【解説】【MQL5 community】 Demo Buffer Pattern: この指標は、いろいろな指標を組み合わせたもの。 Fractals + ZigzagColor + Detrended Price Oscillator
Fractalsと ZigzagColorで値動きの底と頂点を発見する。 またDetrended Price Oscillator で長期的なトレンドを探る。
//+------------------------------------------------------------------+ //| DemoBufferPattern.mq5 | //| Copyright 2010, Loong@forum.mql4.com | //| http://login.mql5.com/en/users/Loong | //+------------------------------------------------------------------+ #property copyright "2010, Loong@forum.mql4.com" #property link "http://login.mql5.com/en/users/Loong" #property version "1.00" #property indicator_separate_window #property indicator_plots 5 //must set, can be bigger than necessary, can not be bigger than indicator_buffers #property indicator_buffers 15 //must set, can be bigger than necessary //BufferPattern #property indicator_type1 DRAW_COLOR_CANDLES //DDDDC #property indicator_type2 DRAW_ARROW //D #property indicator_type3 DRAW_ARROW //D #property indicator_type4 DRAW_COLOR_ZIGZAG //DDC #property indicator_type5 DRAW_COLOR_LINE //DC #property indicator_color1 Red,Lime #property indicator_color2 Red #property indicator_color3 Lime #property indicator_color4 Red,Blue #property indicator_color5 Magenta,Yellow,DeepSkyBlue //--- input parameters input int ExtPeriod=10; //--- input parameters from ZigzagColor.mq5 input int ExtDepth=12; input int ExtDeviation=5; input int ExtBackstep=3; int level=3; // recounting's depth double P1B1[]; // data buffer double P1B2[]; double P1B3[]; double P1B4[]; double P1BC[]; // color buffer double P2B1[]; // data buffer double P3B1[]; // data buffer double P4B1[]; // data buffer double P4B2[]; // data buffer double P4BC[]; // color buffer double P4M1[]; // calc buffer double P4M2[]; // calc buffer double P5B1[]; // data buffer double P5BC[]; // color buffer //--- 10 pixels upper from high price int iArrowShift=10; int maHandle; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping SetIndexBuffer( 0,P1B1,INDICATOR_DATA); SetIndexBuffer( 1,P1B2,INDICATOR_DATA); SetIndexBuffer( 2,P1B3,INDICATOR_DATA); SetIndexBuffer( 3,P1B4,INDICATOR_DATA); SetIndexBuffer( 4,P1BC,INDICATOR_COLOR_INDEX); SetIndexBuffer( 5,P2B1,INDICATOR_DATA); SetIndexBuffer( 6,P3B1,INDICATOR_DATA); SetIndexBuffer( 7,P4B1,INDICATOR_DATA); SetIndexBuffer( 8,P4B2,INDICATOR_DATA); SetIndexBuffer( 9,P4BC,INDICATOR_COLOR_INDEX); SetIndexBuffer(10,P5B1,INDICATOR_DATA); SetIndexBuffer(11,P5BC,INDICATOR_COLOR_INDEX); //--- Auxiliary buffers for intermediate calculations SetIndexBuffer(12,P4M1,INDICATOR_CALCULATIONS); SetIndexBuffer(13,P4M2,INDICATOR_CALCULATIONS); //--- They should be placed after all the buffer to be displayed, or else ... you can try it by youself //--- ARROW PlotIndexSetInteger(1,PLOT_ARROW,217); PlotIndexSetInteger(2,PLOT_ARROW,218); PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-iArrowShift); PlotIndexSetInteger(2,PLOT_ARROW_SHIFT,iArrowShift); PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- ZIGZAG PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0); //--- MA maHandle=iMA(Symbol(),0,ExtPeriod,0,MODE_EMA,PRICE_CLOSE); return(0); } //+------------------------------------------------------------------+ //| 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[]) { //--- CalcCandles(rates_total,prev_calculated,open,high,low,close); CalcFractal(rates_total,prev_calculated,high,low,P2B1,P3B1); CalcZigzag (rates_total,prev_calculated,high,low,P4B1,P4B2,P4BC,P4M1,P4M2); CalcColorMA(rates_total,prev_calculated,P5B1,P5BC); //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ int CalcCandles(const int rates_total, const int prev_calculated, const double& open[], const double& high[], const double& low[], const double& close[]) { //--- auxiliary variables int i=0; //--- set position for beginning if(i<prev_calculated) i=prev_calculated-1; //--- start calculations while(i<rates_total) { P1B1[i]=open[i]; P1B2[i]=high[i]; P1B3[i]=low[i]; P1B4[i]=close[i]; P1BC[i]=(double)((close[i]>open[i])?0:1); i++; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ int CalcFractal(const int rates_total, const int prev_calculated, const double &High[], const double &Low[], double &Upper[], double &Lower[]) { int i,limit; //--- if(rates_total<5) return(0); //--- if(prev_calculated<7) { limit=2; //--- clean up arrays ArrayInitialize(Upper,EMPTY_VALUE); ArrayInitialize(Lower,EMPTY_VALUE); } else limit=rates_total-5; for(i=limit;i<rates_total-3;i++) { //---- Upper Fractal if(High[i]>High[i+1] && High[i]>High[i+2] && High[i]>=High[i-1] && High[i]>=High[i-2]) Upper[i]=High[i]; else Upper[i]=EMPTY_VALUE; //---- Lower Fractal if(Low[i]<Low[i+1] && Low[i]<Low[i+2] && Low[i]<=Low[i-1] && Low[i]<=Low[i-2]) Lower[i]=Low[i]; else Lower[i]=EMPTY_VALUE; } //--- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+ //| get highest value for range | //+------------------------------------------------------------------+ double Highest(const double&array[],int range,int fromIndex) { double res; //--- res=array[fromIndex]; for(int i=fromIndex;i>fromIndex-range && i>=0;i--) { if(res<array[i]) res=array[i]; } //--- return(res); } //+------------------------------------------------------------------+ //| get lowest value for range | //+------------------------------------------------------------------+ double Lowest(const double&array[],int range,int fromIndex) { double res; //--- res=array[fromIndex]; for(int i=fromIndex;i>fromIndex-range && i>=0;i--) { if(res>array[i]) res=array[i]; } //--- return(res); } //+------------------------------------------------------------------+ //| Detrended Price Oscillator | //+------------------------------------------------------------------+ int CalcZigzag(const int rates_total,const int prev_calculated, const double &High[], const double &Low[], double &ZigzagPeakBuffer[], double &ZigzagLawnBuffer[], double &ColorBuffer[], double &HighMapBuffer[], double &LowMapBuffer[]) { int i,limit; //--- check for rates count if(rates_total<100) { //--- clean up arrays ArrayInitialize(ZigzagPeakBuffer,0.0); ArrayInitialize(ZigzagLawnBuffer,0.0); ArrayInitialize(HighMapBuffer,0.0); ArrayInitialize(LowMapBuffer,0.0); ArrayInitialize(ColorBuffer,0.0); //--- exit with zero result return(0); } //--- preliminary calculations int counterZ=0,whatlookfor=0; int shift,back=0,lasthighpos=0,lastlowpos=0; double val=0,res=0; double curlow=0,curhigh=0,lasthigh=0,lastlow=0; //--- set empty values if(prev_calculated==0) { ArrayInitialize(ZigzagPeakBuffer,0.0); ArrayInitialize(ZigzagLawnBuffer,0.0); ArrayInitialize(HighMapBuffer,0.0); ArrayInitialize(LowMapBuffer,0.0); //--- start calculation from bar number ExtDepth limit=ExtDepth-1; } //--- if(prev_calculated>0) { i=rates_total-1; while(counterZ<level && i>rates_total -100) { res=(ZigzagPeakBuffer[i]+ZigzagLawnBuffer[i]); //--- if(res!=0) counterZ++; i--; } i++; limit=i; //--- if(LowMapBuffer[i]!=0) { curlow=LowMapBuffer[i]; whatlookfor=1; } else { curhigh=HighMapBuffer[i]; whatlookfor=-1; } //--- for(i=limit+1;i<rates_total;i++) { ZigzagPeakBuffer[i]=0.0; ZigzagLawnBuffer[i]=0.0; LowMapBuffer[i]=0.0; HighMapBuffer[i]=0.0; } } //---- for(shift=limit;shift<rates_total;shift++) { val=Lowest(Low,ExtDepth,shift); //--- if(val==lastlow) val=0.0; else { lastlow=val; //--- if((Low[shift]-val)>(ExtDeviation*_Point)) val=0.0; else { //--- for(back=ExtBackstep;back>=1;back--) { res=LowMapBuffer[shift-back]; //--- if((res!=0) && (res>val)) LowMapBuffer[shift-back]=0.0; } } } //--- if(Low[shift]==val) LowMapBuffer[shift]=val; else LowMapBuffer[shift]=0.0; //--- high val=Highest(High,ExtDepth,shift); //--- if(val==lasthigh) val=0.0; else { lasthigh=val; //--- if((val-High[shift])>(ExtDeviation*_Point)) val=0.0; else { //--- for(back=ExtBackstep;back>=1;back--) { res=HighMapBuffer[shift-back]; //--- if((res!=0) && (res<val)) HighMapBuffer[shift-back]=0.0; } } } //--- if(High[shift]==val) HighMapBuffer[shift]=val; else HighMapBuffer[shift]=0.0; } // final cutting if(whatlookfor==0) { lastlow=0; lasthigh=0; } else { lastlow=curlow; lasthigh=curhigh; } //---- for(shift=limit;shift<rates_total;shift++) { res=0.0; switch(whatlookfor) { // look for peak or lawn case 0: if(lastlow==0 && lasthigh==0) { if(HighMapBuffer[shift]!