Coding for Dummies
316 lines
26 KiB
Plaintext
316 lines
26 KiB
Plaintext
/*
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https://www.mql5.com/zh/code/20806
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https://www.mql5.com/zh/code/20479
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*/
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//+------------------------------------------------------------------
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#property copyright "mladen"
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#property link "mladenfx@gmail.com"
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#property description "Macd high/low multi time frame version"
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//+------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_height 120
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#property indicator_buffers 10
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#property indicator_plots 7
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#property indicator_label1 "Level up"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 C'0,144,0'
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#property indicator_style1 STYLE_DOT
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#property indicator_label2 "Early level up"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 CLR_NONE
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#property indicator_style2 STYLE_DOT
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#property indicator_label3 "Zero level"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 CLR_NONE
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#property indicator_style3 STYLE_DOT
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#property indicator_label4 "Early level down"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 CLR_NONE
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#property indicator_style4 STYLE_DOT
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#property indicator_label5 "Level down"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 C'144,0,0'
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#property indicator_style5 STYLE_DOT
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#property indicator_label6 "Macd value"
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#property indicator_type6 DRAW_COLOR_ARROW
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#property indicator_color6 clrDarkGray,C'0,255,0',C'0,123,0',C'123,0,0',C'255,0,0'
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#property indicator_width6 2
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#property indicator_label7 "Macd signal"
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#property indicator_type7 DRAW_NONE
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#property indicator_color7 clrDarkGray,C'0,255,0',C'0,123,0',C'123,0,0',C'255,0,0'
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#property indicator_width7 1
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#property indicator_level1 0
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#property indicator_levelwidth 3
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#property indicator_levelstyle STYLE_SOLID
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#property indicator_levelcolor clrDarkSlateGray
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//--- input parameters
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enum enTimeFrames
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{
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tf_cu = PERIOD_CURRENT, // Current time frame
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tf_m1 = PERIOD_M1, // 1 minute
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tf_m2 = PERIOD_M2, // 2 minutes
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tf_m3 = PERIOD_M3, // 3 minutes
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tf_m4 = PERIOD_M4, // 4 minutes
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tf_m5 = PERIOD_M5, // 5 minutes
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tf_m6 = PERIOD_M6, // 6 minutes
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tf_m10 = PERIOD_M10, // 10 minutes
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tf_m12 = PERIOD_M12, // 12 minutes
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tf_m15 = PERIOD_M15, // 15 minutes
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tf_m20 = PERIOD_M20, // 20 minutes
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tf_m30 = PERIOD_M30, // 30 minutes
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tf_h1 = PERIOD_H1, // 1 hour
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tf_h2 = PERIOD_H2, // 2 hours
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tf_h3 = PERIOD_H3, // 3 hours
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tf_h4 = PERIOD_H4, // 4 hours
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tf_h6 = PERIOD_H6, // 6 hours
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tf_h8 = PERIOD_H8, // 8 hours
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tf_h12 = PERIOD_H12, // 12 hours
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tf_d1 = PERIOD_D1, // daily
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tf_w1 = PERIOD_W1, // weekly
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tf_mn = PERIOD_MN1, // monthly
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tf_cp1 = -1, // Next higher time frame
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tf_cp2 = -2, // Second higher time frame
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tf_cp3 = -3 // Third higher time frame
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};
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input enTimeFrames inpTimeFrame = tf_m15; // Time frame
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input int inpFastPeriod = 12; // Fast DEMA period
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input int inpSlowPeriod = 26; // Slow DEMA period
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input int inpSignalPeriod = 9; // Signal period
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input int inpLookBackPeriod = 50; // Lookback period
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input double inpEarlyLevel = 25; // Early levels %
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input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price
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input bool inpInterpolate = true; // Interpolate in multi time frame mode?
