164 lines
No EOL
13 KiB
MQL5
164 lines
No EOL
13 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| Dynamic Gaussian Channel.mq5 |
|
|
//| Copyright 2025, Temirgali Orazbayev |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, Temirgali Orazbayev"
|
|
#property version "1.00"
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 3
|
|
#property indicator_plots 3
|
|
#property indicator_label1 "Dynamic resistence level"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_width1 1
|
|
#property indicator_label2 "Dynamic median level"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_width2 1
|
|
#property indicator_label3 "Dynamic support level"
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_width3 1
|
|
|
|
input int InpPeriod = 20; // Calculate period
|
|
input color ResistenceColor = clrMidnightBlue; // Resistence line color
|
|
input ENUM_LINE_STYLE ResistenceStyle = STYLE_SOLID; // Resistence line style
|
|
input color MediumColor = clrMidnightBlue; // Medium line color
|
|
input ENUM_LINE_STYLE MediumStyle = STYLE_DASHDOTDOT; // Medium line style
|
|
input color SupportColor = clrMidnightBlue; // Support line color
|
|
input ENUM_LINE_STYLE SupportStyle = STYLE_SOLID; // Support line style
|
|
|
|
double Medium[], Resistence[], Support[];
|
|
double gaussian_weights_5[6];
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void Init(void)
|
|
{
|
|
double sum = 0.0;
|
|
for(int i = 0; i <= 5; i++)
|
|
{
|
|
gaussian_weights_5[i] = MathExp(-i*i*9.0/((5+1)*(5+1)));
|
|
sum += gaussian_weights_5[i];
|
|
}
|
|
for(int i = 0; i <= 5; i++)
|
|
{
|
|
gaussian_weights_5[i] /= sum;
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Price(int price_mode,
|
|
int index,
|
|
const double &open[],
|
|
const double &low[],
|
|
const double &high[],
|
|
const double &close[])
|
|
{
|
|
switch(price_mode)
|
|
{
|
|
case PRICE_LOW:
|
|
return low[index];
|
|
case PRICE_HIGH:
|
|
return high[index];
|
|
default:
|
|
return close[index];
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Smooth(int index,
|
|
int price_mode,
|
|
const double &open[],
|
|
const double &low[],
|
|
const double &high[],
|
|
const double &close[])
|
|
{
|
|
if(index < 5)
|
|
return 0.0;
|
|
|
|
double result = 0.0;
|
|
for(int i = 0; i <= 5; i++)
|
|
{
|
|
int idx = index - i;
|
|
result += gaussian_weights_5[i] * Price(price_mode, idx, open, low, high, close);
|
|
}
|
|
return result;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit(void)
|
|
{
|
|
Init();
|
|
|
|
SetIndexBuffer(0, Medium, INDICATOR_DATA);
|
|
PlotIndexSetInteger(0, PLOT_LINE_COLOR, MediumColor);
|
|
PlotIndexSetInteger(0, PLOT_LINE_STYLE, MediumStyle);
|
|
SetIndexBuffer(1, Resistence, INDICATOR_DATA);
|
|
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
|
|
PlotIndexSetInteger(1, PLOT_LINE_COLOR, ResistenceColor);
|
|
PlotIndexSetInteger(1, PLOT_LINE_STYLE, ResistenceStyle);
|
|
SetIndexBuffer(2, Support, INDICATOR_DATA);
|
|
PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_LINE);
|
|
PlotIndexSetInteger(2, PLOT_LINE_COLOR, SupportColor);
|
|
PlotIndexSetInteger(2, PLOT_LINE_STYLE, SupportStyle);
|
|
string shortname;
|
|
StringConcatenate(shortname, "Dynamic Gaussian Channel (", InpPeriod, ")");
|
|
IndicatorSetString(INDICATOR_SHORTNAME, shortname);
|
|
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
|
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
int rates = int(InpPeriod + 5);
|
|
if(rates_total < rates)
|
|
return 0;
|
|
|
|
int start = (prev_calculated == 0) ? rates : prev_calculated;
|
|
|
|
for(int bar = start; bar < rates_total; bar++)
|
|
{
|
|
if(bar - InpPeriod < 5)
|
|
continue;
|
|
|
|
double max_val = -DBL_MAX;
|
|
double min_val = DBL_MAX;
|
|
|
|
for(int i = 0; i < (int)InpPeriod; i++)
|
|
{
|
|
int idx = bar - i;
|
|
if(idx < 5)
|
|
break;
|
|
|
|
double smoothed_high = Smooth(idx, PRICE_HIGH, open, low, high, close);
|
|
double smoothed_low = Smooth(idx, PRICE_LOW, open, low, high, close);
|
|
|
|
if(smoothed_high > max_val)
|
|
{
|
|
max_val = smoothed_high;
|
|
}
|
|
if(smoothed_low < min_val)
|
|
{
|
|
min_val = smoothed_low;
|
|
}
|
|
}
|
|
Resistence[bar] = max_val;
|
|
Support[bar] = min_val;
|
|
Medium[bar] = (max_val + min_val) / 2.0;
|
|
}
|
|
return rates_total;
|
|
}
|
|
//+------------------------------------------------------------------+ |