currencystrengthmeter.mq5

#property version   "1.00"
#property description "Ranks the 8 major currencies by relative strength, derived from the "
#property description "average percentage change of every available cross pair, and displays "
#property description "them as a live ranked bar panel on the chart."
#property indicator_chart_window
#property indicator_buffers 0
#property indicator_plots   0
#property strict

input group "=== Strength Calculation ==="
input ENUM_TIMEFRAMES InpCalcTimeframe    = PERIOD_H1;  // Timeframe Used to Measure Change
input int              InpLookbackBars    = 24;          // Lookback (bars back to compare against)
input bool              InpUpdateOnNewBarOnly = true;    // Recalculate Only on a New Chart Bar

input group "=== Panel Layout ==="
input ENUM_BASE_CORNER InpPanelCorner    = CORNER_LEFT_UPPER; // Panel Corner
input int               InpPanelXDistance = 12;   // Panel X Distance (pixels)
input int               InpPanelYDistance = 18;   // Panel Y Distance (pixels)
input int               InpBarMaxWidth    = 100;  // Max Bar Width (pixels, strongest currency)
input int               InpBarHeight      = 14;   // Bar Height (pixels)
input int               InpFontSize       = 8;    // Font Size

input group "=== Panel Colors ==="
input color  InpStrongColor  = clrLime;        // Bar Color — Above-Average Strength
input color  InpWeakColor    = clrRed;         // Bar Color — Below-Average Strength
input color  InpPanelTextColor = clrWhite;     // Text Color
input color  InpPanelBgColor   = C'20,20,20';  // Panel Background Color

#define CURRENCY_COUNT 8
string g_Currencies[CURRENCY_COUNT] = {"USD", "EUR", "GBP", "JPY", "CHF", "AUD", "CAD", "NZD"};

string g_Prefix = "CSM_";

string g_PairName[CURRENCY_COUNT * (CURRENCY_COUNT - 1) / 2];
int    g_PairBaseIdx[CURRENCY_COUNT * (CURRENCY_COUNT - 1) / 2];
int    g_PairQuoteIdx[CURRENCY_COUNT * (CURRENCY_COUNT - 1) / 2];
int    g_PairCount = 0;

double   g_Strength[CURRENCY_COUNT];
datetime g_LastBarTime = 0;

int OnInit()
  {
      // код доступен только после оплаты
   }

void OnDeinit(const int reason)
  {

   ObjectsDeleteAll(0, g_Prefix);
   ChartRedraw(0);
  }

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[])
  {
      // код доступен только после оплаты
   }

void BuildPairList()
  {
   g_PairCount = 0;

   for(int i = 0; i < CURRENCY_COUNT; i++)
     {
      for(int j = i + 1; j < CURRENCY_COUNT; j++)
        {
         string pairForward = g_Currencies[i] + g_Currencies[j];
         string pairReverse = g_Currencies[j] + g_Currencies[i];
         string chosen = "";

         if(SymbolInfoInteger(pairForward, SYMBOL_EXIST))
            chosen = pairForward;
         else
            if(SymbolInfoInteger(pairReverse, SYMBOL_EXIST))
               chosen = pairReverse;

         if(chosen == "")
            continue; // this cross is simply not offered by the broker, skip it

         SymbolSelect(chosen, true); // make sure it's in Market Watch so history loads

         g_PairName[g_PairCount]     = chosen;
         g_PairBaseIdx[g_PairCount]  = i;
         g_PairQuoteIdx[g_PairCount] = j;
         g_PairCount++;
        }
     }
  }

void CalculateStrength()
  {
   double sumScore[CURRENCY_COUNT];
   int    countScore[CURRENCY_COUNT];
   ArrayInitialize(sumScore, 0.0);
   ArrayInitialize(countScore, 0);

   for(int p = 0; p < g_PairCount; p++)
     {
      double closeNow  = iClose(g_PairName[p], InpCalcTimeframe, 0);
      double closeBack = iClose(g_PairName[p], InpCalcTimeframe, InpLookbackBars);

      if(closeNow <= 0.0 || closeBack <= 0.0)
         continue; // history not ready yet for this symbol, skip this refresh

      double pctChange = (closeNow - closeBack) / closeBack * 100.0;

      int baseIdx  = g_PairBaseIdx[p];
      int quoteIdx = g_PairQuoteIdx[p];

      sumScore[baseIdx]  += pctChange;
      countScore[baseIdx]++;
      sumScore[quoteIdx] -= pctChange;
      countScore[quoteIdx]++;
     }

   for(int c = 0; c < CURRENCY_COUNT; c++)
      g_Strength[c] = (countScor

Показано первые 50% кода (символов: 7661)