UltraWPR Indicator For MT5
UltraWPR Indicator For MT5 viser en tilpasset version af Williams Percent Range (WPR) -oscillatoren i et farvet skyformat. Skyens farve og bredde viser henholdsvis trendretningen og trendstyrken. Hvis WPR registrerer en underliggende bullish trend, males skyen Lime Green, mens en bearish trend genererer en Magenta-farvet sky. 8.00 markeres som overkøbt niveau, mens 2,00 repræsenterer oversolgt niveau. En yderligere udjævningsalgoritme er anvendt til indikatorberegningen for at filtrere markedsstøj. Grundlæggende handelssignaler genereret af UltraWPR-indikatoren til MT5 er forklaret nedenfor: 1. Gå lang tid, når skyfarven skifter fra Magenta til Lime Green. 2. Indtast kort, når skyfarven skifter fra Lime Green til Magenta.
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Installation af UltraWPR Indicator For MT5
Når du har hentet indikatoren via formularen ovenfor, skal du pakke zip-filen ud. Derefter skal du kopiere filen ultrawpr.mq5 til mappen MQL5Indicators for din MT5 installation. Efter dette skal du genstarte MT5, så vil du være i stand til at se indikatoren på listen over indikatorer.
Parametre for UltraWPR Indicator For MT5
UltraWPR Indicator For MT5 har 15 parametre, der skal konfigureres.
input int WPR_Period=13; // WPR indicator period
input Smooth_Method W_Method=MODE_JJMA; // Smoothing method
input int StartLength=3; // Initial smoothing period
input int WPhase=100; // Smoothing parameter
input uint Step=5; // Period change step
input uint StepsTotal=10; // Number of period changes
input Smooth_Method SmoothMethod=MODE_JJMA; // Smoothing method
input int SmoothLength=3; // Smoothing depth
input int SmoothPhase=100; // Smoothing parameter
input uint UpLevel=80; // Overbought level, %
input uint DnLevel=20; // Oversold level, %
input color UpLevelsColor=Blue; // Overbought level color
input color DnLevelsColor=Blue; // Oversold level color
input STYLE Levelstyle=DASH_; // Levels style
input WIDTH LevelsWidth=Width_1; // Levels width
Buffere af UltraWPR Indicator For MT5
UltraWPR Indicator For MT5 leverer 2 buffere.
SetIndexBuffer(0,BullsBuffer,INDICATOR_DATA);
SetIndexBuffer(1,BearsBuffer,INDICATOR_DATA);
Vigtigste dele af koden
int OnCalculate(const int rates_total, // number of bars in history at the current tick
const int prev_calculated,// number of bars calculated at previous call
const datetime &time[],
const double &open[],
const double& high[], // price array of maximums of price for the indicator calculation
const double& low[], // price array of minimums of price for the indicator calculation
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---- checking the number of bars to be enough for the calculation
if(BarsCalculated(WPR_Handle) lt rates_total
|| rates_total lt min_rates_total)
return(RESET);
//---- declaration of local variables
int to_copy,limit,bar,maxbar1,maxbar2;
double WPR[],upsch,dnsch;
//---- calculation of maxbar initial index for the XMASeries() function
maxbar1=rates_total-1-min_rates_wpr;
maxbar2=rates_total-1-min_rates_xma;
//---- calculation of the limit starting index for the bars recalculation loop
if(prev_calculated gt rates_total || prev_calculated lt =0)// checking for the first start of the indicator calculation
limit=maxbar1; // starting index for calculation of all bars
else limit=rates_total-prev_calculated; // starting index for calculation of new bars
//----
to_copy=limit+2;
//--- copy newly appeared data in the arrays
if(CopyBuffer(WPR_Handle,0,0,to_copy,WPR) lt =0) return(RESET);
//---- indexing elements in arrays as time series
ArraySetAsSeries(WPR,true);
//---- main indicator calculation loop
for(bar=limit; bar gt =0 && !IsStopped(); bar--)
{
for(int sm=int(StepsTotal); sm gt =0 && !IsStopped(); sm--)
xwpr0[sm]=XMA[sm].XMASeries(maxbar1,prev_calculated,rates_total,W_Method,WPhase,period[sm],WPR[bar],bar,true);
if(bar gt maxbar2)
{
if(bar) ArrayCopy(xwpr1,xwpr0,0,0,WHOLE_ARRAY);
continue;
}
upsch=0;
dnsch=0;
for(int sm=int(StepsTotal); sm gt =0 && !IsStopped(); sm--)
if(xwpr0[sm] gt xwpr1[sm]) upsch++;
else dnsch++;
BullsBuffer[bar]=XMA[StTot1].XMASeries(maxbar2,prev_calculated,rates_total,SmoothMethod,SmoothPhase,SmoothLength,upsch,bar,true);
BearsBuffer[bar]=XMA[StTot2].XMASeries(maxbar2,prev_calculated,rates_total,SmoothMethod,SmoothPhase,SmoothLength,dnsch,bar,true);
if(bar) ArrayCopy(xwpr1,xwpr0,0,0,WHOLE_ARRAY);
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+
