246 lines
8.7 KiB
MQL5
246 lines
8.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| Keltner Channel.mq5 |
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//| Copyright 2009-2025, MetaQuotes Ltd |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2025, MetaQuotes Ltd"
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#property link "http://www.mql5.com"
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#property description "Keltner Channel"
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 3
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGray
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrRed
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//--- labels
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#property indicator_label1 "Upper Keltner"
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#property indicator_label2 "Middle Keltner"
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#property indicator_label3 "Lower Keltner"
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//--- input parameters
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input int InpEMAPeriod=20; // Period of EMA
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input int InpATRPeriod=10; // Period of ATR
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input double InpATRFactor=2.0; // ATR multiplier
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input bool InpShowLabel=true; // Show price of level
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//--- global variables for parameters
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int ExtEMAPeriod;
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int ExtATRPeriod;
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double ExtATRFactor;
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//--- indicator buffers
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double ExtUppBuffer[];
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double ExtEMABuffer[];
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double ExtDwnBuffer[];
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//--- indicator handles
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int ExtEMAHandle;
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int ExtATRHandle;
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//--- unique prefix to identify indicator objects
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string ExtPrefixUniq;
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int ExtPeriod;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- check for input values
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if(InpEMAPeriod<10)
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{
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ExtEMAPeriod=20;
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PrintFormat("Incorrect value for input variable InpEMAPeriod=%d. Indicator will use value=%d for calculations.",
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InpEMAPeriod, ExtEMAPeriod);
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}
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else
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ExtEMAPeriod=InpEMAPeriod;
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if(InpATRPeriod<3)
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{
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ExtATRPeriod=10;
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PrintFormat("Incorrect value for input variable InpATRPeriod=%d. Indicator will use value=%d for calculations.",
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InpATRPeriod, ExtATRPeriod);
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}
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else
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ExtATRPeriod=InpATRPeriod;
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if(InpATRFactor<1.0)
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{
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ExtATRFactor=2.0;
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PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",
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InpATRFactor, ExtATRFactor);
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}
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else
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ExtATRFactor=InpATRFactor;
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//--- define buffers
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SetIndexBuffer(0, ExtUppBuffer);
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SetIndexBuffer(1, ExtEMABuffer);
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SetIndexBuffer(2, ExtDwnBuffer);
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//--- indexes draw begin settings
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpEMAPeriod+1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpEMAPeriod+1);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpEMAPeriod+1);
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//--- set a 1-bar offset for each line
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PlotIndexSetInteger(0, PLOT_SHIFT, 1);
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PlotIndexSetInteger(1, PLOT_SHIFT, 1);
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PlotIndexSetInteger(2, PLOT_SHIFT, 1);
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//--- set drawing line empty value
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, 0.0);
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//--- indicator name
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IndicatorSetString(INDICATOR_SHORTNAME, "Keltner Channel");
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//--- number of digits of indicator value
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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//--- create indicators
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ExtEMAHandle=iMA(NULL, 0, InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
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ExtATRHandle=iATR(NULL, 0, InpATRPeriod);
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ExtPeriod=PeriodSeconds(_Period);
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//--- prepare prefix for objects
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string number=StringFormat("%I64d", GetTickCount64());
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ExtPrefixUniq=StringSubstr(number, StringLen(number)-4);
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ExtPrefixUniq=ExtPrefixUniq+"_KLT";
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Print("Indicator \"Keltner Channels\" started, prefix=", ExtPrefixUniq);
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return(INIT_SUCCEEDED);
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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 this is the first calculation of the indicator
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if(prev_calculated==0)
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{
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//--- populate the beginning values, for which the indicator cannot be calculated, with empty values
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ArrayFill(ExtUppBuffer, 0, rates_total, 0);
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ArrayFill(ExtEMABuffer, 0, rates_total, 0);
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ArrayFill(ExtDwnBuffer, 0, rates_total, 0);
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//--- get EMA values into the indicator buffer
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if(CopyBuffer(ExtEMAHandle, 0, 0, rates_total, ExtEMABuffer)<0)
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return(0);
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//--- get ATR indicator values into a dynamic array
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double atr[];
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if(CopyBuffer(ExtATRHandle, 0, 0, rates_total, atr)<0)
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return(0);
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//--- shift from the beginning by the required number of bars
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int start=MathMax(InpEMAPeriod, InpATRPeriod)+1;
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//--- fill in the values of the upper and lower channel borders
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for(int i=start; i<rates_total; i++)
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{
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ExtUppBuffer[i]=ExtEMABuffer[i]+InpATRFactor*atr[i];
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ExtDwnBuffer[i]=ExtEMABuffer[i]-InpATRFactor*atr[i];
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}
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//--- succesfully calculated
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return(rates_total);
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}
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//--- if the indicator has previously been calculated, calculate values for the last 2 bars
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int start=prev_calculated-2;
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for(int i=start; i<rates_total; i++)
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{
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//--- for element-by-element copying from the indicator, use the reverse index
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int reverse_index=rates_total-i;
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//--- get indicator values
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double ema[];
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if(CopyBuffer(ExtEMAHandle, 0, reverse_index, 1, ema)<0)
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return(prev_calculated);
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double atr[];
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if(CopyBuffer(ExtATRHandle, 0, reverse_index, 1, atr)<0)
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return(prev_calculated);
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//--- write values into buffers
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ExtEMABuffer[i]=ema[0];
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ExtUppBuffer[i]=ema[0]+InpATRFactor*atr[0];
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ExtDwnBuffer[i]=ema[0]-InpATRFactor*atr[0];
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}
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//--- draw labels on levels
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if(InpShowLabel)
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{
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ShowPriceLevels(time[rates_total-1]+ExtPeriod, rates_total-1);
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ChartRedraw();
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}
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//--- succesfully calculated
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- delete all our graphical objects after use
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Print("Indicator \"Keltner Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq);
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ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE);
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ChartRedraw(0);
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}
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//+------------------------------------------------------------------+
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//| Show prices' levels |
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//+------------------------------------------------------------------+
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void ShowPriceLevels(datetime time, int last_index)
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{
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ShowRightPrice(ExtPrefixUniq+"_Upp", time, ExtUppBuffer[last_index], clrBlue);
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ShowRightPrice(ExtPrefixUniq+"_EMA", time, ExtEMABuffer[last_index], clrGray);
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ShowRightPrice(ExtPrefixUniq+"_DWN", time, ExtDwnBuffer[last_index], clrRed);
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}
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//+------------------------------------------------------------------+
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//| Create or Update "Right Price Label" object |
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//+------------------------------------------------------------------+
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bool ShowRightPrice(const string name, datetime time, double price, color clr)
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{
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if(!ObjectCreate(0, name, OBJ_ARROW_RIGHT_PRICE, 0, time, price))
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{
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ObjectMove(0, name, 0, time, price);
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return(false);
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}
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//--- make the label size adaptive
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long scale=2;
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if(!ChartGetInteger(0, CHART_SCALE, 0, scale))
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{
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//--- output an error message to the Experts journal
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Print(__FUNCTION__+", ChartGetInteger(CHART_SCALE) failed, error = ", GetLastError());
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}
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int width=scale>1 ? 2:1; // if chart scale > 1, then label size = 2
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
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ObjectSetInteger(0, name, OBJPROP_BACK, false);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, name, OBJPROP_SELECTED, false);
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ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
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ObjectSetInteger(0, name, OBJPROP_ZORDER, 0);
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return(true);
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}
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//+------------------------------------------------------------------+
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