【解説】【MQL5 community】 William's Percent Range Histogram : William's Percent Range をHistogramで表示したものである。
これはレンジ相場の時に有効といわれ、買われ過ぎ、売られ過ぎを判断する指標である。 これはストキャスティクスを改良したもので、 ストキャスティクスの％Kの部分の最安値を最高値に置き換えたものです。
【計算法】
−１００×（N期間の最高値ー現在の価格）／（N期間の最高値−N期間の最安値）
【シグナル】
ヒストグラムが「緑」ときは、「買い」、ヒストグラムが「赤い」ときは、「売り」。
//+------------------------------------------------------------------+
//| WPR_Hist.mq5 |
//| Copyright 2010, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2010, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_minimum -55
#property indicator_maximum 55
#property indicator_buffers 4
#property indicator_plots 4
//--- plot indicator_color1
#property indicator_label1 "indicator_color1"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 DodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 3
//--- plot indicator_color2
#property indicator_label2 "indicator_color2"
#property indicator_type2 DRAW_HISTOGRAM
#property indicator_color2 DodgerBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 3
//--- plot indicator_color3
#property indicator_label3 "indicator_color3"
#property indicator_type3 DRAW_HISTOGRAM
#property indicator_color3 DarkGreen
#property indicator_style3 STYLE_SOLID
#property indicator_width3 3
//--- plot indicator_color4
#property indicator_label4 "indicator_color4"
#property indicator_type4 DRAW_HISTOGRAM
#property indicator_color4 FireBrick
#property indicator_style4 STYLE_SOLID
#property indicator_width4 3
#property indicator_level1 0
#property indicator_level2 40
#property indicator_level3 -40
#property indicator_levelcolor Black
//--- input parameters
input int InpWPRPeriod=30; // Period
//--- indicator buffers
double ExtWPRBuffer1[];
double ExtWPRBuffer2[];
double ExtWPRLongBuffer1[];
double ExtWPRShortBuffer1[];
//--- global variables
int ExtWPRPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input value
if(InpWPRPeriod＜3)
{
ExtWPRPeriod=30;
Print("Incorrect InpWPRPeriod value. Indicator will use value=",ExtWPRPeriod);
}
else ExtWPRPeriod=InpWPRPeriod;
//---- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"WPR_hist"+"("+string(ExtWPRPeriod)+")");
PlotIndexSetString(0,PLOT_LABEL,"up");
PlotIndexSetString(1,PLOT_LABEL,"down");
PlotIndexSetString(2,PLOT_LABEL,"long");
PlotIndexSetString(3,PLOT_LABEL,"short");
//---- indicator's buffer
SetIndexBuffer(0,ExtWPRBuffer1);
SetIndexBuffer(1,ExtWPRBuffer2);
SetIndexBuffer(2,ExtWPRLongBuffer1);
SetIndexBuffer(3,ExtWPRShortBuffer1);
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtWPRPeriod-1);
//--- digits
IndicatorSetInteger(INDICATOR_DIGITS,2);
//----
}
//+------------------------------------------------------------------+
//| 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[])
{
//---- insufficient data
if(rates_total＜ExtWPRPeriod)
return(0);
//--- start working
int i=prev_calculated-1;
//--- correct position
if(i＜ExtWPRPeriod-1) i=ExtWPRPeriod-1;
double upperShadow, lowerShadow, body;
//--- main cycle
while(i＜rates_total)
{
//--- calculate maximum High
double dMaxHigh=MaxAr(High,ExtWPRPeriod,i);
//--- calculate minimum Low
double dMinLow=MinAr(Low,ExtWPRPeriod,i);
//--- calculate WPR
if(dMaxHigh!=dMinLow)
{
double val = 100*(dMaxHigh - Close[i]) / (dMaxHigh - dMinLow);
ExtWPRLongBuffer1[i] = 0;
if( val ＜= 50 ) { ExtWPRBuffer1[i] = -val+50; ExtWPRBuffer2[i] = 0; } else { ExtWPRBuffer1[i] = 0; ExtWPRBuffer2[i] = -val+50; }
if(Close[i]＜=Open[i] )
{
lowerShadow = Close[i]-Low[i];
upperShadow = High[i]-Open[i];
body = Open[i]-Close[i];
}
if(Close[i]>=Open[i] )
{
lowerShadow = Open[i]-Low[i];
upperShadow = High[i]-Close[i];
body = Close[i]-Open[i];
}
if( (ExtWPRBuffer2[i-1] ＜ ExtWPRBuffer2[i]) && (Low[i] ＜= dMinLow) && ((Low[i] ＜ Low[i-1]) || (Close[i] > Open[i])) && (lowerShadow >= 0) )
{
ExtWPRLongBuffer1[i] = ExtWPRBuffer2[i];
}
else
if( (ExtWPRBuffer1[i-1] > ExtWPRBuffer1[i]) && (High[i] >= dMaxHigh) && (High[i] > High[i-1]) && (upperShadow >= 0) )
{
ExtWPRShortBuffer1[i] = ExtWPRBuffer1[i];
}
else
{
ExtWPRLongBuffer1[i] = 0;
ExtWPRShortBuffer1[i] = 0;
}
}
i++;
}
//--- return new prev_calculated value
return(rates_total);
}
//+------------------------------------------------------------------+
//| Maximum High |
//+------------------------------------------------------------------+
double MaxAr(const double &array[],int period,int cur_position)
{
double Highest=array[cur_position];
for(int i=cur_position-1;i>cur_position-period;i--)
{
if(Highest＜array[i]) Highest=array[i];
}
return(Highest);
}
//+------------------------------------------------------------------+
//| Minimum Low |
//+------------------------------------------------------------------+
double MinAr(const double &array[],int period,int cur_position)
{
double Lowest=array[cur_position];
for(int i=cur_position-1;i>cur_position-period;i--)
{
if(Lowest>array[i]) Lowest=array[i];
}
return(Lowest);
}
//+------------------------------------------------------------------+
【表示結果】
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