mirror of
https://github.com/alexcercos/AlgoMasterNNFX-V1.git
synced 2025-07-30 07:27:50 +00:00
3064d829bf
Already included in dependency used by the EA (probably could do the same with the rest of indicators)
531 lines
No EOL
16 KiB
MQL5
531 lines
No EOL
16 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| NewsIndicator.mq5 |
|
|
//| Copyright 2020, Manuel Alejandro Cercós Pérez |
|
|
//| https://www.mql5.com/en/users/alexcercos |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2021, Manuel Alejandro Cercós Pérez"
|
|
#property link "https://www.mql5.com/en/users/alexcercos"
|
|
#property version "1.00"
|
|
#property strict
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 2
|
|
#property indicator_plots 2
|
|
#property indicator_label1 "News Indicator"
|
|
#property indicator_type1 DRAW_NONE
|
|
#property indicator_label2 "Impact"
|
|
#property indicator_type2 DRAW_NONE
|
|
|
|
#include "../CrossProjects/NewsImport.mqh"
|
|
|
|
#define LINE_PREFIX "News_VLine"
|
|
#define ARROW_PREFIX "News_Arrow"
|
|
#define FUTURE_PREFIX "News_FutArr"
|
|
|
|
#define LINE_NAME(index) LINE_PREFIX + "_"+(string)index
|
|
#define ARROW_NAME(index) ARROW_PREFIX + "_"+(string)index
|
|
#define FUT_ARROW_NAME(index) FUTURE_PREFIX + "_"+(string)index
|
|
|
|
#ifdef __MQL5__
|
|
|
|
#define TRIM_STRING_LEFT(param) StringTrimLeft(param)
|
|
#define TRIM_STRING_RIGHT(param) StringTrimRight(param)
|
|
|
|
#else
|
|
|
|
#define TRIM_STRING_LEFT(param) param=StringTrimLeft(param)
|
|
#define TRIM_STRING_RIGHT(param) param=StringTrimRight(param)
|
|
|
|
#endif
|
|
|
|
enum WhereAreNews
|
|
{
|
|
NO_NEWS,
|
|
NEWS_BASE,
|
|
NEWS_QUOTE,
|
|
NEWS_BOTH
|
|
};
|
|
|
|
//Inputs
|
|
input int indicatorDisplacement = 1; //Indicator Displacement
|
|
input NewsIndicatorMode indicatorMode = FILTER_IMPACT; // Indicator Mode
|
|
input bool show_news_lines = true; // Show Vertical Lines
|
|
|
|
//input group "Impact"
|
|
input bool showNoImpact = false; // Show news with no impact
|
|
input bool showLowImpact = true; // Show news with low impact
|
|
input bool showMediumImpact = true; // Show news with medium impact
|
|
input bool showHighImpact = true; // Show news with high impact
|
|
|
|
//input group "News Name"
|
|
input string newsEUR = "Monetary Policy Statement, Lagarde"; // EUR News
|
|
input string newsGBP = "MPC Official Bank Rate Votes, GDP"; // GBP News
|
|
input string newsAUD = "RBA Rate Statement, Unemployment Rate"; // AUD News
|
|
input string newsNZD = "Unemployment Rate, GDP, GDT, RBNZ Rate Statement"; // NZD News
|
|
input string newsUSD = "Non-Farm Employment, FOMC Statement, Fed Chair Powell, CPI"; // USD News
|
|
input string newsCAD = "BOC Rate Statement, Unemployment Rate, Retail Sales, CPI"; // CAD News
|
|
input string newsCHF = "SNB Monetary Policy Assessment"; // CHF News
|
|
input string newsJPY = "Monetary Policy Statement"; // JPY News
|
|
|
|
//input group "Indicator Display"
|
|
input int distanceFirst = 500; //Distance to first arrow
|
|
input int distanceBetween = 250; //Distance between arrows
