343 lines
12 KiB
MQL5
343 lines
12 KiB
MQL5
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//+------------------------------------------------------------------+
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//| SandR.mq5 |
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//| BP |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "BP"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 10
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#property indicator_plots 10
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//--- plot R1
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#property indicator_label1 "R1"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrBeige
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- plot S1
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#property indicator_label2 "S1"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrPowderBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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//--- plot R2
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#property indicator_label3 "R2"
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#property indicator_type3 DRAW_ARROW
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#property indicator_color3 clrBeige
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- plot S2
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#property indicator_label4 "S2"
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#property indicator_type4 DRAW_ARROW
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#property indicator_color4 clrPowderBlue
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- plot R3
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#property indicator_label5 "R3"
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#property indicator_type5 DRAW_ARROW
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#property indicator_color5 clrBeige
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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//--- plot S3
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#property indicator_label6 "S3"
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#property indicator_type6 DRAW_ARROW
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#property indicator_color6 clrPowderBlue
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- plot R4
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#property indicator_label7 "R4"
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#property indicator_type7 DRAW_ARROW
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#property indicator_color7 clrBeige
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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//--- plot S4
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#property indicator_label8 "S4"
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#property indicator_type8 DRAW_ARROW
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#property indicator_color8 clrPowderBlue
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- plot R5
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#property indicator_label9 "R5"
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#property indicator_type9 DRAW_ARROW
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#property indicator_color9 clrBeige
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 1
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//--- plot S5
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#property indicator_label10 "S5"
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#property indicator_type10 DRAW_ARROW
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#property indicator_color10 clrPowderBlue
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//--- input parameters
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input int SRnumber=2; //Number of line (max 5)
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input int BarNumber=50; //Number of bars to analyse high and low
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input int HistBarNumber=200; //Number of bars to create the score
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input double Tolerence=30; //Tolerence in detection of cluster
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input int ScoreMinMax = 2; //Bonus for high or low
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input int ScoreReverse = 100; //Bonus for reversal bars
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input int CrossingPenalty = -100; //Penalty for crossing
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input int ScoreLimit = -10000;
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//--- indicator buffers
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double R1Buffer[];
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double R2Buffer[];
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double R3Buffer[];
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double R4Buffer[];
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double R5Buffer[];
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double S1Buffer[];
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double S2Buffer[];
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double S3Buffer[];
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double S4Buffer[];
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double S5Buffer[];
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//-- global variables
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double lastOpen;
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int sr_number;
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double tol;
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int maxInd = BarNumber-1;
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struct simpleSR{
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int score;
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double value;
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};
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struct SR{
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bool state;
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int rScore;
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int histBar_rScore[];
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int sScore;
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int histBar_sScore[];
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double rValue;
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double sValue;
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};
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SR srs[];
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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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//--- indicator buffers mapping
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SetIndexBuffer(0,R1Buffer,INDICATOR_DATA);
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SetIndexBuffer(1,S1Buffer,INDICATOR_DATA);
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SetIndexBuffer(2,R2Buffer,INDICATOR_DATA);
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SetIndexBuffer(3,S2Buffer,INDICATOR_DATA);
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SetIndexBuffer(4,R3Buffer,INDICATOR_DATA);
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SetIndexBuffer(5,S3Buffer,INDICATOR_DATA);
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SetIndexBuffer(6,R4Buffer,INDICATOR_DATA);
