365 lines
28 KiB
Plaintext
365 lines
28 KiB
Plaintext
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//------------------------------------------------------------------
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#property copyright "© mladen, 2017, @ mladenfx@gmail.com"
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#property link "www.forex-station.com"
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#property version "1.00"
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//------------------------------------------------------------------
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#property description "Moving Average Convergence/Divergence"
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#property indicator_separate_window
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#property indicator_buffers 9
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#property indicator_plots 4
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_type3 DRAW_COLOR_LINE
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#property indicator_type4 DRAW_COLOR_ARROW
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#property indicator_color1 clrLimeGreen, clrGreen, clrRed, clrFireBrick
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#property indicator_color2 clrLimeGreen, clrGreen, clrRed, clrFireBrick
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#property indicator_color3 clrLimeGreen, clrRed
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#property indicator_color3 clrLimeGreen, clrRed
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#property indicator_color4 clrLimeGreen, clrGreen, clrRed, clrFireBrick
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#property indicator_width1 2
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#property indicator_width2 3
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#property indicator_width3 2
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#property indicator_label1 "MACD"
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#property indicator_label2 "MACD line"
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#property indicator_label3 "Signal"
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#property indicator_label4 "dots"
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//
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//
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//
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//
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//
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enum enPrices
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{
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pr_close, // Close
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pr_open, // Open
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pr_high, // High
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pr_low, // Low
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pr_median, // Median
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pr_typical, // Typical
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pr_weighted, // Weighted
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pr_average, // Average (high+low+open+close)/4
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pr_medianb, // Average median body (open+close)/2
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pr_tbiased, // Trend biased price
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pr_haclose, // Heiken ashi close
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pr_haopen , // Heiken ashi open
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pr_hahigh, // Heiken ashi high
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pr_halow, // Heiken ashi low
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pr_hamedian, // Heiken ashi median
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pr_hatypical, // Heiken ashi typical
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pr_haweighted, // Heiken ashi weighted
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pr_haaverage, // Heiken ashi average
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pr_hamedianb, // Heiken ashi median body
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pr_hatbiased // Heiken ashi trend biased price
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};
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input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame
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input int InpFastEMA = 12; // Macd fast period
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input int InpSlowEMA = 26; // Macd slow period
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input int InpSignalEMA = 9; // Signal period
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input enPrices InpAppliedPrice = pr_close; // Price to use
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input bool Interpolate = true; // Interpolate in multi time frame mode?
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//
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//
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//
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//
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//
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double ExtMacdBuffer[],ExtMacdBufferl[],ExtSignalBuffer[],ExtFastMaBuffer[],ExtSlowMaBuffer[],dots[],Colors[],Colorsl[],Colorss[],Colorsd[],count[];
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int _mtfHandle = INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame;
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#define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,InpFastEMA,InpSlowEMA,InpSignalEMA,InpAppliedPrice)
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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void OnInit()
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{
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SetIndexBuffer(0,ExtMacdBuffer, INDICATOR_DATA);
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SetIndexBuffer(1,Colors ,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,ExtMacdBufferl, INDICATOR_DATA);
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SetIndexBuffer(3,Colorsl ,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(4,ExtSignalBuffer,INDICATOR_DATA);
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SetIndexBuffer(5,Colorss ,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(6,dots ,INDICATOR_DATA);
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SetIndexBuffer(7,Colorsd ,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(8,count ,INDICATOR_CALCULATIONS);
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PlotIndexSetInteger(3,PLOT_ARROW,158);
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpSignalEMA-1);
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timeFrame = MathMax(_Period,TimeFrame);
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IndicatorSetString(INDICATOR_SHORTNAME,"MACD original("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalEMA)+")");
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}
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int OnCalculate(const int rates_total,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 &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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if (Bars(_Symbol,_Period)<rates_total) return(-1);
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//
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//
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//
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//
