Artur
360 lines
25 KiB
Plaintext
360 lines
25 KiB
Plaintext
//+------------------------------------------------------------------+
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//|Based on TradersDynamicIndex.mq4 by Dean Malone |
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//| TradersDynamicIndex.mq5 |
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//| Copyright © 2015-2019, EarnForex.com |
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//| https://www.earnforex.com/ |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2015-2019, www.EarnForex.com"
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#property link "https://www.earnforex.com/metatrader-indicators/Traders-Dynamic-Index/"
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#property version "1.03"
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#property description "Shows trend direction, strength, and volatility."
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#property description "Green line - RSI Price line."
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#property description "Red line - Trade Signal line."
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#property description "Blue lines - Volatility Band."
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#property description "Yellow line - Market Base line."
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#property indicator_separate_window
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#property indicator_buffers 8
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#property indicator_plots 5
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#property indicator_level1 32
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#property indicator_level2 50
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#property indicator_level3 68
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#property indicator_levelcolor clrDimGray
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#property indicator_levelstyle STYLE_DOT
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#property indicator_levelwidth 1
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#property indicator_color1 clrMediumBlue
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#property indicator_label1 "VB High"
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#property indicator_type1 DRAW_LINE
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#property indicator_width1 1
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#property indicator_style1 STYLE_SOLID
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#property indicator_color2 clrYellow
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#property indicator_label2 "Market Base Line"
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#property indicator_type2 DRAW_LINE
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#property indicator_width2 2
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#property indicator_style2 STYLE_SOLID
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#property indicator_color3 clrMediumBlue
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#property indicator_label3 "VB Low"
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#property indicator_type3 DRAW_LINE
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#property indicator_width3 1
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#property indicator_style3 STYLE_SOLID
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#property indicator_color4 clrGreen
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#property indicator_label4 "RSI Price Line"
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#property indicator_type4 DRAW_LINE
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#property indicator_width4 2
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#property indicator_style4 STYLE_SOLID
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#property indicator_color5 clrRed
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#property indicator_label5 "Trade Signal Line"
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#property indicator_type5 DRAW_LINE
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#property indicator_width5 2
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#property indicator_style5 STYLE_SOLID
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input int RSI_Period = 13; // RSI_Period: 8-25
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input ENUM_APPLIED_PRICE RSI_Price = PRICE_CLOSE;
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input int Volatility_Band = 34; // Volatility_Band: 20-40
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input double StdDev = 1.6185; // Standard Deviations: 1-3
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input int RSI_Price_Line = 2;
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input ENUM_MA_METHOD RSI_Price_Type = MODE_SMA;
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input int Trade_Signal_Line = 7;
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input ENUM_MA_METHOD Trade_Signal_Type = MODE_SMA;
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input bool AlertNative = false; // AlertNative: Alert popup inside platform.
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input bool AlertSound = false; // AlertSound: Play a sound on alert.
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input bool AlertEmail = false; // AlertEmail: Send an email on alert.
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input bool AlertNotification = false; // AlertNotification: Send a push notification on alert.
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double RSIBuf[], RSIBufPos[], RSIBufNeg[], UpZone[], MdZone[], DnZone[], MaBuf[], MbBuf[];
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int MaxPeriod = 0;
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datetime AlertPlayed = 0;
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int RSI_handle;
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//
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#include <AZ-INVEST/SDK/RSI.mqh>
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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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IndicatorSetString(INDICATOR_SHORTNAME, "TDI(" + IntegerToString(RSI_Period) + "," + IntegerToString(Volatility_Band) + "," + IntegerToString(RSI_Price_Line) + "," + IntegerToString(Trade_Signal_Line) + ")");
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SetIndexBuffer(0, UpZone, INDICATOR_DATA);
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SetIndexBuffer(1, MdZone, INDICATOR_DATA);
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SetIndexBuffer(2, DnZone, INDICATOR_DATA);
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SetIndexBuffer(3, MaBuf, INDICATOR_DATA);
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SetIndexBuffer(4, MbBuf, INDICATOR_DATA);
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SetIndexBuffer(5, RSIBuf, INDICATOR_CALCULATIONS);
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SetIndexBuffer(6, RSIBufPos, INDICATOR_CALCULATIONS);
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SetIndexBuffer(7, RSIBufNeg, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(UpZone, true);
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ArraySetAsSeries(MdZone, true);
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ArraySetAsSeries(DnZone, true);
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ArraySetAsSeries(MaBuf, true);
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ArraySetAsSeries(MbBuf, true);
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ArraySetAsSeries(RSIBuf, true);
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ArraySetAsSeries(RSIBufPos, true);
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ArraySetAsSeries(RSIBufNeg, true);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, 0);
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PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, 0);
