285 lines
17 KiB
Plaintext
285 lines
17 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| SuperTrend.mq5 |
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//| Copyright 2011, FxGeek |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2011, FxGeek"
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#property link "http://www.mql5.com"
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#property version "1.02"
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#property indicator_chart_window
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// プロット: 0=Filling, 1=SuperTrend, 2=TrendFlag (データウィンドウ用)
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#property indicator_plots 3
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// バッファ数（Filling×2 + SuperTrend×2 + TrendFlag×1 + 計算用5）
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#property indicator_buffers 10
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// Plot0: Filling
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#property indicator_label1 "Filling"
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#property indicator_type1 DRAW_FILLING
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#property indicator_color1 clrGray, clrGray
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// Plot1: SuperTrend (カラーライン)
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#property indicator_label2 "SuperTrend"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 clrGreen, clrRed, clrNONE
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#property indicator_width2 2
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// Plot2: TrendFlag（描画なし・データウィンドウ表示のみ）
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#property indicator_label3 "TrendFlag (Up=1,Down=0)"
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#property indicator_type3 DRAW_NONE
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#property indicator_color3 clrWhite
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#property indicator_width3 1
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// 中央値の計算方法
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enum ENUM_MIDDLE_TYPE
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{
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MIDDLE_OPEN, // 始値
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MIDDLE_HIGH, // 高値
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MIDDLE_LOW, // 安値
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MIDDLE_CLOSE, // 終値
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MIDDLE_HL, // 高値+安値の平均
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MIDDLE_HLC, // 高値+安値+終値の平均
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MIDDLE_OHLC, // 始値+高値+安値+終値の平均
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MIDDLE_HLCC // 高値+安値+終値x2の平均
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};
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input int Periode = 10;
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input double Multiplier = 2.0;
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input bool Show_Filling = false; // DRAW_FILLINGのON/OFF
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input ENUM_MIDDLE_TYPE MiddleType = MIDDLE_HLCC; // 中央値の計算方法
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//--- バッファ
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double Filled_a[]; // Plot0 buf#0
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double Filled_b[]; // Plot0 buf#1
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double SuperTrend[]; // Plot1 buf#2 (data)
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double ColorBuffer[]; // Plot1 buf#3 (color index)
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double TrendFlag[]; // Plot2 buf#4 (Up=1/Down=0) ← データウィンドウ用
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// 計算用（データウィンドウ非表示）
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double Atr[]; // buf#5
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double Up[]; // buf#61
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double Down[]; // buf#7
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double Middle[]; // buf#8
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double trend[]; // buf#9
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int atrHandle;
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int changeOfTrend;
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int flag;
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int flagh;
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// まず「プロットが消費する順」に先頭から割り当てる
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SetIndexBuffer(0, Filled_a, INDICATOR_DATA); // Plot0
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SetIndexBuffer(1, Filled_b, INDICATOR_DATA); // Plot0
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SetIndexBuffer(2, SuperTrend, INDICATOR_DATA); // Plot1 data
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SetIndexBuffer(3, ColorBuffer, INDICATOR_COLOR_INDEX); // Plot1 color
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SetIndexBuffer(4, TrendFlag, INDICATOR_DATA); // Plot2 （データウィンドウ）
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// 残りは計算用
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SetIndexBuffer(5, Atr, INDICATOR_CALCULATIONS);
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SetIndexBuffer(6, Up, INDICATOR_CALCULATIONS);
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SetIndexBuffer(7, Down, INDICATOR_CALCULATIONS);
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SetIndexBuffer(8, Middle, INDICATOR_CALCULATIONS);
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SetIndexBuffer(9, trend, INDICATOR_CALCULATIONS);
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// 価格桁数を変えたい場合はインジ全体設定（任意／通常は不要）
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// IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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atrHandle = iATR(_Symbol, _Period, Periode);
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if (atrHandle == INVALID_HANDLE)
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{
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Print(__FUNCTION__, ": iATR handle error. err=", GetLastError());
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return (INIT_FAILED);
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}
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if (rates_total <= Periode + 2)
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return (prev_calculated); // バッファ不足時は何もしない
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// ATR コピー本数の算定
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int to_copy;
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if (prev_calculated > rates_total || prev_calculated < 0)
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to_copy = rates_total;
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else
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{
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to_copy = rates_total - prev_calculated;
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if (prev_calculated > 0)
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to_copy++;
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}
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if (IsStopped())
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return (prev_calculated);
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if (CopyBuffer(atrHandle, 0, 0, to_copy, Atr) <= 0)
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{
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Print("Getting ATR failed. err=", GetLastError());
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return (prev_calculated);
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}
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// 計算開始インデックス
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int first;
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if (prev_calculated > rates_total || prev_calculated <= 0)
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{
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first = Periode;
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// 初期区間は未定義表示にしておく
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for (int k = 0; k < first && k < rates_total; ++k)
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{
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Filled_a[k] = EMPTY_VALUE;
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Filled_b[k] = EMPTY_VALUE;
