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ChandelierExit.mq5
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ChandelierExit.mq5
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//+------------------------------------------------------------------+
//| ChandelierExit.mq5 |
//| Copyright 2023, Geraked |
//| https://github.com/geraked |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Geraked"
#property link "https://github.com/geraked"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 2
#property indicator_color1 clrLawnGreen
#property indicator_color2 clrOrange
#property indicator_type1 DRAW_ARROW
#property indicator_type2 DRAW_ARROW
#property indicator_width1 1
#property indicator_width2 1
#property indicator_label1 "CE Buy"
#property indicator_label2 "CE Sell"
input int ATRPeriod = 1; // ATR Period
input double ATRMult = 0.75; // ATR Multiplier
// Buffers
double BuySignal[];
double SellSignal[];
double Dir[];
#define PATH_HA "Indicators\\Examples\\Heiken_Ashi.ex5"
#define I_HA "::" + PATH_HA
#resource "\\" + PATH_HA
int HA_handle;
double HA_C[];
#define PATH_ATR "Indicators\\ATR_HeikenAshi.ex5"
#define I_ATR "::" + PATH_ATR
#resource "\\" + PATH_ATR
int ATR_handle;
double ATR[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit() {
SetIndexBuffer(0, BuySignal);
PlotIndexSetInteger(0, PLOT_ARROW, 233);
SetIndexBuffer(1, SellSignal);
PlotIndexSetInteger(1, PLOT_ARROW, 234);
SetIndexBuffer(2, Dir, INDICATOR_CALCULATIONS);
ATR_handle = iCustom(NULL, 0, I_ATR, ATRPeriod);
HA_handle = iCustom(NULL, 0, I_HA);
if (ATR_handle < 0 || HA_handle < 0) {
Print("Runtime 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[]) {
if (BarsCalculated(ATR_handle) < rates_total) return(0);
if (BarsCalculated(HA_handle) < rates_total) return(0);
if (rates_total < 2 + ATRPeriod) return(0);
if (prev_calculated == rates_total) return(rates_total);
int start;
if (prev_calculated == 0) {
for (int i = 0; i < 3; i++) {
Dir[i] = 1;
BuySignal[i] = 0;
SellSignal[i] = 0;
}
start = 1 + ATRPeriod - 1;
} else {
start = prev_calculated - 1;
}
int to_copy = rates_total;
if (CopyBuffer(ATR_handle, 0, BarsCalculated(ATR_handle) - rates_total, to_copy, ATR) <= 0) return(0);
if (CopyBuffer(HA_handle, 3, BarsCalculated(HA_handle) - rates_total, to_copy, HA_C) <= 0) return(0);
for (int i = start; i < rates_total && !IsStopped(); i++) {
double atr1, atr2;
double longStop, longStop1, longStop2;
double shortStop, shortStop1, shortStop2;
bool buyChk, sellChk;
atr1 = ATR[i] * ATRMult;
atr2 = ATR[i - 1] * ATRMult;
longStop1 = HA_C[ArrayMaximum(HA_C, i - ATRPeriod + 1, ATRPeriod)] - atr1;
longStop2 = HA_C[ArrayMaximum(HA_C, i - 1 - ATRPeriod + 1, ATRPeriod)] - atr2;
longStop = HA_C[i - 1] > longStop2 ? MathMax(longStop1, longStop2) : longStop1;
shortStop1 = HA_C[ArrayMinimum(HA_C, i - ATRPeriod + 1, ATRPeriod)] + atr1;
shortStop2 = HA_C[ArrayMinimum(HA_C, i - 1 - ATRPeriod + 1, ATRPeriod)] + atr2;
shortStop = HA_C[i - 1] < shortStop2 ? MathMin(shortStop1, shortStop2) : shortStop1;
Dir[i] = HA_C[i] > shortStop2 ? 1 : HA_C[i] < longStop2 ? -1 : Dir[i - 1];
buyChk = Dir[i] == 1 && Dir[i - 1] == -1;
sellChk = Dir[i] == -1 && Dir[i - 1] == 1;
BuySignal[i] = buyChk ? longStop : 0;
SellSignal[i] = sellChk ? shortStop : 0;
}
return(rates_total);
}
//+------------------------------------------------------------------+