|
|
|
|
color baseColor = clrDarkSlateBlue;
|
|
color quoteColor = clrSaddleBrown;
|
|
color bothColor = clrDimGray;
|
|
|
|
string currencyBase, currencyQuote;
|
|
string arrayFilterBase[], arrayFilterQuote[];
|
|
|
|
double ArrowBuffer[], impactBuffer[];
|
|
|
|
void ProcessArrayForCurrency(string currency, string &returnArray[])
|
|
{
|
|
if (currency == "EUR")
|
|
StringSplit(newsEUR, ',', returnArray);
|
|
if (currency == "GBP")
|
|
StringSplit(newsGBP, ',', returnArray);
|
|
if (currency == "AUD")
|
|
StringSplit(newsAUD, ',', returnArray);
|
|
if (currency == "NZD")
|
|
StringSplit(newsNZD, ',', returnArray);
|
|
if (currency == "USD")
|
|
StringSplit(newsUSD, ',', returnArray);
|
|
if (currency == "CAD")
|
|
StringSplit(newsCAD, ',', returnArray);
|
|
if (currency == "CHF")
|
|
StringSplit(newsCHF, ',', returnArray);
|
|
if (currency == "JPY")
|
|
StringSplit(newsJPY, ',', returnArray);
|
|
|
|
TrimArray(returnArray);
|
|
}
|
|
|
|
void TrimArray(string & array[])
|
|
{
|
|
for (int j=0; j<ArraySize(array); j++)
|
|
{
|
|
TRIM_STRING_LEFT(array[j]);
|
|
TRIM_STRING_RIGHT(array[j]);
|
|
}
|
|
}
|
|
|
|
int OnInitProcessCurrencies()
|
|
{
|
|
#ifdef __MQL5__
|
|
currencyBase = SymbolInfoString(Symbol(), SYMBOL_CURRENCY_BASE);
|
|
currencyQuote = SymbolInfoString(Symbol(), SYMBOL_CURRENCY_PROFIT);
|
|
#else
|
|
|
|
if (StringLen(Symbol())>=6) //Slice (forex/metals)
|
|
{
|
|
currencyBase = StringSubstr(Symbol(), 0, 3);
|
|
currencyQuote = StringSubstr(Symbol(), 3, 3);
|
|
}
|
|
|
|
#endif
|
|
|
|
int id1 = CurrencyIndex(currencyBase);
|
|
int id2 = CurrencyIndex(currencyQuote);
|
|
|
|
if (id1 == -1 || id2 == -1 || id1 == id2)
|
|
{
|
|
Print("News not suitable for symbol " + Symbol());
|
|
return INIT_FAILED;
|
|
}
|
|
|
|
ProcessArrayForCurrency(currencyBase, arrayFilterBase);
|
|
ProcessArrayForCurrency(currencyQuote, arrayFilterQuote);
|
|
|
|
lastRecordTime = 0;
|
|
|
|
arrowIndex = 0;
|
|
lineIndex = 0;
|
|
isTester = MQLInfoInteger(MQL_TESTER);
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
CNews* newsArray[];
|
|
MqlDateTime datetimeStruct;
|
|
datetime lastRecordTime;
|
|
int newsLastIndex = 0;
|
|
|
|
bool isTester;
|
|
int arrowIndex, lineIndex;
|
|
|
|
|
|
color GetColorLineNews(int whereNews)
|
|
{
|
|
switch (whereNews)
|
|
{
|
|
case NEWS_BASE:
|
|
return baseColor;
|
|
case NEWS_QUOTE:
|
|
return quoteColor;
|
|
default:
|
|
return bothColor;
|
|
}
|
|
}
|
|
|
|
color GetColorByImpact(NewsImpactEnum impact)
|
|
{
|
|
switch (impact)
|
|
{
|
|
case HIGH_IMPACT:
|
|
return clrRed;
|
|
case MEDIUM_IMPACT:
|
|
return clrOrange;
|
|
case LOW_IMPACT:
|
|
return clrYellow;
|
|
default:
|
|
return clrGray;
|
|
}
|
|
}
|
|
|
|
void CreateNewLine(color lineColor, datetime time)
|
|
{
|
|
if (!show_news_lines) return;
|
|
|
|
string timeName = TimeToString(time);
|
|
string lineName = LINE_NAME(lineIndex++);
|
|
|
|
if (isTester)
|
|
{
|
|
lineName = timeName;
|
|
}
|
|
|
|
ObjectCreate(ChartID(), lineName, OBJ_VLINE, 0, time, 0.0);
|
|
