit1DrawType = showLongExit1Line ? DRAW_LINE : DRAW_NONE;
|
|
ENUM_DRAW_TYPE longExit1StartDrawType = showLongExit1Line ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// Buffer ...
|
|
SetIndexBuffer(longExit1BufferIndex, longExit1Buffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(longExit1BufferIndex, PLOT_SHOW_DATA, showLongExit1Line);
|
|
PlotIndexSetInteger(longExit1BufferIndex, PLOT_DRAW_TYPE, longExit1DrawType);
|
|
|
|
//
|
|
// Start Buffer ...
|
|
SetIndexBuffer(longExit1StartBufferIndex, longExit1StartBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_ARROW, arrowCode);
|
|
PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_SHOW_DATA, false);
|
|
PlotIndexSetInteger(longExit1StartBufferIndex, PLOT_DRAW_TYPE, longExit1StartDrawType);
|
|
|
|
//
|
|
// Short Exit 1 ...
|
|
|
|
//
|
|
// Draw Type ...
|
|
ENUM_DRAW_TYPE shortExit1DrawType = showShortExit1Line ? DRAW_LINE : DRAW_NONE;
|
|
ENUM_DRAW_TYPE shortExit1StartDrawType = showShortExit1Line ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// Buffer ...
|
|
SetIndexBuffer(shortExit1BufferIndex, shortExit1Buffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(shortExit1BufferIndex, PLOT_SHOW_DATA, showShortExit1Line);
|
|
PlotIndexSetInteger(shortExit1BufferIndex, PLOT_DRAW_TYPE, shortExit1DrawType);
|
|
|
|
//
|
|
// Start Buffer ...
|
|
SetIndexBuffer(shortExit1StartBufferIndex, shortExit1StartBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_ARROW, arrowCode);
|
|
PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_SHOW_DATA, false);
|
|
PlotIndexSetInteger(shortExit1StartBufferIndex, PLOT_DRAW_TYPE, shortExit1StartDrawType);
|
|
|
|
//
|
|
// LEVEL 2 ...
|
|
|
|
//
|
|
// Long Exit 2 ...
|
|
|
|
//
|
|
// Draw Type ...
|
|
ENUM_DRAW_TYPE longExit2DrawType = showLongExit2Line ? DRAW_LINE : DRAW_NONE;
|
|
ENUM_DRAW_TYPE longExit2StartDrawType = showLongExit2Line ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// Buffer ...
|
|
SetIndexBuffer(longExit2BufferIndex, longExit2Buffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(longExit2BufferIndex, PLOT_SHOW_DATA, showLongExit2Line);
|
|
PlotIndexSetInteger(longExit2BufferIndex, PLOT_DRAW_TYPE, longExit2DrawType);
|
|
|
|
//
|
|
// Start Buffer ...
|
|
SetIndexBuffer(longExit2StartBufferIndex, longExit2StartBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_ARROW, arrowCode);
|
|
PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_SHOW_DATA, false);
|
|
PlotIndexSetInteger(longExit2StartBufferIndex, PLOT_DRAW_TYPE, longExit2StartDrawType);
|
|
|
|
//
|
|
// Short Exit 2 ...
|
|
|
|
//
|
|
// Draw Type ...
|
|
ENUM_DRAW_TYPE shortExit2DrawType = showShortExit2Line ? DRAW_LINE : DRAW_NONE;
|
|
ENUM_DRAW_TYPE shortExit2StartDrawType = showShortExit2Line ? DRAW_ARROW : DRAW_NONE;
|
|
|
|
//
|
|
// Buffer ...
|
|
SetIndexBuffer(shortExit2BufferIndex, shortExit2Buffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(shortExit2BufferIndex, PLOT_SHOW_DATA, showShortExit2Line);
|
|
PlotIndexSetInteger(shortExit2BufferIndex, PLOT_DRAW_TYPE, shortExit2DrawType);
|
|
|
|
//
|
|
// Start Buffer ...
|
|
SetIndexBuffer(shortExit2StartBufferIndex, shortExit2StartBuffer, INDICATOR_DATA);
|
|
PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_ARROW, arrowCode);
|
|
PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_SHOW_DATA, false);
|
|
PlotIndexSetInteger(shortExit2StartBufferIndex, PLOT_DRAW_TYPE, shortExit2StartDrawType);
|
|
}
|
|
|
|
//
|
|
// Calculate Buffers ...
|
|
void CalculateBuffers(
|
|
int bar_index, // Selected Bar Index
|
|
int prevCalculated, // Previous Calculated
|
|
int ratesTotal, // Total Rates
|
|
const double &open[], // Rates Open ...
|
|
const double &high[], // Rates High ...
|
|
const double &low[], // Rates Low ...
|
|
const double &close[] // Rates Close ...
|
|
)
|
|
{
|
|
//
|
|
// Cleanup Buffers ...
|
|
longExit1Buffer[bar_index] = longExit1StartBuffer[bar_index] = shortExit1Buffer[bar_index] = shortExit1StartBuffer[bar_index] = EMPTY_VALUE;
|
|
longExit2Buffer[bar_index] = longExit2StartBuffer[bar_index] = shortExit2Buffer[bar_index] = shortExit2StartBuffer[bar_index] = EMPTY_VALUE;
|
|
|
|
//
|
|
int start = MathMax(bar_index - loopback, 0);
|
|
|
|
//
|
|
// Calculate ATR Value ...
