forked from LengKundee/NUNA
114 lines
4 KiB
MQL5
114 lines
4 KiB
MQL5
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//+------------------------------------------------------------------+
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//| WH PriceDensity_MT5.mq5 |
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//| Copyright 2023, WH Trading. |
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//| "https://www.mql5.com/en/users/linkt/seller" |
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//+------------------------------------------------------------------+
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#property copyright "WH Trading"
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#property link "https://www.mql5.com/en/users/linkt/seller"
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#property version "1.0"
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#property strict
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDarkOrange
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#property indicator_level1 5
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#property indicator_levelwidth 1
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#property indicator_levelstyle STYLE_DOT
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//Input parameters
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input int InpPeriods = 20; //Indicator Periods
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input double InpNoiseThresholdLevel = 5.0; //Price Density Noise Threshold Level
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input color InpLineColor = clrBlack; //Threshold Level Color
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//Indicator Buffers
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double PriceDensityBuffer[];
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double SumHighsLowsBuffer[];
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double HighestHighBuffer[];
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double LowestLowBuffer[];
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, PriceDensityBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, SumHighsLowsBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, HighestHighBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, LowestLowBuffer, INDICATOR_CALCULATIONS);
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IndicatorSetInteger(INDICATOR_DIGITS, 5);
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IndicatorSetString(INDICATOR_SHORTNAME, "Price Density - Market Noise Index (" + IntegerToString(InpPeriods) + ")");
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriods);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpNoiseThresholdLevel);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, 0, InpLineColor);
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IndicatorSetString(INDICATOR_LEVELTEXT, 0, "Threshold Level");
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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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 the rates_total is less than the period return
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if(rates_total <= InpPeriods)
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return(0);
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int currentPosition = prev_calculated - 1;
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if(currentPosition < InpPeriods)
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currentPosition = InpPeriods;
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//Loop from the current position to rates_total
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for(int i = currentPosition; i < rates_total && !IsStopped(); i++)
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{
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if(rates_total != prev_calculated)
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{
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SumHighsLowsBuffer[i] = 0;
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HighestHighBuffer[i] = DBL_MIN;
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LowestLowBuffer[i] = DBL_MAX;
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//Loop to get the highest index and the lowest.
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for(int j = i - 1; j > i - InpPeriods; j--)
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{
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SumHighsLowsBuffer[i] += high[j] - low[j];
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if(high[j] > HighestHighBuffer[i])
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HighestHighBuffer[i] = high[j];
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if(low[j] < LowestLowBuffer[i])
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LowestLowBuffer[i] = low[j];
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}
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}
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//get the highest value and the lowest value.
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double highestHigh = MathMax(HighestHighBuffer[i], high[i]);
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double lowestLow = MathMin(LowestLowBuffer[i], low[i]);
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//Price density formula
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if(highestHigh - lowestLow != 0)
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PriceDensityBuffer[i] = (SumHighsLowsBuffer[i] + (high[i] - low[i])) / (highestHigh - lowestLow);
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else
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PriceDensityBuffer[i] = 0.0;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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