=0) { lasthigh=High[shift]; lasthighpos=shift; whatlookfor=-1; ZigzagPeakBuffer[shift]=lasthigh; ColorBuffer[shift]=0; res=1; } if(LowMapBuffer[shift]!=0) { lastlow=Low[shift]; lastlowpos=shift; whatlookfor=1; ZigzagLawnBuffer[shift]=lastlow; ColorBuffer[shift]=1; res=1; } } break; // look for peak case 1: if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0) { ZigzagLawnBuffer[lastlowpos]=0.0; lastlowpos=shift; lastlow=LowMapBuffer[shift]; ZigzagLawnBuffer[shift]=lastlow; ColorBuffer[shift]=1; res=1; } if(HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0) { lasthigh=HighMapBuffer[shift]; lasthighpos=shift; ZigzagPeakBuffer[shift]=lasthigh; ColorBuffer[shift]=0; whatlookfor=-1; res=1; } break; // look for lawn case -1: if(HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0) { ZigzagPeakBuffer[lasthighpos]=0.0; lasthighpos=shift; lasthigh=HighMapBuffer[shift]; ZigzagPeakBuffer[shift]=lasthigh; ColorBuffer[shift]=0; } if(LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0) { lastlow=LowMapBuffer[shift]; lastlowpos=shift; ZigzagLawnBuffer[shift]=lastlow; ColorBuffer[shift]=1; whatlookfor=1; } break; default: return(rates_total); } } //--- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| get color index | //+------------------------------------------------------------------+ int getIndexOfColor(int i) { int j=i%300; if(j<100) return(0);// first index if(j<200) return(1);// second index return(2); // third index } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int CalcColorMA(const int rates_total, const int prev_calculated, double &ColorLineBuffer[], double &ColorsBuffer[]) { //--- static int ticks=0,modified=0; int limit; //--- check data int calculated=BarsCalculated(maHandle); if(calculated<rates_total) { Print("Not all data of maHandle is calculated (",calculated,"bars ). Error",GetLastError()); return(0); } //--- first calculation or number of bars was changed if(prev_calculated==0) { //--- copy values of MA into indicator buffer ColorLineBuffer if(CopyBuffer(maHandle,0,0,rates_total,ColorLineBuffer)<=0) return(0); //--- now set line color for every bar for(int i=0;i<rates_total;i++) ColorsBuffer[i]=getIndexOfColor(i); } else { //--- we can copy not all data int to_copy; if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total; else { to_copy=rates_total-prev_calculated; if(prev_calculated>0) to_copy++; } //--- copy values of MA into indicator buffer ColorLineBuffer int copied=CopyBuffer(maHandle,0,0,rates_total,ColorLineBuffer); if(copied<=0) return(0); /* ticks++;// ticks counting if(ticks>=5)//it's time to change color scheme { ticks=0; // reset counter modified++; // counter of color changes if(modified>=3)modified=0;// reset counter ResetLastError(); switch(modified) { case 0:// first color scheme PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,Red); PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Blue); PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,Green); //Print("Color scheme"+modified); break; case 1:// second color scheme PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,Yellow); PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Pink); PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,LightSlateGray); //Print("Color scheme"+modified); break; default:// third color scheme PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,LightGoldenrod); PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,Orchid); PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,LimeGreen); //Print("Color scheme"+modified); } } else { //--- set start position limit=prev_calculated-1; //--- now we set line color for every bar for(int i=limit;i<rates_total;i++) ColorsBuffer[i]=getIndexOfColor(i); } */ } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
【表示結果】
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