//+------------------------------------------------------------------+
//| SuperTrend.mq5 |
//| gmakhobe |
//| https://github.com/gmakhobe/mql5-supertrend |
//+------------------------------------------------------------------+
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
// Input Variables
input int lookbackPeriod = 10;
// Global Variables
string pairSymbol = Symbol();
int multiplier = 3;
int atrHandler;
datetime prevousCandleTime;
double previousUpperBand = 0;
double previousLowerBand = 0;
double previousFinalUpperBand = 0;
double previousFinalLowerBand = 0;
double previousSuperTrend = 0;
bool isFirstExecution = true;
bool isUpTrend = NULL;
/*
Initialize indicator
*/
int OnInit()
{
averageTrueRangeIndicatorInit(atrHandler, lookbackPeriod, pairSymbol);
if (atrHandler == INVALID_HANDLE)
{
Print("An error happened while copy indicator buffer data: ",
GetLastError());
return (INIT_FAILED);
}
//onEventSetTimeHandler();
return(INIT_SUCCEEDED);
}
/*
Perform calculations
*/
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[])
{
/* Convert Price Data to Price series */
bool asSeries = true;
ArraySetAsSeries(time,asSeries);
ArraySetAsSeries(high,asSeries);
ArraySetAsSeries(low,asSeries);
ArraySetAsSeries(close,asSeries);
superTrend(time[0], time[1], prevousCandleTime, high[1], low[1], close[1],
previousUpperBand, previousLowerBand,
previousFinalUpperBand, previousFinalLowerBand, atrHandler, isFirstExecution,
isUpTrend);
return(rates_total);
}
/*
SuperTrend: Main function handling SuperTrend fuctionality
*/
void superTrend(datetime _time_0, datetime _time_1, datetime& _prevousCandleTime,
double _high_1, double _low_1, double _close_1,
double& _previousUpperBand, double& _previousLowerBand, double&
_previousFinalUpperBand, double& _previousFinalLowerBand,
int& _atrHandler, bool& _isFirstExecution, bool& _isUpTrend)
{
uint dataPoints = 2;
double averageTrueRangeData[];
double lowerBand;
double upperBand;
double finalLowerBand;
double finalUpperBand;
double superTrend = 0;
if (prevousCandleTime != _time_1)
{
averageTrueRangeIndicatorData(averageTrueRangeData, _atrHandler, dataPoints);
upperBand = getBasicUpperBand(_high_1, _low_1, multiplier,
averageTrueRangeData[1]);
lowerBand = getBasicLowerBand(_high_1, _low_1, multiplier,
averageTrueRangeData[1]);
finalUpperBand = getFinalUpperBand(upperBand, previousFinalUpperBand,
_close_1);
finalLowerBand = getFinalLowerBand(lowerBand, previousFinalLowerBand,
_close_1);
superTrend = getSuperTrend(previousSuperTrend,
previousFinalUpperBand,previousFinalLowerBand,
finalUpperBand,finalLowerBand,_close_1);
_prevousCandleTime = _time_1;
if (finalUpperBand != 0 && finalLowerBand != 0 && previousFinalUpperBand != 0
&& previousFinalLowerBand != 0)
{
if (_close_1 > previousFinalUpperBand && !_isFirstExecution)
{
_isUpTrend = true;
}
if (_close_1 < previousFinalLowerBand && !_isFirstExecution)
{
_isUpTrend = false;
}
Print("Is Close > Upper = ", _close_1 > previousFinalUpperBand, "\n Close=
", _close_1, " - UpperBand= ", previousFinalUpperBand);
Print("Is Close < Lower = ", _close_1 > previousFinalLowerBand, "\n Close=
", _close_1, " - UpperBand= ", previousFinalLowerBand);
//Print("_isFirstExecution = ", _isFirstExecution);
if (_isFirstExecution)
