|
|
#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)
last_low=low;
if(last_high<high)
last_high=high;
if(high>high[i-1] && low>low[i-1])
break;
if(high<high[i-1] && low<low[i-1])
{
dir_long=false;
break;
}
i++;
}
//--- initialize with zero
ArrayInitialize(ExtSARBuffer,0.0);
//--- go check
if(dir_long)
{
ExtSARBuffer=low[i-1];
ep=high;
}
else
{
ExtSARBuffer=high[i-1];
ep=low;
}
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<ExtSARBuffer[i-1])
{
SaveLastReverse(i,true,step,low,last_high,ep,sar);
step=ExtSarStep;
dir_long=false;
ep=low;
last_low=low;
ExtSARBuffer[i++]=last_high;
continue;
}
if(!dir_long && high>ExtSARBuffer[i-1])
{
SaveLastReverse(i,false,step,last_low,high,ep,sar);
step=ExtSarStep;
dir_long=true;
ep=high;
last_high=high;
ExtSARBuffer[i++]=last_low;
continue;
}
//---
sar=ExtSARBuffer[i-1]+step*(ep-ExtSARBuffer[i-1]);
//--- LONG?
if(dir_long)
{
if(ep<high)
{
if((step+ExtSarStep)<=ExtSarMaximum)
step+=ExtSarStep;
}
if(high<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)
{
SaveLastReverse(i,true,step,low,last_high,ep,sar);
step=ExtSarStep; dir_long=false; ep=low;
last_low=low;
ExtSARBuffer[i++]=last_high;
continue;
}
if(ep<high)
ep=last_high=high;
}
else // SHORT
{
if(ep>low)
{
if((step+ExtSarStep)<=ExtSarMaximum)
step+=ExtSarStep;
}
if(low<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)
{
SaveLastReverse(i,false,step,last_low,high,ep,sar);
step=ExtSarStep;
dir_long=true;
ep=high;
last_high=high;
ExtSARBuffer[i++]=last_low;
continue;
}
if(ep>low)
ep=last_low=low;
}
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;
}复制代码 |
|
发表于 2026-8-26 15:43:00
