199 lines
7.1 KiB
MQL5
199 lines
7.1 KiB
MQL5
//+------------------------------------------------------------------+
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//| ParabolicSAR.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//--- indicator settings
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#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 DodgerBlue
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//--- External parametrs
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input double InpSARStep=0.02; // Step
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input double InpSARMaximum=0.2; // Maximum
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//---- buffers
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double ExtSARBuffer[];
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double ExtEPBuffer[];
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double ExtAFBuffer[];
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//--- global variables
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int ExtLastRevPos;
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bool ExtDirectionLong;
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double ExtSarStep;
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double ExtSarMaximum;
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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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//--- checking input data
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if(InpSARStep<0.0)
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{
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ExtSarStep=0.02;
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Print("Input parametr InpSARStep has incorrect value. Indicator will use value",
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ExtSarStep,"for calculations.");
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}
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else ExtSarStep=InpSARStep;
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if(InpSARMaximum<0.0)
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{
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ExtSarMaximum=0.2;
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Print("Input parametr InpSARMaximum has incorrect value. Indicator will use value",
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ExtSarMaximum,"for calculations.");
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}
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else ExtSarMaximum=InpSARMaximum;
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//---- indicator buffers
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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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PlotIndexSetString(0,PLOT_LABEL,"SAR("+
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DoubleToString(ExtSarStep,2)+","+
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DoubleToString(ExtSarMaximum,2)+")");
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//--- set global variables
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ExtLastRevPos=0;
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ExtDirectionLong=false;
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//----
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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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//--- check for minimum rates count
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if(rates_total<3)
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return(0);
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//--- detect current position
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int pos=prev_calculated-1;
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//--- correct position
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if(pos<1)
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{
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//--- first pass, set as SHORT
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pos=1;
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ExtAFBuffer[0]=ExtSarStep;
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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];
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}
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//---main cycle
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for(int i=pos;i<rates_total-1 && !IsStopped();i++)
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{
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//--- check for reverse
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if(ExtDirectionLong)
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{
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if(ExtSARBuffer[i]>low[i])
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{
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//--- 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;
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}
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}
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else
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{
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if(ExtSARBuffer[i]<high[i])
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{
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//--- switch to LONG
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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;
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}
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}
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//--- continue calculations
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if(ExtDirectionLong)
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{
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//--- check for new High
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if(high[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
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{
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ExtEPBuffer[i]=high[i];
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ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
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if(ExtAFBuffer[i]>ExtSarMaximum)
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ExtAFBuffer[i]=ExtSarMaximum;
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}
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else
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{
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//--- when we haven't reversed
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if(i!=ExtLastRevPos)
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{
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ExtAFBuffer[i]=ExtAFBuffer[i-1];
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ExtEPBuffer[i]=ExtEPBuffer[i-1];
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}
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}
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//--- calculate SAR for tomorrow
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ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
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//--- check for SAR
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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]);
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}
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else
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{
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//--- check for new Low
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if(low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
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{
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ExtEPBuffer[i]=low[i];
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ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
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if(ExtAFBuffer[i]>ExtSarMaximum)
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ExtAFBuffer[i]=ExtSarMaximum;
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}
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else
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{
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//--- when we haven't reversed
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if(i!=ExtLastRevPos)
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{
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ExtAFBuffer[i]=ExtAFBuffer[i-1];
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ExtEPBuffer[i]=ExtEPBuffer[i-1];
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}
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}
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//--- calculate SAR for tomorrow
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ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
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//--- check for SAR
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if(ExtSARBuffer[i+1]<high[i] || ExtSARBuffer[i+1]<high[i-1])
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ExtSARBuffer[i+1]=MathMax(high[i],high[i-1]);
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}
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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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//| Find highest price from start to current position |
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//+------------------------------------------------------------------+
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double GetHigh(int nPosition,int nStartPeriod,const double &HiData[])
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{
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//--- calculate
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double result=HiData[nStartPeriod];
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for(int i=nStartPeriod;i<=nPosition;i++) if(result<HiData[i]) result=HiData[i];
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return(result);
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}
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//+------------------------------------------------------------------+
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//| Find lowest price from start to current position |
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//+------------------------------------------------------------------+
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double GetLow(int nPosition,int nStartPeriod,const double &LoData[])
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{
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//--- calculate
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double result=LoData[nStartPeriod];
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for(int i=nStartPeriod;i<=nPosition;i++) if(result>LoData[i]) result=LoData[i];
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return(result);
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}
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//+------------------------------------------------------------------+
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