Merge pull request #14 from EA31337/dev

New indicators and improvements

.github/workflows/compile.yml

@@ -29,11 +29,14 @@ jobs:
         id: get-files
         run: |
           import glob, json, os
-          files = glob.glob("**/*.mq?")
-          print("::set-output name=filelist::{}".format(json.dumps(files)))
+          fghout = os.environ["GITHUB_OUTPUT"]
+          files = glob.glob("**/*.mq?", recursive=True)
+          filelist = "filelist={}".format(json.dumps(files))
+          with open(fghout, "a") as fd:
+            fd.write(filelist)
         shell: python
-      - name: Display output
-        run: echo ${{ steps.get-files.outputs.filelist }}
+      - name: Display outputs
+        run: echo "${{ toJson(steps.get-files.outputs) }}"
   Compile:
     defaults:
       run:
@@ -48,7 +51,7 @@ jobs:
       - uses: actions/checkout@v3
         with:
           path: Include/EA31337-classes
-          ref: v2.012.1
+          ref: v3.000.1
           repository: EA31337/EA31337-classes
       - name: Compile (build 2361)
         uses: fx31337/mql-compile-action@master
@@ -71,7 +74,7 @@ jobs:
         run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'
       - run: Get-Location
       - name: Upload indicator artifacts
-        uses: actions/upload-artifact@v2
+        uses: actions/upload-artifact@v3
         with:
           name: Indicators-other
           path: '**/*.ex?'

Oscillators/Arrows/ATR_MA_Slope.mq4

@@ -0,0 +1,87 @@
+#property indicator_buffers 4
+#property indicator_separate_window
+
+extern int NumberOfBars = 100;
+extern double SlopeThreshold = 2.0;
+extern int SlopeMAPeriod = 7;
+extern int SlopeATRPeriod = 50;
+
+extern color SlopeColor = Gray;
+extern color LongColor = Lime;
+extern color ShortColor = Red;
+
+double Slope[];
+double Long[];
+double Short[];
+double Flat[];
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int init() {
+  IndicatorShortName(WindowExpertName());
+
+  SetIndexBuffer(0, Slope);
+  SetIndexBuffer(1, Long);
+  SetIndexBuffer(2, Short);
+  SetIndexBuffer(3, Flat);
+
+  SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 1, SlopeColor);
+  SetIndexLabel(0, "Slope");
+  SetIndexStyle(1, DRAW_ARROW, STYLE_SOLID, 1, LongColor);
+  SetIndexLabel(1, "Long");
+  SetIndexArrow(1, 159);
+  SetIndexStyle(2, DRAW_ARROW, STYLE_SOLID, 1, ShortColor);
+  SetIndexLabel(2, "Short");
+  SetIndexArrow(2, 159);
+  SetIndexStyle(3, DRAW_ARROW, STYLE_SOLID, 1, SlopeColor);
+  SetIndexLabel(3, "Flat");
+  SetIndexArrow(3, 159);
+
+#ifdef __MQL4__
+  SetLevelStyle(STYLE_SOLID, 1, SlopeColor);
+  SetLevelValue(0, SlopeThreshold * 0.5);
+  SetLevelValue(1, -SlopeThreshold * 0.5);
+#endif
+
+  return (INIT_SUCCEEDED);
+}
+
+int start() {
+  int prev_calculated = IndicatorCounted();
+  int rates_total = Bars;
+  int limit = MathMin(NumberOfBars, rates_total - prev_calculated);
+  if (limit == rates_total)
+    limit--;
+
+  for (int shift = limit; shift >= 0; shift--) {
+    Slope[shift] = 0;
+
+    double dblTma, dblPrev;
+    double atr = iATR(NULL, PERIOD_CURRENT, SlopeATRPeriod, shift + 10) / 10;
+
+    if (atr != 0) {
+      dblTma = iMA(NULL, PERIOD_CURRENT, SlopeMAPeriod, 0, MODE_LWMA,
+                   PRICE_CLOSE, shift);
+      dblPrev = (iMA(NULL, PERIOD_CURRENT, SlopeMAPeriod, 0, MODE_LWMA,
+                     PRICE_CLOSE, shift + 1) *
+                     231 +
+                 iClose(NULL, (int)PERIOD_CURRENT, shift) * 20) /
+                251;
+      Slope[shift] = (dblTma - dblPrev) / atr;
+    }
+
+    Long[shift] = EMPTY_VALUE;
+    Short[shift] = EMPTY_VALUE;
+    Flat[shift] = EMPTY_VALUE;
+
+    if (Slope[shift] > SlopeThreshold * 0.5)
+      Long[shift] = Slope[shift];
+    else if (Slope[shift] < -SlopeThreshold * 0.5)
+      Short[shift] = Slope[shift];
+    else
+      Flat[shift] = Slope[shift];
+  }
+
+  return (0);
+}

