Pietro GiacobazziandDevin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
78ccb1d819
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
202 lines
6.8 KiB
Plaintext
202 lines
6.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| PaPP_Median.mq5 |
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//| PaPP v2 |
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//+------------------------------------------------------------------+
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#property copyright "PaPP v2"
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#property version "2.00"
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#property description "PaPP Median - Mediana 7 MA (3g-1y)"
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#property description "Calcolo ancorato a D1 = linea uguale su ogni timeframe"
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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input int FontSize = 9;
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input bool Smooth = true; // interpola tra i valori D1 -> linea morbida
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#define ANCHOR_TF PERIOD_D1 // calcolo ancorato a D1: linea identica su ogni TF
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double Buff_Median[];
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int gDays[7] = {365,182,121,30,14,7,3};
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int hMA[7];
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int bars[7];
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string _pfx = "PM_";
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//+------------------------------------------------------------------+
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int TimeToBars(int d)
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{
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datetime n = TimeCurrent();
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if(n==0)
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{
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long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
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return (int)MathMax(1,s/p);
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}
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return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
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}
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//+------------------------------------------------------------------+
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int OnInit()
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{
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for(int i=0;i<7;i++)
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{
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bars[i] = TimeToBars(gDays[i]);
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hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
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if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
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}
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SetIndexBuffer(0,Buff_Median,INDICATOR_DATA);
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ArraySetAsSeries(Buff_Median,true);
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PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
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PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrGold);
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PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
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PlotIndexSetString(0,PLOT_LABEL,"PaPP Median");
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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IndicatorSetString(INDICATOR_SHORTNAME,"PaPP Median");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
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ObjectsDeleteAll(0,_pfx);
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}
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//+------------------------------------------------------------------+
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// d1shift = indice (serie) della barra D1 da cui leggere la SMA
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double GetMA(int m,int d1shift)
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{
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if(d1shift<0) return 0;
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double buf[1];
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if(CopyBuffer(hMA[m],0,d1shift,1,buf)==1) return buf[0];
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return 0;
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}
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//+------------------------------------------------------------------+
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double Median(double &a[],int n)
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{
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if(n<=0) return 0;
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ArraySort(a);
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if((n&1)==1) return a[n/2];
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return 0.5*(a[n/2-1]+a[n/2]);
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}
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//+------------------------------------------------------------------+
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// Mediana delle 7 MA su una specifica barra D1
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double MedianAtD1(int d1shift)
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{
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if(d1shift<0) return 0;
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double vals[]; int cnt=0; ArrayResize(vals,7);
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for(int m=0;m<7;m++) { double v=GetMA(m,d1shift); if(v>0) { vals[cnt]=v; cnt++; } }
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ArrayResize(vals,cnt);
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return Median(vals,cnt);
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}
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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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if(rates_total<2) return 0;
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ArraySetAsSeries(close,true);
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ArraySetAsSeries(time,true);
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int limit = rates_total - prev_calculated;
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if(limit>1) limit=rates_total-1;
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for(int idx=limit;idx>=0;idx--)
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{
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//--- barra D1 che contiene il tempo di questa barra grafico
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int d1cur = iBarShift(_Symbol,ANCHOR_TF,time[idx],false);
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if(d1cur<0) { Buff_Median[idx]=0; continue; }
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if(!Smooth)
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{
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//--- gradino: ultima barra D1 chiusa (non-repaint)
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Buff_Median[idx]=MedianAtD1(d1cur+1);
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continue;
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}
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//--- linea morbida: interpola tra mediana di inizio e fine giornata
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double vEnd = MedianAtD1(d1cur); // giornata corrente
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double vStart = MedianAtD1(d1cur+1); // giornata precedente
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datetime t0 = iTime(_Symbol,ANCHOR_TF,d1cur);
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datetime t1 = (d1cur>0) ? iTime(_Symbol,ANCHOR_TF,d1cur-1)
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: t0 + PeriodSeconds(ANCHOR_TF);
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double frac = (t1>t0) ? (double)(time[idx]-t0)/(double)(t1-t0) : 0.0;
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frac = MathMax(0.0,MathMin(1.0,frac));
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if(vStart>0 && vEnd>0) Buff_Median[idx]=vStart+frac*(vEnd-vStart);
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else if(vEnd>0) Buff_Median[idx]=vEnd;
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else Buff_Median[idx]=vStart;
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}
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DrawInfo();
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return rates_total;
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}
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//+------------------------------------------------------------------+
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void DrawInfo()
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{
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double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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double median = MedianAtD1(1); // valore D1 chiuso (stabile, non-repaint)
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if(median<=0) return;
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int x=10,y=30,lh=FontSize+4;
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ObjectsDeleteAll(0,_pfx);
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Lbl("T","PaPP Median ["+EnumToString((ENUM_TIMEFRAMES)_Period)+"]",x,y,FontSize+2,clrGold,true);
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y+=lh+4;
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double distPct = (bid-median)/median*100;
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string distS = StringFormat("%+.2f%%",distPct);
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color distC = (distPct>0)?clrRed:clrLimeGreen;
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Lbl("M","Median: "+DoubleToString(median,_Digits),x,y,FontSize,clrWhite,false); y+=lh;
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Lbl("D","Dist: "+distS,x,y,FontSize,distC,true); y+=lh+2;
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//--- Dispersione MA e bande (info)
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double ds=0; int dc=0;
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for(int m=0;m<7;m++) { double v=GetMA(m,1); if(v>0) { ds+=MathAbs(v-median)/median*100; dc++; } }
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double vol = (dc>0)?ds/dc:0;
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Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh+2;
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//--- Valori delle 7 MA (giorni : valore)
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for(int m=0;m<7;m++)
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{
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double v=GetMA(m,1);
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color cma = (v>median)?clrSalmon:clrLightGreen;
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Lbl("a"+IntegerToString(m),
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StringFormat("MA %3dg: %s",gDays[m],DoubleToString(v,_Digits)),
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x,y,FontSize-1,(v>0)?cma:clrGray,false);
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y+=lh-2;
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}
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y+=2;
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Lbl("H","Sopra=SELL | Sotto=BUY",x,y,FontSize-1,clrGray,false);
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}
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//+------------------------------------------------------------------+
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void Lbl(string n,string t,int x,int y,int fs,color c,bool b)
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{
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string o=_pfx+n;
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if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_LABEL,0,0,0);
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ObjectSetInteger(0,o,OBJPROP_XDISTANCE,x);
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ObjectSetInteger(0,o,OBJPROP_YDISTANCE,y);
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ObjectSetInteger(0,o,OBJPROP_CORNER,CORNER_LEFT_UPPER);
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ObjectSetString(0,o,OBJPROP_TEXT,t);
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ObjectSetString(0,o,OBJPROP_FONT,b?"Consolas Bold":"Consolas");
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ObjectSetInteger(0,o,OBJPROP_FONTSIZE,fs);
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ObjectSetInteger(0,o,OBJPROP_COLOR,c);
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ObjectSetInteger(0,o,OBJPROP_BACK,false);
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ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
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ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
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}
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//+------------------------------------------------------------------+
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