-
Notifications
You must be signed in to change notification settings - Fork 0
/
ADXW.mq5
189 lines (188 loc) · 6.67 KB
/
ADXW.mq5
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
//+------------------------------------------------------------------+
//| ADXW.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"
#property description "by Welles Wilder"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers 10
#property indicator_plots 3
#property indicator_type1 DRAW_LINE
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_color1 LightSeaGreen
#property indicator_type2 DRAW_LINE
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
#property indicator_color2 YellowGreen
#property indicator_type3 DRAW_LINE
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
#property indicator_color3 Wheat
#property indicator_label1 "ADX Wilder"
#property indicator_label2 "+DI"
#property indicator_label3 "-DI"
//--- input parameters
input int InpPeriodADXW=14; // Period ADX
//--- indicator buffers
double ExtADXWBuffer[];
double ExtPDIBuffer[];
double ExtNDIBuffer[];
double ExtPDSBuffer[];
double ExtNDSBuffer[];
double ExtPDBuffer[];
double ExtNDBuffer[];
double ExtTRBuffer[];
double ExtATRBuffer[];
double ExtDXBuffer[];
int ExtADXWPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input parameters
if(InpPeriodADXW>=100 || InpPeriodADXW<=0)
{
ExtADXWPeriod=14;
PrintFormat("Incorrect value for input variable InpPeriodADXW=%d. Indicator will use value=%d for calculations.",InpPeriodADXW,ExtADXWPeriod);
}
else
ExtADXWPeriod=InpPeriodADXW;
//--- indicator buffers
SetIndexBuffer(0,ExtADXWBuffer);
SetIndexBuffer(1,ExtPDIBuffer);
SetIndexBuffer(2,ExtNDIBuffer);
//--- calculation buffers
SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtDXBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(6,ExtTRBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(7,ExtATRBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(8,ExtPDSBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(9,ExtNDSBuffer,INDICATOR_CALCULATIONS);
//--- set draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXWPeriod<<1);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);
//--- indicator short name
string short_name="ADX Wilder("+string(ExtADXWPeriod)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
PlotIndexSetString(0,PLOT_LABEL,short_name);
//--- indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,2);
}
//+------------------------------------------------------------------+
//| 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<ExtADXWPeriod)
return(0);
//--- detect start position
int start;
if(prev_calculated>1)
start=prev_calculated-1;
else
{
start=1;
for(int i=0; i<ExtADXWPeriod; i++)
{
ExtADXWBuffer[i]=0;
ExtPDIBuffer[i]=0;
ExtNDIBuffer[i]=0;
ExtPDSBuffer[i]=0;
ExtNDSBuffer[i]=0;
ExtPDBuffer[i]=0;
ExtNDBuffer[i]=0;
ExtTRBuffer[i]=0;
ExtATRBuffer[i]=0;
ExtDXBuffer[i]=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_neg==tmp_pos)
{
tmp_neg=0.0;
tmp_pos=0.0;
}
else
{
if(tmp_pos<tmp_neg)
tmp_pos=0.0;
else
tmp_neg=0.0;
}
ExtPDBuffer[i]=tmp_pos;
ExtNDBuffer[i]=tmp_neg;
//--- define TR
double tr=MathMax(MathMax(MathAbs(high_price-low_price),MathAbs(high_price-prev_close)),MathAbs(low_price-prev_close));
ExtTRBuffer[i]=tr; // write down TR to TR buffer
//--- fill smoothed positive and negative buffers and TR buffer
if(i<ExtADXWPeriod)
{
ExtATRBuffer[i]=0.0;
ExtPDIBuffer[i]=0.0;
ExtNDIBuffer[i]=0.0;
}
else
{
ExtATRBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtATRBuffer[i-1],ExtTRBuffer);
ExtPDSBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtPDSBuffer[i-1],ExtPDBuffer);
ExtNDSBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtNDSBuffer[i-1],ExtNDBuffer);
}
//--- calculate PDI and NDI buffers
if(ExtATRBuffer[i]!=0.0)
{
ExtPDIBuffer[i]=100.0*ExtPDSBuffer[i]/ExtATRBuffer[i];
ExtNDIBuffer[i]=100.0*ExtNDSBuffer[i]/ExtATRBuffer[i];
}
else
{
ExtPDIBuffer[i]=0.0;
ExtNDIBuffer[i]=0.0;
}
//--- Calculate DX buffer
double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
if(dTmp!=0.0)
dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
else
dTmp=0.0;
ExtDXBuffer[i]=dTmp;
//--- fill ADXW buffer as smoothed DX buffer
ExtADXWBuffer[i]=SmoothedMA(i,ExtADXWPeriod,ExtADXWBuffer[i-1],ExtDXBuffer);
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+