| //+------------------------------------------------------------------+
|
| //| ParabolicSAR.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| //--- indicator settings
|
| #property indicator_chart_window
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| #property indicator_buffers 3
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| #property indicator_plots 1
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| #property indicator_type1 DRAW_ARROW
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| #property indicator_color1 clrDodgerBlue
|
| //--- input parametrs
|
| input double InpSARStep=0.02; // Step
|
| input double InpSARMaximum=0.2; // Maximum
|
| //--- indicator buffers
|
| double ExtSARBuffer[];
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| double ExtEPBuffer[];
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| double ExtAFBuffer[];
|
|
|
| int ExtLastRevPos;
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| bool ExtDirectionLong;
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| double ExtSarStep;
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| double ExtSarMaximum;
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- checking input data
|
| if(InpSARStep<0.0)
|
| {
|
| ExtSarStep=0.02;
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| PrintFormat("Input parametr InpSARStep has incorrect value. Indicator will use value %d for calculations.",
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| ExtSarStep);
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| }
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| else
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| ExtSarStep=InpSARStep;
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| if(InpSARMaximum<0.0)
|
| {
|
| ExtSarMaximum=0.2;
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| PrintFormat("Input parametr InpSARMaximum has incorrect value. Indicator will use value %d for calculations.",
|
| ExtSarMaximum);
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| }
|
| else
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| ExtSarMaximum=InpSARMaximum;
|
| //--- indicator buffers
|
| SetIndexBuffer(0,ExtSARBuffer);
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| SetIndexBuffer(1,ExtEPBuffer,INDICATOR_CALCULATIONS);
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| SetIndexBuffer(2,ExtAFBuffer,INDICATOR_CALCULATIONS);
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| //--- set arrow symbol
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| PlotIndexSetInteger(0,PLOT_ARROW,159);
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| //--- set indicator digits
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| IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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| //--- set label name
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| string short_name=StringFormat("SAR(%.2f,%.2f)",ExtSarStep,ExtSarMaximum);
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| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
|
|
| ExtLastRevPos=0;
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| ExtDirectionLong=false;
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator iteration function |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
|
| 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[])
|
| {
|
| if(rates_total<3)
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| return(0);
|
| //--- detect current position
|
| int pos=prev_calculated-1;
|
| //--- correct position
|
| if(pos<1)
|
| {
|
| //--- first pass, set as SHORT
|
| pos=1;
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| ExtAFBuffer[0]=ExtSarStep;
|
| ExtAFBuffer[1]=ExtSarStep;
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| ExtSARBuffer[0]=high[0];
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| ExtLastRevPos=0;
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| ExtDirectionLong=false;
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| ExtSARBuffer[1]=GetHigh(pos,ExtLastRevPos,high);
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| ExtEPBuffer[0]=low[pos];
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| ExtEPBuffer[1]=low[pos];
|
| }
|
| //---main cycle
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| for(int i=pos; i<rates_total-1 && !IsStopped(); i++)
|
| {
|
| //--- check for reverse
|
| if(ExtDirectionLong)
|
| {
|
| if(ExtSARBuffer[i]>low[i])
|
| {
|
| //--- switch to SHORT
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| ExtDirectionLong=false;
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| ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,high);
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| ExtEPBuffer[i]=low[i];
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| ExtLastRevPos=i;
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| ExtAFBuffer[i]=ExtSarStep;
|
| }
|
| }
|
| else
|
| {
|
| if(ExtSARBuffer[i]<high[i])
|
| {
|
| //--- switch to LONG
|
| ExtDirectionLong=true;
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| ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,low);
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| ExtEPBuffer[i]=high[i];
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| ExtLastRevPos=i;
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| ExtAFBuffer[i]=ExtSarStep;
|
| }
|
| }
|
| //--- continue calculations
|
| if(ExtDirectionLong)
|
| {
|
| //--- check for new High
|
| if(high[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
|
| {
|
| ExtEPBuffer[i]=high[i];
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| ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
|
| if(ExtAFBuffer[i]>ExtSarMaximum)
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| ExtAFBuffer[i]=ExtSarMaximum;
|
| }
|
| else
|
| {
|
| //--- when we haven't reversed
|
| if(i!=ExtLastRevPos)
|
| {
|
| ExtAFBuffer[i]=ExtAFBuffer[i-1];
|
| ExtEPBuffer[i]=ExtEPBuffer[i-1];
|
| }
|
| }
|
| //--- calculate SAR for tomorrow
|
| ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
|
| //--- check for SAR
|
| if(ExtSARBuffer[i+1]>low[i] || ExtSARBuffer[i+1]>low[i-1])
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| ExtSARBuffer[i+1]=MathMin(low[i],low[i-1]);
|
| }
|
| else
|
| {
|
| //--- check for new Low
|
| if(low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
|
| {
|
| ExtEPBuffer[i]=low[i];
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| ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
|
| if(ExtAFBuffer[i]>ExtSarMaximum)
|
| ExtAFBuffer[i]=ExtSarMaximum;
|
| }
|
| else
|
| {
|
| //--- when we haven't reversed
|
| if(i!=ExtLastRevPos)
|
| {
|
| ExtAFBuffer[i]=ExtAFBuffer[i-1];
|
| ExtEPBuffer[i]=ExtEPBuffer[i-1];
|
| }
|
| }
|
| //--- calculate SAR for tomorrow
|
| ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
|
| //--- check for SAR
|
| if(ExtSARBuffer[i+1]<high[i] || ExtSARBuffer[i+1]<high[i-1])
|
| ExtSARBuffer[i+1]=MathMax(high[i],high[i-1]);
|
| }
|
| }
|
| //--- OnCalculate done. Return new prev_calculated.
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Find highest price from start to current position |
|
| //+------------------------------------------------------------------+
|
| double GetHigh(int curr_pos,int start,const double& high[])
|
| {
|
| double result=high[start];
|
| //---
|
| for(int i=start+1; i<=curr_pos; i++)
|
| if(result<high[i])
|
| result=high[i];
|
| //---
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Find lowest price from start to current position |
|
| //+------------------------------------------------------------------+
|
| double GetLow(int curr_pos,int start,const double& low[])
|
| {
|
| double result=low[start];
|
| //---
|
| for(int i=start+1; i<=curr_pos; i++)
|
| if(result>low[i])
|
| result=low[i];
|
| //---
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
