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xMQL5/MQLTestWorkspace/BKPS/BKP/x121 old style indicators/Indicators/x-saherelm.x121.xatrsl.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121_ATRSL ATR Indicator
// ---------------------------------------------------
// Name: X121_ATRSL
// Description: ATR StopLoss Finer
// Market Analysor ...
//
//
// 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 X121_ATRSL Indicator"
#property strict
//
// START Constants ...
//
//
// Indicator Short Name ...
#define ShortName "X121_ATRSL"
//
// Available Smoothing Methods ...
enum X_XATRSL_SMOOTHING_METHOD
{
X_ATRSL_SMOOTHING_RMA = 0, // RMA
X_ATRSL_SMOOTHING_SMA = 1, // SMA
X_ATRSL_SMOOTHING_EMA = 2, // EMA
X_ATRSL_SMOOTHING_WMA = 3, // WMA
};
//
// END Constants ...
//
//
// START Inputs ...
//
//
input group "Market";
input int length = 14; // Length
input double step = 0.02; // Increment Step
input double maximum = 0.2; // Maximum
input ENUM_APPLIED_PRICE highAppliedTo = PRICE_HIGH; // High Line Applied To
input ENUM_APPLIED_PRICE lowAppliedTo = PRICE_LOW; // Low Line Applied To
//
input group "Presentation";
input bool showHigh = true; // Show High
input bool showLow = true; // Show Low
input bool showSar = true; // Show PSar
//
// END Inputs ...
//
//
// START Includes and Imports ...
//
//
// Includes Logging Library ...
#include "../Libraries/x-saherelm.log.lib.mq5"
//
// Includes Common Library ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// END Includes and Imports ...
//
//
// START Buffers ...
//
#property indicator_chart_window
//
#property indicator_buffers 9
#property indicator_plots 3
//
// PLOTTED Buffers ...
//
// HIGH ...
#define highBufferIndex 0
double highBuffer[];
//
#property indicator_label1 "X121_ATRSL H"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightGray
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//
// LOW ...
#define lowBufferIndex 1
double lowBuffer[];
//
#property indicator_label2 "X121_ATRSL L"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrLightGray
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//
// SAR ...
#define sarBufferIndex 2
double sarBuffer[];
//
#property indicator_label3 "X121_ATRSL SAR"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGold
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
//
// DATA Buffers ...
//
// RMA ...
#define rmaBufferIndex 3
double rmaBuffer[];
//
// WMA ...
#define wmaBufferIndex 4
double wmaBuffer[];
//
// WMA CALCULATIONS ...
//
// MA 1 ...
#define ma1BufferIndex 5
double ma1Buffer[];
//
// MA P ...
#define maPBufferIndex 6
double maPBuffer[];
//
// EMA P ...
#define emaPBufferIndex 7
double emaPBuffer[];
//
// ATR ...
#define atrBufferIndex 8
double atrBuffer[];
//
// END Buffers ...
//
//
// START Global Definitions: Variables, Properties and etc ...
//
//
int maxLength;
//
double smoothFactor;
//
// WMA ...
int ma1Handler = INVALID_HANDLE;
int maPHandler = INVALID_HANDLE;
ENUM_APPLIED_PRICE wmaAppliedTo = PRICE_CLOSE;
//
// EMA ...
int emaPHandler = INVALID_HANDLE;
//
// ATR ...
int atrHandler = INVALID_HANDLE;
//
// SAR ...
int sarHandler = INVALID_HANDLE;
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// START Event Handlers ...
//
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
logTag = ShortName;
//
// 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();
//
// Calculate RMA and WMA Smooth Factoir ...
smoothFactor = 1.0 / length;
//
// Define Index Buffers ...
DefineBuffers();
//
// Initialize Handlers ...
if (!InitialHandlers())
{
return INIT_FAILED;
}
//
// 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 ...
