Artur
680 lines
23 KiB
Plaintext
680 lines
23 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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);
|
|
}
|
|
//+------------------------------------------------------------------+
|