387 lines
24 KiB
Plaintext
387 lines
24 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| SuperTrend.mq5 |
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//| eATR + 2x Offset ver |
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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 "1.06"
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#property indicator_chart_window
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// プロット:
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// 0 = Filling
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// 1 = SuperTrend
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// 2 = TrendFlag (データウィンドウ用)
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// 3 = SuperTrend Offset1
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// 4 = SuperTrend Offset2
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#property indicator_plots 5
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// バッファ数
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// Filling×2 + SuperTrend×2 + TrendFlag×1 + Offset1×1 + Offset2×1 + 計算用5 = 12
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#property indicator_buffers 12
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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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// Plot3: OffsetLine1（固定色ライン）
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#property indicator_label4 "SuperTrend Offset1"
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#property indicator_type4 DRAW_LINE
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#property indicator_style4 STYLE_DOT
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#property indicator_color4 clrDimGray
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#property indicator_width4 1
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// Plot4: OffsetLine2（固定色ライン）
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#property indicator_label5 "SuperTrend Offset2"
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#property indicator_type5 DRAW_LINE
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#property indicator_style5 STYLE_DOT
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#property indicator_color5 clrSlateGray
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#property indicator_width5 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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// オフセット設定（2本分）
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input double offsetpips1 = 80.0; // オフセット1(pips). 0以下なら Offset1 非表示
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input bool offset1_reverse = true; // true: 方向を逆にする（買い=上, 売り=下 など）
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input double offsetpips2 = 120.0; // オフセット2(pips). 0以下なら Offset2 非表示
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input bool offset2_reverse = false; // true: 方向を逆にする
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//--- バッファ（プロット順に並べる）
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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)
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double OffsetLine1[]; // Plot3 buf#5 (data)
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double OffsetLine2[]; // Plot4 buf#6 (data)
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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#7 ← eATR(EMA ATR)
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double Up[]; // buf#8
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double Down[]; // buf#9
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double Middle[]; // buf#10
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double trend[]; // buf#11
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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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//| 1pip の価格差を返すヘルパ |
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//+------------------------------------------------------------------+
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double PipPoint(string Currency)
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{
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// GOLD（XAUUSDなど）の場合は必要に応じて調整
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if (Currency == "XAUUSD" || Currency == "GOLD")
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{
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return (0.1);
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}
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int SymbolDigits = (int)SymbolInfoInteger(Currency, SYMBOL_DIGITS);
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switch (SymbolDigits)
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{
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case 2:
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return (0.01);
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case 3:
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return (0.01);
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case 4:
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return (0.0001);
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case 5:
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return (0.0001);
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}
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return (0.0); // 不明な場合
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}
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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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// プロット用バッファ
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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
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SetIndexBuffer(5, OffsetLine1, INDICATOR_DATA); // Plot3
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SetIndexBuffer(6, OffsetLine2, INDICATOR_DATA); // Plot4
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// 計算用バッファ
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SetIndexBuffer(7, Atr, INDICATOR_CALCULATIONS);
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SetIndexBuffer(8, Up, INDICATOR_CALCULATIONS);
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SetIndexBuffer(9, Down, INDICATOR_CALCULATIONS);
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SetIndexBuffer(10, Middle, INDICATOR_CALCULATIONS);
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SetIndexBuffer(11, trend, INDICATOR_CALCULATIONS);
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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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//=================================================================
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// (1) eATR を内部計算（True Range → EMA）
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//=================================================================
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double alpha = 2.0 / (Periode + 1.0); // EMA係数
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// series配列（0=最新, rates_total-1=最古）
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for (int i = rates_total - 1; i >= 0; i--)
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{
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double tr;
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if (i == rates_total - 1)
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{
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// 一番古いバー: 前日終値がないので High-Low のみ
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tr = high[i] - low[i];
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Atr[i] = tr; // 初期値
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}
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else
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{
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double range1 = high[i] - low[i];
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double range2 = MathAbs(high[i] - close[i + 1]);
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double range3 = MathAbs(low[i] - close[i + 1]);
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tr = MathMax(range1, MathMax(range2, range3));
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Atr[i] = alpha * tr + (1.0 - alpha) * Atr[i + 1];
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}
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}
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//=================================================================
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// (2) SuperTrend 本体計算
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//=================================================================
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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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OffsetLine1[k] = EMPTY_VALUE;
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OffsetLine2[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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const double pip = PipPoint(_Symbol);
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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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// --- eATR を使用した Up/Down バンド ------------------------
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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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OffsetLine1[i - 1] = OffsetLine1[i - 2];
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OffsetLine2[i - 1] = OffsetLine2[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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OffsetLine1[i - 1] = OffsetLine1[i - 2];
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OffsetLine2[i - 1] = OffsetLine2[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 ------------------------------
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TrendFlag[i] = (trend[i] == 1) ? 1.0 : 0.0;
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// --- OffsetLine1（offsetpips1<=0なら非表示） ---------------
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if (offsetpips1 > 0.0)
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{
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double dir1;
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|
if (trend[i] == 1) // 買いトレンド
|
|||
|
|
dir1 = offset1_reverse ? 1.0 : -1.0;
|
|||
|
|
else // 売りトレンド
|
|||
|
|
dir1 = offset1_reverse ? -1.0 : 1.0;
|
|||
|
|
|
|||
|
|
OffsetLine1[i] = SuperTrend[i] + dir1 * offsetpips1 * pip;
|
|||
|
|
}
|
|||
|
|
else
|
|||
|
|
{
|
|||
|
|
OffsetLine1[i] = EMPTY_VALUE;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// --- OffsetLine2（offsetpips2<=0なら非表示） ---------------
|
|||
|
|
if (offsetpips2 > 0.0)
|
|||
|
|
{
|
|||
|
|
double dir2;
|
|||
|
|
if (trend[i] == 1) // 買いトレンド
|
|||
|
|
dir2 = offset2_reverse ? 1.0 : -1.0;
|
|||
|
|
else // 売りトレンド
|
|||
|
|
dir2 = offset2_reverse ? -1.0 : 1.0;
|
|||
|
|
|
|||
|
|
OffsetLine2[i] = SuperTrend[i] + dir2 * offsetpips2 * pip;
|
|||
|
|
}
|
|||
|
|
else
|
|||
|
|
{
|
|||
|
|
OffsetLine2[i] = EMPTY_VALUE;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// --- Filling の可否 ----------------------------------------
|
|||
|
|
if (Show_Filling)
|
|||
|
|
{
|
|||
|
|
Filled_a[i] = SuperTrend[i];
|
|||
|
|
Filled_b[i] = close[i];
|
|||
|
|
}
|
|||
|
|
else
|
|||
|
|
{
|
|||
|
|
Filled_a[i] = EMPTY_VALUE;
|
|||
|
|
Filled_b[i] = EMPTY_VALUE;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
return (rates_total);
|
|||
|
|
}
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
�
|
|||
|
|
|