//+------------------------------------------------------------------+ //| MACD_Signal_Divergence.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property indicator_separate_window #property indicator_buffers 6 #property indicator_plots 5 //--- plot Arrow to up #property indicator_label1 "Long signal" #property indicator_type1 DRAW_ARROW #property indicator_color1 clrBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot Arrow to down #property indicator_label2 "Short signal" #property indicator_type2 DRAW_ARROW #property indicator_color2 clrRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot divergence line to up #property indicator_label3 "Line to up" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGreen #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- plot divergence line to down #property indicator_label4 "Line to down" #property indicator_type4 DRAW_LINE #property indicator_color4 clrRed #property indicator_style4 STYLE_SOLID #property indicator_width4 1 //--- plot AO #property indicator_label5 "MACD" #property indicator_type5 DRAW_LINE #property indicator_color5 clrGreen #property indicator_style5 STYLE_SOLID #property indicator_width5 1 //--- input parameters input uint InpPeriodFastMA = 12; // Fast EMA input uint InpPeriodSlowMA = 26; // Slow EMA input uint InpPeriodSignal = 9; // MACD SMA input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price input color InpColorBullish = clrBlue; // Bullish color input color InpColorBearish = clrRed; // Bearish color //--- indicator buffers double BufferArrowToUP[]; double BufferLineToUP[]; double BufferArrowToDN[]; double BufferLineToDN[]; double BufferSIGNAL[]; double BufferATR[]; //--- global variables string prefix; int period_fast_ema; int period_slow_ema; int period_signal; int handle_macd; int handle_atr; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- setting global variables period_fast_ema=int(InpPeriodFastMA<1 ? 1 : InpPeriodFastMA); period_slow_ema=int((int)InpPeriodSlowMA<=period_fast_ema ? period_fast_ema+1 : InpPeriodSlowMA); period_signal=int(InpPeriodSignal<1 ? 1 : InpPeriodSignal); prefix="macdsigdiv"; //--- indicator buffers mapping SetIndexBuffer(0,BufferArrowToUP,INDICATOR_DATA); SetIndexBuffer(1,BufferArrowToDN,INDICATOR_DATA); SetIndexBuffer(2,BufferLineToUP,INDICATOR_DATA); SetIndexBuffer(3,BufferLineToDN,INDICATOR_DATA); SetIndexBuffer(4,BufferSIGNAL,INDICATOR_DATA); SetIndexBuffer(5,BufferATR,INDICATOR_CALCULATIONS); //--- settings indicators parameters IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetString(INDICATOR_SHORTNAME,"MACD Signal Divergence"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferArrowToUP,true); ArraySetAsSeries(BufferArrowToDN,true); ArraySetAsSeries(BufferLineToUP,true); ArraySetAsSeries(BufferLineToDN,true); ArraySetAsSeries(BufferSIGNAL,true); ArraySetAsSeries(BufferATR,true); //--- setting plot buffer colors PlotIndexSetInteger(0,PLOT_ARROW,241); PlotIndexSetInteger(0,PLOT_LINE_COLOR,InpColorBullish); PlotIndexSetInteger(1,PLOT_ARROW,242); PlotIndexSetInteger(1,PLOT_LINE_COLOR,InpColorBearish); PlotIndexSetInteger(2,PLOT_LINE_COLOR,InpColorBullish); PlotIndexSetInteger(3,PLOT_LINE_COLOR,InpColorBearish); //--- create MA and ATR handles ResetLastError(); handle_macd=iMACD(Symbol(),PERIOD_CURRENT,period_fast_ema,period_slow_ema,period_signal,InpAppliedPrice); if(handle_macd==INVALID_HANDLE) { Print("The iMACD(",(string)period_fast_ema,",",(string)period_slow_ema,",",(string)period_signal,") object was not created: Error ",GetLastError()); return INIT_FAILED; } ResetLastError(); handle_atr=iATR(Symbol(),PERIOD_CURRENT,14); if(handle_atr==INVALID_HANDLE) { Print("The iATR object was not created: Error ",GetLastError()); return INIT_FAILED; } return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { ObjectsDeleteAll(0,prefix); ChartRedraw(); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ 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[]) { //--- Проверка на минимальное количество баров для расчёта if(rates_total1) { limit=rates_total-10; ArrayInitialize(BufferArrowToUP,EMPTY_VALUE); ArrayInitialize(BufferArrowToDN,EMPTY_VALUE); ArrayInitialize(BufferLineToUP,EMPTY_VALUE); ArrayInitialize(BufferLineToDN,EMPTY_VALUE); ArrayInitialize(BufferSIGNAL,EMPTY_VALUE); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_macd,SIGNAL_LINE,0,count,BufferSIGNAL); if(copied!