Indicators Used
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divergenceviewer_ad_v1
#property copyright "Scriptong"
#property link "http://advancetools.net"
#property description "English: Displaying of the divergence based on the testimony of various indicators.\nRussian: Îòîáðàæåíèå äèâåðãåíöèè íà îñíîâå ïîêàçàíèé ðàçëè÷íûõ èíäèêàòîðîâ."
#property version "1.18"
#property strict
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 clrDodgerBlue
#property indicator_level1 0.0
enum ENUM_YESNO
{
NO, // No / Íåò
YES // Yes / Äà
};
enum ENUM_ONOFF
{
OFF, // Off / Âûêë.
ON // On / Âêë.
};
enum ENUM_INDICATOR_TYPE
{
RSI, // RSI
MACD, // MACD
MOMENTUM, // Momentum
RVI, // RVI
STOCHASTIC, // Stochastic
CCI, // CCI
StdDev, // Standart deviation
DERIVATIVE, // Derivative / ïðîèçâîäíàÿ
WILLIAM_BLAU, // William Blau
CUSTOM // Custom / Ïîëüçîâàòåëüñêèé
};
enum ENUM_EXTREMUM_TYPE
{
EXTREMUM_TYPE_NONE,
EXTREMUM_TYPE_MIN,
EXTREMUM_TYPE_MAX
};
enum ENUM_MARKET_APPLIED_PRICE
{
MARKET_APPLIED_PRICE_CLOSE, // Close/Close
MARKET_APPLIED_PRICE_HIGHLOW // High/Low
};
enum ENUM_PRICE_TYPE
{
PRICE_TYPE_INDICATOR,
PRICE_TYPE_MARKET
};
enum ENUM_CUSTOM_PARAM_CNT
{
PARAM_CNT_0, // 0
PARAM_CNT_1, // 1
PARAM_CNT_2, // 2
PARAM_CNT_3, // 3
PARAM_CNT_4, // 4
PARAM_CNT_5, // 5
PARAM_CNT_6, // 6
PARAM_CNT_7, // 7
PARAM_CNT_8, // 8
PARAM_CNT_9, // 9
PARAM_CNT_10, // 10
PARAM_CNT_11, // 11
PARAM_CNT_12, // 12
PARAM_CNT_13, // 13
PARAM_CNT_14, // 14
PARAM_CNT_15, // 15
PARAM_CNT_16, // 16
PARAM_CNT_17, // 17
PARAM_CNT_18, // 18
PARAM_CNT_19, // 19
PARAM_CNT_20 // 20
};
// Input parameters of indicator
input ENUM_INDICATOR_TYPE i_indicatorType = WILLIAM_BLAU; // Base indicator / Áàçîâûé èíäèêàòîð
input int i_divergenceDepth = 20; // Depth of 2nd ref. point search / Ãëóáèíà ïîèñêà 2îé îï. òî÷êè
input string i_string1 = "The base indicator parameters / Ïàðàìåòðû áàçîâîãî èíäèêàòîðà"; // ============================
input int i_barsPeriod1 = 8000; // First calculate period / Ïåðâûé ïåðèîä ðàñ÷åòà
input int i_barsPeriod2 = 2; // Second calculate period / Âòîðîé ïåðèîä ðàñ÷åòà
input int i_barsPeriod3 = 1; // Third calculate period / Òðåòèé ïåðèîä ðàñ÷åòà
input ENUM_APPLIED_PRICE i_indAppliedPrice = PRICE_CLOSE; // Applied price of indicator / Öåíà ðàñ÷åòà èíäèêàòîðà
input ENUM_MA_METHOD i_indMAMethod = MODE_EMA; // MA calculate method / Ìåòîä ðàñ÷åòà ñðåäíåãî
input string i_string2 = "Price extremum parameters / Ïàðàìåòðû öåíîâîãî ýêñòðåìóìà"; // ============================
input int i_findExtInterval = 10; // Price ext. to indicator ext. / Îò ýêñò. öåíû äî ýêñò. èíä.