ObjectSetInteger(ChartID(), lineName, OBJPROP_COLOR, lineColor);
|
|
ObjectSetInteger(ChartID(), lineName, OBJPROP_STYLE, STYLE_DASHDOTDOT);
|
|
ObjectSetInteger(ChartID(), lineName, OBJPROP_BACK, true);
|
|
ObjectSetInteger(ChartID(), lineName, OBJPROP_SELECTABLE, false);
|
|
ObjectSetString(ChartID(), lineName, OBJPROP_TOOLTIP, timeName);
|
|
}
|
|
|
|
void CreateNewsArray(CNews* &newsArr[], datetime timeN, double priceN)
|
|
{
|
|
for (int k=ArraySize(newsArr)-1; k>=0; k--)
|
|
{
|
|
double priceEnd = priceN + Point() * (distanceFirst + distanceBetween* k);
|
|
string name;
|
|
string newsText = newsArr[k].NewsStringify();
|
|
if (isTester)
|
|
{
|
|
name = newsText;
|
|
}
|
|
else
|
|
{
|
|
arrowIndex++;
|
|
name = ARROW_NAME(arrowIndex);
|
|
}
|
|
|
|
|
|
ObjectCreate(ChartID(), name, OBJ_ARROW, 0, timeN, priceEnd);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ARROWCODE, 174);
|
|
//ObjectSetInteger(ChartID(), name, OBJPROP_BACK, true);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ZORDER, 1);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, GetColorByImpact(newsArr[k]._impact));
|
|
ObjectSetString(ChartID(), name, OBJPROP_TOOLTIP, newsText);
|
|
}
|
|
}
|
|
|
|
void MoveArrows(datetime timeCurrent, double highCurrent)
|
|
{
|
|
int lastArrowIndex = arrowIndex-1;
|
|
|
|
datetime arrowTime = (datetime)ObjectGetInteger(ChartID(), ARROW_NAME(lastArrowIndex), OBJPROP_TIME);
|
|
|
|
int id = 0;
|
|
while (arrowTime >= timeCurrent)
|
|
{
|
|
ObjectSetDouble(ChartID(), ARROW_NAME(lastArrowIndex), OBJPROP_PRICE, highCurrent + id * Point() * distanceBetween);
|
|
|
|
id++;
|
|
lastArrowIndex--;
|
|
arrowTime = (datetime)ObjectGetInteger(ChartID(), ARROW_NAME(lastArrowIndex), OBJPROP_TIME);
|
|
}
|
|
}
|
|
|
|
void DeInitEvent()
|
|
{
|
|
for (int j=ArraySize(newsArray)-1; j>=0;j--)
|
|
{
|
|
delete newsArray[j];
|
|
}
|
|
|
|
if (isTester) return;
|
|
|
|
Comment("Removing News Indicator...");
|
|
|
|
ObjectsDeleteAll(ChartID(), LINE_PREFIX);
|
|
ObjectsDeleteAll(ChartID(), ARROW_PREFIX);
|
|
ObjectsDeleteAll(ChartID(), FUTURE_PREFIX);
|
|
|
|
Sleep(500);
|
|
|
|
|
|
Comment("");
|
|
|
|
ChartRedraw(0);
|
|
}
|
|
|
|
void CalculateEvent(const datetime &time[], const double &high[], double &arrowBufer[], int limit)
|
|
{
|
|
ArraySetAsSeries(high, true);
|
|
ArraySetAsSeries(time, true);
|
|
|
|
for (int i=limit; i>0 && !IsStopped(); i--)
|
|
{
|
|
TimeToStruct(time[i-1], datetimeStruct);
|
|
TransformDayToWeekInit(datetimeStruct);
|
|
datetime currentWeek = StructToTime(datetimeStruct);
|
|
|
|
if (lastRecordTime < currentWeek)
|
|
{
|
|
ReadNewsFromFileAndCurrency(currencyBase, currencyQuote, currentWeek, newsArray);
|
|
|
|
lastRecordTime = currentWeek;
|
|
newsLastIndex = 0;
|
|
}
|
|
|
|
int drawLine = NO_NEWS;
|
|
int impact = NON_ECONOMIC;
|
|
|
|
CNews* currentNews[];
|
|
|
|
int j;
|
|
for (j=newsLastIndex; j<ArraySize(newsArray) && !IsStopped(); j++)
|
|
{
|
|
if (newsArray[j]._time >= GetEndOfCandle(time[i-1])) break;
|
|
|
|
if (newsArray[j]._currency == "All" || newsArray[j]._currency == currencyBase)