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IndicatorSetInteger(INDICATOR_DIGITS, 1);
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//RSI_handle = iRSI(Symbol(), Period(), RSI_Period, RSI_Price);
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//RSI_handle = iCustom(_Symbol, _Period, "MedianRenko\\Indicators\\MedianRenko_RSI2", RSI_Period, RSI_Price ,true); // my debug environment
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// RSI_handle = iCustom(_Symbol, _Period, "MedianRenko\\MedianRenko_RSI2", RSI_Period, RSI_Price ,true);
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MaxPeriod = Volatility_Band + RSI_Period;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MaxPeriod);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, MaxPeriod);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, MaxPeriod);
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PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, MaxPeriod + RSI_Price_Line);
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PlotIndexSetInteger(4, PLOT_DRAW_BEGIN, MaxPeriod + Trade_Signal_Line);
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customChartIndicator.SetGetTimeFlag();
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customChartIndicator.SetUseAppliedPriceFlag(RSI_Price);
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}
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//+------------------------------------------------------------------+
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//| Traders Dynamic Index |
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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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{
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double MA, RSI[];
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ArrayResize(RSI, Volatility_Band);
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ArraySetAsSeries(customChartIndicator.Time, true);
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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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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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int i;
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int counted_bars = _prev_calculated;
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// Too few bars to work with.
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if (rates_total < MaxPeriod) return(0);
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i = rates_total - counted_bars;
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if (i > rates_total - MaxPeriod - 1) i = rates_total - MaxPeriod - 1;
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// int RSI_bars = CopyBuffer(RSI_handle, 0, 0, rates_total, RSIBuf); // todo?
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// if (RSI_bars == -1) return(0);
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RsiOnBuffer(rates_total, _prev_calculated, counted_bars, RSI_Period, customChartIndicator.Price, RSIBuf, RSIBufPos, RSIBufNeg);
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// Calculate BB on RSI.
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while (i >= 0)
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{
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MA = 0;
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for (int x = i; x < i + Volatility_Band; x++)
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{
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RSI[x - i] = RSIBuf[x];
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MA += RSIBuf[x] / Volatility_Band;
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}
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double SD = StdDev * StDev(RSI, Volatility_Band);
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UpZone[i] = MA + SD;
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DnZone[i] = MA - SD;
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MdZone[i] = (UpZone[i] + DnZone[i]) / 2;
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i--;
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}
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i = rates_total - counted_bars;
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if (i > rates_total - MaxPeriod - 1) i = rates_total - MaxPeriod - 1;
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// Calculate MAs of RSI.
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while (i >= 0)
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{
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MaBuf[i] = iMAOnArray(RSIBuf, 0, RSI_Price_Line, 0, RSI_Price_Type, i);
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MbBuf[i] = iMAOnArray(RSIBuf, 0, Trade_Signal_Line, 0, Trade_Signal_Type, i);
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i--;
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}
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if ((MbBuf[0] > MdZone[0]) && (MbBuf[1] <= MdZone[1]) && (AlertPlayed != customChartIndicator.Time[0]))
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{
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if (AlertNative) Alert("Bullish cross");
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if (AlertSound) PlaySound("alert.wav");
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if (AlertEmail)
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{
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SendMail("TDI Alert: BUY " + _Symbol + " @ " + PeriodToString(_Period), "Current rate = " + DoubleToString(SymbolInfoDouble(_Symbol, SYMBOL_BID), _Digits) + "/" + DoubleToString(SymbolInfoDouble(_Symbol, SYMBOL_ASK), _Digits) + "\nIndicator buffers:\nVB High = " + DoubleToString(UpZone[0], 1) + "\nMarket Base Line = " + DoubleToString(MdZone[0], 1) + "\nVB Low = " + DoubleToString(DnZone[0], 1) + "\nRSI Price Line = " + DoubleToString(MaBuf[0], 1) + "\nTrade Signal Line = " + DoubleToString(MbBuf[0], 1));
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}
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if (AlertNotification) SendNotification("TDI Alert: BUY " + _Symbol + " @ " + PeriodToString(_Period));
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AlertPlayed = customChartIndicator.Time[0];
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}
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if ((MbBuf[0] < MdZone[0]) && (MbBuf[1] >= MdZone[1]) && (AlertPlayed != customChartIndicator.Time[0]))
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{
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if (AlertNative) Alert("Bearish cross");
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if (AlertSound) PlaySound("alert.wav");
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if (AlertEmail)
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{
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SendMail("TDI Alert: SELL " + _Symbol + " @ " + PeriodToString(_Period), "Current rate = " + DoubleToString(SymbolInfoDouble(_Symbol, SYMBOL_BID), _Digits) + "/" + DoubleToString(SymbolInfoDouble(_Symbol, SYMBOL_ASK), _Digits) + "\nIndicator buffers:\nVB High = " + DoubleToString(UpZone[0], 1) + "\nMarket Base Line = " + DoubleToString(MdZone[0], 1) + "\nVB Low = " + DoubleToString(DnZone[0], 1) + "\nRSI Price Line = " + DoubleToString(MaBuf[0], 1) + "\nTrade Signal Line = " + DoubleToString(MbBuf[0], 1));
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}
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if (AlertNotification) SendNotification("TDI Alert: SELL " + _Symbol + " @ " + PeriodToString(_Period));
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AlertPlayed = customChartIndicator.Time[0];
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}
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return(rates_total);
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}
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// Standard Deviation function.
