276 lines
26 KiB
MQL5
276 lines
26 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| MACD Stochastic Square.mq5 |
|
|
//| Copyright © 2022, Vladimir Karputov |
|
|
//| https://www.mql5.com/en/users/barabashkakvn |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright © 2022, Vladimir Karputov"
|
|
#property link "https://www.mql5.com/en/users/barabashkakvn"
|
|
#property version "1.000"
|
|
#property indicator_separate_window
|
|
#property indicator_minimum 1
|
|
#property indicator_maximum 4
|
|
#property indicator_level1 2
|
|
#property indicator_level2 3
|
|
#property indicator_buffers 8
|
|
#property indicator_plots 2
|
|
//--- plot MACD
|
|
#property indicator_label1 "MACD"
|
|
#property indicator_type1 DRAW_COLOR_ARROW
|
|
#property indicator_color1 clrBlue,clrRed
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
//--- plot STO
|
|
#property indicator_label2 "STO"
|
|
#property indicator_type2 DRAW_COLOR_ARROW
|
|
#property indicator_color2 clrBlue,clrRed
|
|
#property indicator_style2 STYLE_SOLID
|
|
#property indicator_width2 1
|
|
//--- input parameters
|
|
input group "MACD"
|
|
input int Inp_MACD_fast_ema_period = 12; // MACD: period for Fast average calculation
|
|
input int Inp_MACD_slow_ema_period = 26; // MACD: period for Slow average calculation
|
|
input int Inp_MACD_signal_period = 9; // MACD: period for their difference averaging
|
|
input ENUM_APPLIED_PRICE Inp_MACD_applied_price = PRICE_CLOSE; // MACD: type of price
|
|
input group "Stochastic"
|
|
input int Inp_STO_Kperiod = 5; // Stochastic: K-period (number of bars for calculations)
|
|
input int Inp_STO_Dperiod = 3; // Stochastic: D-period (period of first smoothing)
|
|
input int Inp_STO_slowing = 3; // Stochastic: final smoothing
|
|
input ENUM_MA_METHOD Inp_STO_ma_method = MODE_SMA; // Stochastic: type of smoothing
|
|
input ENUM_STO_PRICE Inp_STO_price_field = STO_LOWHIGH; // Stochastic: stochastic calculation method
|
|
//--- indicator buffers
|
|
double MACDBuffer[];
|
|
double MACDColors[];
|
|
double STOBuffer[];
|
|
double STOColors[];
|
|
|
|
double iMACDBuffer[];
|
|
double iMACDSignalBuffer[];
|
|
double iSTOBuffer[];
|
|
double iSTOSignalBuffer[];
|
|
//---
|
|
int handle_iMACD; // variable for storing the handle of the iMACD indicator
|
|
int handle_iStochastic; // variable for storing the handle of the iStochastic indicator
|
|
int bars_calculated = 0; // we will keep the number of values in the indicators
|
|
bool m_init_error = false; // error on InInit
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- indicator buffers mapping
|
|
SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,MACDColors,INDICATOR_COLOR_INDEX);
|
|
SetIndexBuffer(2,STOBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(3,STOColors,INDICATOR_COLOR_INDEX);
|
|
SetIndexBuffer(4,iMACDBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(5,iMACDSignalBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(6,iSTOBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(7,iSTOSignalBuffer,INDICATOR_CALCULATIONS);
|
|
//--- set accuracy
|
|
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
|
//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
|
|
PlotIndexSetInteger(0,PLOT_ARROW,110);
|
|
PlotIndexSetInteger(1,PLOT_ARROW,110);
|
|
//--- set descriptions of horizontal levels
|
|
IndicatorSetString(INDICATOR_LEVELTEXT,0,"MACD");
|
|
IndicatorSetString(INDICATOR_LEVELTEXT,1,"STO");
|
|
//--- create handle of the indicator iMACD
|
|
handle_iMACD=iMACD(Symbol(),Period(),Inp_MACD_fast_ema_period,Inp_MACD_slow_ema_period,
|
|
Inp_MACD_signal_period,Inp_MACD_applied_price);
|
|
//--- if the handle is not created
|
|
if(handle_iMACD==INVALID_HANDLE)
|
|
{
|
|
//--- tell about the failure and output the error code
|
|
PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",
|
|
Symbol(),
|
|
EnumToString(Period()),
|
|
GetLastError());
|
|
//--- the indicator is stopped early
|
|
m_init_error=true;
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//--- create handle of the indicator iStochastic
|
|
handle_iStochastic=iStochastic(Symbol(),Period(),
|
|
Inp_STO_Kperiod,Inp_STO_Dperiod,Inp_STO_slowing,
|
|
Inp_STO_ma_method,Inp_STO_price_field);
|
|
//--- if the handle is not created
|
|
if(handle_iStochastic==INVALID_HANDLE)
|
|
{
|
|
//--- tell about the failure and output the error code
|
|
PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",
|
|
Symbol(),
|
|
EnumToString(Period()),
|
|
GetLastError());
|
|
//--- the indicator is stopped early
|
|
m_init_error=true;
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//---
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator iteration function |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
if(m_init_error)
|
|
return(0);
|
|
if(rates_total<9)
|
|
return(0);
|
|
//---
|
|
//--- number of values copied from the iMACD indicator
|
|
int values_to_copy;
|
|
//--- determine the number of values calculated in the indicator
|
|
int calculated_macd=BarsCalculated(handle_iMACD);
|
|
if(calculated_macd<=0)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iMACD) returned %d, error code %d",calculated_macd,GetLastError());
|
|