|
|
{
|
|
if ((indicatorMode == FILTER_NEWS && newsArray[j].CheckCoinciding(arrayFilterBase)) ||
|
|
(indicatorMode == FILTER_IMPACT && CheckImpact(newsArray[j].GetImpact())) )
|
|
{
|
|
drawLine = NEWS_BASE;
|
|
|
|
impact = MathMax(impact, newsArray[j].GetImpact());
|
|
|
|
AddNewToArray(currentNews, newsArray[j]);
|
|
}
|
|
}
|
|
|
|
if (newsArray[j]._currency == "All" || newsArray[j]._currency == currencyQuote)
|
|
{
|
|
if ((indicatorMode == FILTER_NEWS && newsArray[j].CheckCoinciding(arrayFilterQuote)) ||
|
|
(indicatorMode == FILTER_IMPACT && CheckImpact(newsArray[j].GetImpact())) )
|
|
{
|
|
if (drawLine == NEWS_BASE || drawLine == NEWS_BOTH) drawLine = NEWS_BOTH;
|
|
else drawLine = NEWS_QUOTE;
|
|
|
|
impact = MathMax(impact, newsArray[j].GetImpact());
|
|
|
|
AddNewToArray(currentNews, newsArray[j]);
|
|
}
|
|
}
|
|
|
|
}
|
|
newsLastIndex = j;
|
|
|
|
if (drawLine != NO_NEWS)
|
|
{
|
|
CreateNewLine(GetColorLineNews(drawLine), time[i-1]);
|
|
|
|
//Crear noticias individuales
|
|
//CreateNewsArray(currentNews, time[i-1], high[i-1]);
|
|
for (int k=ArraySize(currentNews)-1; k>=0; k--)
|
|
{
|
|
double priceEnd = high[i-1] + Point() * (distanceFirst + distanceBetween* k);
|
|
string name;
|
|
string newsText = currentNews[k].NewsStringify();
|
|
if (isTester)
|
|
{
|
|
name = newsText;
|
|
}
|
|
else
|
|
{
|
|
arrowIndex++;
|
|
name = ARROW_NAME(arrowIndex);
|
|
}
|
|
|
|
|
|
ObjectCreate(ChartID(), name, OBJ_ARROW, 0, time[i-1], priceEnd);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ARROWCODE, 174);
|
|
//ObjectSetInteger(ChartID(), name, OBJPROP_BACK, true);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ZORDER, 1);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, GetColorByImpact(currentNews[k]._impact));
|
|
ObjectSetString(ChartID(), name, OBJPROP_TOOLTIP, newsText);
|
|
}
|
|
}
|
|
|
|
ArrowBuffer[i-1]=drawLine;
|
|
impactBuffer[i-1]=impact;
|
|
|
|
ArrayFree(currentNews);
|
|
}
|
|
|
|
if (limit>=1 && !IsStopped()) //Only on new candles
|
|
{
|
|
ObjectsDeleteAll(ChartID(), FUTURE_PREFIX); //Restart future news
|
|
int future_index = 0;
|
|
|
|
datetime futureTime = time[0];
|
|
for (int i=0; i<indicatorDisplacement; i++)
|
|
{
|
|
futureTime = GetEndOfCandle(futureTime);
|
|
TimeToStruct(futureTime, datetimeStruct);
|
|
TransformDayToWeekInit(datetimeStruct);
|
|
datetime currentWeek = StructToTime(datetimeStruct);
|
|
|
|
if (lastRecordTime < currentWeek)
|
|
{
|
|
ReadNewsFromFileAndCurrency(currencyBase, currencyQuote, currentWeek, newsArray);
|
|
|
|
lastRecordTime = currentWeek;
|
|
newsLastIndex = 0;
|
|
}
|
|
|
|
int drawLine = NO_NEWS;
|
|
int impact = NON_ECONOMIC;
|
|
|
|
CNews* currentNews[];
|
|
|
|
int j;
|
|
for (j=newsLastIndex; j<ArraySize(newsArray) && !IsStopped(); j++)
|
|
{
|
|
if (newsArray[j]._time >= GetEndOfCandle(futureTime)) break;
|
|
|
|
if (newsArray[j]._currency == "All" || newsArray[j]._currency == currencyBase)
|
|
{
|
|
if ((indicatorMode == FILTER_NEWS && newsArray[j].CheckCoinciding(arrayFilterBase)) ||
|
|
