Hiroaki86
289 lines
18 KiB
Plaintext
289 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
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//| SuperTrend.mq5 |
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//| eATR version |
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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 "1.03"
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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 = 1.5;
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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 ← eATR(EMA ATR)を格納
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double Up[]; // buf#6
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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 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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// 必要なら桁数設定なども可能
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// IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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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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//--- (1) eATR を計算する ---------------------------------------
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// MQLの配列は series（0=最新, rates_total-1=最古）なので、
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// 最古バーから最新バーへ向かうように i = rates_total-1 → 0 へループし、
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// Atr[i] = alpha * TR[i] + (1-alpha) * Atr[i+1] とする。
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double alpha = 2.0 / (Periode + 1.0);
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// 最古バーから計算
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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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// 一番古いバーは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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// EMA で平滑化した eATR
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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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//--- (2) SuperTrend 本体の計算 ----------------------------------
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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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// --- 中央値の計算 ------------------------------------------
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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 を使用して 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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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 ------------------------------
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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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