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ADX.mq5
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ADX.mq5
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//+------------------------------------------------------------------+
//| ADX.mq5 |
//| Copyright 2000-2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2000-2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property description "Average Directional Movement Index"
#include <MovingAverages.mqh>
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots 3
#property indicator_type1 DRAW_LINE
#property indicator_color1 LightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_type2 DRAW_LINE
#property indicator_color2 YellowGreen
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
#property indicator_type3 DRAW_LINE
#property indicator_color3 Wheat
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
#property indicator_label1 "ADX"
#property indicator_label2 "+DI"
#property indicator_label3 "-DI"
//--- input parameters
input int InpPeriodADX=14; // Period ADX
//--- indicator buffers
double ExtADXBuffer[];
double ExtPDIBuffer[];
double ExtNDIBuffer[];
double ExtPDBuffer[];
double ExtNDBuffer[];
double ExtTmpBuffer[];
int ExtADXPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input parameters
if(InpPeriodADX>=100 || InpPeriodADX<=0)
{
ExtADXPeriod=14;
PrintFormat("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
}
else
ExtADXPeriod=InpPeriodADX;
//--- indicator buffers
SetIndexBuffer(0,ExtADXBuffer);
SetIndexBuffer(1,ExtPDIBuffer);
SetIndexBuffer(2,ExtNDIBuffer);
SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
//--- indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
//--- indicator short name
string short_name="ADX("+string(ExtADXPeriod)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
PlotIndexSetString(0,PLOT_LABEL,short_name);
}
//+------------------------------------------------------------------+
//| 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[])
{
//--- checking for bars count
if(rates_total<ExtADXPeriod)
return(0);
//--- detect start position
int start;
if(prev_calculated>1)
start=prev_calculated-1;
else
{
start=1;
ExtPDIBuffer[0]=0.0;
ExtNDIBuffer[0]=0.0;
ExtADXBuffer[0]=0.0;
}
//--- main cycle
for(int i=start; i<rates_total && !IsStopped(); i++)
{
//--- get some data
double high_price=high[i];
double prev_high =high[i-1];
double low_price =low[i];
double prev_low =low[i-1];
double prev_close=close[i-1];
//--- fill main positive and main negative buffers
double tmp_pos=high_price-prev_high;
double tmp_neg=prev_low-low_price;
if(tmp_pos<0.0)
tmp_pos=0.0;
if(tmp_neg<0.0)
tmp_neg=0.0;
if(tmp_pos>tmp_neg)
tmp_neg=0.0;
else
{
if(tmp_pos<tmp_neg)
tmp_pos=0.0;
else
{
tmp_pos=0.0;
tmp_neg=0.0;
}
}
//--- define TR
double tr=MathMax(MathMax(MathAbs(high_price-low_price),MathAbs(high_price-prev_close)),MathAbs(low_price-prev_close));
if(tr!=0.0)
{
ExtPDBuffer[i]=100.0*tmp_pos/tr;
ExtNDBuffer[i]=100.0*tmp_neg/tr;
}
else
{
ExtPDBuffer[i]=0.0;
ExtNDBuffer[i]=0.0;
}
//--- fill smoothed positive and negative buffers
ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
//--- fill ADXTmp buffer
double tmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
if(tmp!=0.0)
tmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/tmp);
else
tmp=0.0;
ExtTmpBuffer[i]=tmp;
//--- fill smoothed ADX buffer
ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+