Awesome Oscillator Extended Indicator For MT5
Table Of Contents:
- Awesome Oscillator Extended Indicator For MT5
- Installing the Awesome Oscillator Extended Indicator For MT5
- Parameters of the Awesome Oscillator Extended Indicator For MT5
- Buffers of the Awesome Oscillator Extended Indicator For MT5
- Main Parts Of The Code
The Awesome Oscillator Extended Indicator For MT5 is based on the moving average calculation. You can choose between 4 types of MA calculations: SMA, EMA, SMMA and LMWA. You can even select heiken ashi candles instead of the normal candle values to adapt the indicator to your needs. Once configured the indicator can help you to detect the direction of the chart. And because it has no upper/lower limit levels this indicator can also be used to detect regular divergences at the end of a trend to time your reversal trades.
Partially Automated Trading Besides Your Day Job
Alerts In Real-Time When Divergences Occur
Installing the Awesome Oscillator Extended Indicator For MT5
After you downloaded the indicator via the form above you need to unzip the zip-file. Then you need to copy the file Awesome_oscillator_-_extended.mq5 into the folder MQL5\Indicators of your MT5 installation. After that please restart MT5 and then you will be able to see the indicator in the list of indicators.
Parameters of the Awesome Oscillator Extended Indicator For MT5
The Awesome Oscillator Extended Indicator For MT5 has 14 parameters to configure.
input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input enMaTypes MaMethod1 = ma_sma; // Fast average method input int MaPeriod1 = 5; // Faste average period input enPrices MaPrice1 = pr_median; // Fast average price input enMaTypes MaMethod2 = ma_sma; // Slow average method input int MaPeriod2 = 34; // Slow average period input enPrices MaPrice2 = pr_median; // Slow average price input bool AlertsOn = false; // Turn alerts on? input bool AlertsOnCurrent = true; // Alert on current bar? input bool AlertsMessage = true; // Display messageas on alerts? input bool AlertsSound = false; // Play sound on alerts? input bool AlertsEmail = false; // Send email on alerts? input bool AlertsNotify = false; // Send push notification on alerts? input bool Interpolate = true; // Interpolate in multi time frame mode? Buffers of the Awesome Oscillator Extended Indicator For MT5
The Awesome Oscillator Extended Indicator For MT5 provides 7 buffers.
SetIndexBuffer(0,aofu ,INDICATOR_DATA); SetIndexBuffer(1,aofd ,INDICATOR_DATA); SetIndexBuffer(2,histo ,INDICATOR_DATA); SetIndexBuffer(3,histoc,INDICATOR_COLOR_INDEX); SetIndexBuffer(4,ao ,INDICATOR_DATA); SetIndexBuffer(5,aoc ,INDICATOR_COLOR_INDEX); SetIndexBuffer(6,count ,INDICATOR_CALCULATIONS); Main Parts Of The Code
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 (Bars(_Symbol,_Period) lt rates_total) return(-1); // // // // // if (timeFrame!=_Period) { double result[]; datetime currTime[],nextTime[]; if (_mtfHandle==INVALID_HANDLE) _mtfHandle = _mtfCall; if (_mtfHandle==INVALID_HANDLE) return(0); if (CopyBuffer(_mtfHandle,6,0,1,result)==-1) return(0); // // // // // #define _mtfRatio PeriodSeconds(timeFrame)/PeriodSeconds(_Period) int i,k,n,limit = MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-(int)result[0]*_mtfRatio-1,0)); for (i=limit; i lt rates_total && !_StopFlag; i++ ) { #define _mtfCopy(_buff,_buffNo) if (CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)==-1) break; _buff[i] = result[0] _mtfCopy(aofu ,0); _mtfCopy(histo ,2); _mtfCopy(histoc,3); _mtfCopy(ao ,4); _mtfCopy(aoc ,5); aofd[i] = 0; // // // // // if (!Interpolate) continue; CopyTime(_Symbol,timeFrame,time[i ],1,currTime); if (i lt (rates_total-1)) { CopyTime(_Symbol,timeFrame,time[i+1],1,nextTime); if (currTime[0]==nextTime[0]) continue; } for(n=1; (i-n) gt 0 && time[i-n] gt = currTime[0]; n++) continue; for(k=1; (i-k) gt =0 && k lt n; k++) { #define _mtfInterpolate(_buff) _buff[i-k] = _buff[i]+(_buff[i-n]-_buff[i])*k/n _mtfInterpolate(histo); _mtfInterpolate(ao ); _mtfInterpolate(aofu ); } } return(i); } // // // // // int i; for (i=(int)MathMax(prev_calculated-1,0); i lt rates_total && !_StopFlag; i++) { ao[i] = iCustomMa(MaMethod1,getPrice(MaPrice1,open,close,high,low,i,rates_total,0),MaPeriod1,i,rates_total,0)-iCustomMa(MaMethod2,getPrice(MaPrice2,open,close,high,low,i,rates_total,0),MaPeriod2,i,rates_total,1); aoc[i] = (ao[i] gt 0) ? 1 : (ao[i] lt 0) ? 2 : (i gt 0) ? aoc[i-1] : 0; aofu[i] = ao[i]; aofd[i] = 0; histo[i] = ao[i]; histoc[i] = (i gt 0) ? (aoc[i]==1) ? (ao[i] gt ao[i-1]) ? 1 : 2 : (ao[i] lt ao[i-1]) ? 3 : 4 : 0; } count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1); manageAlerts(time,aoc,rates_total); return(i); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 2 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); int k=1; workSma[r][instanceNo+0] = price; double avg = price; for(; k lt period && (r-k) gt =0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r gt 0 && period gt 1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r gt 1 && period gt 1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period lt 1) return(price); double sumw = period; double sum = period*price; for(int k=1; k lt period && (r-k) gt =0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void manageAlerts(const datetime& time[], double& trend[], int bars) { if (!AlertsOn) return; int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = time[whichBar]; if (trend[whichBar] != trend[whichBar-1]) { if (trend[whichBar] == 1) doAlert(time1,"up"); if (trend[whichBar] == 2) doAlert(time1,"down"); } } // // // // // void doAlert(datetime forTime, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != forTime) { previousAlert = doWhat; previousTime = forTime; // // // // // message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" AO state changed to "+doWhat; if (AlertsMessage) Alert(message); if (AlertsEmail) SendMail(_Symbol+" awesome oscillator",message); if (AlertsNotify) SendNotification(message); if (AlertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 2 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0) { if (tprice gt =pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize; // // // // // double haOpen; if (i gt 0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen lt haClose) { workHa[i][instanceNo+0] = haLow; workHa[i][instanceNo+1] = haHigh; } else { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow; } workHa[i][instanceNo+2] = haOpen; workHa[i][instanceNo+3] = haClose; // // // // // switch (tprice) { case pr_haclose: return(haClose); case pr_haopen: return(haOpen); case pr_hahigh: return(haHigh); case pr_halow: return(haLow); case pr_hamedian: return((haHigh+haLow)/2.0); case pr_hamedianb: return((haOpen+haClose)/2.0); case pr_hatypical: return((haHigh+haLow+haClose)/3.0); case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0); case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0); case pr_hatbiased: if (haClose gt haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose gt haOpen) return(haHigh); if (haClose lt haOpen) return(haLow); return(haClose); } } // // // // //
