// // "00-ADX_v101.mq4" -- ADX // // Ver. 0.01 2008/11/03(Mon) initial version // Ver. 1.00 2008/12/28(Sun) release version // Ver. 1.01 2008/12/29(Mon) bugfix: MTF don't work // // #property copyright "00 - 00mql4@gmail.com" #property link "http://www.mql4.com/" //---- indicator settings #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 LightSeaGreen // 0: ADX #property indicator_color2 -1 // 1: +DI #property indicator_color3 -1 // 2: -DI #property indicator_width1 1 #property indicator_width2 1 #property indicator_width3 1 #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_SOLID #property indicator_style3 STYLE_SOLID #property indicator_minimum 0 #property indicator_level1 20 //---- defines //---- input parameters extern int timeFrame = 0; // time frame extern int nAdx = 14; // period extern bool bAlertOnIncrease = false; // alert on dADX >= 0 extern bool bAlertOnDecrease = false; // alert on dADX < 0 extern int nMaxObjLines = 1000; // max number of signal line (dADX > 0) extern color colIncrease = Magenta; // color of increasing signal line extern int wIncrease = 2; // width of increasing signal line extern int window = 0; // window no, 0: auto extern int nMaxBars = 2000; // maximum number of bars to calculate, 0: no limit //---- buffers double BufferAdx[]; // 0: ADX double BufferPlusDi[]; // 1: +DI double BufferMinusDi[]; // 2: -DI double BufferPlusSdi[]; // 3: tmp double BufferMinusSdi[]; // 4: tmp double BufferTmp[]; // 5: tmp //---- vars string sIndicatorName = ""; string sPrefix = ""; int g_window = 0; string sIndSelf = "00-ADX_v101"; datetime tAlertLast = 0; //---------------------------------------------------------------------- string TimeFrameToStr(int timeFrame) { switch (timeFrame) { case 1: return("M1"); case 5: return("M5"); case 15: return("M15"); case 30: return("M30"); case 60: return("H1"); case 240: return("H4"); case 1440: return("D1"); case 10080: return("W1"); case 43200: return("MN"); } return("??"); } //---------------------------------------------------------------------- void init() { if (window > 0) { g_window = window; } else { g_window = WindowFind(sIndicatorName); } if (timeFrame == 0) { timeFrame = Period(); } string tf = TimeFrameToStr(timeFrame); sIndicatorName = sIndSelf + "(" + tf + "," + nAdx + ")"; sPrefix = sIndicatorName; IndicatorShortName(sIndicatorName); IndicatorBuffers(6); SetIndexBuffer(0, BufferAdx); SetIndexBuffer(1, BufferPlusDi); SetIndexBuffer(2, BufferMinusDi); SetIndexBuffer(3, BufferPlusSdi); SetIndexBuffer(4, BufferMinusSdi); SetIndexBuffer(5, BufferTmp); SetIndexLabel(0, "ADX"); SetIndexLabel(1, "+DI"); SetIndexLabel(2, "-DI"); SetIndexStyle(0, DRAW_LINE); SetIndexStyle(1, DRAW_LINE); SetIndexStyle(2, DRAW_LINE); int n = nAdx; if (nMaxBars > 0) { n += Bars - MathMin(Bars, nMaxBars); } SetIndexDrawBegin(0, n); SetIndexDrawBegin(1, n); SetIndexDrawBegin(2, n); } //---------------------------------------------------------------------- void deinit() { int n = ObjectsTotal(); for (int i = n - 1; i >= 0; i--) { string sName = ObjectName(i); if (StringFind(sName, sPrefix) == 0) { ObjectDelete(sName); } } } //---------------------------------------------------------------------- void objLine(string sName, datetime ts, double ps, datetime te, double pe, color col, int width = 1, bool ray = false) { sName = sPrefix + sName; ObjectCreate(sName, OBJ_TREND, g_window, 0, 0); ObjectSet(sName, OBJPROP_TIME1, ts); ObjectSet(sName, OBJPROP_PRICE1, ps); ObjectSet(sName, OBJPROP_TIME2, te); ObjectSet(sName, OBJPROP_PRICE2, pe); ObjectSet(sName, OBJPROP_COLOR, col); ObjectSet(sName, OBJPROP_WIDTH, width); ObjectSet(sName, OBJPROP_RAY, ray); } //---------------------------------------------------------------------- void