Bonjour,
J’aimerais convertir cet indicateur Mt5 vers prorealtime, c’est un mix du supertrend et du cci.
Merci pour votre travail.
Bien cordialement
//+——————————————————————+
//| Supertrend.mq5 |
//| Copyright © 2005, Jason Robinson (jnrtrading). |
//| http://www.jnrtrading.co.uk |
//+——————————————————————+
#property copyright “Copyright © 2005, Jason Robinson (jnrtrading).”
#property link “http://www.jnrtrading.co.uk”
//—- indicator version
#property version “1.00”
//—- drawing the indicator in the main window
#property indicator_chart_window
//—- number of indicator buffers 4
#property indicator_buffers 4
//—- four plots are used in total
#property indicator_plots 4
//+———————————–+
//| Indicator drawing parameters |
//+———————————–+
//—- drawing the indicator as a line
#property indicator_type1 DRAW_LINE
//—- lime color is used for the indicator
#property indicator_color1 Lime
//—- indicator line is a solid one
#property indicator_style1 STYLE_SOLID
//—- indicator line width is equal to 2
#property indicator_width1 2
//—- displaying the signal line label
#property indicator_label1 “Supertrend Up”
//+———————————–+
//| Indicator drawing parameters |
//+———————————–+
//—- drawing the indicator as a line
#property indicator_type2 DRAW_LINE
//—- three colors are used for the indicator
#property indicator_color2 Red
//—- indicator line is a solid one
#property indicator_style2 STYLE_SOLID
//—- indicator line width is equal to 2
#property indicator_width2 2
//—- displaying the signal line label
#property indicator_label2 “Supertrend Down”
//+———————————————-+
//| Bullish indicator drawing parameters |
//+———————————————-+
//—- drawing the indicator 3 as a label
#property indicator_type3 DRAW_ARROW
//—- medium turquoise color is used as the color of the bullish line of the indicator
#property indicator_color3 MediumTurquoise
//—- the indicator 3 line is a continuous curve
#property indicator_style3 STYLE_SOLID
//—- the width of the indicator 3 line is 4
#property indicator_width3 4
//—- bullish indicator label display
#property indicator_label3 “Buy Supertrend signal”
//+———————————————-+
//| Bearish indicator drawing parameters |
//+———————————————-+
//—- drawing the indicator 4 as a label
#property indicator_type4 DRAW_ARROW
//—- dark orange color is used for the indicator bearish line
#property indicator_color4 DarkOrange
//—- the indicator 2 line is a continuous curve
#property indicator_style4 STYLE_SOLID
//—- thickness of the indicator 4 line is equal to 4
#property indicator_width4 4
//—- bearish indicator label display
#property indicator_label4 “Sell Supertrend signal”
//+———————————————-+
//| Indicator input parameters |
//+———————————————-+
input int CCIPeriod=50; // CCI indicator period
input int ATRPeriod=5; // ATR indicator period
input int Level=0; // CCI activation level
input int Shift=0; // Horizontal shift of the indicator in bars
//+———————————————-+
//—- declaration of dynamic arrays that further
//—- will be used as indicator buffers
double TrendUp[],TrendDown[];
double SignUp[];
double SignDown[];
//—- declaration of the integer variables for the start of data calculation
int min_rates_total;
//—- declaration of integer variables for the indicators handles
int ATR_Handle,CCI_Handle;
//+——————————————————————+
//| Custom indicator initialization function |
//+——————————————————————+
void OnInit()
{
//—- initialization of variables of the start of data calculation
min_rates_total=MathMax(CCIPeriod,ATRPeriod);
//—- getting handle of the CCI indicator
CCI_Handle=iCCI(NULL,0,CCIPeriod,PRICE_TYPICAL);
if(CCI_Handle==INVALID_HANDLE)Print(” Failed to get handle of the CCI indicator”);
//—- getting handle of the ATR indicator
ATR_Handle=iATR(NULL,0,ATRPeriod);
if(ATR_Handle==INVALID_HANDLE)Print(” Failed to get handle of the ATR indicator”);
//—- initializations of a variable for the indicator short name
