version 3.14
This commit is contained in:
Artur
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#property copyright "Copyright 2017-2021, Artur Zas"
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// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
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#property link "https://www.az-invest.eu"
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#property version "1.17"
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#property description "Example EA: Trading based on 2 moving average crossover."
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#property description "MA1 & MA2 need to be enabled on the inicator creating the chart."
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#property description "MA1 - Fast moving average"
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#property description "MA2 - Slow moving average"
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//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
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//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
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//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
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//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
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//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
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//
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// Uncomment only ONE of the 5 directives listed below and recompile
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// -----------------------------------------------------------------
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//
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#define EA_ON_RANGE_BARS // Use EA on RangeBar chart
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//#define EA_ON_RENKO // Use EA on Renko charts
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//#define EA_ON_XTICK_CHART // Use EA on XTick Chart (obsolete)
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//#define EA_ON_TICK_VOLUME_CHART // Use EA on Tick & Volume Bar Chart
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//#define EA_ON_SECONDS_CHART // Use EA on Seconds Interval chart
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//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
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//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
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// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
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// ----------------------------------------------------------------------------------
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//
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// #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
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//
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// Uncomment the directive below and recompile for use in a backtest only
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// ----------------------------------------------------------------------
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//
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// #define SHOW_INDICATOR_INPUTS
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// Include all needed files
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#ifdef EA_ON_RANGE_BARS
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#include <AZ-INVEST/SDK/RangeBars.mqh>
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RangeBars *customBars = NULL;
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#endif
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#ifdef EA_ON_RENKO
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#include <AZ-INVEST/SDK/MedianRenko.mqh>
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MedianRenko *customBars = NULL;
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#endif
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#ifdef EA_ON_XTICK_CHART
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#include <AZ-INVEST/SDK/TickChart.mqh>
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TickChart *customBars = NULL;
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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#include <AZ-INVEST/SDK/VolumeBarChart.mqh>
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TickChart *customBars = NULL;
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#endif
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#ifdef EA_ON_SECONDS_CHART
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#include <AZ-INVEST/SDK/SecondsChart.mqh>
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SecondsChart *customBars = NULL;
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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#include <AZ-INVEST/SDK/LineBreakChart.mqh>
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LineBreakChart *customBars = NULL;
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#endif
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#include <AZ-INVEST/SDK/TimeControl.mqh>
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#include <AZ-INVEST/SDK/TradeFunctions.mqh>
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enum ENUM_TRADE_DIRECTION
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{
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TRADE_DIRECTION_BUY = POSITION_TYPE_BUY, // Buy
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TRADE_DIRECTION_SELL = POSITION_TYPE_SELL, // Sell
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TRADE_DIRECTION_ALL = 1000, // Buy & Sell
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};
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#ifdef SHOW_INDICATOR_INPUTS
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input group "EA parameters"
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#endif
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input double Lots = 0.1; // Traded lots
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input uint StopLoss = 100; // Stop Loss (in points)
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input uint TakeProfit = 250; // Take profit (in points)
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input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type
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input bool ForceSR = false; // Force Stop & Reverse
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input bool ReverseOnMACrossInsideGap = true; // Reverse trade if MA cross inside a gap
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input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
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input ulong DeviationPoints = 0; // Maximum defiation (in points)
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input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
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input string Start="9:00"; // Start trading at
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input string End="17:55"; // End trading at
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input ulong MagicNumber=5150; // Assign trade ID
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input int NumberOfRetries = 50; // Maximum number of retries
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input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors
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input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
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// Global data buffers
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double MA1[]; // Buffer for moving average 1
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double MA2[]; // Buffer for moving average 2
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// Read 3 rates & 3 MA values starting from current (uncompleted) bar
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int startAtBar = 0;
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int numberOfBars = 3;
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// EA variables
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CMarketOrder *marketOrder = NULL;
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CTimeControl *timeControl = NULL;
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ulong currentTicket;
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ENUM_POSITION_TYPE currentPositionType;
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ENUM_POSITION_TYPE signal;
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ENUM_POSITION_TYPE validation;
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#ifdef EA_ON_RANGE_BARS
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static int _MA1 = RANGEBAR_MA1;
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static int _MA2 = RANGEBAR_MA2;
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#endif
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#ifdef EA_ON_RENKO
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static int _MA1 = RENKO_MA1;
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static int _MA2 = RENKO_MA2;
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#endif
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#ifdef EA_ON_XTICK_CHART
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static int _MA1 = TICKCHART_MA1;
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static int _MA2 = TICKCHART_MA2;
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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static int _MA1 = VOLUMECHART_MA1;
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static int _MA2 = VOLUMECHART_MA2;
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#endif
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#ifdef EA_ON_SECONDS_CHART
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static int _MA1 = SECONDS_MA1;
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static int _MA2 = SECONDS_MA2;
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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static int _MA1 = LINEBREAK_MA1;
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static int _MA2 = LINEBREAK_MA2;
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#endif
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(customBars == NULL)
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{
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#ifdef EA_ON_RANGE_BARS
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customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_RENKO
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customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_XTICK_CHART
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customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_SECONDS_CHART
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customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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}
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customBars.Init();
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if(customBars.GetHandle() == INVALID_HANDLE)
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return(INIT_FAILED);
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signal = POSITION_TYPE_NONE;
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CMarketOrderParameters params;
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{
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params.m_async_mode = false;
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params.m_magic = MagicNumber;
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params.m_deviation = DeviationPoints;
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params.m_type_filling = ORDER_FILLING_FOK;
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params.numberOfRetries = NumberOfRetries;
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params.busyTimeout_ms = BusyTimeout_ms;
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params.requoteTimeout_ms = RequoteTimeout_ms;
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}
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marketOrder = new CMarketOrder(params);
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if(timeControl == NULL)
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{
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timeControl = new CTimeControl();
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}
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timeControl.SetValidTraingHours(Start,End);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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customBars.Deinit();
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// delete TimeControl class
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if(timeControl != NULL)
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{
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delete timeControl;
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timeControl = NULL;
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}
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// delete MarketOrder class
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if(marketOrder != NULL)
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{
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delete marketOrder;
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marketOrder = NULL;
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}
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// delete MedianRenko class
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if(customBars != NULL)
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{
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delete customBars;
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customBars = NULL;
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}
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Comment("");
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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if(marketOrder == NULL || customBars == NULL || timeControl == NULL)
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return;
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if(customBars.IsNewBar())
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{
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if(timeControl.IsScheduleEnabled())
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{
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Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
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}
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else
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{
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Comment("EA trading schedule OFF");
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}
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if(!timeControl.IsTradingTimeValid())
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
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{
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if(currentTicket > 0 && CloseTradeAfterTradingHours)
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{
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// close position outside of trading hours
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marketOrder.Close(currentTicket);
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}
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}
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return;
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}
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//
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// Get moving average values for current, last completed bar and the bar before that...
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//
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if(!customBars.GetMA(_MA1,MA1,startAtBar,numberOfBars))
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{
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Print("Error getting values from MA1 - please enable MA1 on chart");
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}
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else if(!customBars.GetMA(_MA2,MA2,startAtBar,numberOfBars))
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{
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Print("Error getting values from MA2 - please enable MA2 on chart");
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}
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else
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{
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signal = MovingAverageCross();
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validation = MovingAverageValidation();
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if(timeControl.IsScheduleEnabled())
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{
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Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
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"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
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"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
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"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
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"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
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"\n");
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}
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else
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{
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Comment("EA trading schedule not used. Trading is enabled."+
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"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
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"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
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"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
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"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
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"\n");
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}
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if(signal == POSITION_TYPE_BUY)
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
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{
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if(currentTicket > 0 && ForceSR)
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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{
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PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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}
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return;
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}
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else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
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{
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if(IsTradeDirectionValid(POSITION_TYPE_BUY))
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marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
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return;
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}
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}
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else if(signal == POSITION_TYPE_SELL)
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
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{
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if(currentTicket > 0 && ForceSR)
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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{
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PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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}
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return;
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}
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else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
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return;
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}
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}
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//
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// Handling of crosses inside price gap
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// Condition: No valid cross signal, but MA validation changed
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//
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if(marketOrder.IsOpen(currentTicket,currentPositionType,_Symbol,MagicNumber))
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{
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if(currentTicket > 0)
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{
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if((currentPositionType != validation) && (validation != POSITION_TYPE_NONE) && signal == POSITION_TYPE_NONE)
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{
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if(ReverseOnMACrossInsideGap)
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{
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// reverse position on signal change inside gap.
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PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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else
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{
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// close position on signal change inside gap.
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PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Close(currentTicket);
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}
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}
|
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}
|
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}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
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// Trade direction validation (Is it OK to trade in the given direction?)
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//
|
||||
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bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
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{
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if(ValidTradeDirection == TRADE_DIRECTION_ALL)
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return true;
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if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
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return true;
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else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
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return true;
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else
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return false;
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}
|
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|
||||
//
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// MA cross logic
|
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//
|
||||
|
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ENUM_POSITION_TYPE MovingAverageCross()
|
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{
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if(2 < numberOfBars-1)
|
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{
|
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Alert("Invalid number of MA readings defined! MA Cross cannot be determined.");
|
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return POSITION_TYPE_NONE;
|
||||
}
|
||||
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if((MA2[1] > MA1[1]) && (MA2[2] < MA1[2]))
|
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return POSITION_TYPE_SELL;
|
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else if((MA2[1] < MA1[1]) && (MA2[2] > MA1[2]))
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return POSITION_TYPE_BUY;
|
||||
else
|
||||
return POSITION_TYPE_NONE;
|
||||
}
|
||||
|
||||
ENUM_POSITION_TYPE MovingAverageValidation()
|
||||
{
|
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if(MA2[1] > MA1[1])
|
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return POSITION_TYPE_SELL;
|
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else if(MA2[1] < MA1[1])
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return POSITION_TYPE_BUY;
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||||
|
||||
return POSITION_TYPE_NONE;
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||||
}
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||||
Binary file not shown.
@@ -0,0 +1,439 @@
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#property copyright "Copyright 2017-2021, Artur Zas"
|
||||
// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
|
||||
#property link "https://www.az-invest.eu"
|
||||
#property version "1.09"
|
||||
#property description "Example EA: Trading based on moving average & price crossover."
|
||||
#property description "MA1 needs to be enabled on the inicator creating the chart."
|
||||
|
||||
//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
|
||||
//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
|
||||
//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
|
||||
//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
|
||||
//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
|
||||
|
||||
//
|
||||
// Uncomment only ONE of the 5 directives listed below and recompile
|
||||
// -----------------------------------------------------------------
|
||||
//
|
||||
#define EA_ON_RANGE_BARS // Use EA on RangeBar chart
|
||||
//#define EA_ON_RENKO // Use EA on Renko charts
|
||||
//#define EA_ON_XTICK_CHART // Use EA on XTick Chart (obsolete)
|
||||
//#define EA_ON_TICK_VOLUME_CHART // Use EA on Tick & Volume Bar Chart
|
||||
//#define EA_ON_SECONDS_CHART // Use EA on Seconds Interval chart
|
||||
//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
|
||||
|
||||
//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
|
||||
|
||||
// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
|
||||
// ----------------------------------------------------------------------------------
|
||||
//
|
||||
// #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
|
||||
|
||||
//
|
||||
// Uncomment the directive below and recompile for use in a backtest only
|
||||
// ----------------------------------------------------------------------
|
||||
//
|
||||
// #define SHOW_INDICATOR_INPUTS
|
||||
|
||||
// Include all needed files
|
||||
|
||||
#ifdef EA_ON_RANGE_BARS
|
||||
#include <AZ-INVEST/SDK/RangeBars.mqh>
|
||||
RangeBars *customBars = NULL;
|
||||
#endif
|
||||
#ifdef EA_ON_RENKO
|
||||
#include <AZ-INVEST/SDK/MedianRenko.mqh>
|
||||
MedianRenko *customBars = NULL;
|
||||
#endif
|
||||
#ifdef EA_ON_XTICK_CHART
|
||||
#include <AZ-INVEST/SDK/TickChart.mqh>
|
||||
TickChart *customBars = NULL;
|
||||
#endif
|
||||
#ifdef EA_ON_TICK_VOLUME_CHART
|
||||
#include <AZ-INVEST/SDK/VolumeBarChart.mqh>
|
||||
TickChart *customBars = NULL;
|
||||
#endif
|
||||
#ifdef EA_ON_SECONDS_CHART
|
||||
#include <AZ-INVEST/SDK/SecondsChart.mqh>
|
||||
SecondsChart *customBars = NULL;
|
||||
#endif
|
||||
#ifdef EA_ON_LINEBREAK_CHART
|
||||
#include <AZ-INVEST/SDK/LineBreakChart.mqh>
|
||||
LineBreakChart *customBars = NULL;
|
||||
#endif
|
||||
|
||||
#include <AZ-INVEST/SDK/TimeControl.mqh>
|
||||
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
|
||||
|
||||
enum ENUM_TRADE_DIRECTION
|
||||
{
|
||||
TRADE_DIRECTION_BUY = POSITION_TYPE_BUY, // Buy
|
||||
TRADE_DIRECTION_SELL = POSITION_TYPE_SELL, // Sell
|
||||
TRADE_DIRECTION_ALL = 1000, // Buy & Sell
|
||||
};
|
||||
|
||||
#ifdef SHOW_INDICATOR_INPUTS
|
||||
input group "EA parameters"
|
||||
#endif
|
||||
input double Lots = 0.1; // Traded lots
|
||||
input uint StopLoss = 0; // Stop Loss
|
||||
input uint TakeProfit = 0; // Take profit
|
||||
input int ConfirmationBars = 1; // Signal confirmation bars
|
||||
input int PrevSignalBars = 1; // Prev signal confirmation bars
|
||||
input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type
|
||||
input bool CloseTradeOnSignalChange = true; // Close trade on signal change
|
||||
input bool ForceSR = false; // Force Stop & Reverse
|
||||
input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
|
||||
input ulong DeviationPoints = 0; // Maximum defiation (in points)
|
||||
input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
|
||||
input string Start="9:00"; // Start trading at
|
||||
input string End="17:55"; // End trading at
|
||||
input ulong MagicNumber=8888; // Assign trade ID
|
||||
input int NumberOfRetries = 50; // Maximum number of retries
|
||||
input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors
|
||||
input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
|
||||
|
||||
// Global data buffers
|
||||
|
||||
MqlRates RateInfo[]; // Buffer for custom price bars
|
||||
double MA1[]; // Buffer for moving average 1
|
||||
|
||||
// Read 4 rates MA1 values starting from current (uncompleted) bar
|
||||
|
||||
int startAtBar = 0;
|
||||
int numberOfBars;
|
||||
int _confirmationBars;
|
||||
int _prevSignalBars;
|
||||
|
||||
// EA variables
|
||||
|
||||
CMarketOrder *marketOrder;
|
||||
CTimeControl *timeControl;
|
||||
|
||||
ulong currentTicket;
|
||||
ENUM_POSITION_TYPE currentPositionType;
|
||||
ENUM_POSITION_TYPE signal;
|
||||
ENUM_POSITION_TYPE validation;
|
||||
|
||||
#ifdef EA_ON_RANGE_BARS
|
||||
static int _MA1 = RANGEBAR_MA1;
|
||||
static int _MA2 = RANGEBAR_MA2;
|
||||
#endif
|
||||
#ifdef EA_ON_RENKO
|
||||
static int _MA1 = RENKO_MA1;
|
||||
static int _MA2 = RENKO_MA2;
|
||||
#endif
|
||||
#ifdef EA_ON_XTICK_CHART
|
||||
static int _MA1 = TICKCHART_MA1;
|
||||
static int _MA2 = TICKCHART_MA2;
|
||||
#endif
|
||||
#ifdef EA_ON_TICK_VOLUME_CHART
|
||||
static int _MA1 = VOLUMECHART_MA1;
|
||||
static int _MA2 = VOLUMECHART_MA2;
|
||||
#endif
|
||||
#ifdef EA_ON_SECONDS_CHART
|
||||
static int _MA1 = SECONDS_MA1;
|
||||
static int _MA2 = SECONDS_MA2;
|
||||
#endif
|
||||
#ifdef EA_ON_LINEBREAK_CHART
|
||||
static int _MA1 = LINEBREAK_MA1;
|
||||
static int _MA2 = LINEBREAK_MA2;
|
||||
#endif
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
if(customBars == NULL)
|
||||
{
|
||||
#ifdef EA_ON_RANGE_BARS
|
||||
customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
#ifdef EA_ON_RENKO
|
||||
customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
#ifdef EA_ON_XTICK_CHART
|
||||
customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
#ifdef EA_ON_TICK_VOLUME_CHART
|
||||
customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
#ifdef EA_ON_SECONDS_CHART
|
||||
customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
#ifdef EA_ON_LINEBREAK_CHART
|
||||
customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
|
||||
#endif
|
||||
}
|
||||
|
||||
customBars.Init();
|
||||
|
||||
signal = POSITION_TYPE_NONE;
|
||||
_confirmationBars = (ConfirmationBars < 1) ? 1 : ConfirmationBars;
|
||||
_prevSignalBars = (PrevSignalBars < 1) ? 1 : PrevSignalBars;
|
||||
numberOfBars = _confirmationBars + _prevSignalBars + 1;
|
||||
|
||||
CMarketOrderParameters params;
|
||||
{
|
||||
params.m_async_mode = false;
|
||||
params.m_magic = MagicNumber;
|
||||
params.m_deviation = DeviationPoints;
|
||||
params.m_type_filling = ORDER_FILLING_FOK;
|
||||
|
||||
params.numberOfRetries = NumberOfRetries;
|
||||
params.busyTimeout_ms = BusyTimeout_ms;
|
||||
params.requoteTimeout_ms = RequoteTimeout_ms;
|
||||
}
|
||||
|
||||
marketOrder = new CMarketOrder(params);
|
||||
|
||||
if(timeControl == NULL)
|
||||
{
|
||||
timeControl = new CTimeControl();
|
||||
}
|
||||
|
||||
timeControl.SetValidTraingHours(Start,End);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
customBars.Deinit();
|
||||
|
||||
// delete TimeControl class
|
||||
|
||||
if(timeControl != NULL)
|
||||
{
|
||||
delete timeControl;
|
||||
timeControl = NULL;
|
||||
}
|
||||
|
||||
// delete MarketOrder class
|
||||
|
||||
if(marketOrder != NULL)
|
||||
{
|
||||
delete marketOrder;
|
||||
marketOrder = NULL;
|
||||
}
|
||||
|
||||
// delete MedianRenko class
|
||||
|
||||
if(customBars != NULL)
|
||||
{
|
||||
delete customBars;
|
||||
customBars = NULL;
|
||||
}
|
||||
|
||||
Comment("");
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
if(marketOrder == NULL)
|
||||
return;
|
||||
|
||||
if(customBars.IsNewBar())
|
||||
{
|
||||
if(timeControl.IsScheduleEnabled())
|
||||
{
|
||||
Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
|
||||
}
|
||||
else
|
||||
{
|
||||
Comment("EA trading schedule OFF");
|
||||
}
|
||||
|
||||
if(!timeControl.IsTradingTimeValid())
|
||||
{
|
||||
if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
|
||||
{
|
||||
if(currentTicket > 0 && CloseTradeAfterTradingHours)
|
||||
{
|
||||
// close position outside of trading hours
|
||||
marketOrder.Close(currentTicket);
|
||||
}
|
||||
}
|
||||
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Get MqlRateInfo & moving average values for current, last completed bar and the bar before that...