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//--- buffers declarations
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double val[],valc[],signal[],signalc[],levelm[],levelu1[],levelu2[],leveld1[],leveld2[],count[];
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//--- mtf handling stuff
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int _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame;
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#define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),0,inpFastPeriod,inpSlowPeriod,inpSignalPeriod,inpLookBackPeriod,inpEarlyLevel,inpPrice)
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,levelu2,INDICATOR_DATA);
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SetIndexBuffer(1,levelu1,INDICATOR_DATA);
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SetIndexBuffer(2,levelm,INDICATOR_DATA);
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SetIndexBuffer(3,leveld1,INDICATOR_DATA);
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SetIndexBuffer(4,leveld2,INDICATOR_DATA);
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SetIndexBuffer(5,val,INDICATOR_DATA);
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SetIndexBuffer(6,valc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(7,signal,INDICATOR_DATA);
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SetIndexBuffer(8,signalc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(9,count,INDICATOR_CALCULATIONS);
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for(int i=0; i<5; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);
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//---
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timeFrame=MathMax(timeFrameGet((int)inpTimeFrame),_Period);
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if(timeFrame!=_Period)
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{
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_mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);
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}
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//---
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IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" Macd high/low ("+(string)inpFastPeriod+","+(string)inpSlowPeriod+","+(string)inpSignalPeriod+","+(string)inpLookBackPeriod+")");
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//---
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator de-initialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,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(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);
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if(timeFrame!=_Period)
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{
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double result[];
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if(BarsCalculated(_mtfHandle)<0) return(prev_calculated);
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if(!timeFrameCheck((ENUM_TIMEFRAMES)timeFrame,time)) return(prev_calculated);
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if(CopyBuffer(_mtfHandle,9,0,1,result)==-1) return(prev_calculated);
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//
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//---
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//
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#define _mtfRatio PeriodSeconds((ENUM_TIMEFRAMES)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)),_prevMark=0,_seconds=PeriodSeconds(timeFrame);
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for(; i<rates_total && !_StopFlag; i++)
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{
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int _currMark = int(time[i]/_seconds);
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if (_currMark!=_prevMark)
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{
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_prevMark = _currMark;
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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(levelu2,0);
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_mtfCopy(levelu1,1);
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_mtfCopy(levelm ,2);
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_mtfCopy(leveld1,3);
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_mtfCopy(leveld2,4);
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_mtfCopy(val ,5);
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_mtfCopy(valc ,6);
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_mtfCopy(signal ,7);
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}
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else
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{
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levelu2[i] = levelu2[i-1];
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levelu1[i] = levelu1[i-1];
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levelm[i] = levelm[i-1];
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leveld1[i] = leveld1[i-1];
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leveld2[i] = leveld2[i-1];
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val[i] = val[i-1];
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valc[i] = valc[i-1];
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signal[i] = signal[i-1];
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}
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signalc[i] = valc[i];
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//
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//---
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//
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if (!inpInterpolate) continue;
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int _nextMark = (i<rates_total-1) ? int(time[i+1]/_seconds) : _prevMark+1; if (_nextMark == _prevMark) continue;
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for(n=1; (i-n)> 0 && time[i-n] >= (_prevMark)*_seconds; 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(levelu2);
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_mtfInterpolate(levelu1);
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_mtfInterpolate(levelm);
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_mtfInterpolate(leveld1);
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_mtfInterpolate(leveld2);
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_mtfInterpolate(val);
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_mtfInterpolate(signal);
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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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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(inpPrice,open,close,high,low,i,rates_total);
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val[i] = iEma(_price,inpFastPeriod,i,rates_total,0)-iEma(_price,inpSlowPeriod,i,rates_total,1);
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signal[i] = iEma(val[i],inpSignalPeriod,i,rates_total,2);
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int _start = MathMax(i-inpLookBackPeriod,0); // shifted by 1 to the past on purpose, no error
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int _count = MathMin(_start+1,inpLookBackPeriod);
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double max = val[ArrayMaximum(val,_start,_count)];
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double min = val[ArrayMinimum(val,_start,_count)];
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levelu2[i] = max;
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leveld2[i] = min;
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levelm[i] = (max+min)/2.0;
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levelu1[i] = levelm[i]+(levelu2[i]-levelm[i])*inpEarlyLevel/100.0;
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leveld1[i] = levelm[i]-(levelm[i]-leveld2[i])*inpEarlyLevel/100.0;
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valc[i] = (val[i]>signal[i]) ?(val[i]>levelu2[i]) ? 2 :(val[i])>levelm[i]? 1 : 0 :(val[i]<signal[i]) ? val[i]<leveld2[i]? 4 :(val[i]<levelm[i]) ? 3 : 0 :(i>0) ? valc[i-1]: 0;
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signalc[i] = valc[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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//| Custom functions |
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//+------------------------------------------------------------------+
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double workEma[][3];
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//
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//---
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//
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double iEma(double price,double period,int r,int _bars,int instanceNo=0)
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{
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if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);
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workEma[r][instanceNo]=price;
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if(r>0 && period>1)
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workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(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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double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)
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{
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switch(tprice)
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{
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case PRICE_CLOSE: return(close[i]);
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case PRICE_OPEN: return(open[i]);
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case PRICE_HIGH: return(high[i]);
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case PRICE_LOW: return(low[i]);
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case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
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case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
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case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
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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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ENUM_TIMEFRAMES _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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//
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//---
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//
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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;
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int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
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return(_tfsStr[i]);
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}
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//
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//---
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//
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ENUM_TIMEFRAMES timeFrameGet(int period)
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{
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int _shift=(period<0?MathAbs(period):0);
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if(_shift>0 || period==tf_cu) period=_Period;
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int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
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return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);
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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 _partsA[];
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ushort _partsS=StringGetCharacter("\\",0);
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int _partsN = StringSplit(_path,_partsS,_partsA);
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string name = _partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _toLower(_partsA[n])!="indicators"; n--) name = _partsA[n]+"\\"+name;
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return(name);
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}
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string _toLower(string _toConvert) { StringToLower(_toConvert); return(_toConvert); }
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//
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//---
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//
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bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime &time[])
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{
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static bool warned=false;
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if(time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))
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{
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datetime startTime,testTime[];
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if(SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))
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if(startTime>0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
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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); }
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}
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if(warned) { Comment(""); warned=false; }
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return(true);
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}
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//+------------------------------------------------------------------+ |