-
Notifications
You must be signed in to change notification settings - Fork 2
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
3 changed files
with
282 additions
and
0 deletions.
There are no files selected for viewing
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,140 @@ | ||
| //+------------------------------------------------------------------+ | ||
| //| RangeExpansionIndex.mq4 | | ||
| //| Copyright © 2010-2022, EarnForex.com | | ||
| //| https://www.earnforex.com/ | | ||
| //+------------------------------------------------------------------+ | ||
| #property copyright "Copyright © 2010-2022, EarnForex.com" | ||
| #property link "https://www.earnforex.com/metatrader-indicators/Range-Expansion-Index/" | ||
| #property version "1.01" | ||
| #property strict | ||
|
|
||
| #property description "Calculates Tom DeMark's Range Expansion Index." | ||
| #property description "Going above 60 and then dropping below 60 signals price weakness." | ||
| #property description "Going below -60 and the rising above -60 signals price strength." | ||
| #property description "For more info see The New Science of Technical Analysis." | ||
|
|
||
| #property indicator_separate_window | ||
| #property indicator_buffers 1 | ||
| #property indicator_color1 clrBlue | ||
| #property indicator_type1 DRAW_LINE | ||
| #property indicator_level1 60 | ||
| #property indicator_level2 -60 | ||
|
|
||
| enum enum_candle_to_check | ||
| { | ||
| Current, | ||
| Previous | ||
| }; | ||
|
|
||
| input int REI_Period = 8; // REI Period | ||
| input bool EnableNativeAlerts = false; | ||
| input bool EnableEmailAlerts = false; | ||
| input bool EnablePushAlerts = false; | ||
| input enum_candle_to_check TriggerCandle = Previous; | ||
|
|
||
| // Buffers: | ||
| double REI[]; | ||
|
|
||
| // Global variables: | ||
| datetime LastAlertTime = D'01.01.1970'; | ||
|
|
||
| void OnInit() | ||
| { | ||
| IndicatorShortName("REI(" + IntegerToString(REI_Period) + ")"); | ||
| IndicatorSetInteger(INDICATOR_DIGITS, 2); | ||
| SetIndexBuffer(0, REI); | ||
| SetIndexDrawBegin(0, REI_Period + 8); | ||
| } | ||
|
|
||
| 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[]) | ||
| { | ||
| // Too few bars to do anything. | ||
| if (Bars <= 8 + REI_Period) return 0; | ||
|
|
||
| int counted_bars = IndicatorCounted(); | ||
| if (counted_bars > 0) counted_bars--; | ||
| int limit = Bars - counted_bars; | ||
| if (limit > Bars - (8 + REI_Period) - 1) limit = Bars - (8 + REI_Period) - 1; | ||
|
|
||
| for (int i = 0; i <= limit; i++) | ||
| { | ||
| double SubValueSum = 0; | ||
| double AbsDailyValueSum = 0; | ||
| for (int j = 0; j < REI_Period; j++) | ||
| { | ||
| SubValueSum += SubValue(i + j); | ||
| AbsDailyValueSum += AbsDailyValue(i + j); | ||
| } | ||
| if (AbsDailyValueSum != 0) REI[i] = SubValueSum / AbsDailyValueSum * 100; | ||
| else REI[i] = 0; | ||
| } | ||
|
|
||
| // Alerts | ||
| if (((TriggerCandle > 0) && (Time[0] > LastAlertTime)) || (TriggerCandle == 0)) | ||
| { | ||
| string Text; | ||
| // Level 60 | ||
| if ((REI[TriggerCandle] < 60) && (REI[TriggerCandle + 1] >= 60)) | ||
| { | ||
| Text = "REI: " + Symbol() + " - " + StringSubstr(EnumToString((ENUM_TIMEFRAMES)Period()), 7) + " - Crossed 60 from above."; | ||
| if (EnableNativeAlerts) Alert(Text); | ||
| if (EnableEmailAlerts) SendMail("REI Alert", Text); | ||
| if (EnablePushAlerts) SendNotification(Text); | ||
| LastAlertTime = Time[0]; | ||
| } | ||
| // Level -60 | ||