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//
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if (timeFrame!=_Period)
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{
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double result[]; datetime currTime[],nextTime[];
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if (!timeFrameCheck(timeFrame,time)) return(0);
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if (_mtfHandle==INVALID_HANDLE) _mtfHandle = _mtfCall;
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if (_mtfHandle==INVALID_HANDLE) return(0);
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if (CopyBuffer(_mtfHandle,8,0,1,result)==-1) return(0);
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//
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//
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//
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//
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//
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#define _mtfRatio PeriodSeconds(timeFrame)/PeriodSeconds(_Period)
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int k,n,i = MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-(int)result[0]*_mtfRatio-1,0));
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for (; i<rates_total && !_StopFlag; i++ )
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{
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#define _mtfCopy(_buff,_buffNo) if (CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)==-1) break; _buff[i] = result[0]
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_mtfCopy(ExtMacdBuffer ,0);
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_mtfCopy(Colors ,1);
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_mtfCopy(ExtMacdBufferl ,2);
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_mtfCopy(Colorsl ,3);
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_mtfCopy(ExtSignalBuffer ,4);
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_mtfCopy(Colorss ,5);
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_mtfCopy(dots ,6);
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_mtfCopy(Colorsd ,7);
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//
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//
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//
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//
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//
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if (!Interpolate) continue; CopyTime(_Symbol,timeFrame,time[i ],1,currTime);
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if (i<(rates_total-1)) { CopyTime(_Symbol,timeFrame,time[i+1],1,nextTime); if (currTime[0]==nextTime[0]) continue; }
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for(n=1; (i-n)> 0 && time[i-n] >= currTime[0]; n++) continue;
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for(k=1; (i-k)>=0 && k<n; k++)
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{
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#define _mtfInterpolate(_buff) _buff[i-k] = _buff[i]+(_buff[i-n]-_buff[i])*k/n
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_mtfInterpolate(ExtMacdBuffer);
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_mtfInterpolate(ExtMacdBufferl);
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_mtfInterpolate(ExtSignalBuffer);
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}
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}
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return(i);
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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 i=(int)MathMax(prev_calculated-1,0); for (; i<rates_total && !_StopFlag; i++)
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{
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double price = getPrice(InpAppliedPrice,Open,Close,High,Low,rates_total,i);
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ExtMacdBuffer[i] = iEma(price,InpFastEMA,i,rates_total,0)-iEma(price,InpSlowEMA,i,rates_total,1);
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ExtMacdBufferl[i] = ExtMacdBuffer[i];
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ExtSignalBuffer[i] = iEma(ExtMacdBuffer[i],InpSignalEMA,i,rates_total,2);
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dots[i] = EMPTY_VALUE;
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Colorsd[i] = -1;
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if (i>0)
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{
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if (ExtMacdBuffer[i]>0)
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{
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if (ExtMacdBuffer[i]>ExtMacdBuffer[i-1]) Colors[i] = 0;
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if (ExtMacdBuffer[i]<ExtMacdBuffer[i-1]) Colors[i] = 1;
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if (Colors[i]==1 && ExtMacdBuffer[i]>ExtSignalBuffer[i]) Colorsd[i] = 1;
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if (Colors[i]==0 && ExtMacdBuffer[i]<ExtSignalBuffer[i]) Colorsd[i] = 2;
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}
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if (ExtMacdBuffer[i]<0)
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{
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if (ExtMacdBuffer[i]<ExtMacdBuffer[i-1]) Colors[i] = 2;
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if (ExtMacdBuffer[i]>ExtMacdBuffer[i-1]) Colors[i] = 3;
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if (Colors[i]==3 && ExtMacdBuffer[i]<ExtSignalBuffer[i]) Colorsd[i] = 2;
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if (Colors[i]==2 && ExtMacdBuffer[i]>ExtSignalBuffer[i]) Colorsd[i] = 1;
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}
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if (ExtMacdBuffer[i]<ExtSignalBuffer[i]) Colorss[i] = 1;
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if (ExtMacdBuffer[i]>ExtSignalBuffer[i]) Colorss[i] = 0;
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}
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if (Colorsd[i]!=-1)
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{
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if (ExtMacdBuffer[i]>0) dots[i] = ExtMacdBuffer[i]+5*_Point;
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if (ExtMacdBuffer[i]<0) dots[i] = ExtMacdBuffer[i]-5*_Point;
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}
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Colorsl[i] = Colors[i];
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}
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count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1);
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return(i);
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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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//
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double workEma[][3];
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double iEma(double price, double period, int r, int totalBars, int instanceNo=0)
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{
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if (ArrayRange(workEma,0)!= totalBars) ArrayResize(workEma,totalBars);
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//
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//
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//
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//
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//
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double alpha = 2.0 / (1.0+period);