{
checkFirstExecutionXOver(_isFirstExecution, _isUpTrend, finalUpperBand,
finalLowerBand, previousFinalUpperBand, previousFinalLowerBand);
}
printSuperTrend(_isFirstExecution, _isUpTrend, finalUpperBand,
finalLowerBand, previousFinalUpperBand,
previousFinalLowerBand, _time_0, _time_1);
}
_previousUpperBand = upperBand;
_previousLowerBand = lowerBand;
_previousFinalUpperBand = finalUpperBand;
_previousFinalLowerBand = finalLowerBand;
}
}
/*
Print our super trend
*/
void printSuperTrend(bool& _isFirstExecution, bool& _isUpTrend, double
_finalUpperBand, double _finalLowerBand,
double _previousFinalUpperBand, double _previousFinalLowerBand, datetime
_time_0, datetime _time_1)
{
string _upperBandName = TimeToString(_time_1) + "-" + TimeToString(_time_0) +
"Upperband";
string _lowerBandName = TimeToString(_time_1) + "-"+TimeToString(_time_0) +
"Lowerband";
//_isFirstExecution = true;
//_isUpTrend = NULL;
if (_isFirstExecution && _isUpTrend == NULL)
{
drawBand(_previousFinalUpperBand, _time_1, _finalUpperBand, _time_0,
_upperBandName, clrAqua);
drawBand(_previousFinalLowerBand, _time_1, _finalLowerBand, _time_0,
_lowerBandName, clrAqua);
Print("Is Neutral Trend!");
}
if (!_isFirstExecution && _isUpTrend)
{
drawBand(_previousFinalLowerBand, _time_1, _finalLowerBand, _time_0,
_lowerBandName, clrGreen);
}
if (!_isFirstExecution && !_isUpTrend)
{
drawBand(_previousFinalUpperBand, _time_1, _finalUpperBand, _time_0,
_upperBandName, clrRed);
}
}
/*
Check if it the program has been recently run and the crossover has not occured
*/
void checkFirstExecutionXOver(bool& _isFirstExecution, bool& _isUpTrend, double
_finalUpperBand, double _finalLowerBand,
double _previousFinalUpperBand, double _previousFinalLowerBand)
{
if (_isFirstExecution && (_previousFinalUpperBand >= _finalUpperBand) &&
(_previousFinalLowerBand <= _finalLowerBand))
{
_isFirstExecution = true;
return ;
}
else
{
_isFirstExecution = false;
}
// We are trending down
if (!_isFirstExecution && (_previousFinalUpperBand >= _finalUpperBand) &&
_isUpTrend == NULL)
{
_isUpTrend = false;
return ;
}
// We are trending up
if (!_isFirstExecution && (_previousFinalLowerBand <= _finalLowerBand) &&
_isUpTrend == NULL)
{
_isUpTrend = true;
return ;
}
}
/*
Get Super Trend
*/
double getSuperTrend(double _previousSuperTrend,
double _previousFinalUpperBand,double _previousFinalLowerBand,
double _currentFinalUpperBand, double _currentFinalLowerBand,
double _currentClose)
{
// To-Do
return (0);
}
/*
Get Final Bands
*/
// Get Final Lower Band
/*
Final Lowerband = If Current Basic Lowerband > Previous Final Lowerband OR
Previous Close < Previous Final Lowerband Then Current Basic Lowerband Else
Previous Final Lowerband
*/
double getFinalLowerBand(double _currentbasicLowerBand, double
_previousFinalLowerBand, double _previousClose)
{
double _currentBand;
if (_currentbasicLowerBand > _previousFinalLowerBand || _previousClose <
_previousFinalLowerBand)
{
_currentBand = _currentbasicLowerBand;
}
else
{
_currentBand = _previousFinalLowerBand;
}
return _currentBand;
}
// Get Final Upper Band
/*
Final Upperband = If Current Basic Upperband < Previous Final Upperband OR
Previous Close > Previous Final Upperband Then Current Basic Upperband Else