|
||||
//
|
||||
|
||||
if(!customBars.GetMqlRates(RateInfo,startAtBar,numberOfBars))
|
||||
{
|
||||
Print("Error getting MqlRates for custom chart");
|
||||
}
|
||||
else if(!customBars.GetMA(_MA1, MA1, startAtBar, numberOfBars))
|
||||
{
|
||||
Print("Error getting values from MA1 - please enable MA1 on chart");
|
||||
}
|
||||
else
|
||||
{
|
||||
|
||||
signal = PriceAndMovingAverageCross(_confirmationBars, _prevSignalBars);
|
||||
|
||||
if(timeControl.IsScheduleEnabled())
|
||||
{
|
||||
Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
|
||||
"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
|
||||
"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
|
||||
"\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
|
||||
"\n");
|
||||
}
|
||||
else
|
||||
{
|
||||
Comment("EA trading schedule not used. Trading is enabled."+
|
||||
"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
|
||||
"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
|
||||
"\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
|
||||
"\n");
|
||||
}
|
||||
|
||||
if(signal == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
|
||||
{
|
||||
if(currentTicket > 0 && ForceSR)
|
||||
{
|
||||
if(IsTradeDirectionValid(POSITION_TYPE_SELL))
|
||||
{
|
||||
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
|
||||
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
|
||||
}
|
||||
}
|
||||
else if(currentTicket > 0)
|
||||
{
|
||||
// close trade on signal change
|
||||
if(CloseTradeOnSignalChange)
|
||||
{
|
||||
PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
|
||||
marketOrder.Close(currentTicket);
|
||||
}
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
|
||||
{
|
||||
if(IsTradeDirectionValid(POSITION_TYPE_BUY))
|
||||
marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
|
||||
|
||||
return;
|
||||
}
|
||||
}
|
||||
else if(signal == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
|
||||
{
|
||||
if(currentTicket > 0 && ForceSR)
|
||||
{
|
||||
if(IsTradeDirectionValid(POSITION_TYPE_BUY))
|
||||
{
|
||||
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
|
||||
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
|
||||
}
|
||||
}
|
||||
else if(currentTicket > 0)
|
||||
{
|
||||
// close trade on signal change
|
||||
if(CloseTradeOnSignalChange)
|
||||
{
|
||||
PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
|
||||
marketOrder.Close(currentTicket);
|
||||
}
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
|
||||
{
|
||||
if(IsTradeDirectionValid(POSITION_TYPE_SELL))
|
||||
marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
|
||||
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Trade direction validation (Is it OK to trade in the given direction?)
|
||||
//
|
||||
|
||||
bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
|
||||
{
|
||||
if(ValidTradeDirection == TRADE_DIRECTION_ALL)
|
||||
return true;
|
||||
|
||||
if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
|
||||
return true;
|
||||
else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
}
|
||||
|
||||
//
|
||||
// Price & MA cross logic
|
||||
//
|
||||
|
||||
ENUM_POSITION_TYPE PriceAndMovingAverageCross(int confirmationBars, int prevSignalBars)
|
||||
{
|
||||
if(numberOfBars < confirmationBars+1)
|
||||
{
|
||||
Alert("Invalid number of MqlRates and MA readings defined! Crossover cannot be determined.");
|
||||
return POSITION_TYPE_NONE;
|
||||
}
|
||||
|
||||
bool confirmedSell = true;
|
||||
bool confirmedBuy = true;
|
||||
|
||||
// check trailing bar for confirmation of previous signal
|
||||
for(int i=(confirmationBars+1); i<=(confirmationBars+prevSignalBars); i++)
|
||||
{
|
||||
if(RateInfo[i].close > MA1[i])
|
||||
{
|
||||
confirmedBuy = false;
|
||||
}
|
||||
else if(RateInfo[i].close < MA1[i])
|
||||
{
|
||||
confirmedSell = false;
|
||||
}
|
||||
}
|
||||
|
||||
// check confirmation bars for current signal
|
||||
for(int i=1; i<=confirmationBars; i++)
|
||||
{
|
||||
if(RateInfo[i].close == MA1[i])
|
||||
{
|
||||
confirmedSell = false;
|
||||
confirmedBuy = false;
|
||||
}
|
||||
else if(RateInfo[i].close < MA1[i])
|
||||
{
|
||||
confirmedBuy = false;
|
||||
}
|
||||
else if(RateInfo[i].close > MA1[i])
|
||||
{
|
||||
confirmedSell = false;
|
||||
}
|
||||
}
|
||||
|
||||
// signal aggregate
|
||||
if(confirmedSell)
|
||||
return POSITION_TYPE_SELL;
|
||||
else if(confirmedBuy)
|
||||
return POSITION_TYPE_BUY;
|
||||
else
|
||||
return POSITION_TYPE_NONE;
|
||||
}
|
||||
|
||||
Binary file not shown.
@@ -5,6 +5,8 @@
|
||||
|
||||
input int InpRSIPeriod = 14; // RSI period
|
||||
|
||||
//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
|
||||
|
||||
//
|
||||
// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the sEA needs to be *tested in MT5's backtester*
|
||||
// -------------------------------------------------------------------------------------------------
|
||||
|
||||
Binary file not shown.
@@ -8,9 +8,10 @@
|
||||
// Helper functions for placing market orders.
|
||||
//
|
||||
|
||||
#define DEVELOPER_VERSION
|
||||
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
|
||||
|
||||
//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
|
||||
|
||||
//
|
||||
// Inputs
|
||||
//
|
||||
@@ -40,7 +41,7 @@ ulong currentTicket;
|
||||
// the RangeBars indicator attached.
|
||||
//
|
||||
|
||||
#define SHOW_INDICATOR_INPUTS
|
||||
//#define SHOW_INDICATOR_INPUTS
|
||||
|
||||
//
|
||||
// You need to include the RangeBars.mqh header file
|
||||
|
||||
@@ -0,0 +1,52 @@
|
||||
//#define DEVELOPER_VERSION
|
||||
//#define DISPLAY_DEBUG_MSG
|
||||
#define MQL5_MARKET_VERSION
|
||||
|
||||
//#define P_RENKO_BR_PRO
|
||||
//#define ULTIMATE_RENKO_LICENSE
|
||||
#define RANGEBAR_LICENSE
|
||||
//#define SECONDSCHART_LICENSE
|
||||
//#define TICKCHART_LICENSE (obsolete)
|
||||
//#define VOLUMECHART_LICENSE
|
||||
//#define LINEBREAKCHART_LICENSE
|
||||
|
||||
#ifdef P_RENKO_BR_PRO
|
||||
#include <AZ-INVEST/SDK/MedianRenkoIndicator.mqh>
|
||||
#define AZINVEST_CCI MedianRenkoIndicator
|
||||
#endif
|
||||
|
||||
#ifdef TICKCHART_LICENSE
|
||||
#include <AZ-INVEST/SDK/TickChartIndicator.mqh>
|
||||
#define AZINVEST_CCI TickChartIndicator
|
||||
#endif
|
||||
|
||||
#ifdef RANGEBAR_LICENSE
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
#define AZINVEST_CCI RangeBarIndicator
|
||||
#endif
|
||||
|
||||
#ifdef ULTIMATE_RENKO_LICENSE
|
||||
#include <AZ-INVEST/SDK/MedianRenkoIndicator.mqh>
|
||||
#define AZINVEST_CCI MedianRenkoIndicator
|
||||
#endif
|
||||
|
||||
#ifdef SECONDSCHART_LICENSE
|
||||
#include <AZ-INVEST/SDK/SecondsChartIndicator.mqh>
|
||||
#define AZINVEST_CCI SecondsChartIndicator
|
||||
#endif
|
||||
|
||||
#ifdef VOLUMECHART_LICENSE
|
||||
#include <AZ-INVEST/SDK/VolumeChartIndicator.mqh>
|
||||
#define AZINVEST_CCI VolumeChartIndicator
|
||||
#endif
|
||||
|
||||
#ifdef LINEBREAKCHART_LICENSE
|
||||
#include <AZ-INVEST/SDK/LineBreakChartIndicator.mqh>
|
||||
#define AZINVEST_CCI LineBreakChartIndicator
|
||||
#endif
|
||||
|
||||
|
||||
#ifdef AZINVEST_CCI
|
||||
AZINVEST_CCI customChartIndicator;
|
||||
#endif
|
||||
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,83 @@
|
||||
// RSI on Buffer
|
||||
|
||||
int RsiOnBuffer(const int rates_total,const int prev_calculated,const int begin,
|
||||
const int period,const double& price[],double& rsiBuffer[], double &posBuffer[], double &negBuffer[])
|
||||
{
|
||||
int i, pos;
|
||||
double diff;
|
||||
|
||||
//--- check for data
|
||||
if(period<=1 || rates_total-begin<period) return(0);
|
||||
//--- save as_series flags
|
||||
bool as_series_price=ArrayGetAsSeries(price);
|
||||
bool as_series_rsibuffer=ArrayGetAsSeries(rsiBuffer);
|
||||
bool as_series_posbuffer=ArrayGetAsSeries(posBuffer);
|
||||
bool as_series_negbuffer=ArrayGetAsSeries(negBuffer);
|
||||
|
||||
if(as_series_price) ArraySetAsSeries(price,false);
|
||||
if(as_series_rsibuffer) ArraySetAsSeries(rsiBuffer,false);
|
||||
if(as_series_posbuffer) ArraySetAsSeries(posBuffer,false);
|
||||
if(as_series_negbuffer) ArraySetAsSeries(negBuffer,false);
|
||||
|
||||
//--- preliminary calculations
|
||||
pos=prev_calculated-1;
|
||||
if(pos<=period)
|
||||
{
|
||||
//--- first RSIPeriod values of the indicator are not calculated
|
||||
rsiBuffer[0]=0.0;
|
||||
posBuffer[0]=0.0;
|
||||
negBuffer[0]=0.0;
|
||||
double sump=0.0;
|
||||
double sumn=0.0;
|
||||
for(i=1; i<=period; i++)
|
||||
{
|
||||
rsiBuffer[i]=0.0;
|
||||
posBuffer[i]=0.0;
|
||||
negBuffer[i]=0.0;
|
||||
diff=price[i]-price[i-1];
|
||||
if(diff>0)
|
||||
sump+=diff;
|
||||
else
|
||||
sumn-=diff;
|
||||
}
|
||||
//--- calculate first visible value
|
||||
posBuffer[period]=sump/period;
|
||||
negBuffer[period]=sumn/period;
|
||||
if(negBuffer[period]!=0.0)
|
||||
rsiBuffer[period]=100.0-(100.0/(1.0+posBuffer[period]/negBuffer[period]));
|
||||
else
|
||||
{
|
||||
if(posBuffer[period]!=0.0)
|
||||
rsiBuffer[period]=100.0;
|
||||
else
|
||||
rsiBuffer[period]=50.0;
|
||||
}
|
||||
//--- prepare the position value for main calculation
|
||||
pos=period+1;
|
||||
}
|
||||
//--- the main loop of calculations
|
||||
for(i=pos; i<rates_total && !IsStopped(); i++)
|
||||
{
|
||||
diff=price[i]-price[i-1];
|
||||
posBuffer[i]=(posBuffer[i-1]*(period-1)+(diff>0.0?diff:0.0))/period;
|
||||
negBuffer[i]=(negBuffer[i-1]*(period-1)+(diff<0.0?-diff:0.0))/period;
|
||||
if(negBuffer[i]!=0.0)
|
||||
rsiBuffer[i]=100.0-100.0/(1+posBuffer[i]/negBuffer[i]);
|
||||
else
|
||||
{
|
||||
if(posBuffer[i]!=0.0)
|
||||
rsiBuffer[i]=100.0;
|
||||
else
|
||||
rsiBuffer[i]=50.0;
|
||||
}
|
||||
}
|
||||
//--- restore as_series flags
|
||||
if(as_series_price) ArraySetAsSeries(price,true);
|
||||
if(as_series_rsibuffer) ArraySetAsSeries(rsiBuffer,true);
|
||||
if(as_series_posbuffer) ArraySetAsSeries(posBuffer,true);
|
||||
if(as_series_negbuffer) ArraySetAsSeries(negBuffer,true);
|
||||
//---
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -23,13 +23,16 @@
|
||||
#else // user defined settings
|
||||
|
||||
|
||||
input int barSizeInTicks = 100; // Range bar size (in ticks)
|
||||
input int barSizeInTicks = 100; // Range bar size (in ticks)
|
||||
input int showNumberOfDays = 5; // Show history for number of days
|
||||
|
||||
input group "### ATR based bar size calculation"
|
||||
input ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
|
||||
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
|
||||
input ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
|
||||
input int atrPeriod = 14; // ATR period
|
||||
input int atrPercentage = 10; // Use percentage of ATR
|
||||
|
||||
input int showNumberOfDays = 5; // Show history for number of days
|
||||
input group "### Chart synchronization"
|
||||
input ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
|
||||
|
||||
#endif
|
||||
|
||||
@@ -4,7 +4,15 @@
|
||||
#ifdef DEVELOPER_VERSION
|
||||
#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300"
|
||||
#else
|
||||
#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
|
||||
#ifdef RANGEBAR_LICENSE
|
||||
#ifdef MQL5_MARKET_VERSION
|
||||
#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
|
||||
#else
|
||||
#define RANGEBAR_INDICATOR_NAME "RangeBars"
|
||||
#endif
|
||||
#else
|
||||
#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
|
||||
#endif
|
||||
#endif
|
||||
|
||||
#define RANGEBAR_OPEN 00
|
||||
@@ -188,50 +196,46 @@ int RangeBars::Init()
|
||||
|
||||
rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME,
|
||||
s.barSizeInTicks,
|
||||
s.showNumberOfDays,
|
||||
"=",
|
||||
s.atrEnabled,
|
||||
//s.atrTimeFrame,
|
||||
s.atrTimeFrame,
|
||||
s.atrPeriod,
|
||||
s.atrPercentage,
|
||||
s.showNumberOfDays, s.resetOpenOnNewTradingDay,
|
||||
TradingSessionTime,
|
||||
"=",
|
||||
s.resetOpenOnNewTradingDay,
|
||||
"=",
|
||||
showPivots,
|
||||
pivotPointCalculationType,
|
||||
RColor,
|
||||
PColor,
|
||||
SColor,
|
||||
PDHColor,
|
||||
PDLColor,
|
||||
PDCColor,
|
||||
"=",
|
||||
AlertMeWhen,
|
||||
AlertNotificationType,
|
||||
cis.MA1on,
|
||||
"=",
|
||||
cis.MA1lineType,
|
||||
cis.MA1period,
|
||||
cis.MA1method,
|
||||
cis.MA1applyTo,
|
||||
cis.MA1shift,
|
||||
cis.MA1priceLabel,
|
||||
cis.MA2on,
|
||||
cis.MA2lineType,
|
||||
cis.MA2period,
|
||||
cis.MA2method,
|
||||
cis.MA2applyTo,
|
||||
cis.MA2shift,
|
||||
cis.MA2priceLabel,
|
||||
cis.MA3on,
|
||||
cis.MA3lineType,
|
||||
cis.MA3period,
|
||||
cis.MA3method,
|
||||
cis.MA3applyTo,
|
||||
cis.MA3shift,
|
||||
cis.MA3priceLabel,
|
||||
cis.MA4on,
|
||||
cis.MA4lineType,
|
||||
cis.MA4period,
|
||||
cis.MA4method,
|
||||
cis.MA4applyTo,
|
||||
cis.MA4shift,
|
||||
cis.MA4priceLabel,
|
||||
"=",
|
||||
cis.ShowChannel,
|
||||
cis.ChannelPeriod,
|
||||
cis.ChannelAtrPeriod,
|
||||
@@ -240,6 +244,7 @@ int RangeBars::Init()
|
||||
cis.ChannelBandsDeviations,
|
||||
cis.ChannelPriceLabel,
|
||||
cis.ChannelMidPriceLabel,
|
||||
"=",
|
||||
true); // used in EA
|
||||
// TopBottomPaddingPercentage,
|
||||
// showCurrentBarOpenTime,
|
||||
|
||||
@@ -0,0 +1,76 @@
|
||||
//
|
||||
// Copyright 2018-19, Artur Zas
|
||||
// https://www.az-invest.eu
|
||||
// https://www.mql5.com/en/users/arturz
|
||||
//
|
||||
|
||||
class CTimeControl
|
||||
{
|
||||
private:
|
||||
|
||||
int startHH;
|
||||
int startMM;
|
||||
string start;
|
||||
|
||||
int endHH;
|
||||
int endMM;
|
||||
string end;
|
||||
|
||||
bool scheduleEnabled;
|
||||
|
||||
public:
|
||||
|
||||
void SetValidTraingHours(string _from = "0:00", string _to = "0:00");
|
||||
bool IsTradingTimeValid();
|
||||
bool IsScheduleEnabled() { return scheduleEnabled; };
|
||||
void StringToHHMM(string value, int &HH, int &MM);
|
||||
};
|
||||
|
||||
void CTimeControl::SetValidTraingHours(string _from,string _to)
|
||||
{
|
||||
this.start = _from;
|
||||
this.end = _to;
|
||||
|
||||
StringToHHMM(this.start, this.startHH, this.startMM);
|
||||
StringToHHMM(this.end, this.endHH, this.endMM);
|
||||
|
||||
if(this.startHH == 0 && this.startMM == 0 && this.endHH == 0 && this.endMM == 0)
|
||||
{
|
||||
scheduleEnabled = false;
|
||||
}
|
||||
else
|
||||
{
|
||||
scheduleEnabled = true;
|
||||
}
|
||||
}
|
||||
|
||||
bool CTimeControl::IsTradingTimeValid()
|
||||
{
|
||||
if(scheduleEnabled == false)
|
||||
return true;
|
||||
|
||||
datetime now = TimeCurrent();
|
||||
|
||||
MqlDateTime temp;
|
||||
TimeToStruct(now,temp);
|
||||
|
||||
datetime _start = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.start);
|
||||
datetime _end = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.end);
|
||||
|
||||
if((now >= _start) && (now <= _end))
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
}
|
||||
|
||||
void CTimeControl::StringToHHMM(string value, int &HH, int &MM)
|
||||
{
|
||||
MqlDateTime temp;
|
||||
TimeToStruct(TimeCurrent(),temp);
|
||||
|
||||
datetime fullDateTime = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+value);
|
||||
TimeToStruct(fullDateTime,temp);
|
||||
|
||||
HH = temp.hour;
|
||||
MM = temp.min;
|
||||
}
|
||||
@@ -0,0 +1,235 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CADXOnRingBuffer.mqh |
|
||||
//| Copyright 2012, Konstantin Gruzdev |
|
||||
//| https://login.mql5.com/ru/users/Lizar |
|
||||
//| Revision 01 Dec 2012 |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2012, Konstantin Gruzdev"
|
||||
#property link "https://login.mql5.com/ru/users/Lizar"
|
||||
|
||||
//--- Class to calculate the MA using the ring buffer:
|
||||
#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
|
||||
//+------------------------------------------------------------------+
|
||||
//| Class CADXOnRingBuffer |
|
||||
//| Appointment: class is designed for the calculation of the |
|
||||
//| ADX indicator (Average Directional Movement Index, |
|
||||
//| ADX) using the class for working with the ring |
|
||||
//| buffer. |
|
||||
//| Link: http://www.mql5.com/ru/code/1343 |
|
||||
//+------------------------------------------------------------------+
