234 lines
19 KiB
Plaintext
234 lines
19 KiB
Plaintext
//+------------------------------------------------------------------
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#property copyright "© mladen, 2018"
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#property link "mladenfx@gmail.com"
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#property description "Repulse multi time frame"
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//+------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 1
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#property indicator_label1 "Repulse"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDarkGray,clrLimeGreen,clrCrimson
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#property indicator_width1 2
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//--- input parameters
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enum enTimeFrames
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{
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tf_cu = PERIOD_CURRENT, // Current time frame
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tf_m1 = PERIOD_M1, // 1 minute
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tf_m2 = PERIOD_M2, // 2 minutes
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tf_m3 = PERIOD_M3, // 3 minutes
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tf_m4 = PERIOD_M4, // 4 minutes
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tf_m5 = PERIOD_M5, // 5 minutes
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tf_m6 = PERIOD_M6, // 6 minutes
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tf_m10 = PERIOD_M10, // 10 minutes
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tf_m12 = PERIOD_M12, // 12 minutes
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tf_m15 = PERIOD_M15, // 15 minutes
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tf_m20 = PERIOD_M20, // 20 minutes
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tf_m30 = PERIOD_M30, // 30 minutes
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tf_h1 = PERIOD_H1, // 1 hour
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tf_h2 = PERIOD_H2, // 2 hours
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tf_h3 = PERIOD_H3, // 3 hours
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tf_h4 = PERIOD_H4, // 4 hours
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tf_h6 = PERIOD_H6, // 6 hours
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tf_h8 = PERIOD_H8, // 8 hours
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tf_h12 = PERIOD_H12, // 12 hours
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tf_d1 = PERIOD_D1, // daily
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tf_w1 = PERIOD_W1, // weekly
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tf_mn = PERIOD_MN1, // monthly
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tf_cp1 = -1, // Next higher time frame
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tf_cp2 = -2, // Second higher time frame
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tf_cp3 = -3 // Third higher time frame
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};
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input enTimeFrames inpTimeFrame = tf_cu; // Time frame
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input int inpPeriod = 15; // Repulse period
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input bool inpInterpolate = true; // Interpolate in multi time frame mode?
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//--- buffers and global variables declarations
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double val[],valc[],count[];
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int _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES _indicatorTimeFrame; string _indicatorName;
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#define _mtfCall iCustom(_Symbol,_indicatorTimeFrame,_indicatorName,0,inpPeriod)
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//
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//--- indicator buffers mapping
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//
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SetIndexBuffer(0,val,INDICATOR_DATA);
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SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,count,INDICATOR_CALCULATIONS);
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//
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//---
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//
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_indicatorTimeFrame = MathMax(timeFrameGet((int)inpTimeFrame),_Period);
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_indicatorName = getIndicatorName();
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if(_indicatorTimeFrame!=_Period)
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{
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_mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);
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}
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//
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//---
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//
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IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(_indicatorTimeFrame)+" Repulse ("+(string)inpPeriod+")");
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator de-initialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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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(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);
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if(_indicatorTimeFrame!=_Period)
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{
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double result[1];
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if(BarsCalculated(_mtfHandle)<0) return(prev_calculated);
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if(!timeFrameCheck((ENUM_TIMEFRAMES)_indicatorTimeFrame,time)) return(prev_calculated);
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if(CopyBuffer(_mtfHandle,2,0,1,result)!= 1) return(prev_calculated);
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//
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//---
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//
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#define _mtfRatio (double)PeriodSeconds((ENUM_TIMEFRAMES)_indicatorTimeFrame)/PeriodSeconds(_Period)
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int k,n,i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-int(result[0]*_mtfRatio)-1,0)),_prevMark=0,_seconds=PeriodSeconds(_indicatorTimeFrame);
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for(; i<rates_total && !_StopFlag; i++)
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{
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int _currMark= int(time[i]/_seconds);
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if (_currMark!=_prevMark)
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{
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_prevMark=_currMark;
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#define _mtfCopy(_buff,_buffNo) if(CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)<=0) break; _buff[i]=result[0]
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_mtfCopy(val,0);
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_mtfCopy(valc,1);
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}
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else
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{
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val[i] = val[i-1];
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valc[i] = valc[i-1];
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}
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//
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//---
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//
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if(!inpInterpolate) continue;