| if ((REI[TriggerCandle] > -60) && (REI[TriggerCandle + 1] <= -60)) | ||
| { | ||
| Text = "REI: " + Symbol() + " - " + StringSubstr(EnumToString((ENUM_TIMEFRAMES)Period()), 7) + " - Crossed -60 from below."; | ||
| if (EnableNativeAlerts) Alert(Text); | ||
| if (EnableEmailAlerts) SendMail("REI Alert", Text); | ||
| if (EnablePushAlerts) SendNotification(Text); | ||
| LastAlertTime = Time[0]; | ||
| } | ||
| } | ||
|
|
||
| return rates_total; | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Calculate the Conditional Value | | ||
| //+------------------------------------------------------------------+ | ||
| double SubValue(int i) | ||
| { | ||
| double diff1 = High[i] - High[i + 2]; | ||
| double diff2 = Low[i] - Low[i + 2]; | ||
| int num_zero1, num_zero2; | ||
|
|
||
| if ((High[i + 2] < Close[i + 7]) && (High[i + 2] < Close[i + 8]) && (High[i] < High[i + 5]) && (High[i] < High[i + 6])) | ||
| num_zero1 = 0; | ||
| else | ||
| num_zero1 = 1; | ||
|
|
||
| if ((Low[i + 2] > Close[i + 7]) && (Low[i + 2] > Close[i + 8]) && (Low[i] > Low[i + 5]) && (Low[i] > Low[i + 6])) | ||
| num_zero2 = 0; | ||
| else | ||
| num_zero2 = 1; | ||
|
|
||
| return (num_zero1 * num_zero2 * (diff1 + diff2)); | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Calculate the Absolute Value | | ||
| //+------------------------------------------------------------------+ | ||
| double AbsDailyValue(int i = 0) | ||
| { | ||
| double diff1 = MathAbs(High[i] - High[i + 2]); | ||
| double diff2 = MathAbs(Low[i] - Low[i + 2]); | ||
|
|
||
| return (diff1 + diff2); | ||
| } | ||
| //+------------------------------------------------------------------+ |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,142 @@ | ||
| //+------------------------------------------------------------------+ | ||
| //| RangeExpansionIndex.mq5 | | ||
| //| Copyright © 2010-2022, EarnForex.com | | ||
| //| https://www.earnforex.com/ | | ||
| //+------------------------------------------------------------------+ | ||
| #property copyright "Copyright © 2010-2022, EarnForex.com" | ||
| #property link "https://www.earnforex.com/metatrader-indicators/Range-Expansion-Index/" | ||
| #property version "1.01" | ||
|
|
||
| #property description "Calculates Tom DeMark's Range Expansion Index." | ||
| #property description "Going above 60 and then dropping below 60 signals price weakness." | ||
| #property description "Going below -60 and the rising above -60 signals price strength." | ||
| #property description "For more info see The New Science of Technical Analysis." | ||
|
|
||
| #property indicator_separate_window | ||
| #property indicator_buffers 1 | ||
| #property indicator_plots 1 | ||
| #property indicator_color1 clrBlue | ||
| #property indicator_type1 DRAW_LINE | ||
| #property indicator_level1 60 | ||
| #property indicator_level2 -60 | ||
|
|
||
| enum enum_candle_to_check | ||
| { | ||
| Current, | ||
| Previous | ||
| }; | ||
|
|
||
| input int REI_Period = 8; // REI Period | ||
| input bool EnableNativeAlerts = false; | ||
| input bool EnableEmailAlerts = false; | ||
| input bool EnablePushAlerts = false; | ||
| input enum_candle_to_check TriggerCandle = Previous; | ||
|
|
||
| // Buffers: | ||
| double REI[]; | ||
|
|
||
| // Global variables: | ||
| datetime LastAlertTime = D'01.01.1970'; | ||
|
|
||
| void OnInit() | ||
| { | ||
| IndicatorSetString(INDICATOR_SHORTNAME, "REI(" + IntegerToString(REI_Period) + ")"); | ||
| IndicatorSetInteger(INDICATOR_DIGITS, 2); | ||