|
||||
class CADXOnRingBuffer
|
||||
{
|
||||
public:
|
||||
CMAOnRingBuffer pdi; // positive directional index
|
||||
CMAOnRingBuffer ndi; // negative directional index
|
||||
private:
|
||||
CMAOnRingBuffer m_adx; // average directional movement index
|
||||
string m_name; // indicator name
|
||||
bool m_as_series; // true, if the indexing as in time series
|
||||
int m_bars_required; // number of elements required to calculate
|
||||
int m_begin; // index of the first significant element
|
||||
int m_start; // index of element to start the calculation
|
||||
int m_index; // current element index
|
||||
|
||||
double m_high; // maximal value
|
||||
double m_low; // minimal value
|
||||
double m_close; // closing price
|
||||
double m_phigh; // maximum value of the previous bar
|
||||
double m_plow; // minimum value of the previous bar
|
||||
double m_pclose; // closing price of the previous bar
|
||||
|
||||
double m_PD;
|
||||
double m_ND;
|
||||
public:
|
||||
CADXOnRingBuffer() {}
|
||||
~CADXOnRingBuffer() {}
|
||||
//--- initialization method:
|
||||
bool Init(int ma_period=14,
|
||||
ENUM_MA_METHOD ma_method=MODE_EMA,
|
||||
int size_buffer=256,
|
||||
bool as_series=false);
|
||||
//--- basic methods:
|
||||
int MainOnArray(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[]);
|
||||
double MainOnValue(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const int begin,
|
||||
const double high,
|
||||
const double low,
|
||||
const double close,
|
||||
const int index);
|
||||
//--- methods to get access to private data:
|
||||
int BarsRequired() { return(m_bars_required); }
|
||||
string NameADX() { return("ADX"+m_name); }
|
||||
string NameNDI() { return("-DI"+m_name); }
|
||||
string NamePDI() { return("+DI"+m_name); }
|
||||
string MAMethod() { return(m_adx.MAMethod()); }
|
||||
int MAPeriod() { return(m_adx.MAPeriod()); }
|
||||
int Size() { return(m_adx.Size()); }
|
||||
//--- returns the value of element with the specified index:
|
||||
double operator [](const int index) const { return(m_adx.At(index)); }
|
||||
private:
|
||||
//--- indicator calculation method:
|
||||
void ADX(const int rates_total, const int prev_calculated);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialization method |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CADXOnRingBuffer :: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_EMA, int size_buffer=256, bool as_series=false)
|
||||
{
|
||||
//--- initialize the CMAOnRingBuffer class instances:
|
||||
if(!pdi.Init(ma_period,ma_method,size_buffer)) return false;
|
||||
if(!ndi.Init(ma_period,ma_method,size_buffer)) return false;
|
||||
if(!m_adx.Init(ma_period,ma_method,size_buffer)) return false;
|
||||
//---
|
||||
m_name="("+IntegerToString(ma_period)+","+MAMethod()+")";
|
||||
//---
|
||||
m_as_series=as_series;
|
||||
m_bars_required=m_adx.BarsRequired()+1;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on array |
|
||||
//+------------------------------------------------------------------+
|
||||
int CADXOnRingBuffer :: MainOnArray(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- save as_series flags:
|
||||
bool as_series_high = ArrayGetAsSeries(high);
|
||||
bool as_series_low = ArrayGetAsSeries(low);
|
||||
bool as_series_close = ArrayGetAsSeries(close);
|
||||
if(as_series_high) ArraySetAsSeries(high, false);
|
||||
if(as_series_low) ArraySetAsSeries(low, false);
|
||||
if(as_series_close) ArraySetAsSeries(close,false);
|
||||
//--- first calculation:
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
for(int i=0;i<rates_total;i++)
|
||||
{
|
||||
if(high[i]!=0 && high[i] != EMPTY_VALUE &&
|
||||
low[i]!=0 && low[i] != EMPTY_VALUE &&
|
||||
close[i]!=0 && close[i]!= EMPTY_VALUE)
|
||||
{
|
||||
m_start=MathMax(i+1,rates_total-Size()-m_bars_required);
|
||||
break;
|
||||
}
|
||||
}
|
||||
m_begin=m_start;
|
||||
}
|
||||
//--- number of bars was changed:
|
||||
else m_start=prev_calculated-1;
|
||||
//--- main loop:
|
||||
for(m_index=m_start;m_index<rates_total;m_index++)
|
||||
{
|
||||
//--- fill main positive and main negative buffers:
|
||||
m_phigh = high [m_index-1];
|
||||
m_plow = low [m_index-1];
|
||||
m_pclose = close[m_index-1];
|
||||
m_high = high [m_index];
|
||||
m_low = low [m_index];
|
||||
//--- calculation of the average directional movement index:
|
||||
ADX(rates_total,prev_calculated);
|
||||
}
|
||||
//--- restore as_series flags
|
||||
if(as_series_high) ArraySetAsSeries(high, true);
|
||||
if(as_series_low) ArraySetAsSeries(low, true);
|
||||
if(as_series_close) ArraySetAsSeries(close,true);
|
||||
//--- return value of prev_calculated for next call:
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CADXOnRingBuffer:: MainOnValue(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const int begin,
|
||||
const double high,
|
||||
const double low,
|
||||
const double close,
|
||||
const int index)
|
||||
{
|
||||
//--- check as_series flags:
|
||||
if(m_as_series) m_index=rates_total-1-index;
|
||||
else m_index=index;
|
||||
//--- check begin:
|
||||
if(m_index<begin) return(EMPTY_VALUE);
|
||||
//--- initial calculation:
|
||||
if(m_index==begin)
|
||||
{
|
||||
m_high=high;
|
||||
m_low=low;
|
||||
m_close=close;
|
||||
m_begin=begin+1;
|
||||
return(EMPTY_VALUE);
|
||||
}
|
||||
//--- remember the prices:
|
||||
if(prev_calculated-1!=m_index)
|
||||
{
|
||||
m_phigh = m_high;
|
||||
m_plow = m_low;
|
||||
m_pclose = m_close;
|
||||
}
|
||||
m_high = high;
|
||||
m_low = low;
|
||||
m_close = close;
|
||||
//--- calculation of the average directional movement index:
|
||||
ADX(rates_total,prev_calculated);
|
||||
//--- result:
|
||||
return(m_adx.Last());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Average directional movement index |
|
||||
//+------------------------------------------------------------------+
|
||||
void CADXOnRingBuffer:: ADX(const int rates_total, const int prev_calculated)
|
||||
{
|
||||
//--- fill main positive and main negative buffers
|
||||
double dTmpP=m_high-m_phigh;
|
||||
double dTmpN=m_plow-m_low;
|
||||
if(dTmpP<0.0) dTmpP=0.0;
|
||||
if(dTmpN<0.0) dTmpN=0.0;
|
||||
if(dTmpP>dTmpN) dTmpN=0.0;
|
||||
else
|
||||
{
|
||||
if(dTmpP<dTmpN) dTmpP=0.0;
|
||||
else
|
||||
{
|
||||
dTmpP=0.0;
|
||||
dTmpN=0.0;
|
||||
}
|
||||
}
|
||||
//--- define TR
|
||||
double tr=MathMax(MathMax(MathAbs(m_high-m_low),MathAbs(m_high-m_pclose)),MathAbs(m_low-m_pclose));
|
||||
//---
|
||||
if(tr!=0.0)
|
||||
{
|
||||
m_PD=100.0*dTmpP/tr;
|
||||
m_ND=100.0*dTmpN/tr;
|
||||
}
|
||||
else
|
||||
{
|
||||
m_PD=0.0;
|
||||
m_ND=0.0;
|
||||
}
|
||||
//--- main calculation:
|
||||
//--- fill smoothed positive and negative buffers
|
||||
pdi.MainOnValue(rates_total,prev_calculated,m_begin,m_PD,m_index);
|
||||
ndi.MainOnValue(rates_total,prev_calculated,m_begin,m_ND,m_index);
|
||||
//--- fill ADXTmp buffer
|
||||
double dTmp=pdi.Last()+ndi.Last();
|
||||
if(dTmp!=0.0)
|
||||
dTmp=100.0*MathAbs((pdi.Last()-ndi.Last())/dTmp);
|
||||
else
|
||||
dTmp=0.0;
|
||||
//--- fill smoothed ADX buffer
|
||||
m_adx.MainOnValue(rates_total,prev_calculated,m_begin,dTmp,m_index);
|
||||
}
|
||||
@@ -0,0 +1,153 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CArrayRing.mqh |
|
||||
//| Copyright 2012, Konstantin Gruzdev |
|
||||
//| https://login.mql5.com/ru/users/Lizar |
|
||||
//| Revision 03 Dec 2012 |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2012, Konstantin Gruzdev"
|
||||
#property link "https://login.mql5.com/ru/users/Lizar"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Class CArrayRing |
|
||||
//| Appointment: class is designed to work with tne finite ring |
|
||||
//| buffers of data. When the buffer is crowded the oldest |
|
||||
//| buffer element is replaced by the newest element. Herewith, |
|
||||
//| the specified number of end elements are always |
|
||||
//| available. |
|
||||
//| Link: http://www.mql5.com/ru/code/1340 |
|
||||
//| Remark: it should also be kept in mind that the element indexing |
|
||||
//| in the ring buffer is executed as in timeseries. |
|
||||
//+------------------------------------------------------------------+
|
||||
class CArrayRing
|
||||
{
|
||||
private:
|
||||
double m_data[]; // ring buffer of data
|
||||
int m_size; // buffer size
|
||||
int m_last_pos; // last buffer element position
|
||||
double m_filling; // value, which used for the array filling
|
||||
|
||||
public:
|
||||
CArrayRing();
|
||||
~CArrayRing() { ArrayFree(m_data); }
|
||||
//--- buffer initialization method:
|
||||
bool Init(int size, double volue=EMPTY_VALUE);
|
||||
//--- method returns the buffer size:
|
||||
int Size() { return m_size-1; }
|
||||
//--- method changes the ring buffer size:
|
||||
bool Resize(const int size);
|
||||
//--- method of adding a new element to the buffer:
|
||||
void Add(const double element);
|
||||
//--- method returns the value of element with the specified index:
|
||||
double At(const int index) const;
|
||||
double operator [](const int index) const { return(At(index)); }
|
||||
//--- method returns the value of the last element stored in the buffer:
|
||||
double Last() const { return(m_data[m_last_pos]); }
|
||||
//--- method overwrites the value of the last element in the buffer:
|
||||
void Last(const double element) { m_data[m_last_pos]=element; }
|
||||
//--- method overwrites the value of element with the specified index:
|
||||
bool Update(const double element,const int index=0);
|
||||
};
|
||||
//+------------------------------------------------------------------+
|
||||
//| Constructor. |
|
||||
//+------------------------------------------------------------------+
|
||||
CArrayRing::CArrayRing()
|
||||
{
|
||||
m_last_pos=0; // last element position
|
||||
m_filling=EMPTY_VALUE; // value for buffer filling
|
||||
m_size=ArraySize(m_data); // get size of the ring buffer
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Buffer initialization method. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CArrayRing::Init(int size, double volue=EMPTY_VALUE)
|
||||
{
|
||||
m_last_pos=0; // last element position
|
||||
m_filling=volue; // value for buffer filling
|
||||
m_size=ArraySize(m_data); // get size of the buffer
|
||||
bool result=Resize(size); // create a buffer with the desired size
|
||||
ArrayFill(m_data,0,m_size,m_filling); // fill the buffer with default values
|
||||
return(result);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Set the new size of the array. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CArrayRing::Resize(const int new_size)
|
||||
{
|
||||
//--- check
|
||||
if(new_size<0) return(false);
|
||||
//--- increase array size:
|
||||
if(new_size>m_size)
|
||||
{
|
||||
int set_size=ArrayResize(m_data,new_size);
|
||||
if(set_size<0) return(false);
|
||||
//--- copy elements to restore their order:
|
||||
if(set_size>m_size)
|
||||
{
|
||||
for(int i=m_size-1,j=set_size-1;i>m_last_pos;i--,j--)
|
||||
{
|
||||
m_data[j]=m_data[i];
|
||||
m_data[i]=m_filling;
|
||||
}
|
||||
}
|
||||
m_size=set_size;
|
||||
//--- result:
|
||||
return(true);
|
||||
}
|
||||
//--- reduce array size:
|
||||
//--- prepare array to reduce the size:
|
||||
if(new_size>m_last_pos+1)
|
||||
for(int i=m_size-1,j=new_size-1;j>m_last_pos;i--,j--) m_data[j]=m_data[i];
|
||||
else
|
||||
{
|
||||
for(int i=m_last_pos+1-new_size,j=0;i<=m_last_pos;i++,j++) m_data[j]=m_data[i];
|
||||
m_last_pos=new_size-1;
|
||||
}
|
||||
//--- reduce the size:
|
||||
m_size=new_size;
|
||||
ArrayResize(m_data,new_size);
|
||||
//--- result:
|
||||
return(true);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Adding a new element to the buffer. |
|
||||
//+------------------------------------------------------------------+
|
||||
void CArrayRing::Add(const double element)
|
||||
{
|
||||
m_last_pos=++m_last_pos%m_size;
|
||||
m_data[m_last_pos]=element;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Gets the element at the specified index. |
|
||||
//+------------------------------------------------------------------+
|
||||
double CArrayRing::At(const int index) const
|
||||
{
|
||||
//--- check the index correctness:
|
||||
if((index/m_size)==0)
|
||||
//--- return the value of element with the specified index:
|
||||
return(m_data[(m_size+m_last_pos-index)%m_size]);
|
||||
//--- if the index is wrong:
|
||||
return(DBL_MAX);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update the element at the specified position in the array. |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CArrayRing::Update(const double element,const int index=0)
|
||||
{
|
||||
//--- check the index correctness:
|
||||
if((index/m_size)==0)
|
||||
{
|
||||
//--- update
|
||||
m_data[(m_size+m_last_pos-index)%m_size]=element;
|
||||
//--- successful
|
||||
return(true);
|
||||
}
|
||||
//--- if the index is wrong:
|
||||
return(false);
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,154 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CATROnRingBuffer.mqh |
|
||||
//| Copyright 2012, Konstantin Gruzdev |
|
||||
//| https://login.mql5.com/ru/users/Lizar |
|
||||
//| Revision 01 Dec 2012 |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2012, Konstantin Gruzdev"
|
||||
#property link "https://login.mql5.com/ru/users/Lizar"
|
||||
|
||||
//--- Class to calculate the MA using the ring buffer:
|
||||
#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
|
||||
//+------------------------------------------------------------------+
|
||||
//| Class CATROnRingBuffer |
|
||||
//| Appointment: class is designed for the calculation of the |
|
||||
//| technical indicator Average True Range (Average |
|
||||
//| True Range, ATR) using the class for working with |
|
||||
//| the ring buffer. |
|
||||
//| Link: http://www.mql5.com/ru/code/1344 |
|
||||
//+------------------------------------------------------------------+
|
||||
class CATROnRingBuffer
|
||||
{
|
||||
private:
|
||||
CMAOnRingBuffer m_ma; // instance the class for MA calculation
|
||||
double m_tr; // true range
|
||||
double m_atr; // average true range
|
||||
string m_name; // indicator name
|
||||
bool m_as_series; // true, if the indexing as in time series
|
||||
int m_bars_required; // number of elements required to calculate
|
||||
int m_begin; // index of the first significant element
|
||||
int m_start; // index of element to start the calculation
|
||||
int m_index; // current element index
|
||||
double m_close; // closing price of the current bar
|
||||
double m_prev_close; // closing price of the previous bar
|
||||
public:
|
||||
CATROnRingBuffer() {}
|
||||
~CATROnRingBuffer() {}
|
||||
//--- initialization method:
|
||||
bool Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false);
|
||||
//--- basic methods:
|
||||
int MainOnArray(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[]);
|
||||
double MainOnValue(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const int begin,
|
||||
const double high,
|
||||
const double low,
|
||||
const double close,
|
||||
const int index);
|
||||
//--- methods to get access to private data:
|
||||
int BarsRequired() { return(m_bars_required); }
|
||||
string Name() { return(m_name); }
|
||||
string MAMethod() { return(m_ma.MAMethod()); }
|
||||
int MAPeriod() { return(m_ma.MAPeriod()); }
|
||||
int Size() { return(m_ma.Size()); }
|
||||
//--- returns the value of element with the specified index:
|
||||
double operator [](const int index) const { return(m_ma.At(index)); }
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialization method |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CATROnRingBuffer :: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false)
|
||||
{
|
||||
//--- Initialization for MA:
|
||||
if(!m_ma.Init(ma_period,ma_method,size_buffer)) return false;
|
||||
//---
|
||||
m_as_series=as_series;
|
||||
m_bars_required=m_ma.BarsRequired()+1;
|
||||
m_name="ATR("+IntegerToString(ma_period)+","+MAMethod()+")";
