939 lines
17 KiB
Plaintext
939 lines
17 KiB
Plaintext
/////////////////////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 XICHIHLP Indicator Helper for Signal Providers
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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 library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// START Includes ...
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//
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//
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// Includes ...
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#include "../../Libraries/x-saherelm.alert.lib.mq5"
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#include "../../Libraries/x-saherelm.models.lib.mq5"
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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//
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// END Includes ...
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//
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//
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// START Constants/Enums ...
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//
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//
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// Ichimoku Lines Calculator Mode ...
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enum ENUM_X_ICHIMOKU_CALCULATION_MODE
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{
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//
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X_XICH_HH_LL_MODE = 1, // Highest High and Lowest Low
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X_XICH_HO_LC_MODE = 2, // Highest Open and Lowest Close
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};
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//
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// Ichimoku Indicator Exported Buffers ...
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enum ENUM_X_ICHIMOKU_BUFFERS
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{
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//
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X_TENKANSEN_LINE = 0,
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X_KIJUNSEN_LINE = 1,
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X_CHIKOUSPAN_LINE = 4,
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X_SENKOUSPAN_A_LINE = 5,
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X_SENKOUSPAN_B_LINE = 6,
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};
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//
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// Model Ichimoku Data ...
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struct XIchiInfo
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{
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//
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int bar;
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//
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double tenkanSen;
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double kijunSen;
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//
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double chikouSpan;
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//
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double senkouSpanA;
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double senkouSpanB;
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//
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double senkouSpanAFuture;
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double senkouSpanBFuture;
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};
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//
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double ichiPivots[];
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//
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// END Constants/Enums ...
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//
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//
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// START Definitions ...
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//
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//
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double ichiTenkanSenBuffer[];
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double ichiKijunSenBuffer[];
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double ichiChikouSpanBuffer[];
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double ichiSenkouSpanABuffer[];
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double ichiSenkouSpanBBuffer[];
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//
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int ichiHandler = INVALID_HANDLE;
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//
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// END Definitions ...
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//
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//
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// START Handler Functions ...
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//
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//
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bool XICHIHLPOnInit()
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{
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//
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bool result = false;
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//
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ArraySetAsSeries(ichiTenkanSenBuffer, true);
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ArraySetAsSeries(ichiKijunSenBuffer, true);
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ArraySetAsSeries(ichiChikouSpanBuffer, true);
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ArraySetAsSeries(ichiSenkouSpanABuffer, true);
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ArraySetAsSeries(ichiSenkouSpanBBuffer, true);
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//
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ArraySetAsSeries(ichiPivots, true);
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//
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// Initial Handler ...
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ichiHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.x121.xich",
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//
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// Inputs ...
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//
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// TENKANSEN ...
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"",
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9,
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X_XICH_HH_LL_MODE,
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//
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// KIJUNSEN ...
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"",
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26,
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X_XICH_HH_LL_MODE,
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//
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// SENKOUSPANB ...
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"",
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52,
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X_XICH_HH_LL_MODE,
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//
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// CHIKOUSPAN ...
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"",
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PRICE_CLOSE,
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//
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// PRESENTATION ...
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"",
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true,
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true,
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false,
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false,
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false,
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false,
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false,
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true,
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true // Shift Kumo ...
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//
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);
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result = ichiHandler != INVALID_HANDLE;
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//
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return result;
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}
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//
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void XICHIHLPOnDeInit()
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{
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//
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// Release Indicators ...
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IndicatorRelease(ichiHandler);
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}
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//
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void XICHIHLPReadBuffers()
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{
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//
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// TENKANSEN ...
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CopyBuffer(
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ichiHandler,
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X_TENKANSEN_LINE,
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0,
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26,
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ichiTenkanSenBuffer);
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//
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// KIJUNSEN ...
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CopyBuffer(
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ichiHandler,
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X_KIJUNSEN_LINE,
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0,
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26,
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ichiKijunSenBuffer);
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//
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// CHIKOUSPAN ...
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CopyBuffer(
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ichiHandler,
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X_CHIKOUSPAN_LINE,
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27,
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52,
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ichiChikouSpanBuffer);
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//
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// SENKOUSPANA ...