input ENUM_MARKET_APPLIED_PRICE i_marketAppliedPrice = MARKET_APPLIED_PRICE_CLOSE; // Applied price of market / Èñïîëüçóåìàÿ ðûíî÷íàÿ öåíà
input string i_string3 = "Custom indicator / Ïîëüçîâàòåëüñêèé èíäèêàòîð"; // ============================
input string i_customName = "Sentiment_Line"; // The name of indicator / Èìÿ èíäèêàòîðà
input int i_customBuffer = 0; // Index of data buffer / Èíäåêñ áóôåðà äëÿ ñúåìà äàííûõ
input ENUM_CUSTOM_PARAM_CNT i_customParamCnt = PARAM_CNT_3; // Amount of ind. parameters / Êîë-âî ïàðàìåòðîâ èíäèêàòîðà
input double i_customParam1 = 13.0; // Value of the 1st parameter / Çíà÷åíèå 1-îãî ïàðàìåòðà
input double i_customParam2 = 1.0; // Value of the 2nd parameter / Çíà÷åíèå 2-îãî ïàðàìåòðà
input double i_customParam3 = 0.0; // Value of the 3rd parameter / Çíà÷åíèå 3-îãî ïàðàìåòðà
input double i_customParam4 = 0.0; // Value of the 4th parameter / Çíà÷åíèå 4-îãî ïàðàìåòðà
input double i_customParam5 = 0.0; // Value of the 5th parameter / Çíà÷åíèå 5-îãî ïàðàìåòðà
input double i_customParam6 = 0.0; // Value of the 6th parameter / Çíà÷åíèå 6-îãî ïàðàìåòðà
input double i_customParam7 = 0.0; // Value of the 7th parameter / Çíà÷åíèå 7-îãî ïàðàìåòðà
input double i_customParam8 = 0.0; // Value of the 8th parameter / Çíà÷åíèå 8-îãî ïàðàìåòðà
input double i_customParam9 = 0.0; // Value of the 9th parameter / Çíà÷åíèå 9-îãî ïàðàìåòðà
input double i_customParam10 = 0.0; // Value of the 10th parameter / Çíà÷åíèå 10-îãî ïàðàìåòðà
input double i_customParam11 = 0.0; // Value of the 11th parameter / Çíà÷åíèå 11-îãî ïàðàìåòðà
input double i_customParam12 = 0.0; // Value of the 12th parameter / Çíà÷åíèå 12-îãî ïàðàìåòðà
input double i_customParam13 = 0.0; // Value of the 13th parameter / Çíà÷åíèå 13-îãî ïàðàìåòðà
input double i_customParam14 = 0.0; // Value of the 14th parameter / Çíà÷åíèå 14-îãî ïàðàìåòðà
input double i_customParam15 = 0.0; // Value of the 15th parameter / Çíà÷åíèå 15-îãî ïàðàìåòðà
input double i_customParam16 = 0.0; // Value of the 16th parameter / Çíà÷åíèå 16-îãî ïàðàìåòðà
input double i_customParam17 = 0.0; // Value of the 17th parameter / Çíà÷åíèå 17-îãî ïàðàìåòðà
input double i_customParam18 = 0.0; // Value of the 18th parameter / Çíà÷åíèå 18-îãî ïàðàìåòðà
input double i_customParam19 = 0.0; // Value of the 19th parameter / Çíà÷åíèå 19-îãî ïàðàìåòðà
input double i_customParam20 = 0.0; // Value of the 20th parameter / Çíà÷åíèå 20-îãî ïàðàìåòðà
input string i_string4 = "Filters / Ôèëüòðû"; // ============================
input ENUM_ONOFF i_useCoincidenceCharts = OFF; // The coincidence of charts / Ñîâïàäåíèå ãðàôèêîâ
input ENUM_ONOFF i_excludeOverlaps = OFF; // Exclude overlaps of lines / Èñêëþ÷èòü íàëîæåíèå ëèíèé
input string i_string5 = "Parameters of displaying / Ïàðàìåòðû îòîáðàæåíèÿ"; // ============================
input ENUM_YESNO i_isAlert = YES; // Alert on divergence? / Ñèãíàë ïðè äèâåðãåíöèè?
input ENUM_YESNO i_isPush = YES; // Notification on divergence? / Óâåäîìëÿòü ïðè äèâåðãåíöèè?
input string i_string4_1 = "Divergence class A / Äèâåðãåíöèè êëàññà À";// ============================
input ENUM_YESNO i_showClassA = YES; // Show / Îòîáðàæàòü
input color i_bullsDivAColor = clrBlue; // Color of bulls divergence line / Öâåò ëèíèé áû÷üåé äèâåðãåíöèè
input color i_bearsDivAColor = clrRed; // Color of bears divergence line / Öâåò ëèíèé ìåäâ. äèâåðãåíöèè
input string i_string4_2 = "Divergence class B / Äèâåðãåíöèè êëàññà B";// ============================
input ENUM_YESNO i_showClassB = NO; // Show / Îòîáðàæàòü
input color i_bullsDivBColor = clrDodgerBlue; // Color of bulls divergence line / Öâåò ëèíèé áû÷üåé äèâåðãåíöèè
input color i_bearsDivBColor = clrMaroon; // Color of bears divergence line / Öâåò ëèíèé ìåäâ. äèâåðãåíöèè
input string i_string4_3 = "Divergence class C / Äèâåðãåíöèè êëàññà C";// ============================
input ENUM_YESNO i_showClassC = NO; // Show / Îòîáðàæàòü
input color i_bullsDivCColor = clrDeepSkyBlue; // Color of bulls divergence line / Öâåò ëèíèé áû÷üåé äèâåðãåíöèè
input color i_bearsDivCColor = clrPurple; // Color of bears divergence line / Öâåò ëèíèé ìåäâ. äèâåðãåíöèè
input string i_string4_4 = "Hidden divergence / Ñêðûòàÿ äèâåðãåíöèÿ"; // ============================
input ENUM_YESNO i_showHidden = NO; // Show / Îòîáðàæàòü
input color i_bullsDivHColor = clrYellowGreen; // Color of bulls divergence line / Öâåò ëèíèé áû÷üåé äèâåðãåíöèè
input color i_bearsDivHColor = clrIndigo; // Color of bears divergence line / Öâåò ëèíèé ìåäâ. äèâåðãåíöèè