|
||||
//---
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on array |
|
||||
//+------------------------------------------------------------------+
|
||||
int CATROnRingBuffer :: MainOnArray(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- save as_series flags:
|
||||
bool as_series_high = ArrayGetAsSeries(high);
|
||||
bool as_series_low = ArrayGetAsSeries(low);
|
||||
bool as_series_close = ArrayGetAsSeries(close);
|
||||
if(as_series_high) ArraySetAsSeries(high, false);
|
||||
if(as_series_low) ArraySetAsSeries(low, false);
|
||||
if(as_series_close) ArraySetAsSeries(close,false);
|
||||
//--- first calculation:
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
for(int i=0;i<rates_total;i++)
|
||||
{
|
||||
if(high[i]!=0 && high[i]!=EMPTY_VALUE &&
|
||||
low[i]!=0 && low[i]!=EMPTY_VALUE &&
|
||||
close[i]!=0 && close[i]!=EMPTY_VALUE)
|
||||
{
|
||||
m_start=MathMax(i+1,rates_total-Size()-m_bars_required);
|
||||
break;
|
||||
}
|
||||
}
|
||||
m_begin=m_start;
|
||||
}
|
||||
//--- number of bars was changed:
|
||||
else m_start=prev_calculated-1;
|
||||
//--- main loop:
|
||||
for(int i=m_start;i<rates_total;i++)
|
||||
{
|
||||
m_tr=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
|
||||
m_ma.MainOnValue(rates_total,prev_calculated,m_begin,m_tr,i);
|
||||
}
|
||||
//--- restore as_series flags:
|
||||
if(as_series_high) ArraySetAsSeries(high, true);
|
||||
if(as_series_low) ArraySetAsSeries(low, true);
|
||||
if(as_series_close) ArraySetAsSeries(close,true);
|
||||
//--- return value of prev_calculated for next call:
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CATROnRingBuffer:: MainOnValue(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const int begin,
|
||||
const double high,
|
||||
const double low,
|
||||
const double close,
|
||||
const int index)
|
||||
{
|
||||
//--- check as_series flags:
|
||||
if(m_as_series) m_index=rates_total-1-index;
|
||||
else m_index=index;
|
||||
//--- check begin:
|
||||
if(m_index<begin) return(EMPTY_VALUE);
|
||||
//--- initial calculation:
|
||||
if(m_index==begin)
|
||||
{
|
||||
m_close=close;
|
||||
return (EMPTY_VALUE);
|
||||
}
|
||||
//--- remember the closing price:
|
||||
if(prev_calculated-1!=m_index) m_prev_close=close;
|
||||
m_close=close;
|
||||
//--- main calculation:
|
||||
m_tr=MathMax(high,m_prev_close)-MathMin(low,m_prev_close);
|
||||
m_ma.MainOnValue(rates_total,prev_calculated,begin+1,m_tr,m_index);
|
||||
//--- result:
|
||||
return(m_ma.Last());
|
||||
}
|
||||
@@ -0,0 +1,364 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CMAOnRingBuffer.mqh |
|
||||
//| Copyright 2012, Konstantin Gruzdev |
|
||||
//| https://login.mql5.com/ru/users/Lizar |
|
||||
//| Revision 30 Nov 2012 |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2012, Konstantin Gruzdev"
|
||||
#property link "https://login.mql5.com/ru/users/Lizar"
|
||||
|
||||
//--- Class for working with the ring buffer of data:
|
||||
#include <IncOnRingBuffer\CArrayRing.mqh>
|
||||
//+------------------------------------------------------------------+
|
||||
//| Class CMAOnRingBuffer |
|
||||
//| Appointment: class is designed to calculate a moving averages |
|
||||
//| using the class for working with the ring |
|
||||
//| buffer. |
|
||||
//| Link: http://www.mql5.com/ru/code/1342 |
|
||||
//+------------------------------------------------------------------+
|
||||
class CMAOnRingBuffer :public CArrayRing
|
||||
{
|
||||
private:
|
||||
CArrayRing *m_array_in; // ring buffer for input data
|
||||
int m_ma_period; // number of elements to analyze
|
||||
ENUM_MA_METHOD m_ma_method; // MA calculation method
|
||||
bool m_as_series; // true, if the indexing as in time series
|
||||
double m_k1,m_k2;
|
||||
double m_LK[];
|
||||
string m_name; // indicator name
|
||||
int m_bars_required; // number of elements required to calculate
|
||||
int m_start; // index of element to start the calculation
|
||||
int m_index; // current element index
|
||||
|
||||
public:
|
||||
CMAOnRingBuffer() {}
|
||||
~CMAOnRingBuffer();
|
||||
//--- initialization method:
|
||||
bool Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false);
|
||||
//--- basic methods:
|
||||
int MainOnArray(const int rates_total, const int prev_calculated,const double &array[]);
|
||||
double MainOnValue(const int rates_total, const int prev_calculated, const int begin, const double value, const int index);
|
||||
//--- methods to get access to private data:
|
||||
int BarsRequired() { return(m_bars_required); }
|
||||
string Name() { return(m_name); }
|
||||
string MAMethod() { return(MethodToString(m_ma_method)); }
|
||||
int MAPeriod() { return(m_ma_period); }
|
||||
//--- returns the value of element with the specified index:
|
||||
double operator [](const int index) const { return(At(index)); }
|
||||
|
||||
private:
|
||||
//--- methods of calculation based on the array of input data:
|
||||
void SMAOnArray (const int rates_total, const int prev_calculated, const double &array[]);
|
||||
void EMAOnArray (const int rates_total, const int prev_calculated, const double &array[]);
|
||||
void LWMAOnArray(const int rates_total, const int prev_calculated, const double &array[]);
|
||||
//--- methods to calculate the sequential values ??of the indicator elements:
|
||||
double SMAOnValue (const int prev_calculated, const int begin, const double value, const int index);
|
||||
double EMAOnValue (const int prev_calculated, const int begin, const double value, const int index);
|
||||
double LWMAOnValue(const int prev_calculated, const int begin, const double value, const int index);
|
||||
//--- auxiliary methods:
|
||||
int Begin(const int rates_total,const double &array[]);
|
||||
bool FillArrayIn(const int prev_calculated, const double value);
|
||||
string MethodToString(ENUM_MA_METHOD method);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Destructor |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMAOnRingBuffer:: ~CMAOnRingBuffer()
|
||||
{
|
||||
if(CheckPointer(m_array_in)!=POINTER_INVALID) delete m_array_in;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on array |
|
||||
//+------------------------------------------------------------------+
|
||||
int CMAOnRingBuffer:: MainOnArray(const int rates_total,const int prev_calculated,const double &array[])
|
||||
{
|
||||
//--- save as_series flags
|
||||
bool as_series=ArrayGetAsSeries(array);
|
||||
if(as_series) ArraySetAsSeries(array,false);
|
||||
//--- main calculation:
|
||||
switch(m_ma_method)
|
||||
{
|
||||
case MODE_SMA: SMAOnArray(rates_total,prev_calculated,array); break;
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA: EMAOnArray(rates_total,prev_calculated,array); break;
|
||||
case MODE_LWMA: LWMAOnArray(rates_total,prev_calculated,array); break;
|
||||
}
|
||||
//--- restore as_series flags
|
||||
if(as_series) ArraySetAsSeries(array,true);
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Indicator on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CMAOnRingBuffer:: MainOnValue(const int rates_total, const int prev_calculated, const int begin, const double value, const int index)
|
||||
{
|
||||
//--- check as_series flags:
|
||||
if(m_as_series) m_index=rates_total-1-index;
|
||||
else m_index=index;
|
||||
//--- check begin:
|
||||
if(m_index<begin) return(EMPTY_VALUE);
|
||||
//--- main calculation:
|
||||
switch(m_ma_method)
|
||||
{
|
||||
case MODE_SMA: return(SMAOnValue(prev_calculated,begin,value,index));
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA: return(EMAOnValue(prev_calculated,begin,value,index));
|
||||
case MODE_LWMA: return(LWMAOnValue(prev_calculated,begin,value,index));
|
||||
}
|
||||
//--- result:
|
||||
return(EMPTY_VALUE);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Simple moving average on array |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMAOnRingBuffer:: SMAOnArray(const int rates_total, const int prev_calculated, const double &array[])
|
||||
{
|
||||
//--- first calculation:
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
m_start=Begin(rates_total,array)+m_ma_period-1;
|
||||
double sum=0.0;
|
||||
for(int i=m_start;i>m_start-m_ma_period;i--) sum+=array[i];
|
||||
Last(sum/m_ma_period);
|
||||
}
|
||||
//--- number of bars was changed:
|
||||
else
|
||||
{
|
||||
m_start=prev_calculated-1;
|
||||
Last(At(1)-(array[m_start-m_ma_period]-array[m_start])/m_ma_period);
|
||||
}
|
||||
//--- main loop
|
||||
for(int i=m_start+1;i<rates_total && !IsStopped();i++)
|
||||
Add(Last()-(array[i-m_ma_period]-array[i])/m_ma_period);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Exponential moving average on array |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMAOnRingBuffer:: EMAOnArray(const int rates_total,const int prev_calculated,const double &array[])
|
||||
{
|
||||
//--- first calculation:
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
m_start=Begin(rates_total,array);
|
||||
Last(array[m_start]);
|
||||
}
|
||||
//--- number of bars was changed:
|
||||
else
|
||||
{
|
||||
m_start=prev_calculated-1;
|
||||
Last(m_k1*array[m_start]+m_k2*At(1));
|
||||
}
|
||||
//--- main loop:
|
||||
for(int i=m_start+1;i<rates_total && !IsStopped();i++)
|
||||
Add(m_k1*array[i]+m_k2*Last());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Linear weighted moving average on array |
|
||||
//+------------------------------------------------------------------+
|
||||
void CMAOnRingBuffer:: LWMAOnArray(const int rates_total, const int prev_calculated, const double &array[])
|
||||
{
|
||||
//--- first calculation:
|
||||
if(prev_calculated==0)
|
||||
m_start=Begin(rates_total,array)+m_ma_period-1;
|
||||
//--- number of bars was changed:
|
||||
else m_start=prev_calculated-1;
|
||||
|
||||
double volue=0.0;
|
||||
for(int j=0;j<m_ma_period && !IsStopped();j++)
|
||||
volue+=array[m_start-j]*m_LK[j];
|
||||
Last(volue);
|
||||
//--- main loop
|
||||
for(int i=m_start+1;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
volue=0.0;
|
||||
for(int j=0;j<m_ma_period && !IsStopped();j++)
|
||||
volue+=array[i-j]*m_LK[j];
|
||||
Add(volue);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Simple moving average on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CMAOnRingBuffer:: SMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
|
||||
{
|
||||
//--- fill the ring buffer of input data:
|
||||
if(!FillArrayIn(prev_calculated,value)) return(EMPTY_VALUE);
|
||||
//--- initial calculation:
|
||||
m_start=begin+m_ma_period-1;
|
||||
if(m_index<m_start) return (EMPTY_VALUE);
|
||||
else if(m_index==m_start)
|
||||
{
|
||||
double sum=0.0;
|
||||
for(int i=0;i<m_ma_period && !IsStopped();i++) sum+=m_array_in[i];
|
||||
Last(sum/m_ma_period);
|
||||
return(Last());
|
||||
}
|
||||
//--- main calculation:
|
||||
if(prev_calculated-1==m_index)
|
||||
Last(At(1)-(m_array_in[m_ma_period]-value)/m_ma_period);
|
||||
else
|
||||
Add(Last()-(m_array_in[m_ma_period]-value)/m_ma_period);
|
||||
//--- result:
|
||||
return(Last());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Exponential moving average on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CMAOnRingBuffer:: EMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
|
||||
{
|
||||
//--- initial calculation:
|
||||
if(m_index==begin)
|
||||
{
|
||||
Last(value);
|
||||
return(value);
|
||||
}
|
||||
//--- main calculation:
|
||||
if(prev_calculated-1==m_index)
|
||||
Last(m_k1*value+m_k2*At(1));
|
||||
else
|
||||
Add(m_k1*value+m_k2*Last());
|
||||
//--- result:
|
||||
return(Last());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Linear weighted moving average on value |
|
||||
//+------------------------------------------------------------------+
|
||||
double CMAOnRingBuffer:: LWMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
|
||||
{
|
||||
//--- fill the ring buffer of input data:
|
||||
if(!FillArrayIn(prev_calculated,value)) return(EMPTY_VALUE);
|
||||
//--- initial calculation:
|
||||
if(m_index<begin+m_ma_period-1) return (EMPTY_VALUE);
|
||||
//--- main calculation:
|
||||
double volue=0.0;
|
||||
for(int j=0;j<m_ma_period && !IsStopped();j++)
|
||||
volue+=m_array_in[j]*m_LK[j];
|
||||
if(prev_calculated-1==m_index) Last(volue);
|
||||
else Add(volue);
|
||||
//--- result:
|
||||
return(Last());
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Defines the index of the first element for calculation |
|
||||
//+------------------------------------------------------------------+
|
||||
int CMAOnRingBuffer:: Begin(const int rates_total,const double &array[])
|
||||
{
|
||||
//--- looking the start of significant data:
|
||||
int i=-1;
|
||||
while(++i<rates_total && !IsStopped())
|
||||
{
|
||||
if(array[i]!=0 && array[i]!=EMPTY_VALUE) break;
|
||||
}
|
||||
//--- Return the index of the element from which start calculations:
|
||||
return(MathMax(i,rates_total-Size()-m_bars_required));
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Fill the ring buffer by input data |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMAOnRingBuffer:: FillArrayIn(const int prev_calculated, const double value)
|
||||
{
|
||||
//--- check pointer:
|
||||
if(CheckPointer(m_array_in)==POINTER_INVALID)
|
||||
{
|
||||
if((m_array_in=new CArrayRing())==NULL) return false;
|
||||
if(!m_array_in.Init(Size())) return false;
|
||||
}
|
||||
//--- fill the ring buffer of input data:
|
||||
if(prev_calculated-1==m_index) m_array_in.Last(value);
|
||||
else m_array_in.Add(value);
|
||||
//--- successful
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialization method |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CMAOnRingBuffer:: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false)
|
||||
{
|
||||
//--- check for input values
|
||||
if(ma_period<=0)
|
||||
{
|
||||
m_ma_period=14;
|
||||
printf("Input parameter ma_period has incorrect value (%d). Indicator will use value %d for calculations.",
|
||||
ma_period,m_ma_period);
|
||||
}
|
||||
else m_ma_period=ma_period;
|
||||
if(size_buffer<=m_ma_period)
|
||||
{
|
||||
printf("Input parameter size_buffer has incorrect value (%d). Indicator will use value %d for calculations.",
|
||||
size_buffer,m_ma_period);
|
||||
size_buffer=m_ma_period;
|
||||
}
|
||||
//--- initialization of the ring buffer for the indicator data:
|
||||
if(!CArrayRing::Init(size_buffer)) return false;
|
||||
//--- data initialization:
|
||||
int coeff_required=10;
|
||||
m_as_series=as_series;
|
||||
m_ma_method=ma_method;
|
||||
switch(m_ma_method)
|
||||
{
|
||||
case MODE_SMA:
|
||||
{
|
||||
m_bars_required=m_ma_period;
|
||||
break;
|
||||
}
|
||||
case MODE_EMA:
|
||||
{
|
||||
m_k1=2.0/(m_ma_period+1.0);
|
||||
m_k2=1.0-m_k1;
|
||||
m_bars_required=m_ma_period*coeff_required;
|
||||
break;
|
||||
}
|
||||
case MODE_SMMA:
|
||||
{
|
||||
m_k1=1.0/m_ma_period;
|
||||
m_k2=1.0-m_k1;
|
||||
m_bars_required=m_ma_period*coeff_required;
|
||||
break;
|
||||
}
|
||||
case MODE_LWMA:
|
||||
{
|
||||
ArrayResize(m_LK,m_ma_period);
|
||||
double sum=0;
|
||||
for(int j=0;j<m_ma_period;j++) sum+=m_LK[j]=m_ma_period-j;
|
||||
for(int j=0;j<m_ma_period;j++) m_LK[j]/=sum;
|
||||
sum=0;
|
||||
for(int j=0;j<m_ma_period;j++) sum+=m_LK[j];
|
||||
m_bars_required=m_ma_period;
|
||||
break;
|
||||
}
|
||||
default:
|
||||
break;
|
||||
}
|
||||
m_name=MethodToString(m_ma_method)+"("+IntegerToString(m_ma_period)+")";
|
||||
//--- successful
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Transformation of moving method in the text representation |
|
||||
//+------------------------------------------------------------------+
|
||||
string CMAOnRingBuffer:: MethodToString(ENUM_MA_METHOD method)
|
||||
{
|
||||
switch(method)
|
||||
{
|
||||
case MODE_SMA: return("SMA");
|
||||
case MODE_EMA: return("EMA");
|
||||
case MODE_LWMA: return("LWMA");
|
||||
case MODE_SMMA: return("SMMA");
|
||||
}
|
||||
return(EnumToString(method));
|
||||
}
|
||||
|
||||
Binary file not shown.