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double StDev(double& Data[], int Per)
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{
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return(MathSqrt(Variance(Data, Per)));
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}
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// Math Variance function.
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double Variance(double& Data[], int Per)
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{
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double sum = 0, ssum = 0;
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for (int i = 0; i < Per; i++)
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{
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sum += Data[i];
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ssum += MathPow(Data[i], 2);
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}
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return((ssum * Per - sum * sum) / (Per * (Per - 1)));
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}
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//+------------------------------------------------------------------+
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//| Based on http://www.mql5.com/en/articles/81 |
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//| Simplified SMA calculation. |
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//+------------------------------------------------------------------+
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double iMAOnArray(double &Array[], int total, int iMAPeriod, int ma_shift, ENUM_MA_METHOD ma_method, int Shift)
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{
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double buf[];
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if ((total > 0) && (total <= iMAPeriod)) return(0);
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if (total == 0) total = ArraySize(Array);
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if (ArrayResize(buf, total) < 0) return(0);
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switch(ma_method)
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{
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// Simplified SMA. No longer works with ma_shift parameter.
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case MODE_SMA:
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{
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double sum = 0;
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for (int i = Shift; i < Shift + iMAPeriod; i++)
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sum += Array[i] / iMAPeriod;
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return(sum);
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}
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case MODE_EMA:
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{
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double pr = 2.0 / (iMAPeriod + 1);
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int pos = total - 2;
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while (pos >= 0)
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{
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if (pos == total - 2) buf[pos + 1] = Array[pos + 1];
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buf[pos] = Array[pos] * pr + buf[pos + 1] * (1 - pr);
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pos--;
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}
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return(buf[Shift + ma_shift]);
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}
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case MODE_SMMA:
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{
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double sum = 0;
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int i, k, pos;
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pos = total - iMAPeriod;
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while (pos >= 0)
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{
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if (pos == total - iMAPeriod)
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{
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for (i = 0, k = pos; i < iMAPeriod; i++, k++)
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{
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sum += Array[k];
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buf[k] = 0;
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}
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}
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else sum = buf[pos + 1] * (iMAPeriod - 1) + Array[pos];
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buf[pos] = sum / iMAPeriod;
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pos--;
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}
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return(buf[Shift + ma_shift]);
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}
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case MODE_LWMA:
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{
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double sum = 0.0, lsum = 0.0;
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double price;
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int i, weight = 0, pos = total - 1;
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for (i = 1; i <= iMAPeriod; i++, pos--)
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{
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price = Array[pos];
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sum += price * i;
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lsum += price;
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weight += i;
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}
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pos++;
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i = pos + iMAPeriod;
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while (pos >= 0)
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{
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buf[pos] = sum / weight;
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if (pos == 0) break;
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pos--;
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i--;
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price = Array[pos];
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sum = sum - lsum + price * iMAPeriod;
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lsum -= Array[i];
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lsum += price;
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}
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return(buf[Shift + ma_shift]);
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}
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default: return(0);
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}
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return(0);
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}
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// For alerts.
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string PeriodToString(int per)
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{
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switch (per)
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{
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case 60:
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return("H1");
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case 240:
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return("H4");
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case 1440:
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return("D1");
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case 10080:
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return("W1");
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case 43200:
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return("MN1");
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case 30:
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return("M30");
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case 15:
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return("M15");
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case 5:
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return("M5");
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case 1:
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return("M1");
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}
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return("");
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}
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//+------------------------------------------------------------------+ |