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//+------------------------------------------------------------------+
//|?????????????????????????????????????????????? ?????Parabolic.mq4 |
//|?????????????????? Copyright 2005-2014, MetaQuotes Software Corp. |
//|????????????????????????????????????????????? http://www.mql4.com |
//+------------------------------------------------------------------+
#property copyright?? "2005-2014, MetaQuotes Software Corp."
#property link??????? "http://www.mql4.com"
#property description "Parabolic Stop-And-Reversal system"
#property strict
?
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1? Lime
//--- input parameters
input double InpSARStep=0.02;??? // Step
input double InpSARMaximum=0.2;? // Maximum
//---- buffers
double?????? ExtSARBuffer[];
//--- global variables
double?????? ExtSarStep;
double?????? ExtSarMaximum;
int????????? ExtLastReverse;
bool???????? ExtDirectionLong;
double?????? ExtLastStep,ExtLastEP,ExtLastSAR;
double?????? ExtLastHigh,ExtLastLow;
//+------------------------------------------------------------------+
//| Custom indicator initialization function???????????????????????? |
//+------------------------------------------------------------------+
void OnInit()
? {
//--- checking input data
?? if(InpSARStep<0.0)
???? {
????? ExtSarStep=0.02;
????? Print("Input parametr InpSARStep has incorrect value. Indicator will use value ",
??????????? ExtSarStep," for calculations.");
???? }
?? else
????? ExtSarStep=InpSARStep;
?? if(InpSARMaximum<0.0)
???? {
????? ExtSarMaximum=0.2;
????? Print("Input parametr InpSARMaximum has incorrect value. Indicator will use value ",
??????????? ExtSarMaximum," for calculations.");
???? }
?? else
????? ExtSarMaximum=InpSARMaximum;
//--- drawing settings
?? IndicatorDigits(Digits);
?? SetIndexStyle(0,DRAW_ARROW);
?? SetIndexArrow(0,159);
//---- indicator buffers
?? SetIndexBuffer(0,ExtSARBuffer);
//--- set short name
?? IndicatorShortName("SAR("+DoubleToString(ExtSarStep,2)+","+DoubleToString(ExtSarMaximum,2)+")");
//--- set global variables
?? ExtLastReverse=0;
?? ExtDirectionLong=false;
?? ExtLastStep=ExtLastEP=ExtLastSAR=0.0;
?? ExtLastHigh=ExtLastLow=0.0;
//----
? }
//+------------------------------------------------------------------+
//| Parabolic SAR??????????????????????????????????????????????????? |
//+------------------------------------------------------------------+
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[])
? {
?? bool?? dir_long;
?? double last_high,last_low,ep,sar,step;
?? int??? i;
//--- check for minimum rates count
?? if(rates_total<3)
????? return(0);
//--- counting from 0 to rates_total
?? ArraySetAsSeries(ExtSARBuffer,false);
?? ArraySetAsSeries(high,false);
?? ArraySetAsSeries(low,false);
//--- detect current position for calculations
?? i=prev_calculated-1;
//--- calculations from start?