IndicatorRelease(sarHandler);
IndicatorRelease(atrHandler);
IndicatorRelease(ma1Handler);
IndicatorRelease(maPHandler);
IndicatorRelease(emaPHandler);
}
//
// 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;
//
// Check Calculated Bars ...
int sarCalculatedBars = BarsCalculated(sarHandler);
int atrCalculatedBars = BarsCalculated(atrHandler);
int ma1CalculatedBars = BarsCalculated(ma1Handler);
int maPCalculatedBars = BarsCalculated(maPHandler);
int emaPCalculatedBars = BarsCalculated(emaPHandler);
if (sarCalculatedBars < maxLength ||
atrCalculatedBars < maxLength ||
ma1CalculatedBars < maxLength ||
maPCalculatedBars < maxLength ||
emaPCalculatedBars < maxLength)
{
return prev_calculated;
}
//
limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1;
//
// Buffers Copy ...
int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer);
int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
int copiedMa1s = CopyBuffer(ma1Handler, 0, 0, limit, ma1Buffer);
int copiedMaPs = CopyBuffer(maPHandler, 0, 0, limit, maPBuffer);
int copiedEMaPs = CopyBuffer(emaPHandler, 0, 0, limit, emaPBuffer);
if (copiedSars <= 0 ||
copiedAtrs <= 0 ||
copiedMa1s <= 0 ||
copiedMaPs <= 0 ||
copiedEMaPs <= 0)
{
return prev_calculated;
}
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
//
// Determines First Calculation ...
bool isFirstBar = ((limit == rates_total) &&
i == rates_total - 1);
//
CalculateBuffers(
i,
isFirstBar,
limit,
rates_total,
prev_calculated,
open,
high,
low,
close
//
);
}
//
return rates_total;
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result =
//
// Validate Inputs ...
(length > 2 &&
step > 0 &&
maximum > step)
//
;
//
return result;
}
//
// Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ...
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
// Max ...
result = MathMax(result, length);
//
return result;
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// HIGH ...
ENUM_DRAW_TYPE highDrawType = showHigh ? DRAW_LINE : DRAW_NONE;
ArraySetAsSeries(highBuffer, true);
SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_DATA);
PlotIndexSetDouble(highBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(highBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(highBufferIndex, PLOT_DRAW_BEGIN, maxLength);
PlotIndexSetInteger(highBufferIndex, PLOT_DRAW_TYPE, highDrawType);
//
// LOW ...
ENUM_DRAW_TYPE lowDrawType = showLow ? DRAW_LINE : DRAW_NONE;
ArraySetAsSeries(lowBuffer, true);
SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_DATA);
PlotIndexSetDouble(lowBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(lowBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(lowBufferIndex, PLOT_DRAW_BEGIN, maxLength);
PlotIndexSetInteger(lowBufferIndex, PLOT_DRAW_TYPE, lowDrawType);
//
// SAR ...
ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_LINE : DRAW_NONE;
ArraySetAsSeries(sarBuffer, true);
SetIndexBuffer(sarBufferIndex, sarBuffer, INDICATOR_DATA);
PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(sarBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_BEGIN, maxLength);
PlotIndexSetInteger(sarBufferIndex, PLOT_DRAW_TYPE, sarDrawType);
//
// DATA Buffers ...
//
// RMA ...
ArraySetAsSeries(rmaBuffer, true);
SetIndexBuffer(rmaBufferIndex, rmaBuffer, INDICATOR_CALCULATIONS);
//
// MA 1 ...
ArraySetAsSeries(ma1Buffer, true);
SetIndexBuffer(ma1BufferIndex, ma1Buffer, INDICATOR_CALCULATIONS);
//
// MA P ...
ArraySetAsSeries(maPBuffer, true);
SetIndexBuffer(maPBufferIndex, maPBuffer, INDICATOR_CALCULATIONS);
//
// WMA ...
ArraySetAsSeries(wmaBuffer, true);
SetIndexBuffer(wmaBufferIndex, wmaBuffer, INDICATOR_DATA);
//
// ATR ...
ArraySetAsSeries(atrBuffer, true);
SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
}
//
// Initialize WMA Required Handlers ...
bool InitialHandlers()
{
//
bool result = false;
//
// MA 1 ...
ma1Handler = iMA(
_Symbol,
_Period,
1, // Lenght of MA 1 ...