input int i_indBarsCount = 10000; // The number of bars to display / Êîëè÷åñòâî áàðîâ îòîáðàæåíèÿ
// The indicator's buffers
double g_indValues[];
double g_tempBuffer[];
// Other global variables of indicator
bool g_activate; // Sign of successful initialization of indicator
int g_indSubWindow; // Subwindow index of indicator
datetime g_lastDivergenceTime; // Time of bar of right
string g_indName, // The unique name of the indicator for easy location indicator subwindow
g_tfName; // Name of current TF
#define PREFIX "DIVVIEW_" // Prefix the name of the graphic objects which displayed by indicator
#define TITLE_CLASS_A "Class A"
#define TITLE_CLASS_B "Class B"
#define TITLE_CLASS_C "Class C"
#define TITLE_CLASS_H "Hidden divergence"
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Custom indicator initialization function |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int OnInit()
{
g_activate = false;
if (!IsTuningParametersCorrect())
return INIT_FAILED;
if (!BuffersBind())
return (INIT_FAILED);
g_tfName = GetCurrentTFName();
g_indSubWindow = -1;
g_lastDivergenceTime = 0;
g_activate = true;
return INIT_SUCCEEDED;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Checking the correctness of input parameters |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsTuningParametersCorrect()
{
string name = WindowExpertName();
bool isRussianLang = (TerminalInfoString(TERMINAL_LANGUAGE) == "Russian");
if (i_divergenceDepth < 1)
{
Alert(name, (isRussianLang)? ": ãëóáèíà ïîèñêà âòîðîé îïîðíîé òî÷êè äîëæíà áûòü 1 è áîëåå áàðîâ. Èíäèêàòîð îòêëþ÷åí." :
": depth search for the second reference point should be 1 or more bars. The indicator is turned off.");
return false;
}
if (i_barsPeriod1 < 1)
{
Alert(name, (isRussianLang)? ": ïåðâîå êîëè÷åñòâî áàðîâ äëÿ ðàñ÷åòà ïîêàçàíèé èíäèêàòîðà ìåíåå 1. Èíäèêàòîð îòêëþ÷åí." :
": the first amount of bars for calculate the indicator values is less then 1. The indicator is turned off.");
return false;
}
if (i_barsPeriod2 < 1)
{
Alert(name, (isRussianLang)? ": âòîðîå êîëè÷åñòâî áàðîâ äëÿ ðàñ÷åòà ïîêàçàíèé èíäèêàòîðà ìåíåå 1. Èíäèêàòîð îòêëþ÷åí." :
": the second amount of bars for calculate the indicator values is less then 1. The indicator is turned off.");
return false;
}
if (i_barsPeriod3 < 1)
{
Alert(name, (isRussianLang)? ": òðåòüå êîëè÷åñòâî áàðîâ äëÿ ðàñ÷åòà ïîêàçàíèé èíäèêàòîðà ìåíåå 1. Èíäèêàòîð îòêëþ÷åí." :
": the third amount of bars for calculate the indicator values is less then 1. The indicator is turned off.");
return false;
}
if (i_findExtInterval < 1)
{
Alert(name, (isRussianLang)? ": èíòåðâàë ïîèñêà ýêñòðåìóìà öåíû äîëæåí áûòü áîëåå íóëÿ áàðîâ. Èíäèêàòîð îòêëþ÷åí." :
": the interval of search of price extremum must be greater than zero bars. The indicator is turned off.");
return false;
}
return (true);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Defining the current TF name |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetCurrentTFName()
{
switch(_Period)
{
case PERIOD_M1: return "M1";
case PERIOD_M5: return "M5";
case PERIOD_M15: return "M15";
case PERIOD_M30: return "M30";
case PERIOD_H1: return "H1";
case PERIOD_H4: return "H4";
case PERIOD_D1: return "D1";
case PERIOD_W1: return "W1";
case PERIOD_MN1: return "MN1";
}
return "U/D";
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Binding the indicator buffers with arrays |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool BuffersBind()
{
if (i_indicatorType == WILLIAM_BLAU)
IndicatorBuffers(2);
string name = WindowExpertName();
bool isRussianLang = (TerminalInfoString(TERMINAL_LANGUAGE) == "Russian");
if (!SetIndexBuffer(0, g_indValues))
{
Alert(name, (isRussianLang)? ": îøèáêà ñâÿçûâàíèÿ ìàññèâîâ ñ áóôåðàìè èíäèêàòîðà. Îøèáêà ¹" + IntegerToString(GetLastError()) :
": error of binding of the arrays and the indicator buffers. Error N" + IntegerToString(GetLastError()));
return false;
}
if (i_indicatorType == WILLIAM_BLAU)
if (!SetIndexBuffer(1, g_tempBuffer))
{
Alert(name, (isRussianLang)? ": îøèáêà ñâÿçûâàíèÿ ìàññèâîâ ñ áóôåðàìè èíäèêàòîðà. Îøèáêà ¹" + IntegerToString(GetLastError()) :
": error of binding of the arrays and the indicator buffers. Error N" + IntegerToString(GetLastError()));
return false;
}
SetIndexStyle(0, DRAW_LINE);
if (i_indicatorType == WILLIAM_BLAU)
SetIndexStyle(1, DRAW_NONE);
g_indName = "DivViewer at " + GetBaseIndicatorName() + IntegerToString(GetTickCount());
IndicatorShortName(g_indName);
