Initial commit: MQL5 Indicators Collection (MetaTrader 5) - Part 3
This commit is contained in:
GeneralTradingSarl
Binary file not shown.
|
After Width: | Height: | Size: 7.1 KiB |
@@ -0,0 +1,21 @@
|
||||
# 🚀 Unlock the Power of Trading!
|
||||
|
||||
Welcome to this open-source trading project. Here you will find powerful tools to enhance your trading journey. If you find this project useful, please consider starring ⭐, sharing, or donating to support further development!
|
||||
|
||||
---
|
||||
|
||||
**Support the project:**
|
||||
- Star this repository on GitHub
|
||||
- Share it with your trading friends
|
||||
- [Donate here](https://www.paypal.com/donate/?hosted_button_id=YOUR_BUTTON_ID) to help us grow!
|
||||
|
||||
---
|
||||
|
||||
## Files included:
|
||||
### Source Files:
|
||||
- `normalized_velocity.mq5`
|
||||
|
||||
### Screenshots:
|
||||
|
||||
|
||||
> Made with ❤️ for the trading community.
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 2.6 KiB |
Binary file not shown.
|
After Width: | Height: | Size: 1.8 KiB |
@@ -0,0 +1,322 @@
|
||||
//------------------------------------------------------------------
|
||||
|
||||
#property copyright "mladen"
|
||||
#property link "www.forex-tsd.com"
|
||||
|
||||
//------------------------------------------------------------------
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 1
|
||||
|
||||
#property indicator_label1 "Velocity"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 clrLimeGreen,clrOrange
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
enum enPrices
|
||||
{
|
||||
pr_close, // Close
|
||||
pr_open, // Open
|
||||
pr_high, // High
|
||||
pr_low, // Low
|
||||
pr_median, // Median
|
||||
pr_typical, // Typical
|
||||
pr_weighted, // Weighted
|
||||
pr_average, // Average (high+low+oprn+close)/4
|
||||
pr_haclose, // Heiken ashi close
|
||||
pr_haopen , // Heiken ashi open
|
||||
pr_hahigh, // Heiken ashi high
|
||||
pr_halow, // Heiken ashi low
|
||||
pr_hamedian, // Heiken ashi median
|
||||
pr_hatypical, // Heiken ashi typical
|
||||
pr_haweighted, // Heiken ashi weighted
|
||||
pr_haaverage // Heiken ashi average
|
||||
};
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
input int Length = 32; // Velocity period
|
||||
input enPrices Price = pr_median; // Price to use
|
||||
input int NormPeriod = 14; // Normalization period
|
||||
input color ColorFrom = clrOrange; // Color down
|
||||
input color ColorTo = clrLime; // Color Up
|
||||
input int ColorSteps = 50; // Color steps for drawing
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double vel[];
|
||||
double colorBuffer[];
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int cSteps;
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0,vel,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX);
|
||||
cSteps = (ColorSteps>1) ? ColorSteps : 2;
|
||||
PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,cSteps+1);
|
||||
for (int i=0;i<cSteps+1;i++)
|
||||
PlotIndexSetInteger(0,PLOT_LINE_COLOR,i,gradientColor(i,cSteps+1,ColorFrom,ColorTo));
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
IndicatorSetString(INDICATOR_SHORTNAME," Velocity ("+string(Length)+")");
|
||||
return(0);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
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[])
|
||||
{
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)
|
||||
{
|
||||
double price = getPrice(Price,open,close,high,low,i,rates_total);
|
||||
vel[i] = iRsi(iVelocity(price,Length,i,rates_total),NormPeriod,rates_total,i);
|
||||
if (i>0)
|
||||
{
|
||||
colorBuffer[i] = colorBuffer[i-1];
|
||||
double min = vel[i];
|
||||
double max = vel[i];
|
||||
double col = 0;
|
||||
for(int k=1; k<ColorSteps && (i-k)>=0; k++)
|
||||
{
|
||||
min = (vel[i-k]<min) ? vel[i-k] : min;
|
||||
max = (vel[i-k]>max) ? vel[i-k] : max;
|
||||
}
|
||||
if((max-min) == 0)
|
||||
col = 50;
|
||||
else col = 100 * (vel[i]-min)/(max-min);
|
||||
colorBuffer[i] = MathFloor(col*cSteps/100.0);
|
||||
}
|
||||
}
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
double workHa[][4];
|
||||
double getPrice(enPrices price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)
|
||||
{
|
||||
