162 lines
12 KiB
Plaintext
162 lines
12 KiB
Plaintext
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//------------------------------------------------------------------
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#property copyright "© mladen, 2021"
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#property link "mladenfx@gmail.com"
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//------------------------------------------------------------------
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#property indicator_chart_window
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#property indicator_buffers 9
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#property indicator_plots 7
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#property indicator_label1 "State"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM2
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#property indicator_color1 clrDarkGray,clrLimeGreen,clrCoral
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#property indicator_style1 STYLE_SOLID
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#property indicator_label2 "Level up 3"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrLimeGreen
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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#property indicator_label3 "Level up 2"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrLimeGreen
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#property indicator_style3 STYLE_DASHDOTDOT
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#property indicator_width3 1
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#property indicator_label4 "Level up 1"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrLimeGreen
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#property indicator_style4 STYLE_DOT
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#property indicator_label5 "Level down 1"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrCoral
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#property indicator_style5 STYLE_DOT
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#property indicator_label6 "Level down 2"
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrCoral
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#property indicator_style6 STYLE_DASHDOTDOT
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#property indicator_width6 1
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#property indicator_label7 "Level down 3"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrCoral
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 2
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//
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//
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//
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input int inpAtrPeriod = 50; // ATR period
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input double inpAtrMultiplier = 5; // ATR multiplier
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enum enUseWhat
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{
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use_level3, // Use level 3 (slowest)
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use_level2, // Use level 2 (middle)
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use_level1, // Use level 1 (fastest)
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};
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input enUseWhat inpUseWhat = use_level3; // "States" using :
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//
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//
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//
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double up1[],up2[],up3[],down1[],down2[],down3[],histoc[],histoup[],histodn[];
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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//
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//
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//
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int OnInit()
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{
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SetIndexBuffer(0,histoup,INDICATOR_DATA);
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SetIndexBuffer(1,histodn,INDICATOR_DATA);
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SetIndexBuffer(2,histoc ,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(3,up3 ,INDICATOR_DATA);
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SetIndexBuffer(4,up2 ,INDICATOR_DATA);
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SetIndexBuffer(5,up1 ,INDICATOR_DATA);
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SetIndexBuffer(6,down1 ,INDICATOR_DATA);
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SetIndexBuffer(7,down2 ,INDICATOR_DATA);
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SetIndexBuffer(8,down3 ,INDICATOR_DATA);
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//
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//
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//
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return(INIT_SUCCEEDED);
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}
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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//
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//
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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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int limit = (prev_calculated>0) ? prev_calculated-1 : 0;
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//
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//
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//
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struct sWorkStruct
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{
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double tr;
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double trSum;
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double mid;
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};
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static sWorkStruct m_work[];
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static int m_workSize = -1;
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if (m_workSize<rates_total) m_workSize = ArrayResize(m_work,rates_total+500,2000);
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//
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//
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//
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for (int i=limit; i<rates_total && !_StopFlag; i++)
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{
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m_work[i].tr = (i>0) ? (high[i]>close[i-1] ? high[i] : close[i-1]) - (low[i]<close[i-1] ? low[i] : close[i-1]) : high[i] - low[i];
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if (i>inpAtrPeriod)
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{ m_work[i].trSum = m_work[i-1].trSum + m_work[i].tr - m_work[i-inpAtrPeriod].tr; }
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else { m_work[i].trSum = m_work[i].tr; for (int k=1; k<inpAtrPeriod && i>=k; k++) m_work[i].trSum += m_work[i-k].tr; }
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//
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//
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//
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if (i==0)
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{
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up1[i] = up2[i] = up3[i] = high[i];
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down1[i] = down2[i] = down3[i] = low[i];
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}
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else
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{
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double _atr = inpAtrMultiplier*m_work[i-1].trSum/(double)inpAtrPeriod;
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if (high[i] > up3[i-1]) up3[i] = high[i]; else if (high[i] < up3[i-1]) up3[i] = MathMin(high[i] + _atr*1.0, up3[i-1]); else up3[i] = up3[i-1];
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if (high[i] > up2[i-1]) up2[i] = high[i]; else if (high[i] < up2[i-1]) up2[i] = MathMin(high[i] + _atr*0.5, up2[i-1]); else up2[i] = up2[i-1];
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if (high[i] > up1[i-1]) up1[i] = high[i]; else if (high[i] < up1[i-1]) up1[i] = MathMin(high[i] + _atr*0.1, up1[i-1]); else up1[i] = up1[i-1];
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if (low[i] < down1[i-1]) down1[i] = low[i]; else if (low[i] > down1[i-1]) down1[i] = MathMax(low[i] - _atr*0.1, down1[i-1]); else down1[i] = down1[i-1];
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if (low[i] < down2[i-1]) down2[i] = low[i]; else if (low[i] > down2[i-1]) down2[i] = MathMax(low[i] - _atr*0.5, down2[i-1]); else down2[i] = down2[i-1];
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if (low[i] < down3[i-1]) down3[i] = low[i]; else if (low[i] > down3[i-1]) down3[i] = MathMax(low[i] - _atr*1.0, down3[i-1]); else down3[i] = down3[i-1];
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}
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switch (inpUseWhat)
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{
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case use_level3 : m_work[i].mid = (up3[i]+down3[i])/2; break;
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case use_level2 : m_work[i].mid = (up2[i]+down2[i])/2; break;
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case use_level1 : m_work[i].mid = (up1[i]+down3[i])/2; break;
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}
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histoc[i] = (i>0) ? (m_work[i].mid>m_work[i-1].mid) ? 1 : (m_work[i].mid<m_work[i-1].mid) ? 2 : histoc[i-1] : 0;
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histoup[i] = high[i];
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histodn[i] = low[i];
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}
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return(rates_total);
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}�
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