Absolute Strength Indicator For MT5

Table Of Contents:

1. Absolute Strength Indicator For MT5
2. Installazione della Absolute Strength Indicator For MT5
3. Parametri della Absolute Strength Indicator For MT5
4. Buffer della Absolute Strength Indicator For MT5
5. Parti principali del codice

L' Absolute Strength Indicator For MT5 definisce la forza di una tendenza con livelli assoluti anziché livelli dinamici. Gli indicatori RSI, DMI e Stochastic utilizzano livelli dinamici. Questo indicatore utilizza livelli fissi per definire la forza dei tori rispetto alla forza degli orsi. La forza dei tori è disegnata con il colore blu. La forza degli orsi è disegnata con il colore arancione. La distanza tra l'arancia e la linea blu nell'istogramma definisce la forza del trend. Se la linea arancione si trova sopra la linea blu, viene rilevata una tendenza al ribasso. Altrimenti viene segnalata una tendenza al rialzo.

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Installazione della Absolute Strength Indicator For MT5

Dopo aver scaricato l'indicatore tramite il modulo sopra è necessario decomprimere il file zip. Quindi è necessario copiare il file absolutestrength_v2.mq5 nella cartella MQL5Indicators dell'installazione di MT5 . Dopodiché, riavvia MT5 e sarai in grado di vedere l'indicatore nell'elenco degli indicatori.

Parametri della Absolute Strength Indicator For MT5

Absolute Strength Indicator For MT5 ha i parametri 14 da configurare.

input ENUM_TIMEFRAMES      TimeFrame         =     0; input ENUM_MATH_MODE       MathMode          =     0; // Math method input ENUM_APPLIED_PRICE   Price             =  PRICE_CLOSE;   //Apply to input int                  Length            =    10; // Period of Evaluation input int                  PreSmooth         =     1; // Period of PreSmoothing input int                  Smooth            =     1; // Period of Smoothing input int                  Signal            =     1; // Period of Signal Line input ENUM_SMOOTH_MODE     MA_Mode           =     1; // Moving Average Mode input ENUM_LEVELS_MODE     LevelsMode        =     0; input double               StrengthLevel     =    70; // Strength Level (ex.70) input double               WeaknessLevel     =    30; // Weakness Level (ex.30) input int                  LookBackPeriod    =    30; // LookBack Period for LevelsMode=2,3 input double               UpperMultiplier   =     1; // Upper Band Multiplier for LevelsMode=2 input double               LowerMultiplier   =     1; // Lower Band Multiplier for LevelsMode=2 

Buffer della Absolute Strength Indicator For MT5

Absolute Strength Indicator For MT5 fornisce buffer 12 .

SetIndexBuffer(0,      Bulls,INDICATOR_DATA); SetIndexBuffer(1,      Bears,INDICATOR_DATA); SetIndexBuffer(2,signalBulls,INDICATOR_DATA); SetIndexBuffer(3,signalBears,INDICATOR_DATA); SetIndexBuffer(4,   strength,INDICATOR_DATA); SetIndexBuffer(5,   weakness,INDICATOR_DATA); SetIndexBuffer(6,      price,INDICATOR_CALCULATIONS); SetIndexBuffer(7,    loprice,INDICATOR_CALCULATIONS); SetIndexBuffer(8,      bulls,INDICATOR_CALCULATIONS); SetIndexBuffer(9,      bears,INDICATOR_CALCULATIONS); SetIndexBuffer(10,    lbulls,INDICATOR_CALCULATIONS); SetIndexBuffer(11,    lbears,INDICATOR_CALCULATIONS); 