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Defining the name of the base indicator |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetBaseIndicatorName()
{
if (i_indicatorType == CUSTOM)
return i_customName + " (" + DoubleToString(i_customParam1, 1) + ", " + DoubleToString(i_customParam2, 1) + ", " + DoubleToString(i_customParam3, 1) + ") ";
return EnumToString(i_indicatorType) + " (" + IntegerToString(i_barsPeriod1) + ", " + IntegerToString(i_barsPeriod2) + ", " + IntegerToString(i_barsPeriod3) + ") ";
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void OnDeinit(const int reason)
{
DeleteAllObjects();
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Deleting of all graphical objects |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void DeleteAllObjects()
{
string prefix = PREFIX + IntegerToString(g_indSubWindow);
int strLen = StringLen(prefix);
for (int i = ObjectsTotal() - 1; i >= 0; i--)
if (StringSubstr(ObjectName(i), 0, strLen) == prefix)
ObjectDelete(ObjectName(i));
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Displaying the trend line |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ShowTrendLine(int subWindow, datetime time1, double price1, datetime time2, double price2, string toolTip, color clr)
{
string name = PREFIX + IntegerToString(g_indSubWindow) + IntegerToString(subWindow) + IntegerToString(time1) + IntegerToString(time2);
if (ObjectFind(0, name) < 0)
{
ObjectCreate(0, name, OBJ_TREND, subWindow, time1, price1, time2, price2);
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
ObjectSetInteger(0, name, OBJPROP_BACK, false);
ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, name, OBJPROP_RAY, false);
ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
ObjectSetString(0, name, OBJPROP_TOOLTIP, toolTip);
return;
}
ObjectMove(0, name, 0, time1, price1);
ObjectMove(0, name, 1, time2, price2);
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
ObjectSetString(0, name, OBJPROP_TOOLTIP, toolTip);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Determination of bar index which needed to recalculate |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int GetRecalcIndex(int& total, const int ratesTotal, const int prevCalculated)
{
total = ratesTotal - 1;
if (i_indBarsCount > 0 && i_indBarsCount < total)
total = MathMin(i_indBarsCount, total);
if (prevCalculated < ratesTotal - 1)
{
InitializeBuffers();
return (total);
}
return (MathMin(ratesTotal - prevCalculated, total));
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Initialize of all indicator buffers |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void InitializeBuffers()
{
ArrayInitialize(g_indValues, EMPTY_VALUE);
ArrayInitialize(g_tempBuffer, EMPTY_VALUE);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculate the price value at the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetPrice(int barIndex)
{
barIndex = (int) MathMin(Bars - 1, barIndex);
switch (i_indAppliedPrice)
{
case PRICE_CLOSE: return(Close[barIndex]);
case PRICE_OPEN: return(Open[barIndex]);
case PRICE_HIGH: return(High[barIndex]);
case PRICE_LOW: return(Low[barIndex]);
case PRICE_MEDIAN: return((High[barIndex] + Low[barIndex]) / 2);
case PRICE_TYPICAL: return((High[barIndex] + Low[barIndex] + Close[barIndex]) / 3);
case PRICE_WEIGHTED: return((High[barIndex] + Low[barIndex] + 2 * Close[barIndex]) / 4);
}
return 0.0;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculate the value of the custom indicator at the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetCustomIndicatorValue(int barIndex)
{
switch(i_customParamCnt)
{
case PARAM_CNT_0: return iCustom(NULL, 0, i_customName, i_customBuffer, barIndex);
case PARAM_CNT_1: return iCustom(NULL, 0, i_customName, i_customParam1, i_customBuffer, barIndex);
case PARAM_CNT_2: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customBuffer, barIndex);
case PARAM_CNT_3: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customBuffer, barIndex);
case PARAM_CNT_4: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customBuffer, barIndex);
case PARAM_CNT_5: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customBuffer, barIndex);
case PARAM_CNT_6: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customBuffer, barIndex);
case PARAM_CNT_7: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7,
i_customBuffer, barIndex);
case PARAM_CNT_8: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customBuffer, barIndex);
case PARAM_CNT_9: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customBuffer, barIndex);