=count) return 0; copied=CopyBuffer(handle_atr,0,0,count,BufferATR); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferLineToUP[i]=BufferLineToDN[i]=BufferArrowToUP[i]=BufferArrowToDN[i]=EMPTY_VALUE; ProcessBullish(rates_total,high,low,time,i+2); ProcessBearish(rates_total,high,low,time,i+2); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Ищет впадину и возвращает флаг | //+------------------------------------------------------------------+ bool IsTrough(const int &rates_total,const int index) { if(BufferSIGNAL[index]<0 && BufferSIGNAL[index]0) return true; else if(BufferSIGNAL[index]>BufferSIGNAL[n]) return false; } } return false; } //+------------------------------------------------------------------+ //| Ищет предыдущую впадину и возвращает флаг | //+------------------------------------------------------------------+ int PrevTrough(const int &rates_total,const int index) { for(int n=index+5; nBufferSIGNAL[prev] && low[curr]low[prev]) DrawDivergence(high,low,time,prev,curr,true); } } } //+------------------------------------------------------------------+ //| Ищет пик и возвращает флаг | //+------------------------------------------------------------------+ bool IsPeak(const int &rates_total,const int index) { if(BufferSIGNAL[index]>0 && BufferSIGNAL[index]>BufferSIGNAL[index+1] && BufferSIGNAL[index]>BufferSIGNAL[index-1]) { for(int n=index+1; n=BufferSIGNAL[n+1] && BufferSIGNAL[n]>BufferSIGNAL[n+2] && BufferSIGNAL[n]>=BufferSIGNAL[n-1] && BufferSIGNAL[n]>BufferSIGNAL[n-2]) return n; } return WRONG_VALUE; } //+------------------------------------------------------------------+ //| Поиск медвежьих дивергенций | //+------------------------------------------------------------------+ void ProcessBearish(const int &rates_total,const double &high[],const double &low[],const datetime &time[],const int index) { if(IsPeak(rates_total,index)) { int curr=index; int prev=PrevPeak(rates_total,index); if(prev!=WRONG_VALUE) { if(BufferSIGNAL[curr]high[prev]) DrawDivergence(high,low,time,prev,curr,false); else if(BufferSIGNAL[curr]>BufferSIGNAL[prev] && high[curr]=second; j--) BufferLineToUP[j]=EquationDirect(first,BufferSIGNAL[first],second,BufferSIGNAL[second],j); //--- ObjectCreate(0,obj_name+"~",OBJ_TREND,0,time[first],low[first],time[second],low[second]); ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true); ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false); ObjectSetInteger(0,obj_name+"~",OBJPROP_COLOR,InpColorBullish); ObjectSetString(0,obj_name+"~",OBJPROP_TOOLTIP,"\n"); //--- ObjectCreate(0,obj_name+"~A",OBJ_ARROW,0,time[second],low[second]); ObjectSetInteger(0,obj_name+"~A",OBJPROP_HIDDEN,true); ObjectSetInteger(0,obj_name+"~A",OBJPROP_SELECTABLE,false); ObjectSetInteger(0,obj_name+"~A",OBJPROP_COLOR,InpColorBullish); ObjectSetInteger(0,obj_name+"~A",OBJPROP_ARROWCODE,241); ObjectSetString(0,obj_name+"~A",OBJPROP_TOOLTIP,"Bullish signal: "+TimeToString(time[second])); } else { BufferArrowToDN[second]=BufferSIGNAL[second]; for(int j=first; j>=second; j--) BufferLineToDN[j]=EquationDirect(first,BufferSIGNAL[first],second,BufferSIGNAL[second],j); //--- ObjectCreate(0,obj_name+"~",OBJ_TREND,0,time[first],high[first],time[second],high[second]); ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true); ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false); ObjectSetInteger(0,obj_name+"~",OBJPROP_COLOR,InpColorBearish); ObjectSetString(0,obj_name+"~",OBJPROP_TOOLTIP,"\n"); //--- ObjectCreate(0,obj_name+"~A",OBJ_ARROW,0,time[second],high[second]+BufferATR[second]); ObjectSetInteger(0,obj_name+"~",OBJPROP_HIDDEN,true); ObjectSetInteger(0,obj_name+"~",OBJPROP_SELECTABLE,false); ObjectSetInteger(0,obj_name+"~A",OBJPROP_COLOR,InpColorBearish); ObjectSetInteger(0,obj_name+"~A",OBJPROP_ARROWCODE,242); ObjectSetString(0,obj_name+"~A",OBJPROP_TOOLTIP,"Bearish signal: "+TimeToString(time[second])); } ObjectSetInteger(0,obj_name+"~",OBJPROP_RAY,false); } } } //+------------------------------------------------------------------+ //| Уравнение прямой | //+------------------------------------------------------------------+ double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search) { return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price); } //+------------------------------------------------------------------+