Absolute Strength Indicator For MT5

Absolute Strength Indicator For MT5

Table Of Contents:

  1. Absolute Strength Indicator For MT5
  2. Instalando o Absolute Strength Indicator For MT5
  3. Parâmetros da Absolute Strength Indicator For MT5
  4. Buffers of the Absolute Strength Indicator For MT5
  5. Principais partes do código

O Absolute Strength Indicator For MT5 define a força de uma tendência com níveis absolutos em vez de dinâmicos. Os indicadores RSI, DMI e Estocástico estão usando níveis dinâmicos. Este indicador usa níveis fixos para definir a força dos touros em comparação com a força dos ursos. A força dos touros é desenhada na cor azul. A força dos ursos é desenhada com a cor laranja. A distância entre a linha laranja e a linha azul no histograma define a força da tendência. Se a linha laranja estiver acima da linha azul, uma tendência de queda será detectada. Caso contrário, uma tendência ascendente é sinalizada.

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Instalando o Absolute Strength Indicator For MT5

Depois de baixar o indicador através do formulário acima, você precisa descompactar o arquivo zip. Em seguida, você precisa copiar o arquivo absolutestrength_v2.mq5 na pasta MQL5Indicators da sua instalação do MT5 . Depois disso, reinicie o MT5 e você poderá ver o indicador na lista de indicadores.

Parâmetros da Absolute Strength Indicator For MT5

O Absolute Strength Indicator For MT5 possui parâmetros 14 para configurar.

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 

Buffers of the Absolute Strength Indicator For MT5

O Absolute Strength Indicator For MT5 fornece buffers 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); 

Principais partes do código

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); }    

 

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