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CopyBuffer(
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ichiHandler,
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X_SENKOUSPAN_A_LINE,
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-26,
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52,
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ichiSenkouSpanABuffer);
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//
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// SENKOUSPANB ...
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CopyBuffer(
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ichiHandler,
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X_SENKOUSPAN_B_LINE,
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-26,
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52,
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ichiSenkouSpanBBuffer);
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//
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XICHIHLPFindPivotPoints();
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}
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//
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// END Handler Functions ...
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//
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//
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// START Helper Functions ...
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//
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//
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// Retrieve Ichimoku Data at Specific Bar Index ...
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XIchiInfo XICHIHLPGetInfo(
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int bar_index // Bar Index ...
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)
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{
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//
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XIchiInfo result = {};
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//
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result.bar = bar_index;
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result.tenkanSen = ichiTenkanSenBuffer[bar_index];
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result.kijunSen = ichiKijunSenBuffer[bar_index];
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result.chikouSpan = ichiChikouSpanBuffer[bar_index + 26];
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result.senkouSpanA = ichiSenkouSpanABuffer[bar_index + 26];
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result.senkouSpanB = ichiSenkouSpanBBuffer[bar_index + 26];
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result.senkouSpanAFuture = ichiSenkouSpanABuffer[bar_index];
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result.senkouSpanBFuture = ichiSenkouSpanBBuffer[bar_index];
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//
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return result;
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}
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//
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// Check Tenkan Sen Over Kijun Sen ...
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bool XICHIHLPIsTenkanSenOverKijunSen(
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int bar_index // Bar Index ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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//
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result =
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//
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point.tenkanSen > point.kijunSen
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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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// Is Tenkan Sen Under Kijun Sen ...
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bool XICHIHLPIsTenkanSenUnderKijunSen(
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int bar_index // Bar Index ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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//
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result =
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//
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point.tenkanSen < point.kijunSen
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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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// Tenkan Sen Croosed Over Kijun Sen ...
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bool XICHIHLPIsTenkanSenCrossedOverKijunSen(
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int bar_index // Bar Index ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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result =
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//
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point.tenkanSen > point.kijunSen &&
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pointPrev.tenkanSen <= pointPrev.kijunSen
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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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// Tenkan Sen Croosed Under Kijun Sen ...
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bool XICHIHLPIsTenkanSenCrossedUnderKijunSen(
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int bar_index // Bar Index ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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result =
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//
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point.tenkanSen < point.kijunSen &&
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pointPrev.tenkanSen >= pointPrev.kijunSen
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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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// Check Kumo is Bullish ...
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bool XICHIHLPIsKumoBullish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double ssa = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double ssb = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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//
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result =
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//
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ssa > ssb
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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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// Check Kumo is Bearish ...
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bool XICHIHLPIsKumoBearish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double ssa = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double ssb = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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//
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result =
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//
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ssa < ssb
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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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// Check Kumo is Change to Bullish ...
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bool XICHIHLPIsKumoSwitchedToBullish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double ssa = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double ssb = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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//
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double ssaPrev = onFuture
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? pointPrev.senkouSpanAFuture
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: pointPrev.senkouSpanA;
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//
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double ssbPrev = onFuture
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? pointPrev.senkouSpanBFuture
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: pointPrev.senkouSpanB;
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//
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result =
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//
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ssa > ssb &&
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ssaPrev <= ssbPrev
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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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// Check Kumo is Change to Bearish ...
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bool XICHIHLPIsKumoSwitchedToBearish(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double ssa = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double ssb = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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//
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double ssaPrev = onFuture
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? pointPrev.senkouSpanAFuture
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: pointPrev.senkouSpanA;
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//
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double ssbPrev = onFuture
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? pointPrev.senkouSpanBFuture
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: pointPrev.senkouSpanB;
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//
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result =
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//
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ssa < ssb &&
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ssaPrev >= ssbPrev
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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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// TENKANSEN and SENKOUSPAN ...