| SetIndexBuffer(0, REI, INDICATOR_DATA); | ||
| PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, REI_Period + 8); | ||
| } | ||
|
|
||
| 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[]) | ||
| { | ||
| int limit; | ||
|
|
||
| // Too few bars to do anything. | ||
| if (rates_total <= REI_Period + 8) return 0; | ||
| // If we don't have enough bars to count as specified in the input. | ||
| int counted_bars = prev_calculated; | ||
| if (counted_bars < 8 + REI_Period) limit = 8 + REI_Period; | ||
| else limit = rates_total - 1; | ||
|
|
||
| for (int i = rates_total - 1; i >= limit; i--) | ||
| { | ||
| double SubValueSum = 0; | ||
| double AbsDailyValueSum = 0; | ||
| for (int j = 0; j < REI_Period; j++) | ||
| { | ||
| SubValueSum += SubValue(i - j, High, Low, Close); | ||
| AbsDailyValueSum += AbsDailyValue(i - j, High, Low, Close); | ||
| } | ||
| if (AbsDailyValueSum != 0) REI[i] = SubValueSum / AbsDailyValueSum * 100; | ||
| else REI[i] = 0; | ||
| } | ||
|
|
||
| // Alerts | ||
| if (((TriggerCandle > 0) && (Time[rates_total - 1] > LastAlertTime)) || (TriggerCandle == 0)) | ||
| { | ||
| string Text; | ||
| // Level 60 | ||
| if ((REI[rates_total - 1 - TriggerCandle] < 60) && (REI[rates_total - 2 - TriggerCandle] >= 60)) | ||
| { | ||
| Text = "REI: " + Symbol() + " - " + StringSubstr(EnumToString((ENUM_TIMEFRAMES)Period()), 7) + " - Crossed 60 from above."; | ||
| if (EnableNativeAlerts) Alert(Text); | ||
| if (EnableEmailAlerts) SendMail("REI Alert", Text); | ||
| if (EnablePushAlerts) SendNotification(Text); | ||
| LastAlertTime = Time[rates_total - 1]; | ||
| } | ||
| // Level -60 | ||
| if ((REI[rates_total - 1 - TriggerCandle] > -60) && (REI[rates_total - 2 - TriggerCandle] <= -60)) | ||
| { | ||
| Text = "REI: " + Symbol() + " - " + StringSubstr(EnumToString((ENUM_TIMEFRAMES)Period()), 7) + " - Crossed -60 from below."; | ||
| if (EnableNativeAlerts) Alert(Text); | ||
| if (EnableEmailAlerts) SendMail("REI Alert", Text); | ||
| if (EnablePushAlerts) SendNotification(Text); | ||
| LastAlertTime = Time[rates_total - 1]; | ||
| } | ||
| } | ||
|
|
||
| return rates_total; | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Calculate the Conditional Value | | ||
| //+------------------------------------------------------------------+ | ||
| double SubValue(const int i, const double &High[], const double &Low[], const double &Close[]) | ||
| { | ||
| int num_zero1, num_zero2; | ||
|
|
||
| double diff1 = High[i] - High[i - 2]; | ||
| double diff2 = Low[i] - Low[i - 2]; | ||
|
|
||
| if ((High[i - 2] < Close[i - 7]) && (High[i - 2] < Close[i - 8]) && (High[i] < High[i - 5]) && (High[i] < High[i - 6])) | ||
| num_zero1 = 0; | ||
| else | ||
| num_zero1 = 1; | ||
|
|
||
| if ((Low[i - 2] > Close[i - 7]) && (Low[i - 2] > Close[i - 8]) && (Low[i] > Low[i - 5]) && (Low[i] > Low[i - 6])) | ||
| num_zero2 = 0; | ||
| else | ||
| num_zero2 = 1; | ||
|
|
||
| return (num_zero1 * num_zero2 * (diff1 + diff2)); | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Calculate the Absolute Value | | ||
| //+------------------------------------------------------------------+ | ||
| double AbsDailyValue(const int i, const double &High[], const double &Low[], const double &Close[]) | ||
| { | ||
| double diff1 = MathAbs(High[i] - High[i - 2]); | ||
| double diff2 = MathAbs(Low[i] - Low[i - 2]); | ||
|
|
||
| return (diff1 + diff2); | ||
| } | ||
| //+------------------------------------------------------------------+ |