识别十字星K线的源码（MT5）

量化魔方 · 发表于昨天 11:38

//----------------------------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 Orange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//---- input parameters
input int Candle_WidthMin = 1; // Minimum candlestick width in bars
input int Candle_WidthMax = 2; // Maximum candlestick width in bars
input double Candle_HeightPowerMin = 0.5; // Candlestick strength = Height/Width, points per minute
input double Candle_BodyPowerMax = 0.2; // Maximum body height relative to the candlestick height
input double Candle_ShadowPowerMax = 0.2; // Maximum shadow height relative to the candlestick height
//---- indicator buffers
double ExtBuf_Signal[];
int SkipBars; // how many of the oldest bars of the indicator to skip
//+------------------------------------------------------------------+
void OnInit()
{
ArraySetAsSeries(ExtBuf_Signal , true);
SetIndexBuffer(0, ExtBuf_Signal, INDICATOR_DATA);
PlotIndexSetDouble (0, PLOT_EMPTY_VALUE, 0.0);
SkipBars = Candle_WidthMax;
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, SkipBars);
}
//+------------------------------------------------------------------+
int OnCalculate(
const int rates_total, // size of the input timeseries
const int prev_calculated, // number of bars processed om 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[]
)
{
ArraySetAsSeries(open , true);
ArraySetAsSeries(high , true);
ArraySetAsSeries(low , true);
ArraySetAsSeries(close, true);
int MaxBarNum = rates_total - SkipBars - 1;
int BarCount = rates_total - prev_calculated;
// Пройдем по всем барам, которые надо посчитать
for (int BarNum=0; BarNum < BarCount; BarNum++)
{
double IndValue = 0; // default value (empty) for the calculated indicator bar
if (BarNum <= MaxBarNum)
{
bool DojiExists = false;
double CandleO=0, CandleH=0, CandleL=0, CandleC=0;
double CandleWidth=0, CandleHeight, CandleHeightH, CandleHeightL, CandleBody, CandleShadow;
int CandleDir=0;
// Construct metabars with different widths
for (int CandleBarNum=1; CandleBarNum<=Candle_WidthMax; CandleBarNum++)
{
int CurBar=BarNum+CandleBarNum;
// Calculate OHLC prices of the metabar
CandleO=open[CurBar];
if (CandleBarNum==1) CandleC=close[CurBar];
if (CandleBarNum==1 || high[CurBar] > CandleH) CandleH=high[CurBar];
if (CandleBarNum==1 || low [CurBar] < CandleL) CandleL=low [CurBar];
CandleWidth=CandleBarNum;
// If the minimum candlestick width is reached, check other criteria
if (CandleWidth >= Candle_WidthMin)
{
DojiExists=true; // until proven otherwise
//--- Calculate heights of all parts of the candlestick
if (CandleO > CandleC)
{
CandleHeightH=CandleH-CandleO;
CandleHeightL=CandleC-CandleL;
CandleBody=CandleO-CandleC;
}
else
{
CandleHeightH=CandleH-CandleC;
CandleHeightL=CandleO-CandleL;
CandleBody=CandleC-CandleO;
}
CandleHeight=CandleH-CandleL;
if (CandleHeightH > CandleHeightL)
{
CandleDir=1;
CandleShadow=CandleHeightL;
}
else
{
CandleDir=-1;
CandleShadow=CandleHeightH;
}
if (CandleHeight==0) DojiExists=false;
else
{
// Candlestick power
if ((CandleHeight/CandleWidth/_Point) < (Candle_HeightPowerMin*PeriodSeconds()/60)) DojiExists = false;
// Body power
if ((CandleBody/CandleHeight) > Candle_BodyPowerMax) DojiExists = false;
// Counter-shadow power
if ((CandleShadow/CandleHeight) > Candle_ShadowPowerMax) DojiExists = false;
}
if (DojiExists)
{
break; // got a candlestick, do not expand the metabar further
}
}
}
// The indicator values are the direction and width of the found Doji candlestick
if(DojiExists) IndValue = CandleDir * CandleWidth;
}
// Show results on a chart
ExtBuf_Signal[BarNum] = IndValue;
}
return(rates_total);
}
//+------------------------------------------------------------------+

[策略/信号] 识别十字星K线的源码 （MT5）

[策略/信号] 识别十字星K线的源码（MT5）