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SetIndexBuffer(7,S4Buffer,INDICATOR_DATA);
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SetIndexBuffer(8,R5Buffer,INDICATOR_DATA);
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SetIndexBuffer(9,S5Buffer,INDICATOR_DATA);
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lastOpen = 0;
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if(SRnumber>5){
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sr_number = 5;
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}
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else{
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sr_number = SRnumber;
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}
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ArrayResize(srs,BarNumber);
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for(int i=0; i<BarNumber; i++){
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srs[i].state = false;
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srs[i].rScore = 0;
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srs[i].rValue = 0;
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ArrayResize(srs[i].histBar_rScore,HistBarNumber);
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ArrayFill(srs[i].histBar_rScore,0,HistBarNumber,0);
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srs[i].sScore = 0;
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srs[i].sValue = 0;
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ArrayResize(srs[i].histBar_sScore,HistBarNumber);
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ArrayFill(srs[i].histBar_sScore,0,HistBarNumber,0);
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}
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//---
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return(INIT_SUCCEEDED);
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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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//---
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//--- check for rates count
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if(rates_total<HistBarNumber){
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return(0);
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}
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int pos;
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//PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,rates_total-DrawBar);
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pos=prev_calculated-1;
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/*if(pos < rates_total - DrawBar){
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pos = rates_total - DrawBar;
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}*/
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if(pos < HistBarNumber){
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pos = HistBarNumber+1;
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}
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for(int t=pos; t < rates_total; t++){
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//skip calculation if tick is in the same bar
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if(lastOpen == open[t]){
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continue;
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}
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int lastHistBar = t-HistBarNumber;
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int firstHistBar = t-1;
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//set the tolerence
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double max = high[t-BarNumber];
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double min = low[t-BarNumber];
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for(int i=t-BarNumber; i> t; i++){
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if(high[i]>max){
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max = high[i];
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}
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if(low[i]<min){
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min = low[i];
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}
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}
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tol = (max-min)/Tolerence;
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//slide the array forward
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ArrayRemove(srs,0,1);
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ArrayResize(srs,BarNumber);
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srs[maxInd].state = false;
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srs[maxInd].rScore = 0;
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srs[maxInd].rValue = 0;
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ArrayResize(srs[maxInd].histBar_rScore,HistBarNumber);
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ArrayFill(srs[maxInd].histBar_rScore,0,HistBarNumber,0);
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srs[maxInd].sScore = 0;
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srs[maxInd].sValue = 0;
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ArrayResize(srs[maxInd].histBar_sScore,HistBarNumber);
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ArrayFill(srs[maxInd].histBar_sScore,0,HistBarNumber,0);
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for(int b=0; b<BarNumber; b++){
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//slide hist arrays forward
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ArrayRemove(srs[b].histBar_rScore,0,1);
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ArrayRemove(srs[b].histBar_sScore,0,1);
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ArrayResize(srs[b].histBar_rScore,HistBarNumber);
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ArrayResize(srs[b].histBar_sScore,HistBarNumber);
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srs[b].histBar_rScore[HistBarNumber-1] = 0;
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srs[b].histBar_sScore[HistBarNumber-1] = 0;
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//update score or create score
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int start = lastHistBar;
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if(srs[b].state == true) start = firstHistBar;
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int i = t-(BarNumber-b);
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srs[b].rValue = high[i];
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srs[b].sValue = low[i];
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for(int j= start; j < t; j++){
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int hb = HistBarNumber - (t-j);
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if(i!=j){
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//test high of bar[i] against all other high
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if(high[j]<high[i]+tol && high[j]>high[i]-tol){
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srs[b].histBar_rScore[hb] += ScoreMinMax;
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if(high[j]>srs[b].rValue) srs[b].rValue = high[j];
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}
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//test high of bar[i] against close of bar that are going up and followed by a bar going down
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if(open[j-1]<close[j-1] && open[j]>close[j] && open[j]<high[i]+tol && open[j]>high[i]-tol){