@@ -0,0 +1,175 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| ma cross.mq5 |
|
||||
//| Copyright 2018, MetaQuotes Software Corp. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2018, MetaQuotes Software Corp."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 2
|
||||
#property indicator_type1 DRAW_ARROW
|
||||
#property indicator_color1 clrLightSeaGreen
|
||||
#property indicator_width1 2
|
||||
#property indicator_label1 "Bull ADX Cross"
|
||||
#property indicator_type2 DRAW_ARROW
|
||||
#property indicator_color2 clrRed
|
||||
#property indicator_width2 2
|
||||
#property indicator_label2 "Bear ADX Cross"
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
input int AdxPeriod = 14; // ADX period
|
||||
input bool alertsOn = true; // Turn alerts on?
|
||||
input bool alertsOnCurrent = false; // Alert on current bar?
|
||||
input bool alertsMessage = true; // Display messages on alerts?
|
||||
input bool alertsSound = false; // Play sound on alerts?
|
||||
input bool alertsEmail = false; // Send email on alerts?
|
||||
input bool alertsNotify = false; // Send push notification on alerts?
|
||||
input int lookback = 256; // Maximum lookback period
|
||||
|
||||
double crossUp[],crossDn[],cross[];
|
||||
|
||||
#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
|
||||
#include <IncOnRingBuffer\CADXOnRingBuffer.mqh>
|
||||
|
||||
CATROnRingBuffer atr;
|
||||
CADXOnRingBuffer adx;
|
||||
int _start = 0;
|
||||
|
||||
//
|
||||
// Initialize custom chart indicator for data processing
|
||||
// according to settings of the custom chart indicator already on chart
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,crossUp,INDICATOR_DATA); PlotIndexSetInteger(0,PLOT_ARROW,233);
|
||||
SetIndexBuffer(1,crossDn,INDICATOR_DATA); PlotIndexSetInteger(1,PLOT_ARROW,234);
|
||||
SetIndexBuffer(2,cross);
|
||||
|
||||
if(!adx.Init(AdxPeriod,MODE_EMA,lookback)) return(INIT_FAILED);
|
||||
if(!atr.Init(15,MODE_SMA,lookback)) return(INIT_FAILED);
|
||||
|
||||
customChartIndicator.SetGetTimeFlag();
|
||||
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"ADX cross "+(string)AdxPeriod+")");
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
}
|
||||
|
||||
int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
atr.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
|
||||
adx.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
|
||||
|
||||
ArraySetAsSeries(customChartIndicator.Low, false);
|
||||
ArraySetAsSeries(customChartIndicator.High, false);
|
||||
|
||||
if(_prev_calculated==0)
|
||||
{
|
||||
_start = rates_total-adx.Size()+1;
|
||||
}
|
||||
else
|
||||
_start = MathMax(_prev_calculated-1,1);
|
||||
|
||||
for(int i=_start;i<rates_total;i++)
|
||||
{
|
||||
int ix = rates_total-1-i;
|
||||
|
||||
cross[i] = (ix>0) ? (adx.pdi[ix]>adx.ndi[ix]) ? 1 : (adx.pdi[ix]<adx.ndi[ix]) ? 2 : cross[i-1] : 0;
|
||||
crossUp[i] = EMPTY_VALUE;
|
||||
crossDn[i] = EMPTY_VALUE;
|
||||
|
||||
if (i>0 && cross[i]!=cross[i-1])
|
||||
{
|
||||
if (cross[i] == 1) crossUp[i] = customChartIndicator.Low[i]-atr[ix];
|
||||
if (cross[i] == 2) crossDn[i] = customChartIndicator.High[i]+atr[ix];
|
||||
}
|
||||
}
|
||||
|
||||
manageAlerts(customChartIndicator.Time,cross,rates_total);
|
||||
return (rates_total);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
void manageAlerts(const datetime& _time[], double& _trend[], int bars)
|
||||
{
|
||||
if (alertsOn)
|
||||
{
|
||||
int whichBar = bars-1; if (!alertsOnCurrent) whichBar = bars-2; datetime time1 = _time[whichBar];
|
||||
if (_trend[whichBar] != _trend[whichBar-1])
|
||||
{
|
||||
if (_trend[whichBar] == 1) doAlert(time1," plus DI crossing minus DI up");
|
||||
if (_trend[whichBar] == 2) doAlert(time1," plus DI crossing minus DI down");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
void doAlert(datetime forTime, string doWhat)
|
||||
{
|
||||
static string previousAlert="nothing";
|
||||
static datetime previousTime;
|
||||
|
||||
if (previousAlert != doWhat || previousTime != forTime)
|
||||
{
|
||||
previousAlert = doWhat;
|
||||
previousTime = forTime;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
string message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" Adx "+doWhat;
|
||||
if (alertsMessage) Alert(message);
|
||||
if (alertsEmail) SendMail(_Symbol+"Adx",message);
|
||||
if (alertsNotify) SendNotification(message);
|
||||
if (alertsSound) PlaySound("alert2.wav");
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
Binary file not shown.
@@ -40,17 +40,11 @@ double ExtTmpBuffer[];
|
||||
//--- global variables
|
||||
int ExtADXPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
@@ -99,15 +93,42 @@ int OnCalculate(const int rates_total,
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- checking for bars count
|
||||
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@@ -6,7 +6,6 @@
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Average True Range"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 2
|
||||
@@ -22,15 +21,10 @@ double ExtTRBuffer[];
|
||||
//--- global variable
|
||||
int ExtPeriodATR;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -72,16 +66,44 @@ int OnCalculate(const int rates_total,
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,limit;
|
||||
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BIN
Binary file not shown.
Binary file not shown.
+1
-2
@@ -26,8 +26,7 @@ double ExtSlowBuffer[];
|
||||
//
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
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BIN
Binary file not shown.
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@@ -0,0 +1,83 @@
|
||||
//+------------------------------------------------------------------
|
||||
#property copyright "mladen"
|
||||
#property link "mladenfx@gmail.com"
|
||||
#property link "https://www.mql5.com"
|
||||
#property description "CCI (alternative)"
|
||||
//+------------------------------------------------------------------
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 1
|
||||
#property indicator_label1 "CCI alternative"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 clrDarkGray,clrSkyBlue,clrDodgerBlue
|
||||
#property indicator_width1 2
|
||||
//--- input parameters
|
||||
input int inpPeriod=14; // CCI period
|
||||
//--- buffers and global variables declarations
|
||||
double val[],valc[],prices[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,val,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);
|
||||
//---
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"CCI (alternative)("+(string)inpPeriod+")");
|
||||
return (INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator de-initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
///
|
||||
|
||||
if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
|
||||
|
||||
int i=(int)MathMax(_prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
|
||||
{
|
||||
int _start=MathMax(i-inpPeriod+1,0);
|
||||
prices[i]=(customChartIndicator.High[ArrayMaximum(customChartIndicator.High,_start,inpPeriod)]+customChartIndicator.Low[ArrayMinimum(customChartIndicator.Low,_start,inpPeriod)]+customChartIndicator.Close[i])/3;
|
||||
double avg = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) avg += prices[i-k]; avg /= inpPeriod;
|
||||
double dev = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) dev += MathAbs(prices[i-k]-avg); dev /= inpPeriod;
|
||||
|
||||
val[i] = (dev!=0) ? (prices[i]-avg)/(0.015*dev) : 0;
|
||||
valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;
|
||||
}
|
||||
return (i);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -8,7 +8,6 @@
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Commodity Channel Index"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
#include <MovingAverages.mqh>
|
||||
//---
|
||||
#property indicator_separate_window
|
||||
@@ -30,15 +29,10 @@ double ExtDBuffer[];
|
||||
double ExtMBuffer[];
|
||||
double ExtCCIBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -103,7 +97,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
Binary file not shown.
@@ -0,0 +1,145 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CHV.mq5 |
|
||||
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Chaikin Volatility"
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 DodgerBlue
|
||||
//--- enum
|
||||
enum SmoothMethod
|
||||
{
|
||||
SMA=0,// Simple MA
|
||||
EMA=1 // Exponential MA
|
||||
};
|
||||
//--- input parameters
|
||||
input int InpSmoothPeriod=10; // Smoothing period
|
||||
input int InpCHVPeriod=10; // CHV period
|
||||
input SmoothMethod InpSmoothType=EMA; // Smoothing method
|
||||
//---- buffers
|
||||
double ExtCHVBuffer[];
|
||||
double ExtHLBuffer[];
|
||||
double ExtSHLBuffer[];
|
||||
//--- global variables
|
||||
int ExtSmoothPeriod,ExtCHVPeriod;
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- check for input variables
|
||||
string MAName;
|
||||
//--- set MA name
|
||||
if(InpSmoothType==SMA)
|
||||
MAName="SMA";
|
||||
else
|
||||
MAName="EMA";
|
||||
//--- check inputs
|
||||
if(InpSmoothPeriod<=0)
|
||||
{
|
||||
ExtSmoothPeriod=10;
|
||||
printf("Incorrect value for input variable InpSmoothPeriod=%d. Indicator will use value=%d for calculations.",InpSmoothPeriod,ExtSmoothPeriod);
|
||||
}
|
||||
else ExtSmoothPeriod=InpSmoothPeriod;
|
||||
if(InpCHVPeriod<=0)
|
||||
{
|
||||
ExtCHVPeriod=10;
|
||||
printf("Incorrect value for input variable InpCHVPeriod=%d. Indicator will use value=%d for calculations.",InpCHVPeriod,ExtCHVPeriod);
|
||||
}
|
||||
else ExtCHVPeriod=InpCHVPeriod;
|
||||
//---- define buffers
|
||||
SetIndexBuffer(0,ExtCHVBuffer);
|
||||
SetIndexBuffer(1,ExtHLBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(2,ExtSHLBuffer,INDICATOR_CALCULATIONS);
|
||||
//--- set draw begin
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtSmoothPeriod+ExtCHVPeriod-1);
|
||||
//--- set index label
|
||||
PlotIndexSetString(0,PLOT_LABEL,"CHV("+string(ExtSmoothPeriod)+","+MAName+")");
|
||||
//--- indicator name
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin Volatility("+string(ExtSmoothPeriod)+","+MAName+")");
|
||||
//--- round settings
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,1);
|
||||
//---- OnInit done
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//--- variables of indicator
|
||||
int i,pos,posCHV;
|
||||
//--- check for rates total
|
||||
posCHV=ExtCHVPeriod+ExtSmoothPeriod-2;
|
||||
if(rates_total<posCHV)
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
//--- start working
|
||||
if(_prev_calculated<1)
|
||||
pos=0;
|
||||
else pos=_prev_calculated-1;
|
||||
//--- fill H-L(i) buffer
|
||||
for(i=pos;i<rates_total && !IsStopped();i++) ExtHLBuffer[i]=customChartIndicator.High[i]-customChartIndicator.Low[i];
|
||||
//--- calculate smoothed H-L(i) buffer
|
||||
if(pos<ExtSmoothPeriod-1)
|
||||
{
|
||||
pos=ExtSmoothPeriod-1;
|
||||
for(i=0;i<pos;i++) ExtSHLBuffer[i]=0.0;
|
||||
}
|
||||
if(InpSmoothType==SMA)
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
||||
else
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
||||
//--- correct calc position
|
||||
if(pos<posCHV) pos=posCHV;
|
||||
//--- calculate CHV buffer
|
||||
for(i=pos;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
if(ExtSHLBuffer[i-ExtCHVPeriod]!=0.0)
|
||||
ExtCHVBuffer[i]=100.0*(ExtSHLBuffer[i]-ExtSHLBuffer[i-ExtCHVPeriod])/ExtSHLBuffer[i-ExtCHVPeriod];
|
||||
else
|
||||
ExtCHVBuffer[i]=0.0;
|
||||
}
|
||||
//----
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
+2
-7
@@ -55,15 +55,10 @@ double dtoss[];
|
||||
double dtosf1[];
|
||||
double dtosf2[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -112,7 +107,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,133 @@
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Envelopes.mq5 |
|
||||
//| Copyright 2009, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 2
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color1 Blue
|
||||
#property indicator_color2 Red
|
||||
#property indicator_label1 "Upper band"
|
||||
#property indicator_label2 "Lower band"
|
||||
//--- input parameters
|
||||
input int InpMAPeriod=14; // Period
|
||||
input int InpMAShift=0; // Shift
|
||||
input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
|
||||
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
|
||||
input double InpDeviation=0.1; // Deviation
|
||||
//--- indicator buffers
|
||||
double ExtUpBuffer[];
|
||||
double ExtDownBuffer[];
|
||||
double ExtMABuffer[];
|
||||
int weightSum;
|
||||
|
||||
//--- MA handle
|
||||
//int ExtMAHandle;
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,ExtUpBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,ExtDownBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,ExtMABuffer,INDICATOR_CALCULATIONS);
|
||||
//---
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
||||
//--- sets first bar from what index will be drawn
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1);
|
||||
//--- name for DataWindow
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Env("+string(InpMAPeriod)+")");
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Upper");
|
||||
PlotIndexSetString(1,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Lower");
|
||||
//---- line shifts when drawing
|
||||
PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
|
||||
PlotIndexSetInteger(1,PLOT_SHIFT,InpMAShift);
|
||||
//---
|
||||
|
||||
customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
|
||||
|
||||
//--- initialization done
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Envelopes |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const datetime &Time[],
|
||||
const double &Open[],
|
||||
const double &High[],
|
||||
const double &Low[],
|
||||
const double &Close[],
|
||||
const long &TickVolume[],
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
int i,limit;
|
||||
//--- check for bars count
|
||||
if(rates_total<InpMAPeriod)
|
||||
return(0);
|
||||
//--
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//--- we can copy not all data
|
||||
int to_copy;
|
||||
if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
|
||||
else
|
||||
{
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
//---- get ma buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
|
||||
switch(InpMAMethod)
|
||||
{
|
||||
case MODE_SMA:
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_EMA:
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_SMMA:
|
||||
SmoothedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_LWMA:
|
||||
LinearWeightedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer,weightSum);
|
||||
break;
|
||||
}
|
||||
|
||||
//--- preliminary calculations
|
||||
limit=_prev_calculated-1;
|
||||
if(limit<InpMAPeriod)
|
||||
limit=InpMAPeriod;
|
||||
//--- the main loop of calculations
|
||||
for(i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
ExtUpBuffer[i]=(1+InpDeviation/100.0)*ExtMABuffer[i];
|
||||
ExtDownBuffer[i]=(1-InpDeviation/100.0)*ExtMABuffer[i];
|
||||
}
|
||||
//--- done
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -21,15 +21,10 @@ double ExtLowerBuffer[];
|
||||
//--- 10 pixels upper from high price
|
||||
int ExtArrowShift=-10;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -66,15 +61,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,limit;
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
+1
-2
@@ -19,8 +19,7 @@
|
||||
|
||||
//
|
||||
//
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
//
|
||||
//
|
||||
|
||||
Binary file not shown.