Previous Final Upperband
*/
double getFinalUpperBand(double _currentbasicUpperBand, double
_previousFinalUpperBand, double _previousClose)
{
double _currentBand;
if (_currentbasicUpperBand < _previousFinalUpperBand || _previousClose >
_previousFinalUpperBand)
{
_currentBand = _currentbasicUpperBand;
}
else
{
_currentBand = _previousFinalUpperBand;
}
return _currentBand;
}
/*
Draw band and give it a color
*/
bool drawBand(
double _previousBandValue,
datetime _fromDatetime,
double _currentBandValue,
datetime _toDatetime,
string _bandName,
color _bandColor)
{
int _chartId = 0; // current chart
bool _isRendered = ObjectCreate(
_chartId,
_bandName,
OBJ_TREND,
0,
_fromDatetime,
_previousBandValue,
_toDatetime,
_currentBandValue
);
ObjectSetInteger(_chartId, _bandName, OBJPROP_COLOR, _bandColor);
return _isRendered;
}
/*
Basic Upper Band
Formula: BASIC UPPER BAND = HLA + [ MULTIPLIER * 10-DAY ATR ]
*/
double getBasicUpperBand(
double _high,
double _low,
int _multiplier,
double _averageTrueRange)
{
double _highLowAverage = (_high + _low) / 2;
double _basicBand = _highLowAverage + (multiplier * _averageTrueRange);
return _basicBand;
}
/*
Basic Lower Band
Formula: BASIC LOWER BAND = HLA - [ MULTIPLIER * 10-DAY ATR ]
*/
double getBasicLowerBand(
double _high,
double _low,
int _multiplier,
double _averageTrueRange)
{
double _highLowAverage = (_high + _low) / 2;
double _basicBand = _highLowAverage - (multiplier * _averageTrueRange);
return _basicBand;
}
/*
Initialize the ATR indicator
*/
void averageTrueRangeIndicatorInit(
int& _atrHandler,
int _lookbackPeriod,
string& _pairSymbol)
{
MqlParam _indicatorParameters[1];
int _parameterCount = 1;
if (_pairSymbol == NULL)
{
_pairSymbol = Symbol();
}
_indicatorParameters[0].type = TYPE_INT; // indicator parameter type (lookback
period)
_indicatorParameters[0].integer_value = _lookbackPeriod; //lookback period
_atrHandler = IndicatorCreate(_pairSymbol, PERIOD_CURRENT, IND_ATR,
_parameterCount, _indicatorParameters);
}
/*
Get ATR Data from the buffer using a handler
*/
void averageTrueRangeIndicatorData(
double& _averageTrueRangeData[],
int& _atrHandler,
uint _dataPoints = 1)
{
bool _asSeries = true;
if(_atrHandler != INVALID_HANDLE)
{
ArraySetAsSeries(_averageTrueRangeData, _asSeries);
if (CopyBuffer(_atrHandler, 0, 0, _dataPoints, _averageTrueRangeData) == 0)
{
Print("An error happened while copy indicator buffer data: ",
GetLastError());
}
}
}
// Perform Action on Timer
void OnTimer()
{
/*
Execute onTimer per the number of seconds in relation with the timeframe
selected.
*/
void onEventSetTimeHandler()
{
switch(Period())
{
case PERIOD_M1:
EventSetTimer(60);
break;
case PERIOD_M2:
EventSetTimer(120);
break;
case PERIOD_M4:
EventSetTimer(240);
break;
case PERIOD_M5:
EventSetTimer(300);
break;
case PERIOD_M6:
EventSetTimer(360);
break;
case PERIOD_M10:
EventSetTimer(600);
break;
case PERIOD_M12:
EventSetTimer(720);
break;
case PERIOD_M15:
EventSetTimer(900);
break;
case PERIOD_M20:
EventSetTimer(1200);
break;
case PERIOD_M30:
EventSetTimer(1800);
break;
case PERIOD_H1:
EventSetTimer(3600);
break;
case PERIOD_H4:
EventSetTimer(14400);
break;
case PERIOD_D1:
EventSetTimer(86400);
break;
case PERIOD_W1:
EventSetTimer(432000);
break;
default:
break;
}
}
