Artur
247 lines
9.0 KiB
Plaintext
247 lines
9.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| ParabolicSAR.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 1
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 DodgerBlue
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//--- External parametrs
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input double InpSARStep=0.02; // Step
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input double InpSARMaximum=0.2; // Maximum
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//---- buffers
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double ExtSARBuffer[];
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double ExtEPBuffer[];
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double ExtAFBuffer[];
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//--- global variables
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int ExtLastRevPos;
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bool ExtDirectionLong;
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double ExtSarStep;
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double ExtSarMaximum;
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- checking input data
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if(InpSARStep<0.0)
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{
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ExtSarStep=0.02;
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Print("Input parametr InpSARStep has incorrect value. Indicator will use value",
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ExtSarStep,"for calculations.");
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}
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else ExtSarStep=InpSARStep;
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if(InpSARMaximum<0.0)
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{
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ExtSarMaximum=0.2;
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Print("Input parametr InpSARMaximum has incorrect value. Indicator will use value",
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ExtSarMaximum,"for calculations.");
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}
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else ExtSarMaximum=InpSARMaximum;
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//---- indicator buffers
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SetIndexBuffer(0,ExtSARBuffer);
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SetIndexBuffer(1,ExtEPBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtAFBuffer,INDICATOR_CALCULATIONS);
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//--- set arrow symbol
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PlotIndexSetInteger(0,PLOT_ARROW,159);
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- set label name
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PlotIndexSetString(0,PLOT_LABEL,"SAR("+
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DoubleToString(ExtSarStep,2)+","+
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DoubleToString(ExtSarMaximum,2)+")");
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//--- set global variables
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ExtLastRevPos=0;
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ExtDirectionLong=false;
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//----
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- check for minimum rates count
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if(rates_total<3)
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return(0);
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//
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// Process data through MedianRenko indicator
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//
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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//
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// Make the following modifications in the code below:
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//
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// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// customChartIndicator.Open[] should be used instead of open[]
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// customChartIndicator.Low[] should be used instead of low[]
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// customChartIndicator.High[] should be used instead of high[]
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// customChartIndicator.Close[] should be used instead of close[]
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//
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// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
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//
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// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
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// customChartIndicator.Real_volume[] should be used instead of Volume[]
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// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// customChartIndicator.Price[] should be used instead of Price[]
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// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
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//
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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//--- detect current position
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int pos=_prev_calculated-1;
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//--- correct position
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if(pos<1)
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{
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//--- first pass, set as SHORT
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pos=1;
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ExtAFBuffer[0]=ExtSarStep;
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ExtAFBuffer[1]=ExtSarStep;
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ExtSARBuffer[0]=customChartIndicator.High[0];
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ExtLastRevPos=0;
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ExtDirectionLong=false;
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ExtSARBuffer[1]=GetHigh(pos,ExtLastRevPos,customChartIndicator.High);
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ExtEPBuffer[0]=customChartIndicator.Low[pos];
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ExtEPBuffer[1]=customChartIndicator.Low[pos];
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}
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//---main cycle
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for(int i=pos;i<rates_total-1 && !IsStopped();i++)
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{
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//--- check for reverse
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if(ExtDirectionLong)
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{
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if(ExtSARBuffer[i]>customChartIndicator.Low[i])
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{
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//--- switch to SHORT
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ExtDirectionLong=false;
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ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,customChartIndicator.High);
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ExtEPBuffer[i]=customChartIndicator.Low[i];
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ExtLastRevPos=i;
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ExtAFBuffer[i]=ExtSarStep;
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}
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}
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else
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{
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if(ExtSARBuffer[i]<customChartIndicator.High[i])
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{
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//--- switch to LONG
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ExtDirectionLong=true;
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ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,customChartIndicator.Low);
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ExtEPBuffer[i]=customChartIndicator.High[i];
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ExtLastRevPos=i;
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ExtAFBuffer[i]=ExtSarStep;
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}
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}
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//--- continue calculations
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if(ExtDirectionLong)
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{
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//--- check for new High
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if(customChartIndicator.High[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
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{
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ExtEPBuffer[i]=customChartIndicator.High[i];
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ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
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if(ExtAFBuffer[i]>ExtSarMaximum)
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ExtAFBuffer[i]=ExtSarMaximum;
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}
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else
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{
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//--- when we haven't reversed
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if(i!=ExtLastRevPos)
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{
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ExtAFBuffer[i]=ExtAFBuffer[i-1];
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ExtEPBuffer[i]=ExtEPBuffer[i-1];
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}
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}
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//--- calculate SAR for tomorrow
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ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
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//--- check for SAR
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if(ExtSARBuffer[i+1]>customChartIndicator.Low[i] || ExtSARBuffer[i+1]>customChartIndicator.Low[i-1])
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ExtSARBuffer[i+1]=MathMin(customChartIndicator.Low[i],customChartIndicator.Low[i-1]);
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}
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else
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{
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//--- check for new Low
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if(customChartIndicator.Low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
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{
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ExtEPBuffer[i]=customChartIndicator.Low[i];
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ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
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if(ExtAFBuffer[i]>ExtSarMaximum)
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ExtAFBuffer[i]=ExtSarMaximum;
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}
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else
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{
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//--- when we haven't reversed
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if(i!=ExtLastRevPos)
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{
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ExtAFBuffer[i]=ExtAFBuffer[i-1];
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ExtEPBuffer[i]=ExtEPBuffer[i-1];
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}
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}
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//--- calculate SAR for tomorrow
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ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
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//--- check for SAR
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if(ExtSARBuffer[i+1]<customChartIndicator.High[i] || ExtSARBuffer[i+1]<customChartIndicator.High[i-1])
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ExtSARBuffer[i+1]=MathMax(customChartIndicator.High[i],customChartIndicator.High[i-1]);
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}
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}
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//---- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Find highest price from start to current position |
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//+------------------------------------------------------------------+
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double GetHigh(int nPosition,int nStartPeriod,const double &HiData[])
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{
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//--- calculate
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double result=HiData[nStartPeriod];
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for(int i=nStartPeriod;i<=nPosition;i++) if(result<HiData[i]) result=HiData[i];
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return(result);
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}
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//+------------------------------------------------------------------+
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//| Find lowest price from start to current position |
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//+------------------------------------------------------------------+
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double GetLow(int nPosition,int nStartPeriod,const double &LoData[])
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{
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//--- calculate
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double result=LoData[nStartPeriod];
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for(int i=nStartPeriod;i<=nPosition;i++) if(result>LoData[i]) result=LoData[i];
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return(result);
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}
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//+------------------------------------------------------------------+
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