case PARAM_CNT_10: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customBuffer, barIndex);
case PARAM_CNT_11: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customBuffer, barIndex);
case PARAM_CNT_12: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customBuffer, barIndex);
case PARAM_CNT_13: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customBuffer, barIndex);
case PARAM_CNT_14: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customBuffer, barIndex);
case PARAM_CNT_15: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customBuffer, barIndex);
case PARAM_CNT_16: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customParam16,
i_customBuffer, barIndex);
case PARAM_CNT_17: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customParam16, i_customParam17,
i_customBuffer, barIndex);
case PARAM_CNT_18: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customParam16, i_customParam17,
i_customParam18, i_customBuffer, barIndex);
case PARAM_CNT_19: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customParam16, i_customParam17,
i_customParam18, i_customParam19, i_customBuffer, barIndex);
case PARAM_CNT_20: return iCustom(NULL, 0, i_customName, i_customParam1, i_customParam2, i_customParam3, i_customParam4, i_customParam5, i_customParam6, i_customParam7, i_customParam8,
i_customParam9, i_customParam10, i_customParam11, i_customParam12, i_customParam13, i_customParam14, i_customParam15, i_customParam16, i_customParam17,
i_customParam18, i_customParam19, i_customParam20, i_customBuffer, barIndex);
}
return 0.0;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculate the value of base indicator at the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetBaseIndicatorValue(int barIndex)
{
switch (i_indicatorType)
{
case RSI: return iRSI(NULL, 0, i_barsPeriod1, i_indAppliedPrice, barIndex);
case MACD: return iMACD(NULL, 0, i_barsPeriod1, i_barsPeriod2, 1, i_indAppliedPrice, MODE_MAIN, barIndex);
case MOMENTUM: return iMomentum(NULL, 0, i_barsPeriod1, i_indAppliedPrice, barIndex);
case RVI: return iRVI(NULL, 0, i_barsPeriod1, MODE_MAIN, barIndex);
case STOCHASTIC: return iStochastic(NULL, 0, i_barsPeriod1, i_barsPeriod2, i_barsPeriod3, i_indMAMethod, 1, MODE_MAIN, barIndex);
case CCI: return iCCI(NULL, 0, i_barsPeriod1, i_indAppliedPrice, barIndex);
case StdDev: return iStdDev(NULL, 0, i_barsPeriod1, 0, i_indMAMethod, i_indAppliedPrice, barIndex);
case DERIVATIVE: return 100.0 * (GetPrice(barIndex) - GetPrice(barIndex + i_barsPeriod1)) / i_barsPeriod1;
case CUSTOM: return GetCustomIndicatorValue(barIndex);
}
return 0.0;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Receive the price of specified bar index |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetMarketPrice(int barIndex, ENUM_EXTREMUM_TYPE extremumType)
{
if (barIndex < 0 || barIndex >= Bars)
return 0.0;
if (i_marketAppliedPrice == MARKET_APPLIED_PRICE_CLOSE)
return Close[barIndex];
if (extremumType == EXTREMUM_TYPE_MAX)
return High[barIndex];
return Low[barIndex];
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Determining of the extremum type at the spesified element of speciefied array |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
ENUM_EXTREMUM_TYPE GetBufferExtremum(int barIndex, int total, const double &buffer[])
{
if (barIndex + 2 >= total || barIndex < 0)
{
Print("Possible error! ", __FUNCTION__, ", barIndex = ", barIndex, ", total bars = ", total);
return EXTREMUM_TYPE_NONE;
}
double valueRight = buffer[barIndex];
double valueCenter = buffer[barIndex + 1];
double valueLeft = buffer[barIndex + 2];
if (valueCenter < valueRight && valueCenter < valueLeft)
return EXTREMUM_TYPE_MIN;
if (valueCenter > valueRight && valueCenter > valueLeft)
return EXTREMUM_TYPE_MAX;
return EXTREMUM_TYPE_NONE;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Determining whether an extremum of price at a specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
ENUM_EXTREMUM_TYPE GetMarketExtremum(int barIndex, int total, ENUM_EXTREMUM_TYPE desiredExtremum)
{
if (i_marketAppliedPrice == MARKET_APPLIED_PRICE_HIGHLOW)
{
if (desiredExtremum != EXTREMUM_TYPE_MIN && GetBufferExtremum(barIndex, total, High) == EXTREMUM_TYPE_MAX)
return EXTREMUM_TYPE_MAX;
if (desiredExtremum != EXTREMUM_TYPE_MAX && GetBufferExtremum(barIndex, total, Low) == EXTREMUM_TYPE_MIN)
return EXTREMUM_TYPE_MIN;
return EXTREMUM_TYPE_NONE;
}