0,
MODE_SMA,
wmaAppliedTo);
//
// MA P ...
maPHandler = iMA(
_Symbol,
_Period,
length,
0,
MODE_SMA,
wmaAppliedTo);
//
// EMA P ...
emaPHandler = iMA(
_Symbol,
_Period,
length,
0,
MODE_EMA,
wmaAppliedTo);
//
// ATR ...
atrHandler = iATR(
_Symbol,
_Period,
length);
//
// SAR ...
sarHandler = iSAR(
_Symbol,
_Period,
step,
maximum);
//
result =
//
sarHandler != INVALID_HANDLE &&
atrHandler != INVALID_HANDLE &&
ma1Handler != INVALID_HANDLE &&
maPHandler != INVALID_HANDLE &&
emaPHandler != INVALID_HANDLE
//
;
//
// Log Error Message if Initialization Failed ...
if (!result)
{
LogMessage("Error in Initializing Indicator ...");
}
//
return result;
}
//
// 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, // Selected Bar Index
bool isFirstBar, // Determines First Bar
const int limit, // Limit Of Calculations
const int ratesTotal, // Total Rates
const int prevCalculated, // Prev Calculated Bars
const double &open[], // Open Price Series
const double &high[], // High Price Series
const double &low[], // Low Price Series
const double &close[] // Close Price Series
)
{
//
// RMA Calculation ...
//
double closeValue = close[bar_index];
double prevRMAValue = isFirstBar
? closeValue
: rmaBuffer[bar_index + 1];
//
double rmaValue = (closeValue * smoothFactor) + prevRMAValue * (1.0 - smoothFactor);
//
rmaBuffer[bar_index] = rmaValue;
//
// WMA Calculations ...
//
double maPValue = maPBuffer[bar_index];
double ma1Value = ma1Buffer[bar_index];
//
double wmaValue;
if (isFirstBar)
{
wmaValue = maPValue;
}
else
{
wmaValue = (ma1Value - wmaBuffer[bar_index + 1]) * smoothFactor + wmaBuffer[bar_index + 1];
}
//
wmaBuffer[bar_index] = wmaValue;
//
// CALCULATE Buffers ...
//
double atrValue = atrBuffer[bar_index];
double highSourcePrice = GetSourcePrice(
bar_index,
highAppliedTo,
open,
high,
low,
close);
double lowSourcePrice = GetSourcePrice(
bar_index,
lowAppliedTo,
open,
high,
low,
close);
//
// Retrieve SMoothing Value ...
// double smoothingValue = GetSmoothedValue(bar_index);
//
double smoothedATR = atrValue;
//
// HIGH ...
double highValue = highSourcePrice + smoothedATR;
highBuffer[bar_index] = highValue;
//
// LOW ...
double lowValue = lowSourcePrice - smoothedATR;
lowBuffer[bar_index] = lowValue;
}
//
// Retrieve Smoothed Value based on User Choice ...
double GetSmoothedValue(
int bar_index // Bar Index
)
{
//
double result = EMPTY_VALUE;
//
// switch (smoothingMethod)
// {
// //
// // RMA ...
// case X_ATRSL_SMOOTHING_RMA:
// result = rmaBuffer[bar_index];
// break;
// //
// // WMA ...
// case X_ATRSL_SMOOTHING_WMA:
// result = wmaBuffer[bar_index];
// break;
// //
// // EMA ...
// case X_ATRSL_SMOOTHING_EMA:
// result = emaPBuffer[bar_index];
// break;
// //
// // SMA ...
// case X_ATRSL_SMOOTHING_SMA:
// result = maPBuffer[bar_index];
// break;
// //
// default:
// result = maPBuffer[bar_index];
// break;
// }
//
return result;
}
//
// Retrive Which Price Selected By User as Source ...
double GetSourcePrice(
int bar_index, // BarIndex
ENUM_APPLIED_PRICE appliedPrice, // Selected Price Source
const double &open[], // Open Price Series
const double &high[], // High Price Series
const double &low[], // Low Price Series
const double &close[] // Close Price Series
)
{
//
double result = EMPTY_VALUE;
//
switch (appliedPrice)
{
//
// OPEN ...
case PRICE_OPEN:
result = open[bar_index];
break;
//
// HIGH ...
case PRICE_HIGH:
result = high[bar_index];
break;
//
// LOW ...
case PRICE_LOW:
result = low[bar_index];
break;
//
// CLOSE ...
default:
case PRICE_CLOSE:
result = close[bar_index];
break;
}
//
return result;
}
//
// END Functions ...
//