+30
-8
@@ -31,15 +31,10 @@ int ma_high_handle;
|
||||
int ma_low_handle;
|
||||
int period;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -97,15 +92,42 @@ int OnCalculate(const int rates_total,
|
||||
if(rates_total<period+1)return(0);
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
ArraySetAsSeries(customChartIndicator.Close,true);
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,395 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| HalfTrend.mq5 |
|
||||
//| Copyright 2020, MetaQuotes Software Corp. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2020, MetaQuotes Software Corp."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 10
|
||||
#property indicator_plots 6
|
||||
//--- plot
|
||||
#property indicator_label1 "UP"
|
||||
#property indicator_color1 MediumOrchid // up[] DodgerBlue
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_width1 2
|
||||
|
||||
#property indicator_label2 "DN"
|
||||
#property indicator_color2 Red // down[]
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_width2 2
|
||||
|
||||
#property indicator_label3 "ATR-LOW"
|
||||
#property indicator_color3 Red // atrlo[],atrhi[]
|
||||
#property indicator_type3 DRAW_LINE //
|
||||
#property indicator_width3 1
|
||||
|
||||
#property indicator_label4 "ATR-HIGH"
|
||||
#property indicator_color4 MediumOrchid // atrlo[],atrhi[]
|
||||
#property indicator_type4 DRAW_LINE //From Histogram
|
||||
#property indicator_width4 1
|
||||
|
||||
#property indicator_label5 "ARR-UP"
|
||||
#property indicator_color5 MediumOrchid // arrdwn[]
|
||||
#property indicator_type5 DRAW_ARROW
|
||||
#property indicator_width5 1
|
||||
|
||||
#property indicator_label6 "ARR-DN"
|
||||
#property indicator_color6 Red // arrup[]
|
||||
#property indicator_type6 DRAW_ARROW
|
||||
#property indicator_width6 1
|
||||
|
||||
input int Diamond = 2;
|
||||
input int ChannelDeviation = 2;
|
||||
input bool ShowChannels = true;
|
||||
input bool ShowArrows = true;
|
||||
input bool alertsOn = false;
|
||||
input bool alertsOnCurrent = false;
|
||||
input bool alertsMessage = true;
|
||||
input bool alertsSound = true;
|
||||
input bool alertsEmail = false;
|
||||
input int lookback = 256; // Maximum lookback period
|
||||
|
||||
bool nexttrend;
|
||||
double minhighprice, maxlowprice;
|
||||
double up[], down[], atrlo[], atrhi[], trend[];
|
||||
double arrup[], arrdwn[];
|
||||
//int ind_mahi, ind_malo, ind_atr;
|
||||
//double iMAHigh[], iMALow[], iATRx[];
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
#include <AZ-INVEST/SDK/IndicatorAccess.mqh>
|
||||
#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
|
||||
#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
|
||||
|
||||
CIndicatorAccess iAccess;
|
||||
CATROnRingBuffer atr;
|
||||
CMAOnRingBuffer maHigh;
|
||||
CMAOnRingBuffer maLow;
|
||||
|
||||
//iMAHigh, iMALow, iATRx
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0, up, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, down, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(2, atrlo, INDICATOR_DATA);
|
||||
SetIndexBuffer(3, atrhi, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(4, arrup, INDICATOR_DATA);
|
||||
SetIndexBuffer(5, arrdwn, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(6, trend, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(7, iMAHigh, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(8, iMALow, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(9, iATRx, INDICATOR_CALCULATIONS);
|
||||
|
||||
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
|
||||
ArraySetAsSeries(up, true);
|
||||
ArraySetAsSeries(down, true);
|
||||
ArraySetAsSeries(atrlo, true);
|
||||
ArraySetAsSeries(atrhi, true);
|
||||
ArraySetAsSeries(arrup, true);
|
||||
ArraySetAsSeries(arrdwn, true);
|
||||
ArraySetAsSeries(trend, true);
|
||||
// ArraySetAsSeries(iMAHigh, true);
|
||||
// ArraySetAsSeries(iMALow, true);
|
||||
// ArraySetAsSeries(iATRx, true);
|
||||
if(ShowChannels)
|
||||
{
|
||||
|
||||
PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrDodgerBlue);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrRed);
|
||||
PlotIndexSetInteger(2,PLOT_LINE_STYLE,STYLE_DOT);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_STYLE,STYLE_DOT);
|
||||
}
|
||||
else
|
||||
{
|
||||
PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrNONE);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrNONE);
|
||||
|
||||
}
|
||||
|
||||
|
||||
if(ShowArrows)
|
||||
{
|
||||
|
||||
bool rep5= PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_ARROW);
|
||||
bool rep6=PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_ARROW);
|
||||
PlotIndexSetInteger(4, PLOT_ARROW, 233); //233
|
||||
PlotIndexSetInteger(5, PLOT_ARROW, 234); //234
|
||||
//Comment(ShowArrows +"\n"+rep5 +"\n"+ rep6);
|
||||
|
||||
}
|
||||
else
|
||||
{ PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||
PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||
}
|
||||
|
||||
|
||||
//ind_mahi = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_HIGH);
|
||||
//ind_malo = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_LOW);
|
||||
//ind_atr = iATR(NULL, 0, 100);
|
||||
//if(ind_mahi == INVALID_HANDLE || ind_mahi == INVALID_HANDLE || ind_atr == INVALID_HANDLE)
|
||||
// {
|
||||
// PrintFormat("Failed to create handle of the indicators, error code %d", GetLastError());
|
||||
// return(INIT_FAILED);
|
||||
//}
|
||||
|
||||
customChartIndicator.SetGetTimeFlag();
|
||||
|
||||
if(!atr.Init(100,MODE_SMA,lookback))
|
||||
{
|
||||
PrintFormat("Failed to create ATR on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
if(!maHigh.Init(Diamond, MODE_SMA, lookback))
|
||||
{
|
||||
PrintFormat("Failed to create maHigh on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
if(!maLow.Init(Diamond, MODE_SMA, lookback))
|
||||
{
|
||||
PrintFormat("Failed to create maLow on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
|
||||
nexttrend = 0;
|
||||
minhighprice = iHigh(NULL, 0, Bars(NULL, 0) - 1); // ?
|
||||
maxlowprice = iLow(NULL, 0, Bars(NULL, 0) - 1); // ?
|
||||
return (INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| |`
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(
|
||||
const int rates_total, // size of input time series
|
||||
const int prev_calculated, // number of handled bars at the previous call
|
||||
const datetime& time[], // Time array
|
||||
const double& open[], // Open array
|
||||
const double& high[], // High array
|
||||
const double& low[], // Low array
|
||||
const double& close[], // Close array
|
||||
const long& tick_volume[], // Tick Volume array
|
||||
const long& volume[], // Real Volume array
|
||||
const int& spread[] // Spread array
|
||||
)
|
||||
{
|
||||
//
|
||||
// Process data through custom chart indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = ArraySize(customChartIndicator.Close);
|
||||
|
||||
//
|
||||
|
||||
int i, limit, to_copy;
|
||||
double _atr, lowprice_i, highprice_i, lowma, highma;
|
||||
|
||||
ArraySetAsSeries(customChartIndicator.Time, true);
|
||||
ArraySetAsSeries(customChartIndicator.High, true);
|
||||
ArraySetAsSeries(customChartIndicator.Low, true);
|
||||
ArraySetAsSeries(customChartIndicator.Close, true);
|
||||
|
||||
if(_prev_calculated > _rates_total || _prev_calculated < 0) to_copy = _rates_total;
|
||||
else
|
||||
{
|
||||
to_copy = _rates_total - _prev_calculated;
|
||||
if(_prev_calculated > 0)
|
||||
to_copy += 10;
|
||||
}
|
||||
|
||||
// if(!RefreshBuffers(iMAHigh, iMALow, iATRx, ind_mahi, ind_malo, ind_atr, to_copy))
|
||||
// return(0);
|
||||
|
||||
atr.MainOnArray(_rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
|
||||
maHigh.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.High);
|
||||
maLow.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.Low);
|
||||
//
|
||||
|
||||
if(_prev_calculated == 0)
|
||||
limit = _rates_total - 2;
|
||||
else
|
||||
limit = _rates_total - _prev_calculated + 1;
|
||||
|
||||
for(i = limit; i >= 0; i--)
|
||||
{
|
||||
//lowprice_i = iLow(NULL, 0, iLowest(NULL, 0, MODE_LOW, Diamond, i));
|
||||
//highprice_i = iHigh(NULL, 0, iHighest(NULL, 0, MODE_HIGH, Diamond, i));
|
||||
//lowma = NormalizeDouble(iMALow[i], _Digits);
|
||||
//highma = NormalizeDouble(iMAHigh[i], _Digits);
|
||||
|
||||
lowprice_i = customChartIndicator.Low[iAccess.Lowest(customChartIndicator.Low, Diamond, i)];
|
||||
highprice_i = customChartIndicator.High[iAccess.Highest(customChartIndicator.High, Diamond, i)];
|
||||
lowma = NormalizeDouble(maLow[i], _Digits);
|
||||
highma = NormalizeDouble(maHigh[i], _Digits);
|
||||
|
||||
//
|
||||
|
||||
trend[i] = trend[i + 1];
|
||||
|
||||
//atr = iATRx[i] / 2;
|
||||
_atr = atr[i] / 2;
|
||||
|
||||
arrup[i] = EMPTY_VALUE;
|
||||
arrdwn[i] = EMPTY_VALUE;
|
||||
|
||||
if(trend[i + 1] != 1.0)
|
||||
{
|
||||
maxlowprice = MathMax(lowprice_i, maxlowprice);
|
||||
if(highma < maxlowprice && customChartIndicator.Close[i] < customChartIndicator.Low[i + 1])
|
||||
{
|
||||
trend[i] = 1.0;
|
||||
nexttrend = 0;
|
||||
minhighprice = highprice_i;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
minhighprice = MathMin(highprice_i, minhighprice);
|
||||
if(lowma > minhighprice && customChartIndicator.Close[i] > customChartIndicator.High[i + 1])
|
||||
{
|
||||
trend[i] = 0.0;
|
||||
nexttrend = 1;
|
||||
maxlowprice = lowprice_i;
|
||||
}
|
||||
}
|
||||
//---
|
||||
if(trend[i] == 0.0)
|
||||
{
|
||||
if(trend[i + 1] != 0.0)
|
||||
{
|
||||
up[i] = down[i + 1];
|
||||
up[i + 1] = up[i];
|
||||
arrup[i] = up[i] - 2 * _atr;
|
||||
}
|
||||
else
|
||||
{
|
||||
up[i] = MathMax(maxlowprice, up[i + 1]);
|
||||
}
|
||||
|
||||
|
||||
atrhi[i] = up[i] + ChannelDeviation*_atr;
|
||||
atrlo[i] = up[i] - ChannelDeviation*_atr;
|
||||
down[i] = 0.0;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(trend[i + 1] != 1.0)
|
||||
{
|
||||
down[i] = up[i + 1];
|
||||
down[i + 1] = down[i];
|
||||
arrdwn[i] = down[i] + 2 * _atr;
|
||||
}
|
||||
else
|
||||
{
|
||||
down[i] = MathMin(minhighprice, down[i + 1]);
|
||||
}
|
||||
|
||||
|
||||
atrhi[i] = down[i] + ChannelDeviation*_atr;
|
||||
atrlo[i] = down[i] - ChannelDeviation*_atr;
|
||||
up[i] = 0.0;
|
||||
}
|
||||
}
|
||||
manageAlerts();
|
||||
return (rates_total);
|
||||
}
|
||||
|
||||
/*
|
||||
//+------------------------------------------------------------------+
|
||||
//| Filling indicator buffers from the indicators |
|
||||
//+------------------------------------------------------------------+
|
||||
bool RefreshBuffers(double &hi_buffer[],
|
||||
double &lo_buffer[],
|
||||
double &atr_buffer[],
|
||||
int hi_handle,
|
||||
int lo_handle,
|
||||
int atr_handle,
|
||||
int amount
|
||||
)
|
||||
{
|
||||
//--- reset error code
|
||||
ResetLastError();
|
||||
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
|
||||
if(CopyBuffer(hi_handle, 0, 0, amount, hi_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the MaHigh indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
|
||||
if(CopyBuffer(lo_handle, 0, 0, amount, lo_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the MaLow indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- fill a part of the StdDevBuffer array with values from the indicator buffer
|
||||
if(CopyBuffer(atr_handle, 0, 0, amount, atr_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the ATR indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- everything is fine
|
||||
return(true);
|
||||
}
|
||||
*/
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void manageAlerts()
|
||||
{
|
||||
int whichBar;
|
||||
if (alertsOn)
|
||||
{
|
||||
if (alertsOnCurrent)
|
||||
whichBar = 0;
|
||||
else
|
||||
whichBar = 1;
|
||||
if (arrup[whichBar] != EMPTY_VALUE) doAlert(whichBar, "up");
|
||||
if (arrdwn[whichBar] != EMPTY_VALUE) doAlert(whichBar, "down");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void doAlert(int forBar, string doWhat)
|
||||
{
|
||||
static string previousAlert = "nothing";
|
||||
static datetime previousTime;
|
||||
string message;
|
||||
if (previousAlert != doWhat || previousTime != iTime(NULL, 0, forBar))
|
||||
{
|
||||
previousAlert = doWhat;
|
||||
previousTime = iTime(NULL, 0, forBar);
|
||||
message = StringFormat("%s at %s", Symbol(), TimeToString(TimeLocal(), TIME_SECONDS), " HalfTrend signal ", doWhat);
|
||||
if (alertsMessage) Alert(message);
|
||||
if (alertsEmail) SendMail(Symbol(), StringFormat("HalfTrend %s", message));
|
||||
if (alertsSound) PlaySound("alert2.wav");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
+28
-8
@@ -20,15 +20,10 @@ double ExtLBuffer[];
|
||||
double ExtCBuffer[];
|
||||
double ExtColorBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -67,13 +62,38 @@ int OnCalculate(const int rates_total,
|
||||
int i,limit;
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -6,7 +6,6 @@
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Ichimoku Kinko Hyo"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 5
|
||||
@@ -34,15 +33,10 @@ double ExtSpanABuffer[];
|
||||
double ExtSpanBBuffer[];
|
||||
double ExtChikouBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -116,13 +110,38 @@ int OnCalculate(const int rates_total,
|
||||
const int &spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
BIN
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
+5
-2
@@ -14,8 +14,11 @@ input int LRPeriod = 20; // Bars in regression
|
||||
// The main buffer - drawing a line on a chart
|
||||
double ExtLRBuffer[];
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
Binary file not shown.
@@ -21,15 +21,10 @@ input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
|
||||
//--- indicator buffers
|
||||
double ExtLineBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -197,16 +192,43 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
{
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _begin = 0;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- check for bars count
|
||||
Binary file not shown.
