155 lines
5.3 KiB
MQL5
155 lines
5.3 KiB
MQL5
//+------------------------------------------------------------------+
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//| ADX.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 "Average Directional Movement Index"
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#include <MovingAverages.mqh>
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#property indicator_separate_window
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#property indicator_buffers 6
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#property indicator_plots 3
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrYellowGreen
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrWheat
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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#property indicator_label1 "ADX"
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#property indicator_label2 "+DI"
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#property indicator_label3 "-DI"
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//--- input parameters
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input int InpPeriodADX=14; // Period ADX
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//--- indicator buffers
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double ExtADXBuffer[];
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double ExtPDIBuffer[];
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double ExtNDIBuffer[];
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double ExtPDBuffer[];
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double ExtNDBuffer[];
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double ExtTmpBuffer[];
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int ExtADXPeriod;
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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 parameters
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if(InpPeriodADX>=100 || InpPeriodADX<=0)
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{
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ExtADXPeriod=14;
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PrintFormat("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
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}
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else
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ExtADXPeriod=InpPeriodADX;
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//--- indicator buffers
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SetIndexBuffer(0,ExtADXBuffer);
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SetIndexBuffer(1,ExtPDIBuffer);
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SetIndexBuffer(2,ExtNDIBuffer);
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SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
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//--- indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- set draw begin
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
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//--- indicator short name
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string short_name="ADX("+string(ExtADXPeriod)+")";
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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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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//--- checking for bars count
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if(rates_total<ExtADXPeriod)
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return(0);
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//--- detect start position
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int start;
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if(prev_calculated>1)
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start=prev_calculated-1;
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else
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{
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start=1;
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ExtPDIBuffer[0]=0.0;
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ExtNDIBuffer[0]=0.0;
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ExtADXBuffer[0]=0.0;
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}
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//--- main cycle
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for(int i=start; i<rates_total && !IsStopped(); i++)
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{
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//--- get some data
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double high_price=high[i];
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double prev_high =high[i-1];
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double low_price =low[i];
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double prev_low =low[i-1];
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double prev_close=close[i-1];
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//--- fill main positive and main negative buffers
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double tmp_pos=high_price-prev_high;
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double tmp_neg=prev_low-low_price;
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if(tmp_pos<0.0)
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tmp_pos=0.0;
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if(tmp_neg<0.0)
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tmp_neg=0.0;
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if(tmp_pos>tmp_neg)
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tmp_neg=0.0;
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else
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{
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if(tmp_pos<tmp_neg)
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tmp_pos=0.0;
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else
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{
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tmp_pos=0.0;
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tmp_neg=0.0;
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}
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}
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//--- define TR
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double tr=MathMax(MathMax(MathAbs(high_price-low_price),MathAbs(high_price-prev_close)),MathAbs(low_price-prev_close));
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if(tr!=0.0)
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{
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ExtPDBuffer[i]=100.0*tmp_pos/tr;
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ExtNDBuffer[i]=100.0*tmp_neg/tr;
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}
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else
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{
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ExtPDBuffer[i]=0.0;
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ExtNDBuffer[i]=0.0;
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}
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//--- fill smoothed positive and negative buffers
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ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
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ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
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//--- fill ADXTmp buffer
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double tmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
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if(tmp!=0.0)
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tmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/tmp);
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else
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tmp=0.0;
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ExtTmpBuffer[i]=tmp;
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//--- fill smoothed ADX buffer
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ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
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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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