Absolute Strength Indicator For MT5

Table Of Contents:

1. Absolute Strength Indicator For MT5
2. 安装Absolute Strength Indicator For MT5
3. Absolute Strength Indicator For MT5参数
4. Absolute Strength Indicator For MT5缓冲区
5. 守则主要部分

Absolute Strength Indicator For MT5的Absolute Strength Indicator For MT5使用绝对水平而非动态水平定义趋势的强度。 RSI，DMI和随机指标均使用动态水平。该指标使用固定水平来定义多头相对于空头的力量。多头的力量是用蓝色绘制的。熊的力量用橙色绘制。直方图中橙色和蓝色线之间的距离定义趋势的强度。如果橙色线高于蓝色线，则检测到下降趋势。否则，表明上升趋势。

FREE AbsoluteStrength Indicator

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安装Absolute Strength Indicator For MT5

通过上面的表格下载指标后，您需要解压缩zip文件。然后，您需要将文件absolutestrength_v2.mq5复制到MT5安装的文件夹MQL5Indicators中。之后，请重启MT5，然后您将能够在指标列表中看到该指标。

Absolute Strength Indicator For MT5参数

Absolute Strength Indicator For MT5具有要配置的14 参数。

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 

Absolute Strength Indicator For MT5缓冲区

Absolute Strength Indicator For MT5提供12 缓冲区。

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); 

守则主要部分

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); }