|
|
double atrValue = 0;
|
|
for (int k = 1; k <= length && (bar_index - k - 1) >= 0; k++)
|
|
{
|
|
//
|
|
atrValue += MathMax(high[bar_index - k], close[MathMax(bar_index - k - 1, 0)]) -
|
|
MathMin(low[bar_index - k], close[MathMax(bar_index - k - 1, 0)]);
|
|
}
|
|
atrValue /= (double)length;
|
|
|
|
//
|
|
// Retrieve Highest High and Lowest Lows ...
|
|
double loopbackMax = high[ArrayMaximum(high, start, loopback)];
|
|
double loopbackMin = low[ArrayMinimum(low, start, loopback)];
|
|
|
|
//
|
|
// Fill Multi Dimesional Working Array ...
|
|
work[bar_index][hi1Idx] = loopbackMax - multiplier1 * atrValue;
|
|
work[bar_index][lo1Idx] = loopbackMin + multiplier1 * atrValue;
|
|
work[bar_index][hi2Idx] = loopbackMax - multiplier2 * atrValue;
|
|
work[bar_index][lo2Idx] = loopbackMin + multiplier2 * atrValue;
|
|
work[bar_index][trend1Idx] = (bar_index > 0) ? work[bar_index - 1][trend1Idx] : 0;
|
|
work[bar_index][trend2Idx] = (bar_index > 0) ? work[bar_index - 1][trend2Idx] : 0;
|
|
|
|
//
|
|
if (bar_index > 0)
|
|
{
|
|
//
|
|
// Calculate Trends ...
|
|
if (close[bar_index] > work[bar_index - 1][lo1Idx])
|
|
{
|
|
work[bar_index][trend1Idx] = 1;
|
|
}
|
|
|
|
//
|
|
if (close[bar_index] < work[bar_index - 1][hi1Idx])
|
|
{
|
|
work[bar_index][trend1Idx] = -1;
|
|
}
|
|
|
|
//
|
|
if (close[bar_index] > work[bar_index - 1][lo2Idx])
|
|
{
|
|
work[bar_index][trend2Idx] = 1;
|
|
}
|
|
|
|
//
|
|
if (close[bar_index] < work[bar_index - 1][hi2Idx])
|
|
{
|
|
work[bar_index][trend2Idx] = -1;
|
|
}
|
|
|
|
//
|
|
// Calculate Exit Values ...
|
|
|
|
//
|
|
// Exit 1 ...
|
|
|
|
//
|
|
// Long ...
|
|
if (multiplier1 > 0 && work[bar_index][trend1Idx] == 1)
|
|
{
|
|
//
|
|
if (work[bar_index][hi1Idx] < work[bar_index - 1][hi1Idx])
|
|
{
|
|
work[bar_index][hi1Idx] = work[bar_index - 1][hi1Idx];
|
|
}
|
|
|
|
//
|
|
longExit1Buffer[bar_index] = work[bar_index][hi1Idx];
|
|
|
|
//
|
|
if (longExit1Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
longExit1StartBuffer[bar_index] = longExit1Buffer[bar_index];
|
|
}
|
|
}
|
|
|
|
//
|
|
// Short ...
|
|
if (multiplier1 > 0 && work[bar_index][trend1Idx] == -1)
|
|
{
|
|
//
|
|
if (work[bar_index][lo1Idx] > work[bar_index - 1][lo1Idx])
|
|
{
|
|
work[bar_index][lo1Idx] = work[bar_index - 1][lo1Idx];
|
|
}
|
|
|
|
//
|
|
shortExit1Buffer[bar_index] = work[bar_index][lo1Idx];
|
|
|
|
//
|
|
if (shortExit1Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
shortExit1StartBuffer[bar_index] = shortExit1Buffer[bar_index];
|
|
}
|
|
}
|
|
|
|
//
|
|
// Exit 2 ...
|
|
|
|
//
|
|
// Long ...
|
|
if (multiplier2 > 0 && work[bar_index][trend2Idx] == 1)
|
|
{
|
|
if (work[bar_index][hi2Idx] < work[bar_index - 1][hi2Idx])
|
|
{
|
|
work[bar_index][hi2Idx] = work[bar_index - 1][hi2Idx];
|
|
}
|
|
|
|
//
|
|
longExit2Buffer[bar_index] = work[bar_index][hi2Idx];
|
|
|
|
//
|
|
if (longExit2Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
longExit2StartBuffer[bar_index] = longExit2Buffer[bar_index];
|
|
}
|
|
}
|
|
|
|
//
|
|
// Short ...
|
|
if (multiplier2 > 0 && work[bar_index][trend2Idx] == -1)
|
|
{
|
|
//
|
|
if (work[bar_index][lo2Idx] > work[bar_index - 1][lo2Idx])
|
|
{
|
|
work[bar_index][lo2Idx] = work[bar_index - 1][lo2Idx];
|
|
}
|
|
|
|
//
|
|
shortExit2Buffer[bar_index] = work[bar_index][lo2Idx];
|
|
|
|
//
|
|
if (shortExit2Buffer[bar_index - 1] == EMPTY_VALUE)
|
|
{
|
|
shortExit2StartBuffer[bar_index] = shortExit2Buffer[bar_index];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// END Functions ...
|
|
//
|