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Range-Bars-Charting/Indicators/RangeBars/HalfTrend.mq5
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Artur 380071b195 version 3.14
2021-04-28 17:27:12 +02:00

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//+------------------------------------------------------------------+
//| 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");
}
}
//+------------------------------------------------------------------+
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