?? if(i<1)
???? {
????? ExtLastReverse=0;
????? dir_long=true;
????? step=ExtSarStep;
????? last_high=-10000000.0;
????? last_low=10000000.0;
????? sar=0;
????? i=1;
????? while(i<rates_total-1)
??????? {
???????? ExtLastReverse=i;
? ???????if(last_low>low[i])
??????????? last_low=low[i];
???????? if(last_high<high[i])
??????????? last_high=high[i];
???????? if(high[i]>high[i-1] && low[i]>low[i-1])
??????????? break;
???????? if(high[i]<high[i-1] && low[i]<low[i-1])
?????????? {
????? ??????dir_long=false;
??????????? break;
?????????? }
???????? i++;
??????? }
????? //--- initialize with zero
????? ArrayInitialize(ExtSARBuffer,0.0);
????? //--- go check
????? if(dir_long)
??????? {
???????? ExtSARBuffer[i]=low[i-1];
???????? ep=high[i];
??????? }
????? else
??????? {
???????? ExtSARBuffer[i]=high[i-1];
???????? ep=low[i];
??????? }
????? i++;
???? }
?? else
???? {
????? //--- calculations to be continued. restore last values
????? i=ExtLastReverse;
????? step=ExtLastStep;
????? dir_long=ExtDirectionLong;
????? last_high=ExtLastHigh;
????? last_low=ExtLastLow;
????? ep=ExtLastEP;
????? sar=ExtLastSAR;
???? }
//---main cycle
?? while(i<rates_total)
???? {
????? //--- check for reverse
????? if(dir_long && low[i]<ExtSARBuffer[i-1])
??????? {
???????? SaveLastReverse(i,true,step,low[i],last_high,ep,sar);
???????? step=ExtSarStep;
???????? dir_long=false;
???????? ep=low[i];
???????? last_low=low[i];
???????? ExtSARBuffer[i++]=last_high;
???????? continue;
??????? }
????? if(!dir_long && high[i]>ExtSARBuffer[i-1])
??????? {
???????? SaveLastReverse(i,false,step,last_low,high[i],ep,sar);
???????? step=ExtSarStep;
???????? dir_long=true;
???????? ep=high[i];
???????? last_high=high[i];
???????? ExtSARBuffer[i++]=last_low;
???????? continue;
???? ???}
????? //---
????? sar=ExtSARBuffer[i-1]+step*(ep-ExtSARBuffer[i-1]);
????? //--- LONG?
????? if(dir_long)
??????? {
???????? if(ep<high[i])
?????????? {
??????????? if((step+ExtSarStep)<=ExtSarMaximum)
?????????????? step+=ExtSarStep;
?????????? }
?? ??????if(high[i]<high[i-1] && i==2)
??????????? sar=ExtSARBuffer[i-1];
???????? if(sar>low[i-1])
??????????? sar=low[i-1];
???????? if(sar>low[i-2])
??????????? sar=low[i-2];
???????? if(sar>low[i])
?????????? {
??????????? SaveLastReverse(i,true,step,low[i],last_high,ep,sar);
??????????? step=ExtSarStep; dir_long=false; ep=low[i];
??????????? last_low=low[i];
??????????? ExtSARBuffer[i++]=last_high;
??????????? continue;
?????????? }
???????? if(ep<high[i])
??????????? ep=last_high=high[i];
??????? }
???? ?else // SHORT
??????? {
???????? if(ep>low[i])
?????????? {
??????????? if((step+ExtSarStep)<=ExtSarMaximum)
?????????????? step+=ExtSarStep;
?????????? }
???????? if(low[i]<low[i-1] && i==2)
??????????? sar=ExtSARBuffer[i-1];
???????? if(sar<high[i-1])
??????????? sar=high[i-1];
???????? if(sar<high[i-2])
??????????? sar=high[i-2];
???????? if(sar<high[i])
?????????? {
??????????? SaveLastReverse(i,false,step,last_low,high[i],ep,sar);
??????????? step=ExtSarStep;
??????????? dir_long=true;
??????????? ep=high[i];
??????????? last_high=high[i];
??????????? ExtSARBuffer[i++]=last_low;
??????????? continue;
?????????? }
???????? if(ep>low[i])
??????????? ep=last_low=low[i];
??????? }
????? ExtSARBuffer[i++]=sar;
???? }
//---- OnCalculate done. Return new prev_calculated.
?? return(rates_total);
? }
//+------------------------------------------------------------------+
//|? save last values to continue further calculations?????????????? |
//+------------------------------------------------------------------+
void SaveLastReverse(int reverse,bool dir,double step,double last_low,double last_high,double ep,double sar)
? {
?? ExtLastReverse=reverse;
?? if(ExtLastReverse<2)
????? ExtLastReverse=2;
?? ExtDirectionLong=dir;
?? ExtLastStep=step;
?? ExtLastLow=last_low;
?? ExtLastHigh=last_high;
?? ExtLastEP=ep;
?? ExtLastSAR=sar;
? }
//+------------------------------------------------------------------+
?
?
?來源:程序化99
?
?來源: www.weiqiv.net.cn
?