【SOURCE FILE】Pivot.mq5

【解説】【MQL5 community】 Pivot　: サポート、レジスタンスを表示し、それを基準として、売買を行うための指標。

【計算法】

データは前日のものを使用する。

■Resistance 3 = High + 2*(Pivot - Low)
■Resistance 2 = Pivot + (R1 - S1)
■Resistance 1 = 2 * Pivot - Low
■Pivot Point = ( High + Close + Low )/3
■Support 1 = 2 * Pivot - High
■Support 2 = Pivot - (R1 - S1)
■Support 3 = Low - 2*(High - Pivot)

【シグナル】

これらのラインを基準として、売買を行う。 価格がサポートラインに来たところで買い、レジスタンスラインに来たところで売りです。 もし、第１のサポート・レジスタンスで仕掛けた時の値幅があまりない、あるいはもっと安く(高く)買い(売り)たい時には、第２サポート・レジスタンスまで待つ、という選択肢もあります。

---

//+------------------------------------------------------------------+
//|                                                        Pivot.mq5 |
//|                                              Copyright 2010, okh |
//|                                             csharp.okh@gmail.com |
//+------------------------------------------------------------------+
#property copyright "2010, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_plots   7
//--- plot Pivot
#property indicator_label1  "Pivot"
#property indicator_type1   DRAW_LINE
#property indicator_color1  DarkOrange
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2
//--- plot R1
#property indicator_label2  "R1"
#property indicator_type2   DRAW_LINE
#property indicator_color2  LimeGreen
#property indicator_style2  STYLE_SOLID
#property indicator_width2  3
//--- plot R2
#property indicator_label3  "R2"
#property indicator_type3   DRAW_LINE
#property indicator_color3  LimeGreen
#property indicator_style3  STYLE_SOLID
#property indicator_width3  2
//--- plot R3
#property indicator_label4  "R3"
#property indicator_type4   DRAW_LINE
#property indicator_color4  LimeGreen
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//--- plot S1
#property indicator_label5  "S1"
#property indicator_type5   DRAW_LINE
#property indicator_color5  Red
#property indicator_style5  STYLE_SOLID
#property indicator_width5  3
//--- plot S2
#property indicator_label6  "S2"
#property indicator_type6   DRAW_LINE
#property indicator_color6  Red
#property indicator_style6  STYLE_SOLID
#property indicator_width6  2
//--- plot S3
#property indicator_label7  "S3"
#property indicator_type7   DRAW_LINE
#property indicator_color7  Red
#property indicator_style7  STYLE_SOLID
#property indicator_width7  1
//--- indicator buffers
double         PivotBuffer[];
double         R1Buffer[];
double         R2Buffer[];
double         R3Buffer[];
double         S1Buffer[];
double         S2Buffer[];
double         S3Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,PivotBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,R1Buffer,INDICATOR_DATA);
   SetIndexBuffer(2,R2Buffer,INDICATOR_DATA);
   SetIndexBuffer(3,R3Buffer,INDICATOR_DATA);
   SetIndexBuffer(4,S1Buffer,INDICATOR_DATA);
   SetIndexBuffer(5,S2Buffer,INDICATOR_DATA);
   SetIndexBuffer(6,S3Buffer,INDICATOR_DATA);
//---
   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[])
  {
//---
   MqlRates rates[];
   ArraySetAsSeries(rates,true);
   int copied=CopyRates(Symbol(),PERIOD_D1,0,2,rates);

   double pivot=(rates[1].high+rates[1].close+rates[1].low)/3;
   double r1 = (2 * pivot) - rates[1].low;
   double s1 = (2 * pivot) - rates[1].high;
   double r2 = pivot + (r1 - s1);
   double r3 = rates[1].high + (2* (pivot - rates[1].low));
   double s2 = pivot - (r1 - s1);
   double s3 = rates[1].low - (2*(rates[1].high - pivot));

   int pos=prev_calculated-1;
   if(pos＜0) pos=0;

   for(int i=pos; i＜rates_total; i++)
     {
      PivotBuffer[i]=pivot;
      R1Buffer[i] = r1;
      R2Buffer[i] = r2;
      R3Buffer[i] = r3;
      S1Buffer[i] = s1;
      S2Buffer[i] = s2;
      S2Buffer[i] = s3;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+



【表示結果】










4時間足。昨日のデータを使うことからある程度長い期間のデータが必要。







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