(indicatorMode == FILTER_IMPACT && CheckImpact(newsArray[j].GetImpact())) )
|
|
{
|
|
drawLine = NEWS_BASE;
|
|
|
|
impact = MathMax(impact, newsArray[j].GetImpact());
|
|
|
|
AddNewToArray(currentNews, newsArray[j]);
|
|
}
|
|
|
|
}
|
|
|
|
if (newsArray[j]._currency == "All" || newsArray[j]._currency == currencyQuote)
|
|
{
|
|
if ((indicatorMode == FILTER_NEWS && newsArray[j].CheckCoinciding(arrayFilterQuote)) ||
|
|
(indicatorMode == FILTER_IMPACT && CheckImpact(newsArray[j].GetImpact())) )
|
|
{
|
|
if (drawLine == NEWS_BASE || drawLine == NEWS_BOTH) drawLine = NEWS_BOTH;
|
|
else drawLine = NEWS_QUOTE;
|
|
|
|
impact = MathMax(impact, newsArray[j].GetImpact());
|
|
|
|
AddNewToArray(currentNews, newsArray[j]);
|
|
}
|
|
}
|
|
|
|
}
|
|
newsLastIndex = j;
|
|
|
|
if (drawLine != NO_NEWS)
|
|
{
|
|
CreateNewLine(GetColorLineNews(drawLine), futureTime);
|
|
|
|
//Crear noticias individuales
|
|
//CreateNewsArray(currentNews,futureTime, high[0]);
|
|
|
|
for (int x=ArraySize(currentNews)-1; x>=0; x--)
|
|
{
|
|
future_index++;
|
|
string name;
|
|
string newsText = currentNews[x].NewsStringify();
|
|
if (isTester)
|
|
name = newsText;
|
|
else
|
|
{
|
|
arrowIndex++;
|
|
name = FUT_ARROW_NAME(future_index);
|
|
}
|
|
ObjectCreate(ChartID(), name, OBJ_ARROW, 0, futureTime, high[0] + Point()*(distanceFirst + distanceBetween*x));
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ARROWCODE, 174);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_ZORDER, 1);
|
|
//ObjectSetInteger(ChartID(), name, OBJPROP_BACK, true);
|
|
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, GetColorByImpact(currentNews[x]._impact));
|
|
ObjectSetString(ChartID(), name, OBJPROP_TOOLTIP, newsText);
|
|
}
|
|
}
|
|
|
|
|
|
ArrayFree(currentNews);
|
|
}
|
|
}
|
|
|
|
if (!IsStopped())
|
|
MoveArrows(time[0], high[0] + distanceFirst * Point());
|
|
}
|
|
|
|
bool CheckImpact(NewsImpactEnum impact)
|
|
{
|
|
switch (impact)
|
|
{
|
|
case NON_ECONOMIC:
|
|
return showNoImpact;
|
|
case LOW_IMPACT:
|
|
return showLowImpact;
|
|
case MEDIUM_IMPACT:
|
|
return showMediumImpact;
|
|
case HIGH_IMPACT:
|
|
return showHighImpact;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
int OnInit()
|
|
{
|
|
|
|
if (MQLInfoInteger(MQL_LICENSE_TYPE) == LICENSE_DEMO)
|
|
{
|
|
Print("Not valid license");
|
|
return INIT_FAILED;
|
|
}
|
|
|
|
//Remove all first
|
|
ObjectsDeleteAll(ChartID(), LINE_PREFIX);
|
|
ObjectsDeleteAll(ChartID(), ARROW_PREFIX);
|
|
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 0);
|
|
SetIndexBuffer(0, ArrowBuffer, INDICATOR_DATA);
|
|
ArraySetAsSeries(ArrowBuffer, true);
|
|
SetIndexBuffer(1, impactBuffer, INDICATOR_DATA);
|
|
ArraySetAsSeries(impactBuffer, true);
|
|
|
|
return OnInitProcessCurrencies();
|
|
}
|
|
|
|
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 limit = MathMin(rates_total, rates_total - prev_calculated);
|
|
|
|
CalculateEvent(time, high, ArrowBuffer, limit);
|
|
|
|
return(rates_total);
|
|
}
|
|
|
|
void OnDeinit(const int reason)
|
|
{
|
|
DeInitEvent();
|
|
} |