return(0);
|
|
}
|
|
int calculated_sto=BarsCalculated(handle_iStochastic);
|
|
if(calculated_sto<=0)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iStochastic) returned %d, error code %d",calculated_sto,GetLastError());
|
|
return(0);
|
|
}
|
|
if(calculated_macd!=calculated_sto)
|
|
{
|
|
PrintFormat("BarsCalculated(handle_iMACD) returned %d, BarsCalculated(handle_iStochastic) returned %d,",calculated_macd,calculated_sto);
|
|
return(0);
|
|
}
|
|
int calculated=calculated_macd;
|
|
//--- if it is the first start of calculation of the indicator or if the number of values in the indicators changed
|
|
//---or if it is necessary to calculated the indicators for two or more bars (it means something has changed in the price history)
|
|
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
|
|
{
|
|
//--- if the Buffer array is greater than the number of values in the indicators for symbol/period, then we don't copy everything
|
|
//--- otherwise, we copy less than the size of indicator buffers
|
|
if(calculated>rates_total)
|
|
values_to_copy=rates_total;
|
|
else
|
|
values_to_copy=calculated;
|
|
}
|
|
else
|
|
{
|
|
//--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
|
|
//--- for calculation not more than one bar is added
|
|
values_to_copy=(rates_total-prev_calculated)+1;
|
|
}
|
|
//--- fill the arrays with values of the iMACD indicator
|
|
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation
|
|
if(!FillArraysFromBuffersMACD(iMACDBuffer,iMACDSignalBuffer,handle_iMACD,values_to_copy))
|
|
return(0);
|
|
//--- fill the arrays with values of the iStochastic indicator
|
|
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation
|
|
if(!FillArraysFromBuffersSTO(iSTOBuffer,iSTOSignalBuffer,handle_iStochastic,values_to_copy))
|
|
return(0);
|
|
//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence
|
|
bars_calculated=calculated;
|
|
//--- main loop
|
|
int limit=rates_total-values_to_copy;
|
|
if(limit==0)
|
|
{
|
|
MACDBuffer[0]=0.0;
|
|
MACDColors[0]=0.0;
|
|
STOBuffer[0]=0.0;
|
|
STOColors[0]=0.0;
|
|
limit=1;
|
|
}
|
|
for(int i=limit; i<rates_total; i++)
|
|
{
|
|
//--- MACD
|
|
MACDBuffer[i]=2.0;
|
|
if(iMACDSignalBuffer[i]<iMACDBuffer[i])
|
|
MACDColors[i]=0.0;
|
|
else
|
|
MACDColors[i]=1.0;
|
|
//--- STO
|
|
STOBuffer[i]=3.0;
|
|
if(iSTOSignalBuffer[i]<iSTOBuffer[i])
|
|
STOColors[i]=0.0;
|
|
else
|
|
STOColors[i]=1.0;
|
|
}
|
|
//--- return value of prev_calculated for next call
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Filling indicator buffers from the iMACD indicator |
|
|
//+------------------------------------------------------------------+
|
|
bool FillArraysFromBuffersMACD(double &macd_buffer[], // indicator buffer of MACD values
|
|
double &signal_buffer[], // indicator buffer of the signal line of MACD
|
|
int ind_handle, // handle of the iMACD indicator
|
|
int amount // number of copied values
|
|
)
|
|
{
|
|
//--- reset error code
|
|
ResetLastError();
|
|
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
|
|
if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
|
|
//--- quit with zero result - it means that the indicator is considered as not calculated
|
|
return(false);
|
|
}
|
|
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
|
|
if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
|
|
//--- quit with zero result - it means that the indicator is considered as not calculated
|
|
return(false);
|
|
}
|
|
//--- everything is fine
|
|
return(true);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Filling indicator buffers from the iStochastic indicator |
|
|
//+------------------------------------------------------------------+
|
|
bool FillArraysFromBuffersSTO(double &main_buffer[], // indicator buffer of Stochastic Oscillator values
|
|
double &signal_buffer[], // indicator buffer of the signal line
|
|
int ind_handle, // handle of the iStochastic indicator
|
|
int amount // number of copied values
|
|
)
|
|
{
|
|
//--- reset error code
|
|
ResetLastError();
|
|
//--- fill a part of the StochasticBuffer array with values from the indicator buffer that has 0 index
|
|
if(CopyBuffer(ind_handle,MAIN_LINE,0,amount,main_buffer)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iStochastic indicator, error code %d",GetLastError());
|
|
//--- quit with zero result - it means that the indicator is considered as not calculated
|
|
return(false);
|
|
}
|
|
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
|
|
if(CopyBuffer(ind_handle,SIGNAL_LINE,0,amount,signal_buffer)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iStochastic indicator, error code %d",GetLastError());
|
|
//--- quit with zero result - it means that the indicator is considered as not calculated
|
|
return(false);
|
|
}
|
|
//--- everything is fine
|
|
return(true);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Indicator deinitialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
if(handle_iMACD!=INVALID_HANDLE)
|
|
IndicatorRelease(handle_iMACD);
|
|
if(handle_iStochastic!=INVALID_HANDLE)
|
|
IndicatorRelease(handle_iStochastic);
|
|
}
|
|
//+------------------------------------------------------------------+
|