return GetBufferExtremum(barIndex, total, Close);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculating the coefficients K and B of the equation straight line through specified points |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetBAndKKoefs(int x1, double y1, int x2, double y2, double &kKoef)
{
if (x2 == x1)
return EMPTY_VALUE;
kKoef = (y2 - y1) / (x2 - x1);
return y1 - kKoef * x1;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculating the price by values of base indicator or by market price |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetIndOrMarketPrice(ENUM_EXTREMUM_TYPE extremumType, ENUM_PRICE_TYPE priceType, int barIndex)
{
if (priceType == PRICE_TYPE_INDICATOR)
return g_indValues[barIndex];
return GetMarketPrice(barIndex, extremumType);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Is break the divergence line? |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsDivLineBreak(ENUM_EXTREMUM_TYPE extremumType, ENUM_PRICE_TYPE priceType, int leftBarIndex, int rightBarIndex)
{
double kKoef;
double bKoef = GetBAndKKoefs(rightBarIndex, GetIndOrMarketPrice(extremumType, priceType, rightBarIndex), leftBarIndex, GetIndOrMarketPrice(extremumType, priceType, leftBarIndex), kKoef);
if (bKoef == EMPTY_VALUE)
return true;
for (int i = leftBarIndex - 1; i > rightBarIndex; i--)
{
double lineValue = kKoef * i + bKoef;
double basePrice = GetIndOrMarketPrice(extremumType, priceType, i);
if (extremumType == EXTREMUM_TYPE_MAX && lineValue < basePrice)
return true;
if (extremumType == EXTREMUM_TYPE_MIN && lineValue > basePrice)
return true;
}
return false;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| The class definition of divergence |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetDivergenceType(double indRightValue, double indLeftValue, double priceRightValue, double priceLeftValue, ENUM_EXTREMUM_TYPE extType)
{
if (extType == EXTREMUM_TYPE_MIN)
{
if (indRightValue > indLeftValue && priceRightValue < priceLeftValue)
return TITLE_CLASS_A;
if (indRightValue > indLeftValue && MathAbs(priceRightValue - priceLeftValue) < _Point / 10)
return TITLE_CLASS_B;
if (MathAbs(indRightValue - indLeftValue) < _Point / 100 && priceRightValue < priceLeftValue)
return TITLE_CLASS_C;
return TITLE_CLASS_H;
}
if (indRightValue < indLeftValue && priceRightValue > priceLeftValue)
return TITLE_CLASS_A;
if (indRightValue < indLeftValue && MathAbs(priceRightValue - priceLeftValue) < _Point / 10)
return TITLE_CLASS_B;
if (MathAbs(indRightValue - indLeftValue) < _Point / 100 && priceRightValue > priceLeftValue)
return TITLE_CLASS_C;
return TITLE_CLASS_H;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| The class definition of divergence, the need for its display and color of display |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsShowDivergence(double indRightValue, double indLeftValue, double priceRightValue, double priceLeftValue, ENUM_EXTREMUM_TYPE extType, string& divClass, color& clr)
{
divClass = GetDivergenceType(indRightValue, indLeftValue, priceRightValue, priceLeftValue, extType);
if ((i_showClassA == NO && divClass == TITLE_CLASS_A) ||
(i_showClassB == NO && divClass == TITLE_CLASS_B) ||
(i_showClassC == NO && divClass == TITLE_CLASS_C) ||
(i_showHidden == NO && divClass == TITLE_CLASS_H))
return false;
if (divClass == TITLE_CLASS_A)
clr = (extType == EXTREMUM_TYPE_MIN) ? i_bullsDivAColor : i_bearsDivAColor;
if (divClass == TITLE_CLASS_B)
clr = (extType == EXTREMUM_TYPE_MIN) ? i_bullsDivBColor : i_bearsDivBColor;
if (divClass == TITLE_CLASS_C)
clr = (extType == EXTREMUM_TYPE_MIN) ? i_bullsDivCColor : i_bearsDivCColor;
if (divClass == TITLE_CLASS_H)
clr = (extType == EXTREMUM_TYPE_MIN) ? i_bullsDivHColor : i_bearsDivHColor;
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Sound and Push-notifications of divergence |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void SignalOnDivergence(string text)
{
static datetime lastSignal = 0;
if (lastSignal >= Time[0])
return;
lastSignal = Time[0];
if (i_isAlert)
Alert(_Symbol, ", ", g_tfName, ": ", text);
if (i_isPush)
SendNotification(_Symbol + ", " + g_tfName + ": " + text);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Checking the coincidence of charts of price and base indicator |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsChartsCoincidence(int leftBarIndex, int rightBarIndex, ENUM_EXTREMUM_TYPE extremumType)
{
double prevPriceValue = GetMarketPrice(leftBarIndex + 1, extremumType);
double prevIndValue = g_indValues[leftBarIndex + 1];
rightBarIndex--;
