Vortex_Trend

ÿþ//+------------------------------------------------------------------+

//|                                                 Vortex_Trend.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Vortex Trend"

#property indicator_separate_window

#property indicator_buffers 10

#property indicator_plots   3

//--- plot UP

#property indicator_label1  "Up"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN

#property indicator_label2  "Down"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot NL

#property indicator_label3  "Neutral"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrGainsboro

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- defines

#define   COUNT            (3)

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpPeriodV     =  14;         // Vortex period

input double            InpOverbought  =  110.0;      // Upper limit of the filtering range

input double            InpOversold    =  90.0;       // Lower limit of the filtering range

input ENUM_INPUT_YES_NO InpUseSmooth   =  INPUT_YES;  // Use Vortex smoothing

input uint              InpPeriodMA    =  20;         // Smoothing

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

double         BufferNL[];

double         BufferVPos[];

double         BufferVNeg[];

double         BufferVHigh[];

double         BufferVLow[];

double         BufferMAUp[];

double         BufferMADn[];

double         BufferATR[];

//--- global variables

string         prefix;

int            wnd;

double         overbought;

double         oversold;

int            period_v;

int            period_ma;

int            handle_atr;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- set global variables

   prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_";

   wnd=ChartWindowFind();

   SizeByScale();

   Descriptions();

   period_v=int(InpPeriodV<1 ? 1 : InpPeriodV);

   period_ma=int(InpPeriodMA<1 ? 1 : InpPeriodMA);

   overbought=(InpOverbought<100.0 ? 100.0 : InpOverbought);

   oversold=(InpOversold>100.0 ? 100.0 : InpOversold);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

   SetIndexBuffer(2,BufferNL,INDICATOR_DATA);

   SetIndexBuffer(3,BufferVPos,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferVNeg,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferVHigh,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferVLow,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferMAUp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,BufferMADn,INDICATOR_CALCULATIONS);

   SetIndexBuffer(9,BufferATR,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   for(int i=0; i<COUNT; i++)

      PlotIndexSetInteger(i,PLOT_ARROW,167);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Vortex Trend ("+(string)period_v+","+(string)period_ma+","+(string)overbought+","+(string)oversold+")");

   IndicatorSetInteger(INDICATOR_DIGITS,1);

   IndicatorSetInteger(INDICATOR_HEIGHT,60);

   IndicatorSetDouble(INDICATOR_MINIMUM,0);

   IndicatorSetDouble(INDICATOR_MAXIMUM,1);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,true);

   ArraySetAsSeries(BufferNL,true);

   ArraySetAsSeries(BufferVPos,true);

   ArraySetAsSeries(BufferVNeg,true);

   ArraySetAsSeries(BufferVHigh,true);

   ArraySetAsSeries(BufferVLow,true);

   ArraySetAsSeries(BufferMAUp,true);

   ArraySetAsSeries(BufferMADn,true);

   ArraySetAsSeries(BufferATR,true);

//--- create ATR handle

   ResetLastError();

   handle_atr=iATR(NULL,PERIOD_CURRENT,1);

   if(handle_atr==INVALID_HANDLE)

     {

      Print("The iATR(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_v-2;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

      ArrayInitialize(BufferNL,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1);

   int copied=CopyBuffer(handle_atr,0,0,count,BufferATR);

   if(copied!=count) return 0;

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferVHigh[i]=fabs(high[i]-low[i+1]);

      BufferVLow[i]=fabs(low[i]-high[i+1]);

     }

   

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      //--- Vortex

      double sum_v_high=0,sum_v_low=0,sum_atr=0;

      for(int j=(i+period_v-1); j>=i; j--)

        {

         sum_v_high+=BufferVHigh[j];

         sum_v_low+=BufferVLow[j];

         sum_atr+=BufferATR[j];

        }

      BufferVPos[i]=(sum_atr!=0 ? sum_v_high/sum_atr*100.0 : 100.0);

      BufferVNeg[i]=(sum_atr!=0 ? sum_v_low/sum_atr*100.0 : 100.0);

      BufferMAUp[i]=GetSMA(rates_total,i,period_ma,BufferVPos);