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//
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bool XICHIHLPIsTenkanSenCrossedOverSenkouSpanA(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double dest = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double destPrev = onFuture
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? pointPrev.senkouSpanAFuture
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: pointPrev.senkouSpanA;
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//
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result =
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//
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point.tenkanSen > dest &&
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pointPrev.tenkanSen <= destPrev
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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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bool XICHIHLPIsTenkanSenCrossedUnderSenkouSpanA(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double dest = onFuture
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? point.senkouSpanAFuture
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: point.senkouSpanA;
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//
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double destPrev = onFuture
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? pointPrev.senkouSpanAFuture
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: pointPrev.senkouSpanA;
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//
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result =
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//
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point.tenkanSen < dest &&
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pointPrev.tenkanSen >= destPrev
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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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bool XICHIHLPIsTenkanSenCrossedOverSenkouSpanB(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
|
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|
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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//
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double dest = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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//
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double destPrev = onFuture
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? pointPrev.senkouSpanBFuture
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: pointPrev.senkouSpanB;
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//
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result =
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//
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point.tenkanSen > dest &&
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pointPrev.tenkanSen <= destPrev
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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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//
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bool XICHIHLPIsTenkanSenCrossedUnderSenkouSpanB(
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int bar_index, // Bar Index ...
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bool onFuture = false // Future Check ...
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)
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{
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//
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bool result = false;
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|
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//
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XIchiInfo point = XICHIHLPGetInfo(bar_index);
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XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
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|
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//
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double dest = onFuture
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? point.senkouSpanBFuture
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: point.senkouSpanB;
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|
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//
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double destPrev = onFuture
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? pointPrev.senkouSpanBFuture
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: pointPrev.senkouSpanB;
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|
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//
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result =
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//
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point.tenkanSen < dest &&
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pointPrev.tenkanSen >= destPrev
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//
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|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// KIJUNSEN and SENKOUSPAN ...
|
|
|
|
//
|
|
bool XICHIHLPIsKijunSenCrossedOverSenkouSpanA(
|
|
int bar_index, // Bar Index ...
|
|
bool onFuture = false // Future Check ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XIchiInfo point = XICHIHLPGetInfo(bar_index);
|
|
XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
|
|
|
|
//
|
|
double dest = onFuture
|
|
? point.senkouSpanAFuture
|
|
: point.senkouSpanA;
|
|
|
|
//
|
|
double destPrev = onFuture
|
|
? pointPrev.senkouSpanAFuture
|
|
: pointPrev.senkouSpanA;
|
|
|
|
//
|
|
result =
|
|
//
|
|
point.kijunSen > dest &&
|
|
pointPrev.kijunSen <= destPrev
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool XICHIHLPIsKijunSenCrossedUnderSenkouSpanA(
|
|
int bar_index, // Bar Index ...
|
|
bool onFuture = false // Future Check ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XIchiInfo point = XICHIHLPGetInfo(bar_index);
|
|
XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
|
|
|
|
//
|
|
double dest = onFuture
|
|
? point.senkouSpanAFuture
|
|
: point.senkouSpanA;
|
|
|
|
//
|
|
double destPrev = onFuture
|
|
? pointPrev.senkouSpanAFuture
|
|
: pointPrev.senkouSpanA;
|
|
|
|
//
|
|
result =
|
|
//
|
|
point.kijunSen < dest &&
|
|
pointPrev.kijunSen >= destPrev
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool XICHIHLPIsKijunSenCrossedOverSenkouSpanB(
|
|
int bar_index, // Bar Index ...
|
|
bool onFuture = false // Future Check ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XIchiInfo point = XICHIHLPGetInfo(bar_index);
|
|
XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
|
|
|
|
//
|
|
double dest = onFuture
|
|
? point.senkouSpanBFuture
|
|
: point.senkouSpanB;
|
|
|
|
//
|
|
double destPrev = onFuture
|
|
? pointPrev.senkouSpanBFuture
|
|
: pointPrev.senkouSpanB;
|
|
|
|
//
|
|
result =
|
|
//
|
|
point.kijunSen > dest &&
|
|
pointPrev.kijunSen <= destPrev
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool XICHIHLPIsKijunSenCrossedUnderSenkouSpanB(
|
|
int bar_index, // Bar Index ...