for (int i = leftBarIndex; i >= rightBarIndex; i--)
{
double curPriceValue = GetMarketPrice(i, extremumType);
double curIndValue = g_indValues[i];
if ((curPriceValue > prevPriceValue && curIndValue <= prevIndValue) ||
(curPriceValue < prevPriceValue && curIndValue >= prevIndValue) ||
(curPriceValue == prevPriceValue && curIndValue != prevIndValue))
return false;
prevPriceValue = curPriceValue;
prevIndValue = curIndValue;
}
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Determining the divergence existence and its showing |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool DefineAndShowDivergence(ENUM_EXTREMUM_TYPE extremumType, int rightBarIndex, int leftBarIndex, int priceRightBarIndex, int priceLeftBarIndex)
{
double indRightValue = g_indValues[rightBarIndex];
double indLeftValue = g_indValues[leftBarIndex];
double priceRightValue = GetMarketPrice(priceRightBarIndex, extremumType);
double priceLeftValue = GetMarketPrice(priceLeftBarIndex, extremumType);
// Checking the divergence existence
if ((indRightValue > indLeftValue && priceRightValue > priceLeftValue) ||
(indRightValue < indLeftValue && priceRightValue < priceLeftValue))
return false;
// Checking for exit of one of the indicator values beyond the line of divergence
if (IsDivLineBreak(extremumType, PRICE_TYPE_INDICATOR, leftBarIndex, rightBarIndex))
return false;
// Checking for exit of one of the market prices beyond the line of divergence
if (IsDivLineBreak(extremumType, PRICE_TYPE_MARKET, priceLeftBarIndex, priceRightBarIndex))
return false;
// The class definition of divergence, the need for its display and color of display
string divClass = "";
color clr = clrNONE;
if (!IsShowDivergence(indRightValue, indLeftValue, priceRightValue, priceLeftValue, extremumType, divClass, clr))
return false;
// Checking the coincidence of charts of price and base indicator
if (i_useCoincidenceCharts == ON)
if (!IsChartsCoincidence((int)MathMax(leftBarIndex, priceLeftBarIndex), (int)MathMin(rightBarIndex, priceRightBarIndex), extremumType))
return false;
// Checking the overlaps of current divergence line with last divergence line
if (i_excludeOverlaps == ON)
if (iTime(NULL, 0, (int)MathMax(leftBarIndex, priceLeftBarIndex)) <= g_lastDivergenceTime)
return false;
// The divergence is detected - display it
string divType = (extremumType == EXTREMUM_TYPE_MIN) ? "Bullish " : "Bearish ";
if (rightBarIndex == 2 || priceRightBarIndex == 2)
SignalOnDivergence(divType + divClass);
ShowTrendLine(g_indSubWindow, Time[rightBarIndex], indRightValue, Time[leftBarIndex], indLeftValue, divType + divClass, clr);
ShowTrendLine(0, Time[priceRightBarIndex], priceRightValue, Time[priceLeftBarIndex], priceLeftValue, divType + divClass, clr);
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Finding the indicator extremum at the specified interval from said bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int GetIndicatorExtremumAtInterval(int barIndex, int total, ENUM_EXTREMUM_TYPE extType)
{
int limit = (int)MathMin(barIndex + i_findExtInterval, total);
for (int i = barIndex; i < limit; i++)
if (GetBufferExtremum(i, total, g_indValues) == extType)
return i;
return -1;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Finding the market extremum at the specified interval from said bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int GetMarketExtremumAtInterval(int barIndex, int total, ENUM_EXTREMUM_TYPE extType)
{
int limit = (int)MathMin(barIndex + i_findExtInterval, total);
for (int i = barIndex; i < limit; i++)
{
if (i_marketAppliedPrice == MARKET_APPLIED_PRICE_HIGHLOW)
{
if (extType == EXTREMUM_TYPE_MAX)
if (GetBufferExtremum(i, total, High) == extType)
return i;
if (extType == EXTREMUM_TYPE_MIN)
if (GetBufferExtremum(i, total, Low) == extType)
return i;
}
else
if (GetBufferExtremum(i, total, Close) == extType)
return i;
}
return -1;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Finding the pair of corresponding extremums of base indicator and market price |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsPairExtremums(int barIndex, int total, ENUM_EXTREMUM_TYPE neededExtType, int &indExtBarIndex, int &priceExtBarIndex)
{
// Is the indicator extremum exists?
indExtBarIndex = barIndex;
priceExtBarIndex = barIndex;
ENUM_EXTREMUM_TYPE divExtType = GetBufferExtremum(barIndex, total, g_indValues);
if (divExtType == EXTREMUM_TYPE_NONE || (neededExtType != EXTREMUM_TYPE_NONE && divExtType != neededExtType))
{
// Is the market extremum?