@@ -6,8 +6,6 @@
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Moving Average Convergence/Divergence"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
@@ -37,8 +35,11 @@ double ExtFastMaBuffer[];
|
||||
double ExtSlowMaBuffer[];
|
||||
double ExtMacdBuffer[];
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
@@ -72,36 +73,62 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = customChartIndicator.GetRatesTotal();
|
||||
|
||||
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- check for data
|
||||
if(_rates_total<InpSignalSMA)
|
||||
if(rates_total<InpSignalSMA)
|
||||
return(0);
|
||||
//--- we can copy not all data
|
||||
int to_copy;
|
||||
if(_prev_calculated>_rates_total || _prev_calculated<0) to_copy=_rates_total;
|
||||
if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
|
||||
else
|
||||
{
|
||||
to_copy=_rates_total-_prev_calculated;
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
|
||||
//--- get Fast EMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
//--- get SlowSMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
|
||||
//---
|
||||
int limit;
|
||||
if(_prev_calculated==0)
|
||||
@@ -109,7 +136,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
else limit=_prev_calculated-1;
|
||||
//--- calculate MACD
|
||||
|
||||
for(int i=limit;i<_rates_total && !IsStopped();i++)
|
||||
for(int i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
|
||||
if(ExtMacdBuffer[i] > 0)
|
||||
@@ -124,9 +151,8 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
}
|
||||
}
|
||||
//--- calculate Signal
|
||||
SimpleMAOnBuffer(_rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
|
||||
//--- OnCalculate done. Return new _prev_calculated.
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -6,8 +6,6 @@
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Moving Average Convergence/Divergence"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
@@ -35,8 +33,7 @@ double ExtMacdBuffer[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
@@ -78,13 +75,12 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = customChartIndicator.GetRatesTotal();
|
||||
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
@@ -100,7 +96,6 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
|
||||
//--- get Fast EMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
Binary file not shown.
@@ -21,16 +21,12 @@ double ExtMomentumBuffer[];
|
||||
//--- global variable
|
||||
int ExtMomentumPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -88,15 +84,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
static int begin = 0;
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- start calculation
|
||||
Binary file not shown.
@@ -47,15 +47,10 @@ double Trend[];
|
||||
double ATRBuffer[];
|
||||
int Handle;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -106,13 +101,38 @@ int OnCalculate(const int rates_total,
|
||||
)
|
||||
{
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -18,18 +18,11 @@ input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
|
||||
//---- indicator buffer
|
||||
double ExtOBVBuffer[];
|
||||
|
||||
//
|
||||
// Initialize RangeBar indicator for data processing
|
||||
// according to settings of the RangeBar indicator already on chart
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| On Balance Volume initialization function |
|
||||
@@ -60,12 +53,12 @@ int OnCalculate(const int rates_total,
|
||||
const int &spread[])
|
||||
{
|
||||
//
|
||||
// Process data through RangeBar indicator
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
Binary file not shown.
@@ -0,0 +1,679 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Oscillator Candles.mq5 |
|
||||
//| Copyright 2015, MetaQuotes Software Corp. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2015, MetaQuotes Software Corp."
|
||||
#property link "https://www.mql5.com"
|
||||
#property description"Oscillator Candles by pipPod"
|
||||
#property version "1.00"
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 1
|
||||
//---
|
||||
#property indicator_type1 DRAW_COLOR_CANDLES
|
||||
#property indicator_color1 clrLimeGreen,clrFireBrick
|
||||
//---
|
||||
#property indicator_levelcolor clrLightSlateGray
|
||||
//---
|
||||
double indicator_level1= 0;
|
||||
double indicator_level2= 20;
|
||||
double indicator_level3= 30;
|
||||
double indicator_level4= 50;
|
||||
double indicator_level5= 70;
|
||||
double indicator_level6= 80;
|
||||
double indicator_level7= 100;
|
||||
double indicator_level8=-100;
|
||||
//---
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
enum indicators
|
||||
{
|
||||
INDICATOR_MACD, //Moving Average Convergence/Divergence
|
||||
INDICATOR_STOCHASTIC, //Stochastic Oscillator
|
||||
INDICATOR_RSI, //Relative Strength Index
|
||||
INDICATOR_CCI, //Commodity Channel Index
|
||||
INDICATOR_MOMENTUM, //Momentum Index
|
||||
};
|
||||
//--- indicator to show
|
||||
input indicators Indicator=INDICATOR_MACD;
|
||||
//--- indicator parameters
|
||||
input string MACD;
|
||||
input ushort FastEMA=12; //Fast EMA Period
|
||||
input ushort SlowEMA=26; //Slow EMA Period
|
||||
//---
|
||||
input string Stochastic;
|
||||
input ushort Kperiod=7; //K Period
|
||||
input ushort Slowing=3;
|
||||
input ENUM_STO_PRICE PriceField=STO_LOWHIGH; //Price Field
|
||||
//---
|
||||
input string RSI;
|
||||
input ushort RSIPeriod=14; //RSI Period
|
||||
//---
|
||||
input string CCI;
|
||||
input ushort CCIPeriod=14; //CCI Period
|
||||
//---
|
||||
input string Momentum;
|
||||
input ushort MomPeriod=14; //Momentum Period
|
||||
//---
|
||||
input string _; //---
|
||||
input bool PriceLine=true; //Horizontal Value Line
|
||||
#define priceLine "priceLine"
|
||||
input bool AutoColor=false;//Auto Color Candles
|
||||
//---index buffers for drawing candles
|
||||
double OpenBuffer[];
|
||||
double HighBuffer[];
|
||||
double LowBuffer[];
|
||||
double CloseBuffer[];
|
||||
double ColorBuffer[];
|
||||
//---Stochastic buffers
|
||||
double HighesBuffer[];
|
||||
double LowestBuffer[];
|
||||
//---CCI buffers
|
||||
double PriceBuffer[];
|
||||
double MovAvBuffer[];
|
||||
//---
|
||||
long chartID=ChartID();
|
||||
short window;
|
||||
#define OBJ_NONE -1
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
string shortName;
|
||||
switch(Indicator)
|
||||
{
|
||||
case INDICATOR_MACD:
|
||||
shortName=StringFormat("MACD(%d,%d)",FastEMA,SlowEMA);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"MACD Open;MACD High;MACD Low;MACD Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,SlowEMA-1);
|
||||
break;
|
||||
case INDICATOR_STOCHASTIC:
|
||||
shortName=StringFormat("Stochastic(%d,%d)",Kperiod,Slowing);
|
||||
SetIndexBuffer(5,HighesBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(6,LowestBuffer,INDICATOR_CALCULATIONS);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level2);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level6);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Stoch Open;Stoch High;Stoch Low;Stoch Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,Kperiod-1+Slowing-1);
|
||||
break;
|
||||
case INDICATOR_RSI:
|
||||
shortName=StringFormat("RSI(%d)",RSIPeriod);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level5);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"RSI Open;RSI High;RSI Low;RSI Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,RSIPeriod-1);
|
||||
break;
|
||||
case INDICATOR_CCI:
|
||||
shortName=StringFormat("CCI(%d)",CCIPeriod);
|
||||
SetIndexBuffer(5,PriceBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(6,MovAvBuffer,INDICATOR_CALCULATIONS);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level7);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level8);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"CCI Open;CCI High;CCI Low;CCI Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,CCIPeriod-1);
|
||||
break;
|
||||
case INDICATOR_MOMENTUM:
|
||||
shortName=StringFormat("Momentum(%d)",MomPeriod);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,2);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level7);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Mom Open;Mom High;Mom Low;Mom Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,MomPeriod-1);
|
||||
}
|
||||
//---set name, get window
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,shortName);
|
||||
window=(short)ChartWindowFind(chartID,shortName);
|
||||
//---index buffers
|
||||
SetIndexBuffer(0,OpenBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,HighBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,LowBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,CloseBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(4,ColorBuffer,INDICATOR_COLOR_INDEX);
|
||||
//---color bars
|
||||
if(AutoColor)
|
||||
SetColors();
|
||||
//---delete price line
|
||||
if(!PriceLine && ObjectFind(chartID,priceLine)!=OBJ_NONE)
|
||||
ObjectDelete(chartID,priceLine);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
|
||||
|
||||
//---bars to count
|
||||
int toFill=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0)
|
||||
toFill++;
|
||||
//---fill OHLC buffers
|
||||
switch(Indicator)
|
||||
{
|
||||
case INDICATOR_MACD:
|
||||
if(MACD(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_STOCHASTIC:
|
||||
if(Stochastic(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_RSI:
|
||||
if(RSI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_CCI:
|
||||
if(CCI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_MOMENTUM:
|
||||
if(Momentum(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Moving Average Convergence/Divergence |
|
||||
//+------------------------------------------------------------------+
|
||||
int MACD(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//---check bars and input vars
|
||||
if(rates_total<=SlowEMA || FastEMA<=1 || SlowEMA<FastEMA)
|
||||
return(0);
|
||||
//---declare vars
|
||||
int begin,count=0;
|
||||
double highFast,highSlow,
|
||||
lowFast,lowSlow,
|
||||
closeFast,closeSlow;
|
||||
static double prevCloseFast,prevCloseSlow;
|
||||
//--- initial zero
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
for(int i=0;i<SlowEMA && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
begin=SlowEMA;
|
||||
}
|
||||
else
|
||||
begin=prev_calculated-1;
|
||||
//--- calculate MACD
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
highFast = ExponentialMA(i,FastEMA,prevCloseFast,high);
|
||||
highSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,high);
|
||||
lowFast = ExponentialMA(i,FastEMA,prevCloseFast,low);
|
||||
lowSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,low);
|
||||
closeFast = ExponentialMA(i,FastEMA,prevCloseFast,close);
|
||||
closeSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,close);
|
||||
//---fill OHLC buffers
|
||||
HighBuffer[i]= highFast-highSlow;
|
||||
LowBuffer[i] = lowFast-lowSlow;
|
||||
CloseBuffer[i]=closeFast-closeSlow;
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
prevCloseFast = closeFast;
|
||||
prevCloseSlow = closeSlow;
|
||||
OpenBuffer[i] = CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- macd done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stochastic Oscillator |
|
||||
//+------------------------------------------------------------------+
|
||||
int Stochastic(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check for bars count
|
||||
if(rates_total<=Kperiod+Slowing || Kperiod<=1)
|
||||
return(0);
|
||||
//--- declare variables
|
||||
int begin,count=0;
|
||||
double sumLowH,sumLowL,sumLowC,sumHigh;
|
||||
double min,max;
|
||||
//---
|
||||
begin=Kperiod-1;
|
||||
if(begin<prev_calculated)
|
||||
begin=prev_calculated-1;
|
||||
else
|
||||
for(int i=0;i<begin && !IsStopped();i++)
|
||||
LowestBuffer[i]=HighesBuffer[i]=0.0;
|
||||
//--- calculate HighesBuffer[] and LowestBuffer[]
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
min = 1000000.0;
|
||||
max =-1000000.0;
|
||||
for(int k=(i-Kperiod+1);k<=i;k++)
|
||||
{
|
||||
switch(PriceField)
|
||||
{
|
||||
case STO_LOWHIGH:
|
||||
if(min>low[k])
|
||||
min=low[k];
|
||||
if(max<high[k])
|
||||
max=high[k];
|
||||
break;
|
||||
case STO_CLOSECLOSE:
|
||||
if(min>close[k])
|
||||
min=close[k];
|
||||
if(max<close[k])
|
||||
max=close[k];
|
||||
}
|
||||
}
|
||||
LowestBuffer[i] = min;
|
||||
HighesBuffer[i] = max;
|
||||
}
|
||||
//--- %K
|
||||
begin=Kperiod-1;
|
||||
if(begin<prev_calculated)
|
||||
begin=prev_calculated-1;
|
||||
else
|
||||
for(int i=0;i<begin && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
//--- main cycle
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
sumLowH=sumLowL=sumLowC=sumHigh=0.0;
|
||||
for(int k=(i-Slowing+1);k<=i;k++)
|
||||
{
|
||||
sumLowH += (high[i]-LowestBuffer[k]);
|
||||
sumLowL += (low[i]-LowestBuffer[k]);
|
||||
sumLowC += (close[k]-LowestBuffer[k]);
|
||||
sumHigh += (HighesBuffer[k]-LowestBuffer[k]);
|
||||
}
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
OpenBuffer[i]=CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---check zero divide and fill candle buffers
|
||||
if(sumHigh==0.0)
|
||||
HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=50.0;
|
||||
else
|
||||
{
|
||||
HighBuffer[i]= OpenBuffer[i]+(sumLowH/sumHigh*100-OpenBuffer[i])/Slowing;
|
||||
LowBuffer[i] = OpenBuffer[i]+(sumLowL/sumHigh*100-OpenBuffer[i])/Slowing;
|
||||
CloseBuffer[i]=sumLowC/sumHigh*100;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- stochastic done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Relative Strength index |
|
||||
//+------------------------------------------------------------------+
|
||||
int RSI(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input vars
|
||||
if(rates_total<=RSIPeriod || RSIPeriod<=1)
|
||||
return(0);
|
||||
int begin,count=0;
|
||||
//--- declare vars
|
||||
double diffC,
|
||||
diffH,
|
||||
diffL;
|
||||
double currPositive = 0.0,
|
||||
currNegative = 0.0;
|
||||
static double prevPositive = 0.0,
|
||||
prevNegative = 0.0;
|
||||
//--- preliminary calculations
|
||||
begin=prev_calculated-1;
|
||||
if(begin<=RSIPeriod)
|
||||
{
|
||||
//--- first RSIPeriod values of the indicator are not calculated
|
||||
OpenBuffer[0]=HighBuffer[0]=LowBuffer[0]=CloseBuffer[0]=0.0;
|
||||
double sumPositive = 0.0,
|
||||
sumNegative = 0.0;
|
||||
count++;
|
||||
for(int i=1;i<=RSIPeriod && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
diffC=close[i]-close[i-1];
|
||||
sumPositive += (diffC>0.0? diffC:0.0);
|
||||
sumNegative += (diffC<0.0?-diffC:0.0);
|
||||
count++;
|
||||
}
|
||||
//--- calculate first visible value
|
||||
currPositive = sumPositive/RSIPeriod;
|
||||
currNegative = sumNegative/RSIPeriod;
|
||||
//--- check zero divide, calculate first rsi and fill candle buffers
|
||||
if(currNegative!=0.0)
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=100.0-100.0/(1.0+currPositive/currNegative);
|
||||
else
|
||||
if(currPositive!=0.0)
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=100.0;
|
||||
else
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=50.0;
|
||||
prevPositive = currPositive;
|
||||
prevNegative = currNegative;
|
||||
//--- prepare the position value for main calculation
|
||||
begin=RSIPeriod+1;
|
||||
}
|
||||
//--- the main loop of calculations
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
diffC = close[i]-close[i-1];
|
||||
diffH = (high[i]-close[i-1])/RSIPeriod;
|
||||
diffL = (low[i]-close[i-1])/RSIPeriod;
|
||||
currPositive = (prevPositive*(RSIPeriod-1)+(diffC>0.0? diffC:0.0))/RSIPeriod;
|
||||
currNegative = (prevNegative*(RSIPeriod-1)+(diffC<0.0?-diffC:0.0))/RSIPeriod;
|
||||
//--- check zero divide, calculate rsi and fill candle buffers
|
||||
if(prevNegative!=0.0)
|
||||
{
|
||||
HighBuffer[i]= 100.0-100.0/(1.0+(prevPositive+diffH)/prevNegative);
|
||||
LowBuffer[i] = 100.0-100.0/(1.0+prevPositive/(prevNegative-diffL));
|
||||
}
|
||||
else
|
||||
if(prevPositive!=0.0)
|
||||
HighBuffer[i]= LowBuffer[i] = 100.0;
|
||||
else
|
||||
HighBuffer[i]=LowBuffer[i]=50.0;
|
||||
if(currNegative!=0.0)
|
||||
CloseBuffer[i]=100.0-100.0/(1.0+currPositive/currNegative);
|
||||
else
|
||||
if(currPositive!=0.0)
|
||||
CloseBuffer[i]=100.0;
|
||||
else
|
||||
CloseBuffer[i]=50.0;
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
prevPositive = currPositive;
|
||||
prevNegative = currNegative;
|
||||
OpenBuffer[i]= CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//---rsi done.return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Commodity Channel Index |
|
||||
//+------------------------------------------------------------------+
|
||||
int CCI(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input vars
|
||||
if(rates_total<=CCIPeriod || CCIPeriod<=1)
|
||||
return(0);
|
||||
//--- declare vars
|
||||
int begin,count=0;
|
||||
double sum,mul;
|
||||
//--- initial zero
|
||||
if(prev_calculated<1)
|
||||
{
|
||||
for(int i=0;i<CCIPeriod-1 && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
|
||||
MovAvBuffer[i] = 0.0;
|
||||
count++;
|
||||
}
|
||||
}
|
||||
//--- calculate position
|
||||
begin=prev_calculated-1;
|
||||
if(begin<CCIPeriod-1)
|
||||
begin=CCIPeriod-1;
|
||||
//--- typical price and its moving average
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
|
||||
MovAvBuffer[i] = SimpleMA(i,CCIPeriod,PriceBuffer);
|
||||
}
|
||||
//--- standard deviations and cci counting
|
||||
mul=0.015/CCIPeriod;
|
||||
begin=prev_calculated-1;
|
||||
if(begin<CCIPeriod-1)
|
||||
begin=CCIPeriod-1;
|
||||
//---
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
sum=0.0;
|
||||
int k=i-CCIPeriod+1;
|
||||
while(k<=i)
|
||||
{
|
||||
sum+=MathAbs(PriceBuffer[k]-MovAvBuffer[i]);
|
||||
k++;
|
||||
}
|
||||
sum*=mul;
|
||||
//---check zero divide and fill candle buffers
|
||||
if(sum==0.0)
|
||||
HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
else
|
||||
{
|
||||
HighBuffer[i]=(high[i]-MovAvBuffer[i])/sum;
|
||||
LowBuffer[i] =(low[i]-MovAvBuffer[i])/sum;
|
||||
CloseBuffer[i]=(close[i]-MovAvBuffer[i])/sum;
|
||||
}
|
||||
//---check for new bar
|
||||
static int m;
|
||||
if(m!=i)
|
||||
{
|
||||
OpenBuffer[i]=CloseBuffer[i-1];
|
||||
m=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//---cci done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Momentum |
|
||||
//+------------------------------------------------------------------+
|
||||
int Momentum(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input param
|
||||
if(rates_total<=MomPeriod || MomPeriod<=0)
|
||||
return(0);
|
||||
int begin,count=0;
|
||||
//--- initial zero
|
||||
if(prev_calculated<=0)
|
||||
{
|
||||
for(int i=0;i<MomPeriod && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
begin=MomPeriod;
|
||||
}
|
||||
else
|
||||
begin=prev_calculated-1;
|
||||
|
||||
static double closeMomPeriod;
|
||||
//--- the main loop of calculations
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
closeMomPeriod= close[i-MomPeriod];
|
||||
// if(closeMomPeriod == 0)
|
||||
// continue;
|
||||
|
||||
if(closeMomPeriod == 0)
|
||||
closeMomPeriod = 1;
|
||||
|
||||
|
||||
OpenBuffer[i] = CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
|
||||
|
||||
HighBuffer[i]= high[i]*100/closeMomPeriod;
|
||||
LowBuffer[i] = low[i]*100/closeMomPeriod;
|
||||
CloseBuffer[i]=close[i]*100/closeMomPeriod;
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- momentum done. return count
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Horizontal value line |
|
||||
//+------------------------------------------------------------------+
|
||||
void PriceLine(const double &close_price)
|
||||
{
|
||||
if(ObjectFind(chartID,priceLine)!=OBJ_NONE)
|
||||
ObjectDelete(chartID,priceLine);
|
||||
if(!ObjectCreate(chartID,priceLine,OBJ_HLINE,window,0,close_price))
|
||||
{
|
||||
Print(__FUNCTION__,": error ",GetLastError());
|
||||
return;
|
||||
}
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_WIDTH,1);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_STYLE,STYLE_SOLID);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_COLOR,clrLightSlateGray);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_HIDDEN,true);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_SELECTABLE,false);
|
||||
return;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Auto colors for candles |
|
||||
//+------------------------------------------------------------------+
|
||||
bool SetColors()
|
||||
{
|
||||
color colorBase=clrNONE,
|
||||
colorQote=clrNONE;
|
||||
string base,
|
||||
qote;
|
||||
string Name[9] = {"AUD","CAD","CHF","EUR","GBP","JPY","NZD","USD","XAU"};
|
||||
color Color[9] =
|
||||
{
|
||||
clrDarkOrange,clrWhiteSmoke,clrFireBrick,clrRoyalBlue,
|
||||
clrSilver,clrYellow,clrDarkViolet,clrLimeGreen,clrGold
|
||||
};
|
||||
base = StringSubstr(_Symbol,0,3); //Base currency name
|
||||
qote = StringSubstr(_Symbol,3,3); //Quote currency name
|
||||
for(int i=0;i<9;i++)
|
||||
{
|
||||
if(base==Name[i])
|
||||
colorBase=Color[i];
|
||||
if(qote==Name[i])
|
||||
colorQote=Color[i];
|
||||
}
|
||||
if(!PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,colorBase) ||
|
||||
!PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,colorQote))
|
||||
return(false);
|
||||
if(ChartGetInteger(0,CHART_COLOR_CANDLE_BULL)!=colorBase)
|
||||
{
|
||||
if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BULL,colorBase) ||
|
||||
!ChartSetInteger(0,CHART_COLOR_CHART_UP,colorBase))
|
||||
return(false);
|
||||
}
|
||||
if(ChartGetInteger(0,CHART_COLOR_CANDLE_BEAR)!=colorQote)
|
||||
{
|
||||
if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BEAR,colorQote) ||
|
||||
!ChartSetInteger(0,CHART_COLOR_CHART_DOWN,colorQote))
|
||||
return(false);
|
||||
}
|
||||
return(true);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
+30
-9
@@ -5,7 +5,6 @@
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 3
|
||||
@@ -25,15 +24,10 @@ bool ExtDirectionLong;
|
||||
double ExtSarStep;
|
||||
double ExtSarMaximum;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -92,15 +86,42 @@ int OnCalculate(const int rates_total,
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- detect current position
|
||||
Binary file not shown.
