Artur
401 lines
11 KiB
Plaintext
401 lines
11 KiB
Plaintext
//------------------------------------------------------------------
|
|
#property copyright "mladen"
|
|
#property link "www.forex-tsd.com"
|
|
//------------------------------------------------------------------
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 6
|
|
#property indicator_plots 3
|
|
#property indicator_label1 "Gann zone"
|
|
#property indicator_type1 DRAW_FILLING
|
|
#property indicator_color1 clrGainsboro,clrGainsboro
|
|
#property indicator_label2 "Gann middle"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_style2 STYLE_DOT
|
|
#property indicator_color2 clrGray
|
|
#property indicator_label3 "Gann high/low"
|
|
#property indicator_type3 DRAW_COLOR_LINE
|
|
#property indicator_color3 clrDimGray,clrLimeGreen,clrDarkOrange
|
|
#property indicator_width3 2
|
|
|
|
//
|
|
//
|
|
#include <AZ-INVEST/CustomBarConfig.mqh>
|
|
//
|
|
//
|
|
|
|
enum enMaTypes
|
|
{
|
|
ma_sma, // Simple moving average
|
|
ma_ema, // Exponential moving average
|
|
ma_smma, // Smoothed MA
|
|
ma_lwma // Linear weighted MA
|
|
};
|
|
enum enFilterWhat
|
|
{
|
|
flt_prc, // Filter the prices
|
|
flt_val, // Filter the averages value
|
|
flt_all // Filter all
|
|
};
|
|
ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame
|
|
input int AvgPeriod = 10; // Average period
|
|
input enMaTypes AvgType = ma_sma; // Average method
|
|
input double Filter = 0; // Filter to use (<=0 for no filter)
|
|
input enFilterWhat FilterOn = flt_prc; // Filter :
|
|
input bool alertsOn = false; // Turn alerts on?
|
|
input bool alertsOnCurrent = true; // Alert on current bar?
|
|
input bool alertsMessage = true; // Display messageas 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 bool Interpolate = true; // Interpolate mtf data ?
|
|
|
|
double sup[],supc[],mid[],fup[],fdn[],_count[];
|
|
ENUM_TIMEFRAMES timeFrame;
|
|
string indName;
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
int OnInit()
|
|
{
|
|
SetIndexBuffer(0,fup,INDICATOR_DATA);
|
|
SetIndexBuffer(1,fdn,INDICATOR_DATA);
|
|
SetIndexBuffer(2,mid,INDICATOR_DATA);
|
|
SetIndexBuffer(3,sup,INDICATOR_DATA);
|
|
SetIndexBuffer(4,supc,INDICATOR_COLOR_INDEX);
|
|
SetIndexBuffer(5,_count,INDICATOR_CALCULATIONS);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
customChartIndicator.SetGetTimeFlag();
|
|
|
|
// timeFrame = MathMax(_Period,TimeFrame);
|
|
indName = getIndicatorName();
|
|
IndicatorSetString(INDICATOR_SHORTNAME,periodToString(timeFrame)+" Gann high/low activator("+string(AvgPeriod)+")");
|
|
return(0);
|
|
}
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
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 (Bars(_Symbol,_Period)<rates_total) return(-1);
|
|
|
|
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
|
return(0);
|
|
|
|
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
|
return(0);
|
|
|
|
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
|
|
|
|
|
double pfilter = Filter; if (FilterOn==flt_val) pfilter=0;
|
|
double vfilter = Filter; if (FilterOn==flt_prc) vfilter=0;
|
|
|
|
for (int i=(int)MathMax(_prev_calculated-1,1); i<rates_total && !IsStopped(); i++)
|
|
{
|
|
fup[i] = iFilter(iCustomMa(AvgType,iFilter(customChartIndicator.High[i-1],pfilter,AvgPeriod,i,rates_total,0),AvgPeriod,i,rates_total,0),vfilter,AvgPeriod,i,rates_total,1);
|
|
fdn[i] = iFilter(iCustomMa(AvgType,iFilter(customChartIndicator.Low[i-1] ,pfilter,AvgPeriod,i,rates_total,2),AvgPeriod,i,rates_total,1),vfilter,AvgPeriod,i,rates_total,3);
|
|
mid[i] = (fup[i]+fdn[i])/2.0;
|
|
double pclose = iFilter(customChartIndicator.Close[i],pfilter,AvgPeriod,i,rates_total,4);
|
|
supc[i] = (pclose>fup[i]) ? 1 : (pclose<fdn[i]) ? 2 : supc[i-1];
|
|
sup[i] = (supc[i]==1) ? fdn[i] : (supc[i]==2) ? fup[i] : pclose;
|
|
}
|
|
manageAlerts(customChartIndicator.Time,supc,rates_total);
|
|
_count[rates_total-1] = MathMax(rates_total-_prev_calculated+1,1);
|
|
|
|
return(rates_total);
|
|
}
|
|
|
|
|
|
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
#define _filterInstances 5
|
|
double workFil[][_filterInstances*3];
|
|
|
|
#define _fchange 0
|
|
#define _fachang 1
|
|
#define _fvalue 2
|
|
|
|
double iFilter(double value, double filter, int period, int i, int bars, int instanceNo=0)
|
|
{
|
|
if (filter<=0 || period<=0) return(value);
|
|
if (ArrayRange(workFil,0)!= bars) ArrayResize(workFil,bars); instanceNo*=3;
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
workFil[i][instanceNo+_fvalue] = value;
|
|
if (i>0)
|
|
{
|
|
workFil[i][instanceNo+_fchange] = MathAbs(workFil[i][instanceNo+_fvalue]-workFil[i-1][instanceNo+_fvalue]);
|
|
workFil[i][instanceNo+_fachang] = workFil[i][instanceNo+_fchange];
|
|
|
|
double fdev=0, fdif=0;
|
|
for (int k=1; k<period && (i-k)>=0; k++) workFil[i][instanceNo+_fachang] += workFil[i-k][instanceNo+_fchange]; workFil[i][instanceNo+_fachang] /= (double)period;
|
|