divExtType = GetMarketExtremum(barIndex, total, neededExtType);
if (divExtType == EXTREMUM_TYPE_NONE)
return false;
// Market price extremum was found. Finding the extremum of indicator
indExtBarIndex = GetIndicatorExtremumAtInterval(barIndex, total, divExtType);
if (indExtBarIndex < 0)
return false;
}
// Indicator extremum was found. Finding the extremum of market price
else
{
priceExtBarIndex = GetMarketExtremumAtInterval(barIndex, total, divExtType);
if (priceExtBarIndex < 0)
return false;
}
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Search the left extremums of price and indicator |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool SearchLeftReferencePoint(int total, int rightIndExtBarIndex, int rightPriceExtBarIndex, ENUM_EXTREMUM_TYPE divExtType)
{
bool result = false;
int startBarIndex = (int)MathMax(rightIndExtBarIndex, rightPriceExtBarIndex) + 1;
int lastBar = (int)MathMin(startBarIndex + i_divergenceDepth, total);
int leftPriceExtBarIndex = -1, leftIndExtBarIndex = -1;
for (int i = startBarIndex; i < lastBar; i++)
{
if (!IsPairExtremums(i, total, divExtType, leftIndExtBarIndex, leftPriceExtBarIndex))
continue;
if (DefineAndShowDivergence(divExtType, rightIndExtBarIndex + 1, leftIndExtBarIndex + 1, rightPriceExtBarIndex + 1, leftPriceExtBarIndex + 1))
result = true;
}
return result;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| First searched indicator extremum, and behind it (if extremum of indicator was found) - the price extremum |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool ProcessByIndicatorExtremum(int barIndex, int total)
{
// Is the indicator extremum exists?
ENUM_EXTREMUM_TYPE divExtType = GetBufferExtremum(barIndex, total, g_indValues);
if (divExtType == EXTREMUM_TYPE_NONE)
return false;
// Indicator extremum was found. Finding the extremum of market price
int priceExtBarIndex = GetMarketExtremumAtInterval(barIndex, total, divExtType);
if (priceExtBarIndex < 0)
return false;
return SearchLeftReferencePoint(total, barIndex, priceExtBarIndex, divExtType);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| First searched the price extremum, and behind it (if extremum of price was found) - the indicator extremum |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool ProcessByMarketExtremum(int barIndex, int total, ENUM_EXTREMUM_TYPE desiredExtremum)
{
// Is the market extremum?
ENUM_EXTREMUM_TYPE divExtType = GetMarketExtremum(barIndex, total, desiredExtremum);
if (divExtType == EXTREMUM_TYPE_NONE)
return false;
// Market price extremum was found. Finding the extremum of indicator
int indExtBarIndex = GetIndicatorExtremumAtInterval(barIndex, total, divExtType);
if (indExtBarIndex < 0)
return false;
return SearchLeftReferencePoint(total, indExtBarIndex, barIndex, divExtType);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Process the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ProcessBar(int barIndex, int total)
{
bool result = false;
if (ProcessByIndicatorExtremum(barIndex, total))
result = true;
if (i_marketAppliedPrice == MARKET_APPLIED_PRICE_CLOSE)
{
if (ProcessByMarketExtremum(barIndex, total, EXTREMUM_TYPE_NONE))
result = true;
}
else
if (ProcessByMarketExtremum(barIndex, total, EXTREMUM_TYPE_MAX) ||
ProcessByMarketExtremum(barIndex, total, EXTREMUM_TYPE_MIN))
result = true;
if (result)
g_lastDivergenceTime = iTime(NULL, 0, barIndex + 1);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Recalculate the values of William Blau |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void CalculateDataByWilliamBlau(int limit, int total)
{
for (int i = limit; i > 0; i--)
g_tempBuffer[i] = iMA(NULL, 0, i_barsPeriod2, 0, MODE_EMA, i_indAppliedPrice, i) - iMA(NULL, 0, i_barsPeriod1, 0, MODE_EMA, i_indAppliedPrice, i);
for (int i = limit; i > 0; i--)
{
g_indValues[i] = iMAOnArray(g_tempBuffer, 0, i_barsPeriod3, 0, MODE_EMA, i);
if (i + i_divergenceDepth + i_findExtInterval + 2 >= total)
continue;
ProcessBar(i, total);
}
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Displaying of indicators values |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ShowIndicatorData(int limit, int total)
{
if (i_indicatorType == WILLIAM_BLAU)
{
CalculateDataByWilliamBlau(limit, total);
return;
}
for (int i = limit; i > 0; i--)
{
g_indValues[i] = GetBaseIndicatorValue(i);
if (i + i_divergenceDepth + i_findExtInterval + 2 >= total)
continue;
ProcessBar(i, total);
}
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| 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[])
{
if (!g_activate)
return rates_total;
g_indSubWindow = WindowFind(g_indName);
if (g_indSubWindow < 0)
return 0;
int total;
int limit = GetRecalcIndex(total, rates_total, prev_calculated);
ShowIndicatorData(limit, total);
WindowRedraw();
return rates_total;
}
Comments
Markdown Formatting Guide
# H1## H2
### H3
**bold text***italicized text*[title](https://www.example.com)`code````code block
```
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