250 lines
18 KiB
MQL5
250 lines
18 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| SAR index based on MA.mq5 |
|
|
//| Copyright © 2018, Vladimir Karputov |
|
|
//| http://wmua.ru/slesar/ |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright © 2018, Vladimir Karputov"
|
|
#property link "http://wmua.ru/slesar/"
|
|
#property version "1.004"
|
|
//--- indicator settings
|
|
#property indicator_chart_window
|
|
#property indicator_buffers 4
|
|
#property indicator_plots 2
|
|
#property indicator_type1 DRAW_ARROW
|
|
#property indicator_color1 clrDodgerBlue
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrRed
|
|
//--- External parametrs
|
|
input double InpSARStep=0.02; // Step
|
|
input double InpSARMaximum=0.04; // Maximum
|
|
//---- buffers
|
|
double ExtSARBuffer[];
|
|
double ExtMABuffer[];
|
|
double ExtEPBuffer[];
|
|
double ExtAFBuffer[];
|
|
//--- global variables
|
|
int ExtLastRevPos;
|
|
bool ExtDirectionLong;
|
|
double ExtSarStep;
|
|
double ExtSarMaximum;
|
|
//---
|
|
int handle_iMA; // variable for storing the handle of the iMA indicator
|
|
//--- we will keep the number of values in the Moving Average indicator
|
|
int bars_calculated=0;
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- checking input data
|
|
if(InpSARStep<0.0)
|
|
{
|
|
ExtSarStep=0.02;
|
|
Print("Input parametr InpSARStep has incorrect value. Indicator will use value",
|
|
ExtSarStep,"for calculations.");
|
|
}
|
|
else
|
|
ExtSarStep=InpSARStep;
|
|
if(InpSARMaximum<0.0)
|
|
{
|
|
ExtSarMaximum=0.2;
|
|
Print("Input parametr InpSARMaximum has incorrect value. Indicator will use value",
|
|
ExtSarMaximum,"for calculations.");
|
|
}
|
|
else
|
|
ExtSarMaximum=InpSARMaximum;
|
|
//--- indicator buffers
|
|
SetIndexBuffer(0,ExtSARBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,ExtMABuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(2,ExtEPBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(3,ExtAFBuffer,INDICATOR_CALCULATIONS);
|
|
//--- set arrow symbol
|
|
PlotIndexSetInteger(0,PLOT_ARROW,159);
|
|
//--- set indicator digits
|
|
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
|
//--- set label name
|
|
PlotIndexSetString(0,PLOT_LABEL,"SAR("+
|
|
DoubleToString(ExtSarStep,2)+","+
|
|
DoubleToString(ExtSarMaximum,2)+")");
|
|
//--- set global variables
|
|
ExtLastRevPos=0;
|
|
ExtDirectionLong=false;
|
|
//--- create handle of the indicator iMA
|
|
handle_iMA=iMA(Symbol(),Period(),14,0,MODE_LWMA,PRICE_CLOSE);
|
|
//--- if the handle is not created
|
|
if(handle_iMA==INVALID_HANDLE)
|
|
{
|
|
//--- tell about the failure and output the error code
|
|
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
|
|
Symbol(),
|
|
EnumToString(Period()),
|
|
GetLastError());
|
|
//--- the indicator is stopped early
|
|
return(INIT_FAILED);
|
|
}
|
|
//---
|
|
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[])
|
|
{
|
|
//--- check for minimum rates count
|
|
if(rates_total<3)
|
|
return(0);
|
|
//--- detect current position
|
|
int pos=prev_calculated-1;
|
|
//--- correct position
|
|
if(pos<1)
|
|
{
|
|
//--- first pass, set as SHORT
|
|
pos=1;
|
|
ExtAFBuffer[0]=ExtSarStep;
|
|
ExtAFBuffer[1]=ExtSarStep;
|
|
ExtSARBuffer[0]=high[0];
|
|
ExtLastRevPos=0;
|
|
ExtDirectionLong=false;
|
|
ExtSARBuffer[1]=GetHigh(pos,ExtLastRevPos,high);
|
|
ExtEPBuffer[0]=low[pos];
|
|
ExtEPBuffer[1]=low[pos];
|
|
}
|
|
//---main cycle
|
|
for(int i=pos;i<rates_total-1 && !IsStopped();i++)
|
|
{
|
|
//--- check for reverse
|
|
if(ExtDirectionLong)
|
|
{
|
|
if(ExtSARBuffer[i]>low[i])
|
|
{
|
|
//--- switch to SHORT
|
|
ExtDirectionLong=false;
|
|
ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,high);
|
|
ExtEPBuffer[i]=low[i];
|
|
ExtLastRevPos=i;
|
|
ExtAFBuffer[i]=ExtSarStep;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if(ExtSARBuffer[i]<high[i])
|
|
{
|
|
//--- switch to LONG
|
|
ExtDirectionLong=true;
|
|
ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,low);
|
|
ExtEPBuffer[i]=high[i];
|
|
ExtLastRevPos=i;
|
|
ExtAFBuffer[i]=ExtSarStep;
|
|
}
|
|
}
|
|
//--- continue calculations
|
|
if(ExtDirectionLong)
|
|
{
|
|
//--- check for new High
|
|
if(high[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
|
|
{
|
|
ExtEPBuffer[i]=high[i];
|
|
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]>low[i] || ExtSARBuffer[i+1]>low[i-1])
|
|
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];
|
|
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 nPosition,int nStartPeriod,const double &HiData[])
|
|
{
|
|
//--- calculate
|
|
double result=HiData[nStartPeriod];
|
|
for(int i=nStartPeriod;i<=nPosition;i++)
|
|
if(result<HiData[i])
|
|
result=HiData[i];
|
|
return(result);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Find lowest price from start to current position |
|
|
//+------------------------------------------------------------------+
|
|
double GetLow(int nPosition,int nStartPeriod,const double &LoData[])
|
|
{
|
|
//--- calculate
|
|
double result=LoData[nStartPeriod];
|
|
for(int i=nStartPeriod;i<=nPosition;i++)
|
|
if(result>LoData[i])
|
|
result=LoData[i];
|
|
return(result);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Filling indicator buffers from the MA indicator |
|
|
//+------------------------------------------------------------------+
|
|
bool FillArrayFromBuffer(double &values[], // indicator buffer of Moving Average values
|
|
int shift, // shift
|
|
int ind_handle, // handle of the iMA indicator
|
|
int amount // number of copied values
|
|
)
|
|
{
|
|
//--- reset error code
|
|
ResetLastError();
|
|
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
|
|
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
|
|
{
|
|
//--- if the copying fails, tell the error code
|
|
PrintFormat("Failed to copy data from the iMA 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);
|
|
}
|
|
//+------------------------------------------------------------------+
|