|
|
bool onFuture = false // Future Check ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XIchiInfo point = XICHIHLPGetInfo(bar_index);
|
|
XIchiInfo pointPrev = XICHIHLPGetInfo(bar_index + 1);
|
|
|
|
//
|
|
double dest = onFuture
|
|
? point.senkouSpanBFuture
|
|
: point.senkouSpanB;
|
|
|
|
//
|
|
double destPrev = onFuture
|
|
? pointPrev.senkouSpanBFuture
|
|
: pointPrev.senkouSpanB;
|
|
|
|
//
|
|
result =
|
|
//
|
|
point.kijunSen < dest &&
|
|
pointPrev.kijunSen >= destPrev
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool XICHIHLPIsValidArraySize(int bar_index)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (bar_index < 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int rCount = ArraySize(ichiTenkanSenBuffer);
|
|
result = rCount > bar_index + 1;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// SUPPORT and RESISTANCE ...
|
|
|
|
//
|
|
// Find Pivot Areas in Ichimooku ...
|
|
void XICHIHLPFindPivotPoints()
|
|
{
|
|
//
|
|
double smoothingPoint = 3;
|
|
int verifications = 3;
|
|
|
|
//
|
|
// FLATS ...
|
|
double tmpFlats[];
|
|
int tmpFlatsCount = 0;
|
|
|
|
//
|
|
// TenkanSen Flats ...
|
|
FindSameValueInBuffer(
|
|
tmpFlats,
|
|
ichiTenkanSenBuffer);
|
|
tmpFlatsCount = ArraySize(tmpFlats);
|
|
if (tmpFlatsCount > 0)
|
|
{
|
|
//
|
|
AddsIfNotExists(
|
|
tmpFlats,
|
|
ichiPivots,
|
|
smoothingPoint);
|
|
|
|
//
|
|
Clean(tmpFlats);
|
|
}
|
|
|
|
//
|
|
// KijunSen Flats ...
|
|
FindSameValueInBuffer(
|
|
tmpFlats,
|
|
ichiKijunSenBuffer);
|
|
tmpFlatsCount = ArraySize(tmpFlats);
|
|
if (tmpFlatsCount > 0)
|
|
{
|
|
//
|
|
AddsIfNotExists(
|
|
tmpFlats,
|
|
ichiPivots,
|
|
smoothingPoint);
|
|
|
|
//
|
|
Clean(tmpFlats);
|
|
}
|
|
|
|
//
|
|
// SenkouSpanA Flats ...
|
|
FindSameValueInBuffer(
|
|
tmpFlats,
|
|
ichiSenkouSpanABuffer);
|
|
tmpFlatsCount = ArraySize(tmpFlats);
|
|
if (tmpFlatsCount > 0)
|
|
{
|
|
//
|
|
AddsIfNotExists(
|
|
tmpFlats,
|
|
ichiPivots,
|
|
smoothingPoint);
|
|
|
|
//
|
|
Clean(tmpFlats);
|
|
}
|
|
|
|
//
|
|
// SenkouSpanB Flats ...
|
|
FindSameValueInBuffer(
|
|
tmpFlats,
|
|
ichiSenkouSpanBBuffer);
|
|
tmpFlatsCount = ArraySize(tmpFlats);
|
|
if (tmpFlatsCount > 0)
|
|
{
|
|
//
|
|
AddsIfNotExists(
|
|
tmpFlats,
|
|
ichiPivots,
|
|
smoothingPoint);
|
|
|
|
//
|
|
Clean(tmpFlats);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Extract Support and Resistances ...
|
|
XOHCLSupRes XICHIHLPFindCandleSupprtAndResistance(
|
|
int bar_index, // Bar Index ...
|
|
int count = 3 // Number of Requireds ...
|
|
)
|
|
{
|
|
//
|
|
XOHCLSupRes result = ExtractSupportAndResistance(
|
|
bar_index,
|
|
ichiPivots,
|
|
count,
|
|
_Symbol,
|
|
_Period);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// END Helper Functions ...
|
|
//
|