Parti principali del codice

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     &TickVolume[],                 const long     &Volume[],                 const int      &Spread[]) {    int i, x, y, shift, limit, mtflimit, len, copied;    double up, lo, upPivot, dnPivot;    datetime mtf_time; //--- preliminary calculations    if(prev_calculated == 0)     {    limit = 0;     mtflimit = rates_total - 1;    ArrayInitialize(Bulls,EMPTY_VALUE);    ArrayInitialize(Bears,EMPTY_VALUE);    ArrayInitialize(signalBulls,EMPTY_VALUE);    ArrayInitialize(signalBears,EMPTY_VALUE);    ArrayInitialize(strength,0);    ArrayInitialize(weakness,0);    }    else     {    limit = prev_calculated-1;    mtflimit = PeriodSeconds(tf)/PeriodSeconds(Period());    }        copied = CopyBuffer(Price_handle,0,0,rates_total - 1,price);        if(copied lt 0)    {    Print("not all prices copied. Will try on next tick Error =",GetLastError(),", copied =",copied);    return(0);    }        if(MathMode == 2)    {    copied = CopyBuffer(Lo_handle,0,0,rates_total - 1,loprice);           if(copied lt 0)       {       Print("not all prices copied. Will try on next tick Error =",GetLastError(),", copied =",copied);       return(0);       }    } //--- the main loop of calculations    if(tf  gt  Period())    {    ArraySetAsSeries(Time,true);             for(shift=0,y=0;shift lt mtflimit;shift++)       {       if(Time[shift]  lt  iTime(NULL,TimeFrame,y)) y++;        mtf_time = iTime(NULL,TimeFrame,y);              x = rates_total - shift - 1;              copied = CopyBuffer(mtf_handle,0,mtf_time,mtf_time,mtf_bulls);       if(copied  lt = 0) return(0);       copied = CopyBuffer(mtf_handle,1,mtf_time,mtf_time,mtf_bears);       if(copied  lt = 0) return(0);              Bulls[x] = mtf_bulls[0];       Bears[x] = mtf_bears[0];                 if(Signal  gt  1)          {          copied = CopyBuffer(mtf_handle,2,mtf_time,mtf_time,mtf_sigbulls);          if(copied  lt = 0) return(0);          copied = CopyBuffer(mtf_handle,3,mtf_time,mtf_time,mtf_sigbears);          if(copied  lt = 0) return(0);                    signalBulls[x] = mtf_sigbulls[0];          signalBears[x] = mtf_sigbears[0];          }              copied = CopyBuffer(mtf_handle,4,mtf_time,mtf_time,mtf_strength);       if(copied  lt = 0) return(0);       copied = CopyBuffer(mtf_handle,5,mtf_time,mtf_time,mtf_weakness);       if(copied  lt = 0) return(0);              strength[x] = mtf_strength[0];       weakness[x] = mtf_weakness[0];       }    }    else    for(shift=limit;shift lt rates_total;shift++)    {       if(shift  gt  Length)       {                    switch(MathMode)          {          case 0:     bulls[shift] = 0.5*(MathAbs(price[shift] - price[shift-1]) + (price[shift] - price[shift-1]))/_point;                      bears[shift] = 0.5*(MathAbs(price[shift] - price[shift-1]) - (price[shift] - price[shift-1]))/_point;                      break;                      case 1:     up = 0; lo = 10000000000;                         for(i=0;i lt Length;i++)                         {                            up = MathMax(up,High[shift-i]);                         lo = MathMin(lo,Low [shift-i]);                         }                                                                bulls[shift] = (price[shift] - lo)/_point;                      bears[shift] = (up - price[shift])/_point;                      break;                       case 2:     bulls[shift] = MathMax(0,0.5*(MathAbs(price[shift]     - price[shift-1]) + (price[shift]     - price[shift-1])))/_point;                      bears[shift] = MathMax(0,0.5*(MathAbs(loprice[shift-1] - loprice[shift]) + (loprice[shift-1] - loprice[shift])))/_point;                             if (bulls[shift]  gt  bears[shift]) bears[shift] = 0;                      else                       if (bulls[shift]  lt  bears[shift]) bulls[shift] = 0;                      else                      if (bulls[shift] == bears[shift]) {bulls[shift] = 0; bears[shift] = 0;}                      break;          }                           if(MathMode == 1) len = 1; else len = Length;               if(shift  lt  len) continue;              lbulls[shift] = mAverage(0,MA_Mode,bulls,len,Time[shift],shift);        lbears[shift] = mAverage(1,MA_Mode,bears,len,Time[shift],shift);                     if(shift  lt  len + Smooth) continue;              Bulls[shift] = mAverage(2,MA_Mode,lbulls,Smooth,Time[shift],shift);        Bears[shift] = mAverage(3,MA_Mode,lbears,Smooth,Time[shift],shift);               if(shift  lt  len + Smooth + Signal) continue;                     if(Signal  gt  1)          {             signalBulls[shift] = mAverage(4,MA_Mode,Bulls,Signal,Time[shift],shift);           signalBears[shift] = mAverage(5,MA_Mode,Bears,Signal,Time[shift],shift);            }                 if(LevelsMode == 0)          {          if(StrengthLevel  gt  0) strength[shift] = StrengthLevel/100*(Bulls[shift] + Bears[shift]);          if(WeaknessLevel  gt  0) weakness[shift] = WeaknessLevel/100*(Bulls[shift] + Bears[shift]);          }          else          if(LevelsMode == 1 && shift  gt  len + Smooth + LookBackPeriod)          {             for(int j = 0; j  lt  LookBackPeriod; j++)             {              HiArray[j] = MathMax(Bulls[shift-j],Bears[shift-j]);               LoArray[j] = MathMin(Bulls[shift-j],Bears[shift-j]);              }                          if(UpperMultiplier  gt  0) strength[shift] = SMA(HiArray,LookBackPeriod,LookBackPeriod-1) + UpperMultiplier*stdDev(HiArray,LookBackPeriod);           if(LowerMultiplier  gt  0) weakness[shift] = SMA(LoArray,LookBackPeriod,LookBackPeriod-1) - LowerMultiplier*stdDev(LoArray,LookBackPeriod);          }          else          if(LevelsMode == 2 && shift  gt  len + Smooth + LookBackPeriod)          {             for(int j = 0; j  lt  LookBackPeriod; j++)             {              HiArray[j] = MathMax(Bulls[shift-j],Bears[shift-j]);               LoArray[j] = MathMin(Bulls[shift-j],Bears[shift-j]);              }                                upPivot = getPivots(0,HiArray,LookBackPeriod);          dnPivot = getPivots(1,LoArray,LookBackPeriod);                  strength[shift] = upPivot - (upPivot - dnPivot)*(1 - StrengthLevel/100);          weakness[shift] = dnPivot + (upPivot - dnPivot)*WeaknessLevel/100;          }       }       }          //--- done    return(rates_total); } //+------------------------------------------------------------------+  double mAverage(int index,int mode,double& array[],int length,datetime time,int bar) {    double ma = 0;        switch(mode)    {    case 1:  ma = EMA (index,array[bar],length    ,time,bar); break;    case 2:  ma = EMA (index,array[bar],2*length-1,time,bar); break;    case 3:  ma = LWMA(array,length,bar); break;       case 0:  ma = SMA (array,length,bar); break;       }        return(ma); }   // SMA - Simple Moving Average double SMA(double& array[],int length,int bar) {    int i;    double sum = 0;    for(i = 0;i  lt  length;i++) sum += array[bar-i];        return(sum/length); }  // EMA - Exponential Moving Average double EMA(int index,double _price,int length,datetime time,int bar) {    if(ptime[index]  lt  time) {ema[index][1] = ema[index][0]; ptime[index] = time;}         if(ftime[index]) {ema[index][0] = _price; ftime[index] = false;}    else     ema[index][0] = ema[index][1] + 2.0/(1+length)*(_price - ema[index][1]);         return(ema[index][0]); }  // LWMA - Linear Weighted Moving Average  double LWMA(double& array[],int length,int bar) {    double lwma, sum = 0, weight = 0;           for(int i = 0;i  lt  length;i++)       {        weight+= (length - i);       sum += array[bar-i]*(length - i);       }        if(weight  gt  0) lwma = sum/weight; else lwma = 0;         return(lwma); }  // stdDev - Standard Deviation  double stdDev(double& array[],int length) {    int i;    double avg = 0;    for (i=0;i lt length;i++) avg += array[i]/length;             double sum = 0;    for (i=0;i lt length;i++) sum += MathPow(array[i] - avg,2);    return(MathSqrt(sum/length)); }         double getPivots(int type,double& array[],int len) {    int i;    double max = 0, min = 100000000;            for(i=0;i lt len;i++)    {        if(type == 0 && array[i]  gt  max && array[i]  lt  1000000) max = array[i];         if(type == 1 && array[i]  lt  min ) min = array[i];       }      if(type == 0) return(max);     if(type == 1) return(min);            return(0);   }            string priceToString(ENUM_APPLIED_PRICE app_price) {    switch(app_price)    {    case PRICE_CLOSE   :    return("Close");    case PRICE_HIGH    :    return("High");    case PRICE_LOW     :    return("Low");    case PRICE_MEDIAN  :    return("Median");    case PRICE_OPEN    :    return("Open");    case PRICE_TYPICAL :    return("Typical");    case PRICE_WEIGHTED:    return("Weighted");    default            :    return("");    } }  datetime iTime(string symbol,ENUM_TIMEFRAMES TF,int index) {    if(index  lt  0) return(-1);    static datetime timearray[];    if(CopyTime(symbol,TF,index,1,timearray)  gt  0) return(timearray[0]); else return(-1); }