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workEma[r][instanceNo] = price;
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if (r>0)
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workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]);
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return(workEma[r][instanceNo]);
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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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//
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//
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//
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double workHa[][4];
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double getPrice(int price, const double& open[], const double& close[], const double& high[], const double& low[], int bars, int i, int instanceNo=0)
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{
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if (price>=pr_haclose)
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{
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if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars);
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//
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//
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//
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//
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//
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double haOpen;
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if (i>0)
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haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;
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else haOpen = (open[i]+close[i])/2;
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double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
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double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
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double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
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if(haOpen <haClose) { workHa[i][instanceNo+0] = haLow; workHa[i][instanceNo+1] = haHigh; }
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else { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow; }
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workHa[i][instanceNo+2] = haOpen;
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workHa[i][instanceNo+3] = haClose;
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//
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//
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//
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//
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//
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switch (price)
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{
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case pr_haclose: return(haClose);
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case pr_haopen: return(haOpen);
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case pr_hahigh: return(haHigh);
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case pr_halow: return(haLow);
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case pr_hamedian: return((haHigh+haLow)/2.0);
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case pr_hamedianb: return((haOpen+haClose)/2.0);
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case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
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case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
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case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
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case pr_hatbiased:
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if (haClose>haOpen)
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return((haHigh+haClose)/2.0);
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else return((haLow+haClose)/2.0);
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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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switch (price)
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{
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case pr_close: return(close[i]);
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case pr_open: return(open[i]);
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case pr_high: return(high[i]);
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case pr_low: return(low[i]);
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case pr_median: return((high[i]+low[i])/2.0);
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case pr_medianb: return((open[i]+close[i])/2.0);
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case pr_typical: return((high[i]+low[i]+close[i])/3.0);
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case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
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case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
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case pr_tbiased:
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if (close[i]>open[i])
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return((high[i]+close[i])/2.0);
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else return((low[i]+close[i])/2.0);
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}
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return(0);
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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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//
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//
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string getIndicatorName()
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{
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string path = MQL5InfoString(MQL5_PROGRAM_PATH);
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string data = TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Indicators\\";
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string name = StringSubstr(path,StringLen(data));
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return(name);
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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 _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};
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string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};
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string timeFrameToString(int period)
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{
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if (period==PERIOD_CURRENT)
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|
|
period = _Period;
|
||
|
|
int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
|
||
|
|
return(_tfsStr[i]);
|
||
|
|
}
|
||
|
|
|
||
|
|
//
|
||
|
|
//
|
||
|
|
//
|
||
|
|
//
|
||
|
|
//
|
||
|
|
|
||
|
|
bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime& time[])
|
||
|
|
{
|
||
|
|
static bool warned=false;
|
||
|
|
if (time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))
|
||
|
|
{
|
||
|
|
datetime startTime,testTime[];
|
||
|
|
if (SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))
|
||
|
|
if (startTime>0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
|
||
|
|
if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }
|
||
|
|
}
|
||
|
|
if (warned) { Comment(""); warned=false; }
|
||
|
|
return(true);
|
||
|
|
}�
|