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SuperTrend[k] = EMPTY_VALUE;
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TrendFlag[k] = EMPTY_VALUE;
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}
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}
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else
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{
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first = prev_calculated - 1;
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}
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// 本体ループ
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for (int i = first; i < rates_total && !IsStopped(); i++)
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{
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// 中央値
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switch (MiddleType)
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{
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case MIDDLE_OPEN:
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Middle[i] = open[i];
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break;
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case MIDDLE_HIGH:
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Middle[i] = high[i];
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break;
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case MIDDLE_LOW:
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Middle[i] = low[i];
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break;
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case MIDDLE_CLOSE:
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Middle[i] = close[i];
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break;
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case MIDDLE_HL:
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Middle[i] = (high[i] + low[i]) / 2.0;
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break;
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case MIDDLE_HLC:
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Middle[i] = (high[i] + low[i] + close[i]) / 3.0;
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break;
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case MIDDLE_OHLC:
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Middle[i] = (open[i] + high[i] + low[i] + close[i]) / 4.0;
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break;
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case MIDDLE_HLCC:
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Middle[i] = (high[i] + low[i] + 2.0 * close[i]) / 4.0;
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break;
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}
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Up[i] = Middle[i] + (Multiplier * Atr[i]);
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Down[i] = Middle[i] - (Multiplier * Atr[i]);
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// トレンド判定
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if (close[i] > Up[i - 1])
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{
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trend[i] = 1;
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if (trend[i - 1] == -1)
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changeOfTrend = 1;
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}
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else if (close[i] < Down[i - 1])
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{
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trend[i] = -1;
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if (trend[i - 1] == 1)
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changeOfTrend = 1;
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}
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else if (trend[i - 1] == 1)
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{
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trend[i] = 1;
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changeOfTrend = 0;
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}
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else if (trend[i - 1] == -1)
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{
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trend[i] = -1;
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changeOfTrend = 0;
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}
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// 交差フラグ
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flag = (trend[i] < 0 && trend[i - 1] > 0) ? 1 : 0;
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flagh = (trend[i] > 0 && trend[i - 1] < 0) ? 1 : 0;
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// バンドの継続補正
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if (trend[i] > 0 && Down[i] < Down[i - 1])
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Down[i] = Down[i - 1];
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if (trend[i] < 0 && Up[i] > Up[i - 1])
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Up[i] = Up[i - 1];
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if (flag == 1)
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Up[i] = Middle[i] - (-Multiplier * Atr[i]); // = Middle + Multiplier*ATR
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if (flagh == 1)
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Down[i] = Middle[i] + (-Multiplier * Atr[i]); // = Middle - Multiplier*ATR
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// SuperTrend と色
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if (trend[i] == 1)
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{
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SuperTrend[i] = Down[i];
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if (changeOfTrend == 1)
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{
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SuperTrend[i - 1] = SuperTrend[i - 2];
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changeOfTrend = 0;
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ColorBuffer[i] = 2.0; // 無色
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ColorBuffer[i - 1] = 2.0; // 無色
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}
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else
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{
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ColorBuffer[i] = 0.0; // Green
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}
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}
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else // trend[i] == -1
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{
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SuperTrend[i] = Up[i];
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if (changeOfTrend == 1)
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{
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SuperTrend[i - 1] = SuperTrend[i - 2];
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changeOfTrend = 0;
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ColorBuffer[i] = 2.0; // 無色
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ColorBuffer[i - 1] = 2.0; // 無色
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}
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else
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{
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ColorBuffer[i] = 1.0; // Red
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}
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}
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// TrendFlag: Up=1 / Down=0（切替バー＝無色でも実トレンドで入れる）
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TrendFlag[i] = (trend[i] == 1) ? 1.0 : 0.0;
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// Filling の可否
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if (Show_Filling)
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{
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Filled_a[i] = SuperTrend[i];
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Filled_b[i] = close[i];
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}
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else
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{
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Filled_a[i] = EMPTY_VALUE;
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Filled_b[i] = EMPTY_VALUE;
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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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�
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