start() { g_window = WindowFind(sIndicatorName); int limit; int counted_bars = IndicatorCounted(); if (counted_bars > 0) { counted_bars--; } limit = Bars - counted_bars; int limit0 = limit; if (nMaxBars > 0) { limit = MathMin(limit, nMaxBars); } // clear beyond limits for (int i = limit0 - 1; i >= limit; i--) { BufferAdx[i] = EMPTY_VALUE; BufferPlusDi[i] = EMPTY_VALUE; BufferMinusDi[i] = EMPTY_VALUE; BufferPlusSdi[i] = 0; BufferMinusSdi[i] = 0; BufferTmp[i] = 0; } double adx3, adx2, adx1, adx0; bool bFire; if (timeFrame != Period()) { // MTF int scale = timeFrame / Period(); limit = MathMax(limit, scale); for (i = limit - 1; i >= 0; i--) { int shift = iBarShift(NULL, timeFrame, Time[i]); BufferAdx[i] = iCustom(NULL, timeFrame, sIndSelf, 0, nAdx, bAlertOnIncrease, bAlertOnDecrease, nMaxObjLines, colIncrease, wIncrease, window, nMaxBars, 0, shift); BufferPlusDi[i] = iCustom(NULL, timeFrame, sIndSelf, 0, nAdx, bAlertOnIncrease, bAlertOnDecrease, nMaxObjLines, colIncrease, wIncrease, window, nMaxBars, 1, shift); BufferMinusDi[i] = iCustom(NULL, timeFrame, sIndSelf, 0, nAdx, bAlertOnIncrease, bAlertOnDecrease, nMaxObjLines, colIncrease, wIncrease, window, nMaxBars, 2, shift); } // check alert if (bAlertOnIncrease || bAlertOnDecrease) { adx3 = BufferAdx[3 * scale]; adx2 = BufferAdx[2 * scale]; adx1 = BufferAdx[1 * scale]; bFire = ((bAlertOnIncrease && adx1 >= adx2 && adx2 < adx3) || (bAlertOnDecrease && adx1 < adx2 && adx2 >= adx3)); if (bFire && tAlertLast != Time[0]) { PlaySound("alert.wav"); tAlertLast = Time[0]; } } return; } // timeFrame == Period() for (i = limit - 1; i >= 0; i--) { double high1 = High[i + 1]; double high0 = High[i + 0]; double low1 = Low[i + 1]; double low0 = Low[i + 0]; double close1 = Close[i + 1]; double pdm = MathMax(high0 - high1, 0); double mdm = MathMax(low1 - low0, 0); if (pdm == mdm) { pdm = 0; mdm = 0; } else if (pdm < mdm) { pdm = 0; } else { mdm = 0; } double v1 = MathAbs(high0 - low0); double v2 = MathAbs(high0 - close1); double v3 = MathAbs(low0 - close1); double vMax = MathMax(MathMax(v1, v2), v3); if (vMax == 0) { BufferPlusSdi[i] = 0; BufferMinusSdi[i] = 0; } else { BufferPlusSdi[i] = pdm / vMax * 100; BufferMinusSdi[i] = mdm / vMax * 100; } } for (i = limit - 1; i >= 0; i--) { BufferPlusDi[i] = iMAOnArray(BufferPlusSdi, 0, nAdx, 0, MODE_EMA, i); BufferMinusDi[i] = iMAOnArray(BufferMinusSdi, 0, nAdx, 0, MODE_EMA, i); double t = MathAbs(BufferPlusDi[i] + BufferMinusDi[i]); if (t == 0) { BufferTmp[i] = 0; } else { BufferTmp[i] = MathAbs(BufferPlusDi[i] - BufferMinusDi[i]) / t * 100; } } for (i = limit - 1; i >= 0; i--) { BufferAdx[i] = iMAOnArray(BufferTmp, 0, nAdx, 0, MODE_EMA, i); } int iline = 0; for (i = 0; i < Bars; i++) { datetime ts = Time[i + 1]; datetime te = Time[i + 0]; adx1 = BufferAdx[i + 1]; adx0 = BufferAdx[i + 0]; double ps, pe; if (adx0 > adx1) { ps = adx1; pe = adx0; objLine("line" + iline, ts, ps, te, pe, colIncrease, wIncrease); iline++; if (iline >= nMaxObjLines) { break; } } } for (; iline < nMaxObjLines; iline++) { objLine("line" + iline, 0, 0, 0, 0, colIncrease, wIncrease); } // alert if (bAlertOnIncrease || bAlertOnDecrease) { adx3 = BufferAdx[3]; adx2 = BufferAdx[2]; adx1 = BufferAdx[1]; bFire = ((bAlertOnIncrease && adx1 >= adx2 && adx2 < adx3) || (bAlertOnDecrease && adx1 < adx2 && adx2 >= adx3)); if (bFire && tAlertLast != Time[0]) { PlaySound("alert.wav"); tAlertLast = Time[0]; } } }