@@ -0,0 +1,245 @@
|
||||
#property copyright "2017-2020, Artur Zas"
|
||||
#property link "http://www.az-invest.eu"
|
||||
//---- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 5
|
||||
|
||||
#property indicator_label1 "Volume"
|
||||
#property indicator_type1 DRAW_HISTOGRAM // volume
|
||||
#property indicator_color1 Gray
|
||||
#property indicator_style1 0
|
||||
#property indicator_width1 2
|
||||
|
||||
#property indicator_label2 "Buy volume"
|
||||
#property indicator_type2 DRAW_HISTOGRAM // buy volume
|
||||
#property indicator_color2 clrDarkGreen
|
||||
#property indicator_style2 0
|
||||
#property indicator_width2 2
|
||||
|
||||
#property indicator_label3 "Sell volume"
|
||||
#property indicator_type3 DRAW_HISTOGRAM // sell volume
|
||||
#property indicator_color3 clrFireBrick
|
||||
#property indicator_style3 0
|
||||
#property indicator_width3 2
|
||||
|
||||
#property indicator_label4 "Bar volume delta"
|
||||
#property indicator_type4 DRAW_COLOR_HISTOGRAM // bar delta
|
||||
#property indicator_color4 Lime,Red,clrNONE
|
||||
#property indicator_style4 0
|
||||
#property indicator_width4 5
|
||||
|
||||
#property indicator_label5 "Cumulative volume delta"
|
||||
#property indicator_type5 DRAW_COLOR_LINE // cumulative delta
|
||||
#property indicator_color5 Green, Red, clrNONE
|
||||
#property indicator_style5 STYLE_DOT
|
||||
#property indicator_width5 1
|
||||
|
||||
|
||||
//--- input data
|
||||
static ENUM_APPLIED_VOLUME InpVolumeType= (SymbolInfoInteger(_Symbol,SYMBOL_VOLUME) <= 0) ? VOLUME_TICK : VOLUME_REAL; // Volumes
|
||||
|
||||
input bool InpShowVolume = true; // Show volume histogram
|
||||
input bool InpShowBuySellVolume = true; // Show bar's buy/sell volume breakdown
|
||||
input bool InpShowBarDelta = true; // Show bar's buy/sell volume delta
|
||||
input bool InpShowCumulativeDelta = false; // Show cumulative volume delta
|
||||
input int InpCumulativeDeltaScale = 1; // Scale down cumulative volume 1:x
|
||||
|
||||
//---- indicator buffers
|
||||
double ExtBarDeltaBuffer[];
|
||||
double ExtBarDeltaColorsBuffer[];
|
||||
|
||||
double ExtBuyVolumeBuffer[];
|
||||
|
||||
double ExtSellVolumeBuffer[];
|
||||
|
||||
double ExtVolumeBuffer[];
|
||||
|
||||
double ExtCumulativeVolumeBuffer[];
|
||||
double ExtCumulativeVolumeColorBuffer[];
|
||||
|
||||
double cumulativeDelta = 0;
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//---- buffers
|
||||
SetIndexBuffer(0,ExtVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,ExtBuyVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,ExtSellVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,ExtBarDeltaBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(4,ExtBarDeltaColorsBuffer,INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(5,ExtCumulativeVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(6,ExtCumulativeVolumeColorBuffer,INDICATOR_COLOR_INDEX);
|
||||
|
||||
//---- name for DataWindow and indicator subwindow label
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Pro Volume");
|
||||
//---- indicator digits
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
|
||||
customChartIndicator.SetGetTimeFlag();
|
||||
customChartIndicator.SetGetVolumesFlag();
|
||||
customChartIndicator.SetGetVolumeBreakdownFlag();
|
||||
//----
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Volumes |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//---check for rates total
|
||||
if(rates_total<2)
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- starting work
|
||||
int start=_prev_calculated-1;
|
||||
//--- correct position
|
||||
// if(start<1) start=1;
|
||||
if(start<0) start=0;
|
||||
//--- main cycle
|
||||
CalculateData(start,rates_total);
|
||||
//--- OnCalculate done. Return new prev_calculated.
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CalculateData(const int nPosition,
|
||||
const int nRatesCount)
|
||||
{
|
||||
double volume,buyVolume,sellVolume,barDelta;
|
||||
|
||||
for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
|
||||
{
|
||||
//--- calculate indicator
|
||||
volume = (InpVolumeType == VOLUME_TICK) ? (double)customChartIndicator.Tick_volume[i] : (double)customChartIndicator.Real_volume[i];
|
||||
buyVolume = customChartIndicator.Buy_volume[i];
|
||||
sellVolume = customChartIndicator.Sell_volume[i];
|
||||
barDelta = buyVolume - sellVolume;
|
||||
//
|
||||
|
||||
if(InpShowVolume)
|
||||
ExtVolumeBuffer[i] = volume;
|
||||
else
|
||||
ExtVolumeBuffer[i] = 0;
|
||||
|
||||
if(InpShowBuySellVolume)
|
||||
{
|
||||
ExtBuyVolumeBuffer[i] = buyVolume;
|
||||
ExtSellVolumeBuffer[i] = sellVolume * (-1);
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtBuyVolumeBuffer[i] = 0;
|
||||
ExtSellVolumeBuffer[i] = 0;
|
||||
}
|
||||
|
||||
if(InpShowBarDelta)
|
||||
{
|
||||
ExtBarDeltaBuffer[i] = barDelta;
|
||||
ExtBarDeltaColorsBuffer[i] = ( ExtBarDeltaBuffer[i] < 0 ) ? 1 : (( ExtBarDeltaBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtBarDeltaBuffer[i] = 0;
|
||||
ExtBarDeltaColorsBuffer[i] = 2;
|
||||
}
|
||||
|
||||
if(InpShowCumulativeDelta)
|
||||
{
|
||||
if((i != (nRatesCount-1)) && (i>0))
|
||||
{
|
||||
if(IsNewDay(customChartIndicator.Time[i-1], customChartIndicator.Time[i]))
|
||||
cumulativeDelta = 0; // reset cumulative volme
|
||||
|
||||
cumulativeDelta += barDelta;
|
||||
|
||||
ExtCumulativeVolumeBuffer[i] = cumulativeDelta / InpCumulativeDeltaScale;
|
||||
ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtCumulativeVolumeBuffer[i] = (cumulativeDelta + barDelta) / InpCumulativeDeltaScale;
|
||||
ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtCumulativeVolumeBuffer[i] = 0;
|
||||
ExtCumulativeVolumeColorBuffer[i] = 2;
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool IsNewDay(datetime prevTime,datetime currTime)
|
||||
{
|
||||
MqlDateTime prev;
|
||||
MqlDateTime curr;
|
||||
|
||||
TimeToStruct(prevTime,prev);
|
||||
TimeToStruct(currTime,curr);
|
||||
|
||||
if(prev.day_of_week != curr.day_of_week)
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,187 @@
|
||||
|
||||
|
||||
//+------------------------------------------------------------------
|
||||
#property copyright "mladen"
|
||||
#property link "mladenfx@gmail.com"
|
||||
#property description "QQE"
|
||||
//+------------------------------------------------------------------
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4
|
||||
#property indicator_plots 3
|
||||
#property indicator_label1 "QQE fast"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrDarkGray
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_label2 "QQE slow"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrDarkGray
|
||||
#property indicator_label3 "QQE"
|
||||
#property indicator_type3 DRAW_COLOR_LINE
|
||||
#property indicator_color3 clrDarkGray,clrDeepSkyBlue,clrLightSalmon
|
||||
#property indicator_width3 2
|
||||
//--- input parameters
|
||||
input int inpRsiPeriod = 14; // RSI period
|
||||
input int inpRsiSmoothingFactor = 5; // RSI smoothing factor
|
||||
input double inpWPFast = 2.618; // Fast period
|
||||
input double inpWPSlow = 4.236; // Slow period
|
||||
input ENUM_APPLIED_PRICE inpPrice=PRICE_CLOSE; // Price
|
||||
//--- buffers declarations
|
||||
double val[],valc[],levs[],levf[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,levf,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,levs,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,val,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);
|
||||
//--- indicator short name assignment
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"QQE ("+(string)inpRsiPeriod+","+(string)inpRsiSmoothingFactor+")");
|
||||
//---
|
||||
return (INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator de-initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
///
|
||||
|
||||
if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
|
||||
|
||||
int i=(int)MathMax(_prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
|
||||
{
|
||||
val[i]=iEma(iRsi(getPrice(inpPrice,customChartIndicator.Open,customChartIndicator.Close,customChartIndicator.High,customChartIndicator.Low,i,rates_total),inpRsiPeriod,i,rates_total),inpRsiSmoothingFactor,i,rates_total,0);
|
||||
double _iEma = iEma((i>0 ? MathAbs(val[i-1]-val[i]) : 0),inpRsiPeriod,i,rates_total,1);
|
||||
double _iEmm = iEma( _iEma,inpRsiPeriod,i,rates_total,2);
|
||||
double _iEmf = _iEmm*inpWPFast;
|
||||
double _iEms = _iEmm*inpWPSlow;
|
||||
//
|
||||
//---
|
||||
//
|
||||
{
|
||||
double tr = (i>0) ? levs[i-1] : 0;
|
||||
double dv = tr;
|
||||
if(val[i] < tr) { tr = val[i] + _iEms; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }
|
||||
if(val[i] > tr) { tr = val[i] - _iEms; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }
|
||||
levs[i]=tr;
|
||||
}
|
||||
{
|
||||
double tr = (i>0) ? levf[i-1] : 0;
|
||||
double dv = tr;
|
||||
if(val[i] < tr) { tr = val[i] + _iEmf; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }
|
||||
if(val[i] > tr) { tr = val[i] - _iEmf; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }
|
||||
levf[i]=tr;
|
||||
}
|
||||
valc[i]=(val[i]>levf[i] && val[i]>levs[i]) ? 1 :(val[i]<levf[i] && val[i]<levs[i]) ? 2 :(i>0) ? valc[i-1]: 0;
|
||||
}
|
||||
return (i);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom functions |
|
||||
//+------------------------------------------------------------------+
|
||||
#define rsiInstances 1
|
||||
#define rsiInstancesSize 3
|
||||
double workRsi[][rsiInstances*rsiInstancesSize];
|
||||
#define _price 0
|
||||
#define _change 1
|
||||
#define _changa 2
|
||||
//
|
||||
//---
|
||||
//
|
||||
double iRsi(double price,double period,int r,int bars,int instanceNo=0)
|
||||
{
|
||||
if(ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);
|
||||
int z=instanceNo*rsiInstancesSize;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
workRsi[r][z+_price]=price;
|
||||
if(r<period)
|
||||
{
|
||||
int k; double sum=0; for(k=0; k<period && (r-k-1)>=0; k++) sum+=MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);
|
||||
workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1);
|
||||
workRsi[r][z+_changa] = sum/MathMax(k,1);
|
||||
}
|
||||
else
|
||||
{
|
||||
double alpha=1.0/MathMax(period,1);
|
||||
double change=workRsi[r][z+_price]-workRsi[r-1][z+_price];
|
||||
workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]);
|
||||
workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]);
|
||||
}
|
||||
return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1));
|
||||
}
|
||||
//
|
||||
//---
|
||||
//
|
||||
double workEma[][3];
|
||||
//
|
||||
//---
|
||||
//
|
||||
double iEma(double price,double period,int r,int bars,int instanceNo=0)
|
||||
{
|
||||
if(ArrayRange(workEma,0)!=bars) ArrayResize(workEma,bars);
|
||||
|
||||
//
|
||||
//---
|
||||
//
|
||||
|
||||
workEma[r][instanceNo]=price;
|
||||
if(r>0 && period>1)
|
||||
workEma[r][instanceNo]=workEma[r-1][instanceNo]+2.0/(1.0+period)*(price-workEma[r-1][instanceNo]);
|
||||
return(workEma[r][instanceNo]);
|
||||
}
|
||||
//
|
||||
//---
|
||||
//
|
||||
double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)
|
||||
{
|
||||
switch(tprice)
|
||||
{
|
||||
case PRICE_CLOSE: return(close[i]);
|
||||
case PRICE_OPEN: return(open[i]);
|
||||
case PRICE_HIGH: return(high[i]);
|
||||
case PRICE_LOW: return(low[i]);
|
||||
case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
|
||||
case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
|
||||
case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
|
||||
}
|
||||
return(0);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -19,15 +19,10 @@ double ExtRocBuffer[];
|
||||
//--- global variable
|
||||
int ExtRocPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -80,13 +75,38 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -25,15 +25,10 @@ double ExtRSIBuffer[];
|
||||
double ExtPosBuffer[];
|
||||
double ExtNegBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -78,15 +73,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,pos;
|
||||
Binary file not shown.
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user