for (int k=0; k<period && (i-k)>=0; k++) fdev += MathPow(workFil[i-k][instanceNo+_fchange]-workFil[i-k][instanceNo+_fachang],2); fdev = MathSqrt(fdev/(double)period); fdif = filter*fdev;
|
|
if (MathAbs(workFil[i][instanceNo+_fvalue]-workFil[i-1][instanceNo+_fvalue])<fdif)
|
|
workFil[i][instanceNo+_fvalue]=workFil[i-1][instanceNo+_fvalue];
|
|
}
|
|
return(workFil[i][instanceNo+_fvalue]);
|
|
}
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
void manageAlerts(const datetime& time[], double& trend[], int bars)
|
|
{
|
|
if (!alertsOn) return;
|
|
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,"up");
|
|
if (trend[whichBar] == 2) doAlert(time1,"down");
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
void doAlert(datetime forTime, string doWhat)
|
|
{
|
|
static string previousAlert="nothing";
|
|
static datetime previousTime;
|
|
string message;
|
|
|
|
if (previousAlert != doWhat || previousTime != forTime)
|
|
{
|
|
previousAlert = doWhat;
|
|
previousTime = forTime;
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
message = periodToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" Gann high/low activator state changed to "+doWhat;
|
|
if (alertsMessage) Alert(message);
|
|
if (alertsEmail) SendMail(_Symbol+" Gann high/low activator",message);
|
|
if (alertsNotify) SendNotification(message);
|
|
if (alertsSound) PlaySound("alert2.wav");
|
|
}
|
|
}
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
#define _maInstances 2
|
|
#define _maWorkBufferx1 1*_maInstances
|
|
#define _maWorkBufferx2 2*_maInstances
|
|
|
|
double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)
|
|
{
|
|
switch (mode)
|
|
{
|
|
case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo));
|
|
case ma_ema : return(iEma(price,length,r,bars,instanceNo));
|
|
case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo));
|
|
case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo));
|
|
default : return(price);
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double workSma[][_maWorkBufferx2];
|
|
double iSma(double price, int period, int r, int _bars, int instanceNo=0)
|
|
{
|
|
if (period<=1) return(price);
|
|
if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k;
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
workSma[r][instanceNo+0] = price;
|
|
workSma[r][instanceNo+1] = price; for(k=1; k<period && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0];
|
|
workSma[r][instanceNo+1] /= 1.0*k;
|
|
return(workSma[r][instanceNo+1]);
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double workEma[][_maWorkBufferx1];
|
|
double iEma(double price, double period, int r, int _bars, int instanceNo=0)
|
|
{
|
|
if (period<=1) return(price);
|
|
if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
workEma[r][instanceNo] = price;
|
|
double alpha = 2.0 / (1.0+period);
|
|
if (r>0)
|
|
workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]);
|
|
return(workEma[r][instanceNo]);
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double workSmma[][_maWorkBufferx1];
|
|
double iSmma(double price, double period, int r, int _bars, int instanceNo=0)
|
|
{
|
|
if (period<=1) return(price);
|
|
if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
if (r<period)
|
|
workSmma[r][instanceNo] = price;
|
|
else workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
|
|
return(workSmma[r][instanceNo]);
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double workLwma[][_maWorkBufferx1];
|
|
double iLwma(double price, double period, int r, int _bars, int instanceNo=0)
|
|
{
|
|
if (period<=1) return(price);
|
|
if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
workLwma[r][instanceNo] = price;
|
|
double sumw = period;
|
|
double sum = period*price;
|
|
|
|
for(int k=1; k<period && (r-k)>=0; k++)
|
|
{
|
|
double weight = period-k;
|
|
sumw += weight;
|
|
sum += weight*workLwma[r-k][instanceNo];
|
|
}
|
|
return(sum/sumw);
|
|
}
|
|
|
|
//------------------------------------------------------------------
|
|
//
|
|
//------------------------------------------------------------------
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
string getIndicatorName()
|
|
{
|
|
string progPath = MQL5InfoString(MQL5_PROGRAM_PATH); int start=-1;
|
|
while (true)
|
|
{
|
|
int foundAt = StringFind(progPath,"\\",start+1);
|
|
if (foundAt>=0)
|
|
start = foundAt;
|
|
else break;
|
|
}
|
|
|
|
string indicatorName = StringSubstr(progPath,start+1);
|
|
indicatorName = StringSubstr(indicatorName,0,StringLen(indicatorName)-4);
|
|
return(indicatorName);
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
int _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};
|
|
string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};
|
|
string periodToString(int period)
|
|
{
|
|
if (period==PERIOD_CURRENT)
|
|
period = _Period;
|
|
int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
|
|
return(_tfsStr[i]);
|
|
} |