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srs[b].histBar_rScore[hb] += ScoreReverse;
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if(open[j]>srs[b].rValue) srs[b].rValue = open[j];
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}
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//test low of bar[i] against all other low
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if(low[j]<low[i]+tol && low[j]>low[i]-tol){
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srs[b].histBar_sScore[hb] += ScoreMinMax;
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if(low[j]<srs[b].sValue) srs[b].sValue = low[j];
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}
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//test low of bar[i] against close of bar that are going down and followed by a bar going up
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if(open[j-1]>close[j-start] && open[j]<close[j] && open[j]<low[i]+tol && open[j]>low[i]-tol){
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srs[b].histBar_sScore[hb] += ScoreReverse;
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if(open[j]<srs[b].sValue) srs[b].sValue = open[j];
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}
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}
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}
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//decrease the score if resistance or support had been crossed
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for(int j= start; j < t; j++){
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int hb = HistBarNumber - (t-j);
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if(srs[b].rValue>open[j] && srs[b].rValue<close[j]) srs[b].histBar_rScore[hb] += CrossingPenalty;
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if(srs[b].sValue<open[j] && srs[b].sValue>close[j]) srs[b].histBar_sScore[hb] += CrossingPenalty;
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}
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//calculate final scores of the bar
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for(int j=0; j<HistBarNumber; j++){
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srs[b].rScore += srs[b].histBar_rScore[j];
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srs[b].sScore += srs[b].histBar_sScore[j];
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}
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}
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//create clusters
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simpleSR S[];
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simpleSR R[];
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ArrayResize(S,BarNumber);
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ArrayResize(R,BarNumber);
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for(int b=0; b<BarNumber; b++){
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S[b].score = srs[b].sScore;
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S[b].value = srs[b].sValue;
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R[b].score = srs[b].rScore;
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R[b].value = srs[b].rValue;
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for(int j=0; j<BarNumber; j++){
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if(b!=j){
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if(srs[b].sValue > srs[j].sValue-tol && srs[b].sValue < srs[j].sValue+tol){
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S[b].score += srs[j].sScore;
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if(srs[j].sValue < S[b].value) S[b].value = srs[j].sValue;
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}
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if(srs[b].rValue > srs[j].rValue-tol && srs[b].rValue < srs[j].rValue+tol){
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R[b].score += srs[j].rScore;
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if(srs[j].rValue > R[b].value) R[b].value = srs[j].rValue;
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}
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}
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}
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}
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//select indexes of the 5 highest scores
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uint iS[5];
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uint iR[5];
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ArrayFill(iS,0,5,0);
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ArrayFill(iR,0,5,0);
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for(int i=0; i<5; i++){
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int j=i-1;
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for(int b=0; b<BarNumber; b++){
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if(j<0){
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if(S[b].score > S[iS[i]].score || (S[b].score == S[iS[i]].score && S[b].value < S[iS[i]].value)) iS[i] = b;
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if(R[b].score > R[iR[i]].score || (R[b].score == R[iR[i]].score && R[b].value > R[iR[i]].value)) iR[i] = b;
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}
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else{
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if((S[b].score > S[iS[i]].score || (S[b].score == S[iS[i]].score && S[b].value < S[iS[i]].value)) && S[b].score < S[iS[j]].score) iS[i] = b;
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if((R[b].score > R[iR[i]].score || (R[b].score == R[iR[i]].score && R[b].value > R[iR[i]].value)) && R[b].score < R[iR[j]].score) iR[i] = b;
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}
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}
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}
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//
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for(int i=0; i<5; i++){
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if(S[iS[i]].score < ScoreLimit || i >= sr_number) S[iS[i]].value = 0;
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if(R[iR[i]].score < ScoreLimit || i >= sr_number) R[iR[i]].value = 0;
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}
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//transfer values to the buffers
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S1Buffer[t] = S[iS[0]].value;
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S2Buffer[t] = S[iS[1]].value;
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S3Buffer[t] = S[iS[2]].value;
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S4Buffer[t] = S[iS[3]].value;
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S5Buffer[t] = S[iS[4]].value;
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R1Buffer[t] = R[iR[0]].value;
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R2Buffer[t] = R[iR[1]].value;
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R3Buffer[t] = R[iR[2]].value;
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R4Buffer[t] = R[iR[3]].value;
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R5Buffer[t] = R[iR[4]].value;
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lastOpen = open[t];
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}
|
||
|
|
|
||
|
|
//--- return value of prev_calculated for next call
|
||
|
|
return(rates_total);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|