Artur
220 lines
18 KiB
Plaintext
220 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Heiken_Ashi_Smoothed.mq5 |
|
|
//| Copyright © 2011, Nikolay Kositsin |
|
|
//| Khabarovsk, farria@mail.redcom.ru |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright © 2011, Nikolay Kositsin"
|
|
#property link "farria@mail.redcom.ru"
|
|
#property description "Heiken Ashi Smoothed"
|
|
//---- indicator version
|
|
#property version "1.00"
|
|
//+----------------------------------------------+
|
|
//| Indicator drawing parameters |
|
|
//+----------------------------------------------+
|
|
//---- drawing the indicator in the main window
|
|
#property indicator_chart_window
|
|
//----five buffers are used for calculation of drawing of the indicator
|
|
#property indicator_buffers 5
|
|
//---- only one plot is used
|
|
#property indicator_plots 1
|
|
//---- color candlesticks are used as an indicator
|
|
#property indicator_type1 DRAW_COLOR_CANDLES
|
|
#property indicator_color1 DodgerBlue, Red
|
|
//---- displaying the indicator label
|
|
#property indicator_label1 "Heiken Ashi Open;Heiken Ashi High;Heiken Ashi Low;Heiken Ashi Close"
|
|
|
|
//+-----------------------------------+
|
|
//| Smoothings classes description |
|
|
//+-----------------------------------+
|
|
#include <SmoothAlgorithms.mqh>
|
|
//+-----------------------------------+
|
|
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
|
|
CXMA XMAO,XMAL,XMAH,XMAC;
|
|
//+-----------------------------------+
|
|
//| declaration of enumerations |
|
|
//+-----------------------------------+
|
|
enum Applied_price_ //Type of constant
|
|
{
|
|
PRICE_CLOSE_ = 1, //Close
|
|
PRICE_OPEN_, //Open
|
|
PRICE_HIGH_, //High
|
|
PRICE_LOW_, //Low
|
|
PRICE_MEDIAN_, //Median Price (HL/2)
|
|
PRICE_TYPICAL_, //Typical Price (HLC/3)
|
|
PRICE_WEIGHTED_, //Weighted Close (HLCC/4)
|
|
PRICE_SIMPL_, //Simple Price (OC/2)
|
|
PRICE_QUARTER_, //Quarted Price (HLOC/4)
|
|
PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price
|
|
PRICE_TRENDFOLLOW1_ //TrendFollow_2 Price
|
|
};
|
|
/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
|
|
{
|
|
MODE_SMA_, //SMA
|
|
MODE_EMA_, //EMA
|
|
MODE_SMMA_, //SMMA
|
|
MODE_LWMA_, //LWMA
|
|
MODE_JJMA, //JJMA
|
|
MODE_JurX, //JurX
|
|
MODE_ParMA, //ParMA
|
|
MODE_T3, //T3
|
|
MODE_VIDYA, //VIDYA
|
|
MODE_AMA, //AMA
|
|
}; */
|
|
//+----------------------------------------------+
|
|
//| Indicator input parameters |
|
|
//+----------------------------------------------+
|
|
input Smooth_Method MA_SMethod=MODE_EMA_; //Smoothing method
|
|
input int SmLength=8; //Smoothing depth
|
|
input int SmPhase=21; //Smoothing parameter,
|
|
//for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
|
|
// for VIDIA it is a CMO period, for AMA it is a slow average period
|
|
//+----------------------------------------------+
|
|
|
|
//---- declaration of dynamic arrays that further
|
|
// will be used as indicator buffers
|
|
double ExtOpenBuffer[];
|
|
double ExtHighBuffer[];
|
|
double ExtLowBuffer[];
|
|
double ExtCloseBuffer[];
|
|
double ExtColorBuffer[];
|
|
|
|
//----
|
|
int StartBars;
|
|
|
|
//
|
|
|
|
#include <AZ-INVEST/CustomBarConfig.mqh>
|
|
|
|
//
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- initialization of global variables
|
|
StartBars=XMAO.GetStartBars(MA_SMethod,SmLength,SmPhase)+1;
|
|
|
|
//---- setting up alerts for unacceptable values of external variables
|
|
XMAO.XMALengthCheck("Length", SmLength);
|
|
XMAO.XMAPhaseCheck("Phase", SmPhase, MA_SMethod);
|
|
|
|
//---- converting dynamic arrays into the indicator buffers
|
|
SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);
|
|
//---- set dynamic array as a color index buffer
|
|
SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);
|
|
|
|
//---- shifting the start of drawing of the indicator 1
|
|
PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,StartBars);
|
|
|
|
//---- Setting the format of accuracy of displaying the indicator
|
|
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
|
//---- name for the data window and the label for sub-windows
|
|
string short_name="Heiken Ashi Smoothed";
|
|
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| 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[])
|
|
{
|
|
|
|
//---- checking the number of bars to be enough for the calculation
|
|
if(rates_total<StartBars) 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();
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//---- declarations of local variables
|
|
int first,bar;
|
|
double XmaOpen,XmaHigh,XmaLow,XmaClose;
|
|
|
|
//---- calculation of the 'first' starting index for the bars recalculation loop
|
|
if(_prev_calculated>rates_total || _prev_calculated<=0) // checking for the first start of the indicator calculation
|
|
{
|
|
first=0; // starting index for calculation of all bars
|
|
}
|
|
else first=_prev_calculated-1; // starting index for calculation of new bars
|
|
|
|
//---- Main indicator calculation loop
|
|
for(bar=first; bar<rates_total && !IsStopped(); bar++)
|
|
{
|
|
//---- Four calls of the XMASeries function.
|
|
XmaOpen = XMAO.XMASeries(0, _prev_calculated, rates_total, MA_SMethod, SmPhase, SmLength, customChartIndicator.Open [bar], bar, false);
|
|
XmaClose = XMAC.XMASeries(0, _prev_calculated, rates_total, MA_SMethod, SmPhase, SmLength, customChartIndicator.Close[bar], bar, false);
|
|
XmaHigh = XMAH.XMASeries(0, _prev_calculated, rates_total, MA_SMethod, SmPhase, SmLength, customChartIndicator.High [bar], bar, false);
|
|
XmaLow = XMAL.XMASeries(0, _prev_calculated, rates_total, MA_SMethod, SmPhase, SmLength, customChartIndicator.Low [bar], bar, false);
|
|
|
|
if(bar<=StartBars)
|
|
{
|
|
ExtOpenBuffer [bar]=XmaOpen;
|
|
ExtCloseBuffer[bar]=XmaClose;
|
|
ExtHighBuffer [bar]=XmaHigh;
|
|
ExtLowBuffer [bar]=XmaLow;
|
|
|
|
continue;
|
|
}
|
|
|
|
ExtOpenBuffer [bar]=(ExtOpenBuffer[bar-1]+ExtCloseBuffer[bar-1])/2;
|
|
ExtCloseBuffer[bar]=(XmaOpen+XmaHigh+XmaLow+XmaClose)/4;
|
|
ExtHighBuffer [bar]=MathMax(XmaHigh,MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]));
|
|
ExtLowBuffer [bar]=MathMin(XmaLow,MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]));
|
|
|
|
//--- Coloring of candlesticks
|
|
if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;
|
|
else ExtColorBuffer[bar]=1.0;
|
|
|
|
}
|
|
//----
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|