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Xpfe Indicator

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Phillipe S. Scofield
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98 views3 pages

Xpfe Indicator

Uploaded by

Phillipe S. Scofield
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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//+------------------------------------------------------------------+

//| XPFE.mq5 |
//| Copyright � 2008, [email protected] |
//| http://www.fxtrade.it |
//+------------------------------------------------------------------+
//| Place the SmoothAlgorithms.mqh file |
//| to the terminal_data_folder\MQL5\Include |
//+------------------------------------------------------------------+
#property copyright "Copyright � 2008, [email protected]"
#property link "http://www.fxtrade.it"
//---- indicator version
#property version "1.00"
//---- drawing indicator in a separate window
#property indicator_separate_window
//---- number of indicator buffers
#property indicator_buffers 1
//---- one plot is used
#property indicator_plots 1
//+-----------------------------------+
//| Indicator drawing parameters |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1 DRAW_LINE
//---- dodger blue color is used for the indicator line
#property indicator_color1 DodgerBlue
//---- the indicator line is a continuous curve
#property indicator_style1 STYLE_SOLID
//---- indicator line width is equal to 1
#property indicator_width1 1
//---- displaying the indicator line label
#property indicator_label1 "XPFE"
//+-----------------------------------+
//| CXMA class description |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh>
//+-----------------------------------+
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1;
//+-----------------------------------+
//| Declaration of enumerations |
//+-----------------------------------+
enum Applied_price_ // Type of constant
{
PRICE_CLOSE_ = 1, // Close
PRICE_OPEN_, // Open
PRICE_HIGH_, // High
PRICE_LOW_, // Low
PRICE_MEDIAN_, // Median Price (HL/2)
PRICE_TYPICAL_, // Typical Price (HLC/3)
PRICE_WEIGHTED_, // Weighted Close (HLCC/4)
PRICE_SIMPLE, // Simple Price (OC/2)
PRICE_QUARTER_, // Quarted Price (HLOC/4)
PRICE_TRENDFOLLOW0_, // TrendFollow_1 Price
PRICE_TRENDFOLLOW1_ // TrendFollow_2 Price
};
/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
{
MODE_SMA_, // SMA
MODE_EMA_, // EMA
MODE_SMMA_, // SMMA
MODE_LWMA_, // LWMA
MODE_JJMA, // JJMA
MODE_JurX, // JurX
MODE_ParMA, // ParMA
MODE_T3, // T3
MODE_VIDYA, // VIDYA
MODE_AMA, // AMA
}; */
//+-----------------------------------+
//| Indicator input parameters |
//+-----------------------------------+
input int PfePeriod=5; // PFE period
input Smooth_Method PfeMA_Method=MODE_EMA; // Smoothing method
input int PfeLength=5; // Smoothing depth
input int PfePhase=15; // Smoothing parameter
input Applied_price_ IPC=PRICE_CLOSE; // Price constant
input int Shift=0; // Horizontal shift of the indicator in
bars
//+-----------------------------------+
//---- declaration of a dynamic array that
//---- will be used as an indicator buffer
double XPFE[];

//---- declaration of the integer variables for the start of data calculation
int min_rates_total,min_rates_Pfe;
//+------------------------------------------------------------------+
//| XPFE indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//---- initialization of variables of the start of data calculation
min_rates_Pfe=PfePeriod+1;

min_rates_total=min_rates_Pfe+XMA1.GetStartBars(PfeMA_Method,PfeLength,PfePhase);
//---- setting up alerts for unacceptable values of external variables
XMA1.XMALengthCheck("PfeLength", PfeLength);
XMA1.XMAPhaseCheck("PfePhase", PfePhase, PfeMA_Method);

//---- set XPFE[] dynamic array as an indicator buffer


SetIndexBuffer(0,XPFE,INDICATOR_DATA);
//---- moving the indicator 1 horizontally
PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of the beginning of the indicator drawing
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,PLOT_EMPTY_VALUE);

//---- initializations of a variable for the indicator short name


string shortname;
string Smooth1=XMA1.GetString_MA_Method(PfeMA_Method);
StringConcatenate(shortname,"XPFE(",PfeLength,", ",Smooth1,")");
//--- creation of the name to be displayed in a separate sub-window and in a
tooltip
IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- determination of accuracy of displaying the indicator values


IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- initialization end
}
//+------------------------------------------------------------------+
//| XPFE iteration function |
//+------------------------------------------------------------------+
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[],
const double &low[],
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(rates_total<min_rates_total) return(0);

//---- declaration of variables with a floating point


double x1xma,noise,pfe;
//---- declaration of integer variables and getting already calculated bars
int first,bar;

//---- calculation of the 'first' starting index for the bars recalculation loop
if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first
start of the indicator calculation
first=min_rates_Pfe; // starting index for calculation of all bars
else first=prev_calculated-1; // starting index for calculation of new bars

//---- main indicator calculation loop


for(bar=first; bar<rates_total && !IsStopped(); bar++)
{
noise=0.000000001;
for(int k=0; k<PfePeriod; k++)
noise+=MathAbs(PriceSeries(IPC,bar-k,open,low,high,close)-
PriceSeries(IPC,bar-k-1,open,low,high,close));

pfe=(PriceSeries(IPC,bar,open,low,high,close)-PriceSeries(IPC,bar-
PfePeriod,open,low,high,close))/noise;

x1xma=XMA1.XMASeries(min_rates_Pfe,prev_calculated,rates_total,PfeMA_Method,PfePhas
e,PfeLength,pfe,bar,false);

XPFE[bar]=x1xma;
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+

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