112 lines
3.9 KiB
MQL5
112 lines
3.9 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| ASI.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Accumulation Swing Index"
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#property indicator_separate_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_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 0
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#property indicator_width1 1
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#property indicator_label1 "ASI"
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//--- input parameter
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input double InpT=300.0; // T (maximum price changing)
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//--- indicator buffers
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double ExtASIBuffer[];
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double ExtSIBuffer[];
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double ExtTRBuffer[];
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double ExtTpoints,ExtT;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input value
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if(MathAbs(InpT)>1e-7)
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ExtT=InpT;
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else
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{
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ExtT=300.0;
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PrintFormat("Input parameter T has wrong value. Indicator will use T = %f.",ExtT);
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}
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//--- define buffers
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SetIndexBuffer(0,ExtASIBuffer);
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SetIndexBuffer(1,ExtSIBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtTRBuffer,INDICATOR_CALCULATIONS);
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//--- draw begin settings
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1);
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//--- number of digits of indicator value
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- calculate ExtTpoints value
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if(_Point>1e-7)
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ExtTpoints=ExtT*_Point;
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else
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ExtTpoints=ExtT*MathPow(10,-_Digits);
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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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if(rates_total<2)
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return(0);
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//--- start calculation
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int pos=prev_calculated-1;
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//--- correct position, when it's first iteration
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if(pos<=0)
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{
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pos=1;
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ExtASIBuffer[0]=0.0;
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ExtSIBuffer[0]=0.0;
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ExtTRBuffer[0]=high[0]-low[0];
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}
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//--- main cycle
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for(int i=pos; i<rates_total && !IsStopped(); i++)
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{
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//--- get some data
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double dPrevClose=close[i-1];
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double dPrevOpen=open[i-1];
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double dClose=close[i];
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double dHigh=high[i];
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double dLow=low[i];
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//--- fill TR buffer
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ExtTRBuffer[i]=MathMax(dHigh,dPrevClose)-MathMin(dLow,dPrevClose);
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double ER=0.0;
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if(!(dPrevClose>=dLow && dPrevClose<=dHigh))
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{
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if(dPrevClose>dHigh)
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ER=MathAbs(dHigh-dPrevClose);
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if(dPrevClose<dLow)
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ER=MathAbs(dLow-dPrevClose);
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}
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double K=MathMax(MathAbs(dHigh-dPrevClose),MathAbs(dLow-dPrevClose));
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double SH=MathAbs(dPrevClose-dPrevOpen);
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double R=ExtTRBuffer[i]-0.5*ER+0.25*SH;
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//--- calculate SI value
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if(R==0.0 || ExtTpoints==0.0)
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ExtSIBuffer[i]=0.0;
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else
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ExtSIBuffer[i]=50*(dClose-dPrevClose+0.5*(dClose-open[i])+0.25*(dPrevClose-dPrevOpen))*(K/ExtTpoints)/R;
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//--- write down ASI buffer value
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ExtASIBuffer[i]=ExtASIBuffer[i-1]+ExtSIBuffer[i];
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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