if (price>=pr_haclose && price<=pr_haaverage)
|
||||
{
|
||||
if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars);
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double haOpen;
|
||||
if (i>0)
|
||||
haOpen = (workHa[i-1][2] + workHa[i-1][3])/2.0;
|
||||
else haOpen = open[i]+close[i];
|
||||
double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
|
||||
double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
|
||||
double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
|
||||
|
||||
if(haOpen <haClose) { workHa[i][0] = haLow; workHa[i][1] = haHigh; }
|
||||
else { workHa[i][0] = haHigh; workHa[i][1] = haLow; }
|
||||
workHa[i][2] = haOpen;
|
||||
workHa[i][3] = haClose;
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
switch (price)
|
||||
{
|
||||
case pr_haclose: return(haClose);
|
||||
case pr_haopen: return(haOpen);
|
||||
case pr_hahigh: return(haHigh);
|
||||
case pr_halow: return(haLow);
|
||||
case pr_hamedian: return((haHigh+haLow)/2.0);
|
||||
case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
|
||||
case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
|
||||
case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
switch (price)
|
||||
{
|
||||
case pr_close: return(close[i]);
|
||||
case pr_open: return(open[i]);
|
||||
case pr_high: return(high[i]);
|
||||
case pr_low: return(low[i]);
|
||||
case pr_median: return((high[i]+low[i])/2.0);
|
||||
case pr_typical: return((high[i]+low[i]+close[i])/3.0);
|
||||
case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
|
||||
case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
|
||||
}
|
||||
return(0);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double prices[];
|
||||
double iVelocity(double price, double length, int i, int total)
|
||||
{
|
||||
if (ArraySize(prices)!=total) ArrayResize(prices,total);
|
||||
prices[i] = price;
|
||||
|
||||
|
||||
double suma = 0.0, sumwa=0;
|
||||
double sumb = 0.0, sumwb=0;
|
||||
|
||||
for(int k=0; k<length && (i-k)>=0; k++)
|
||||
{
|
||||
double weight = length-k;
|
||||
suma += prices[i-k] * weight;
|
||||
sumb += prices[i-k] * weight * weight;
|
||||
sumwa += weight;
|
||||
sumwb += weight*weight;
|
||||
}
|
||||
return(sumb/sumwb-suma/sumwa);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double workRsi[][3];
|
||||
#define _price 0
|
||||
#define _change 1
|
||||
#define _changa 2
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double iRsi(double price, double period, int bars, int i, int forInstance=0)
|
||||
{
|
||||
if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);
|
||||
int z = forInstance*3; double alpha = 1.0 /(double)period;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
workRsi[i][_price+z] = price;
|
||||
if (i<period)
|
||||
{
|
||||
int k; double sum = 0; for (k=0; k<period && (i-k-1)>=0; k++) sum += MathAbs(workRsi[i-k][_price+z]-workRsi[i-k-1][_price+z]);
|
||||
workRsi[i][_change+z] = (workRsi[i][_price+z]-workRsi[0][_price+z])/MathMax(k,1);
|
||||
workRsi[i][_changa+z] = sum/MathMax(k,1);
|
||||
}
|
||||
else
|
||||
{
|
||||
double change = workRsi[i][_price+z]-workRsi[i-1][_price+z];
|
||||
workRsi[i][_change+z] = workRsi[i-1][_change+z] + alpha*( change - workRsi[i-1][_change+z]);
|
||||
workRsi[i][_changa+z] = workRsi[i-1][_changa+z] + alpha*(MathAbs(change) - workRsi[i-1][_changa+z]);
|
||||
}
|
||||
if (workRsi[i][_changa+z] != 0)
|
||||
return(50.0*(workRsi[i][_change+z]/workRsi[i][_changa+z]+1));
|
||||
else return(0);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
color getColor(int stepNo, int totalSteps, color from, color to)
|
||||
{
|
||||
double stes = (double)totalSteps-1.0;
|
||||
double step = (from-to)/(stes);
|
||||
return((color)round(from-step*stepNo));
|
||||
}
|
||||
color gradientColor(int step, int totalSteps, color from, color to)
|
||||
{
|
||||
color newBlue = getColor(step,totalSteps,(from & 0XFF0000)>>16,(to & 0XFF0000)>>16)<<16;
|
||||
color newGreen = getColor(step,totalSteps,(from & 0X00FF00)>> 8,(to & 0X00FF00)>> 8) <<8;
|
||||
color newRed = getColor(step,totalSteps,(from & 0X0000FF) ,(to & 0X0000FF) ) ;
|
||||
return(newBlue+newGreen+newRed);
|
||||
}
|
||||
Reference in New Issue
Block a user