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int _nextMark=(i<rates_total-1) ? int(time[i+1]/_seconds) : _prevMark+1; if(_nextMark==_prevMark) continue;
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for(n=1; (i-n)> 0 && time[i-n] >= (_prevMark)*_seconds; n++) continue;
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for(k=1; (i-k)>=0 && k<n; k++)
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{
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#define _mtfInterpolate(_buff) _buff[i-k]=_buff[i]+(_buff[i-n]-_buff[i])*k/n
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_mtfInterpolate(val);
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}
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}
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return(i);
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}
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//
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//---
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//
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int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
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{
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val[i]=iRepulse(inpPeriod,open,high,low,close,i,rates_total);
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valc[i]=(val[i]>0) ? 1 :(val[i]<0) ? 2 : 0;
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}
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count[rates_total-1]=MathMax(rates_total-prev_calculated+1,1);
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return (i);
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}
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//+------------------------------------------------------------------+
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//| Custom functions |
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//+------------------------------------------------------------------+
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double workRepulse[][4];
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#define PosRaw 0
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#define NegRaw 1
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#define PosEma 2
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#define NegEma 3
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//
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//---
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//
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double iRepulse(int period,const double &open[],const double &high[],const double &low[],const double &close[],int i,int bars)
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{
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if(ArrayRange(workRepulse,0)!=bars) ArrayResize(workRepulse,bars);
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double alpha = 2.0/(1.0+period*5.0);
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int _start = MathMax(i-period+1,0);
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workRepulse[i][PosRaw] = 100.0*(3*close[i]-2*low[ArrayMinimum(low,_start,period)]-open[i])/close[i];
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workRepulse[i][NegRaw] = 100.0*(open[i]+2*high[ArrayMaximum(high,_start,period)]-3*close[i])/close[i];
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workRepulse[i][PosEma] = (i>0) ? workRepulse[i-1][PosEma]+alpha*(workRepulse[i][PosRaw]-workRepulse[i-1][PosEma]) : workRepulse[i][PosRaw];
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workRepulse[i][NegEma] = (i>0) ? workRepulse[i-1][NegEma]+alpha*(workRepulse[i][NegRaw]-workRepulse[i-1][NegEma]) : workRepulse[i][NegRaw];
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return(workRepulse[i][PosEma]-workRepulse[i][NegEma]);
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}
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//
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//---
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//
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ENUM_TIMEFRAMES _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};
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string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};
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//
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//---
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//
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string timeFrameToString(int period)
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{
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if(period==PERIOD_CURRENT)
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period=_Period;
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int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
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return(_tfsStr[i]);
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}
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//
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//---
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//
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ENUM_TIMEFRAMES timeFrameGet(int period)
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{
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int _shift=(period<0?MathAbs(period):0);
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if(_shift>0 || period==tf_cu) period=_Period;
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int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
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return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);
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}
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//
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//---
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//
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string getIndicatorName()
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{
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string _path=MQL5InfoString(MQL5_PROGRAM_PATH); StringToLower(_path);
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string _partsA[];
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ushort _partsS=StringGetCharacter("\\",0);
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int _partsN= StringSplit(_path,_partsS,_partsA);
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string name=_partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _partsA[n]!="indicators"; n--) name=_partsA[n]+"\\"+name;
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return(name);
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}
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//
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//---
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//
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bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime &time[])
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{
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static bool warned=false;
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if(time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))
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{
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datetime startTime,testTime[];
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if(SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))
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if(startTime>0) { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
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if(startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }
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}
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if(warned) { Comment(""); warned=false; }
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return(true);
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}
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//+------------------------------------------------------------------+
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