244 lines
7.4 KiB
Plaintext
244 lines
7.4 KiB
Plaintext
//------------------------------------------------------------------
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#property copyright "mladen"
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#property link "www.forex-tsd.com"
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//------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 4
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#property indicator_label1 "ADX trend"
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#property indicator_type1 DRAW_FILLING
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#property indicator_color1 C'200,255,180',clrMistyRose
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#property indicator_label2 "ADX"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrLimeGreen
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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#property indicator_label3 "ADXR"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGold
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 2
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#property indicator_label4 "Level"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrSilver
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#property indicator_style4 STYLE_DOT
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//
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//
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//
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//
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//
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enum enVolume
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{
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vol_noVolume, // do not use volume
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vol_ticks, // use ticks
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vol_real // use real volume
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};
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//
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//
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//
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//
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//
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input int AdxPeriod = 14; // ADX (DMI) period
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input double AdxLevel = 20; // ADX level
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input bool ShowADX = true; // ADX visible
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input bool ShowADXR = false; // ADXR visible
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input enVolume VolumeType = vol_ticks; // Volume to use
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//
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//
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//
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//
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//
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double DIp[];
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double DIm[];
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double ADX[];
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double ADXR[];
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double Level[];
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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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//
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//------------------------------------------------------------------
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//
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//
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//
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//
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//
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int OnInit()
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{
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SetIndexBuffer(0,DIp,INDICATOR_DATA);
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SetIndexBuffer(1,DIm,INDICATOR_DATA);
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SetIndexBuffer(2,ADX,INDICATOR_DATA);
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SetIndexBuffer(3,ADXR,INDICATOR_DATA);
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SetIndexBuffer(4,Level,INDICATOR_DATA);
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//
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//
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//
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//
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//
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IndicatorSetString(INDICATOR_SHORTNAME," VEMA Wilder's DMI ("+string(AdxPeriod)+")");
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customChartIndicator.SetGetVolumesFlag();
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return(0);
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}
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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//
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//
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//
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//
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//
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double averages[][9];
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#define _Vol 0
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#define _DIp 1
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#define _DIm 2
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#define _TR 3
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#define _Adx 4
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#define _DIpa 5
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#define _DIma 6
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#define _TRa 7
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#define _Adxa 8
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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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// 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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if (ArrayRange(averages,0)!=rates_total) ArrayResize(averages,rates_total);
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//
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//
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//
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//
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//
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double sf = 1.0/(double)AdxPeriod;
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for (int i=(int)MathMax(_prev_calculated-1,1); i<rates_total; i++)
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{
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double currTR = MathMax(customChartIndicator.High[i],customChartIndicator.Close[i-1])-MathMin(customChartIndicator.Low[i],customChartIndicator.Close[i-1]);
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double DeltaHi = customChartIndicator.High[i] - customChartIndicator.High[i-1];
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double DeltaLo = customChartIndicator.Low[i-1] - customChartIndicator.Low[i];
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double plusDM = 0.00;
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double minusDM = 0.00;
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double vol;
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switch(VolumeType)
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{
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case vol_ticks: vol = (double)customChartIndicator.Tick_volume[i]; break;
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case vol_real: vol = (double)customChartIndicator.Real_volume[i]; break;
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default: vol = 1;
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}
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if ((DeltaHi > DeltaLo) && (DeltaHi > 0)) plusDM = DeltaHi;
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if ((DeltaLo > DeltaHi) && (DeltaLo > 0)) minusDM = DeltaLo;
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//
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//
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//
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//
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//
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averages[i][_Vol] = averages[i-1][_Vol] + sf*(vol - averages[i-1][_Vol]);
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averages[i][_DIp] = averages[i-1][_DIp] + sf*(vol*plusDM - averages[i-1][_DIp]);
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averages[i][_DIm] = averages[i-1][_DIm] + sf*(vol*minusDM - averages[i-1][_DIm]);
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averages[i][_TR] = averages[i-1][_TR] + sf*(vol*currTR - averages[i-1][_TR]);
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averages[i][_DIpa] = averages[i][_DIp]/MathMax(averages[i][_Vol],1);
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averages[i][_DIma] = averages[i][_DIm]/MathMax(averages[i][_Vol],1);
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averages[i][_TRa] = averages[i][_TR] /MathMax(averages[i][_Vol],1);
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Level[i] = AdxLevel;
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//
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//
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//
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//
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//
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DIp[i] = 0.00;
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DIm[i] = 0.00;
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ADX[i] = EMPTY_VALUE;
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ADXR[i] = EMPTY_VALUE;
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if (averages[i][_TRa] > 0)
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{
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DIp[i] = 100.00 * averages[i][_DIpa]/averages[i][_TRa];
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DIm[i] = 100.00 * averages[i][_DIma]/averages[i][_TRa];
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}
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if(ShowADX)
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{
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double DX;
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if((DIp[i] + DIm[i])>0)
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DX = 100*MathAbs(DIp[i] - DIm[i])/(DIp[i] + DIm[i]);
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else DX = 0.00;
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averages[i][_Adx] = averages[i-1][_Adx]+ sf*(vol*DX - averages[i-1][_Adx]);
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averages[i][_Adxa] = averages[i][_Adx]/MathMax(averages[i][_Vol],1);
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ADX[i] = averages[i][_Adxa];
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if(ShowADXR && i>=AdxPeriod)
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ADXR[i] = 0.5*(ADX[i] + ADX[i-AdxPeriod]);
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}
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}
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return(rates_total);
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}
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