string shortname;
StringConcatenate(shortname,”Supertrend(“,string(CCIPeriod),”, “,string(ATRPeriod),”, “,string(Shift),”)”);
//—- creating a name for displaying 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);
//—- set ExtBuffer[] dynamic array as an indicator buffer
SetIndexBuffer(0,TrendUp,INDICATOR_DATA);
//—- shifting the indicator horizontally by Shift
PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//—- performing the shift of the beginning of the indicator drawing
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//—- restriction to draw empty values for the indicator
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//—- indexing the elements in buffers as timeseries
ArraySetAsSeries(TrendUp,true);
//—- set ExtBuffer[] dynamic array as an indicator buffer
SetIndexBuffer(1,TrendDown,INDICATOR_DATA);
//—- shifting the indicator horizontally by Shift
PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//—- performing the shift of the beginning of the indicator drawing
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//—- restriction to draw empty values for the indicator
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//—- indexing the elements in buffers as timeseries
ArraySetAsSeries(TrendDown,true);
//—- set SignUp [] dynamic array as an indicator buffer
SetIndexBuffer(2,SignUp,INDICATOR_DATA);
//—- shifting the indicator 1 horizontally by Shift
PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//—- shifting the start of drawing the indicator 1
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//—- indexing the elements in buffers as timeseries
ArraySetAsSeries(SignUp,true);
//—- setting the indicator values that won’t be visible on a chart
PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//—- indicator symbol
PlotIndexSetInteger(2,PLOT_ARROW,108);
//—- set SignDown[] dynamic array as an indicator buffer
SetIndexBuffer(3,SignDown,INDICATOR_DATA);
//—- shifting the indicator 2 horizontally by Shift
PlotIndexSetInteger(3,PLOT_SHIFT,Shift);
//—- shifting the start of drawing the indicator 2
PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//—- indexing the elements in buffers as timeseries
ArraySetAsSeries(SignDown,true);
//—- setting the indicator values that won’t be visible on a chart
PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//—- indicator symbol
PlotIndexSetInteger(3,PLOT_ARROW,108);
//—-
}
//+——————————————————————+
//| Custom indicator 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[], // price array of maximums of price for the indicator calculation
const double& low[], // price array of minimums of price for the indicator calculation
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
(BarsCalculated(CCI_Handle)rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation
{
limit=rates_total-min_rates_total; // starting index for calculation of all bars
}
else
{
limit=rates_total-prev_calculated; // starting index for calculation of new bars
}
to_copy=limit+1;
//---- copy newly appeared data in the ATR[] array
if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(0);
to_copy++;
//---- copy newly appeared data in the CCI[] array
if(CopyBuffer(CCI_Handle,0,0,to_copy,CCI)<=0) return(0);
//---- main indicator calculation loop
for(bar=limit; bar>=0; bar–)
{
TrendUp[bar]=0.0;
TrendDown[bar]=0.0;
SignUp[bar]=0.0;
SignDown[bar]=0.0;
if(CCI[bar]>=Level && CCI[bar+1]Level) TrendDown[bar]=TrendUp[bar+1];
if(CCI[bar]>Level)
{
TrendUp[bar]=low[bar]-ATR[bar];
if(TrendUp[bar]=Level) TrendUp[bar]=TrendUp[bar+1];
}
if(CCI[bar]TrendDown[bar+1] && CCI[bar+1]<=Level) TrendDown[bar]=TrendDown[bar+1];
}
if(TrendDown[bar+1]!=0.0 && TrendUp[bar]!=0.0) SignUp[bar]=TrendUp[bar];
if(TrendUp[bar+1]!=0.0 && TrendDown[bar]!=0.0) SignDown[bar]=TrendDown[bar];
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+
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