      BufferMADn[i]=GetSMA(rates_total,i,period_ma,BufferVNeg);



      //--- Vortex Trend

      BufferUP[i]=BufferDN[i]=EMPTY_VALUE;

      BufferNL[i]=0.5;

      if(InpUseSmooth)

        {

         if(BufferMAUp[i]>overbought && BufferMADn[i]<oversold)

           {

            BufferUP[i]=0.5;

            BufferDN[i]=BufferNL[i]=EMPTY_VALUE;

           }

         else if(BufferMADn[i]>overbought && BufferMAUp[i]<oversold)

           {

            BufferDN[i]=0.5;

            BufferUP[i]=BufferNL[i]=EMPTY_VALUE;

           }

         else

           {

            BufferNL[i]=0.5;

            BufferUP[i]=BufferDN[i]=EMPTY_VALUE;

           }

         }

      else

        {

         if(BufferVPos[i]>overbought && BufferVNeg[i]<oversold)

           {

            BufferUP[i]=0.5;

            BufferDN[i]=BufferNL[i]=EMPTY_VALUE;

           }

         else if(BufferVNeg[i]>overbought && BufferVPos[i]<oversold)

           {

            BufferDN[i]=0.5;

            BufferUP[i]=BufferNL[i]=EMPTY_VALUE;

           }

         else

           {

            BufferNL[i]=0.5;

            BufferUP[i]=BufferDN[i]=EMPTY_VALUE;

           }

        }

     }

   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| ChartEvent function                                              |

//+------------------------------------------------------------------+

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

   if(id==CHARTEVENT_CHART_CHANGE)

     {

      for(int i=0;i<COUNT;i++)

         PlotIndexSetInteger(i,PLOT_LINE_WIDTH,SizeByScale());

      Descriptions();

      ChartRedraw();

     }

  }

//+------------------------------------------------------------------+

//| Simple Moving Average                                            |

//+------------------------------------------------------------------+

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

      result=result+(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

//+------------------------------------------------------------------+

//| >72@0I05B @07<5@, A>>B25BAB2CNI89 <0AHB01C                      |

//+------------------------------------------------------------------+

uchar SizeByScale(void)

  {

   uchar scale=(uchar)ChartGetInteger(0,CHART_SCALE);

   uchar size=(scale<3 ? 1 : scale==3 ? 2 : scale==4 ? 5 : 8);

   return size;

  }

//+------------------------------------------------------------------+

//| ?8A0=85                                                         |

//+------------------------------------------------------------------+

void Descriptions(void)

  {

   int x=4;

   int y=1;

   string arr_texts[]={"Up direction","Down direction","Neutral"};

   for(int i=0; i<COUNT; i++)

     {

      string name=prefix+"label"+(string)i;

      color clr=(color)PlotIndexGetInteger(i,PLOT_LINE_COLOR);

      x=(i==0 ? x : i==1 ? 110 : 230);

      Label(name,x,y,CharToString(167),16,clr,"Wingdings");

      Label(name+"_txt",x+10,y+5,arr_texts[i],10,clrGray,"Calibri");

     }

  }

//+------------------------------------------------------------------+

//| K2>48B B5:AB>2CN <5B:C                                          |

//+------------------------------------------------------------------+

void Label(const string name,const int x,const int y,const string text,const int size,const color clr,const string font)

  {

   if(ObjectFind(0,name)!=wnd)

      ObjectCreate(0,name,OBJ_LABEL,wnd,0,0,0,0);

   ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false);

   ObjectSetInteger(0,name,OBJPROP_HIDDEN,true);

   ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);

   ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y);

   ObjectSetInteger(0,name,OBJPROP_CORNER,CORNER_LEFT_LOWER);

   ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_LEFT_LOWER);

   ObjectSetInteger(0,name,OBJPROP_FONTSIZE,size);

   ObjectSetInteger(0,name,OBJPROP_COLOR,clr);

//---

   ObjectSetString(0,name,OBJPROP_FONT,font);

   ObjectSetString(0,name,OBJPROP_TEXT,text);

   ObjectSetString(0,name,OBJPROP_TOOLTIP,"\n");

  }

//+------------------------------------------------------------------+