Files
mql5/Indicators/MyIndicators/CHO.mq5
T
2025-08-25 19:29:58 +02:00

211 lines
6.9 KiB
Plaintext

//+------------------------------------------------------------------+
//| CHO.mq5 |
//| Copyright 2025, xxxxxxxx |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property link ""
#property version "1.01" // Added selectable MA Method
#property description "Chaikin Oscillator with selectable MA type"
//--- Indicator Window and Plot Properties ---
#property indicator_separate_window
#property indicator_buffers 4 // CHO, ADL, FastMA, SlowMA
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_label1 "CHO"
#property indicator_level1 0.0
#property indicator_levelstyle STYLE_DOT
//--- Input Parameters ---
input int InpFastPeriod = 3;
input int InpSlowPeriod = 10;
input ENUM_MA_METHOD InpMaMethod = MODE_EMA;
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
//--- Indicator Buffers ---
double BufferCHO[];
double BufferADL[];
double BufferFastMA[];
double BufferSlowMA[];
//--- Global Variables ---
int g_ExtFastPeriod, g_ExtSlowPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
if(g_ExtFastPeriod > g_ExtSlowPeriod)
{
int temp = g_ExtFastPeriod;
g_ExtFastPeriod = g_ExtSlowPeriod;
g_ExtSlowPeriod = temp;
}
SetIndexBuffer(0, BufferCHO, INDICATOR_DATA);
SetIndexBuffer(1, BufferADL, INDICATOR_CALCULATIONS);
SetIndexBuffer(2, BufferFastMA, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufferSlowMA, INDICATOR_CALCULATIONS);
ArraySetAsSeries(BufferCHO, false);
ArraySetAsSeries(BufferADL, false);
ArraySetAsSeries(BufferFastMA, false);
ArraySetAsSeries(BufferSlowMA, false);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtSlowPeriod - 1);
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CHO(%d,%d)", g_ExtFastPeriod, g_ExtSlowPeriod));
IndicatorSetInteger(INDICATOR_DIGITS, 0);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Chaikin Oscillator calculation 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(rates_total < g_ExtSlowPeriod)
return(0);
//--- STEP 1: Calculate Accumulation/Distribution Line (ADL)
for(int i = 0; i < rates_total; i++)
{
double mfm = 0;
double range = high[i] - low[i];
if(range > 0)
{
mfm = ((close[i] - low[i]) - (high[i] - close[i])) / range;
}
long current_volume = (InpVolumeType == VOLUME_TICK) ? tick_volume[i] : volume[i];
double mfv = mfm * current_volume;
if(i > 0)
BufferADL[i] = BufferADL[i-1] + mfv;
else
BufferADL[i] = mfv;
}
//--- STEP 2: Calculate Fast MA on ADL
for(int i = g_ExtFastPeriod - 1; i < rates_total; i++)
{
switch(InpMaMethod)
{
case MODE_EMA:
case MODE_SMMA:
if(i == g_ExtFastPeriod - 1)
{
double sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
sum+=BufferADL[i-j];
BufferFastMA[i] = sum/g_ExtFastPeriod;
}
else
{
if(InpMaMethod == MODE_EMA)
{
double pr=2.0/(g_ExtFastPeriod+1.0);
BufferFastMA[i] = BufferADL[i]*pr + BufferFastMA[i-1]*(1.0-pr);
}
else
BufferFastMA[i] = (BufferFastMA[i-1]*(g_ExtFastPeriod-1)+BufferADL[i])/g_ExtFastPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
{
int weight=g_ExtFastPeriod-j;
lwma_sum+=BufferADL[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferFastMA[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtFastPeriod; j++)
sum+=BufferADL[i-j];
BufferFastMA[i] = sum/g_ExtFastPeriod;
}
break;
}
}
//--- STEP 3: Calculate Slow MA on ADL
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
{
switch(InpMaMethod)
{
case MODE_EMA:
case MODE_SMMA:
if(i == g_ExtSlowPeriod - 1)
{
double sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
sum+=BufferADL[i-j];
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
}
else
{
if(InpMaMethod == MODE_EMA)
{
double pr=2.0/(g_ExtSlowPeriod+1.0);
BufferSlowMA[i] = BufferADL[i]*pr + BufferSlowMA[i-1]*(1.0-pr);
}
else
BufferSlowMA[i] = (BufferSlowMA[i-1]*(g_ExtSlowPeriod-1)+BufferADL[i])/g_ExtSlowPeriod;
}
break;
case MODE_LWMA:
{
double lwma_sum=0, weight_sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
{
int weight=g_ExtSlowPeriod-j;
lwma_sum+=BufferADL[i-j]*weight;
weight_sum+=weight;
}
if(weight_sum>0)
BufferSlowMA[i]=lwma_sum/weight_sum;
}
break;
default: // MODE_SMA
{
double sum=0;
for(int j=0; j<g_ExtSlowPeriod; j++)
sum+=BufferADL[i-j];
BufferSlowMA[i] = sum/g_ExtSlowPeriod;
}
break;
}
}
//--- STEP 4: Calculate final Chaikin Oscillator value
for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
{
BufferCHO[i] = BufferFastMA[i] - BufferSlowMA[i];
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+