Oscillators/Arrows/ATR_MA_Slope.mq5

@@ -0,0 +1,68 @@
+/**
+ * @file
+ * Implements indicator under MQL5.
+ */
+
+// Defines indicator properties.
+#property indicator_separate_window
+
+#property indicator_buffers 4
+#property indicator_plots 4
+
+// Define indicator properties
+#property indicator_type1 DRAW_LINE
+#property indicator_color1 Gray
+#property indicator_label1 "Slope"
+
+#property indicator_type2 DRAW_ARROW
+#property indicator_color2 Lime
+#property indicator_label2 "Long"
+
+#property indicator_type3 DRAW_ARROW
+#property indicator_color3 Red
+#property indicator_label3 "Short"
+
+#property indicator_type4 DRAW_ARROW
+#property indicator_color4 Gray
+#property indicator_label4 "Flat"
+
+#property indicator_level1 0.0
+
+// Includes EA31337 framework.
+#include <EA31337-classes/Draw.mqh>
+#include <EA31337-classes/Indicator.mqh>
+#include <EA31337-classes/Indicators/Indi_ATR.mqh>
+#include <EA31337-classes/Indicators/Indi_MA.mqh>
+
+// Defines macros.
+#define extern input
+#define Bars (ChartStatic::iBars(_Symbol, _Period))
+
+// Includes the main file.
+#include "ATR_MA_Slope.mq4"
+
+// Custom indicator initialization function.
+void OnInit() {
+  init();
+  if (!ArrayGetAsSeries(Slope)) {
+    ArraySetAsSeries(Slope, true);
+    ArraySetAsSeries(Long, true);
+    ArraySetAsSeries(Short, true);
+    ArraySetAsSeries(Flat, true);
+  }
+  PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+  PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+  PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+  PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, SlopeMAPeriod);
+  PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, SlopeMAPeriod);
+  PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, SlopeMAPeriod);
+  PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, SlopeMAPeriod);
+}
+
+// Custom indicator iteration function.
+int OnCalculate(const int rates_total, const int prev_calculated,
+                const int begin, const double &price[]) {
+  IndicatorCounted(fmin(prev_calculated, Bars));
+  ResetLastError();
+  return start() >= 0 ? rates_total : 0;
+}

Oscillators/Arrows/README.md

@@ -0,0 +1,43 @@
+# Arrow-like Oscillators
+
+Arrow-like oscillators are a category of technical indicators that
+provide trading signals in the form of arrows or other visual markers
+on a chart. These indicators are designed to generate signals for both
+long (buy) and short (sell) positions, indicating potential entry and
+exit points for traders.
+
+Here are the key characteristics of arrow-like oscillators:
+
+- Signal Generation: Arrow-like oscillators generate signals by
+analyzing price movements, trends, and other relevant market
+conditions. When a specific set of criteria is met, these indicators
+plot an arrow pointing up (for long/buy) or down (for short/sell) on
+the chart, indicating a potential trade entry or exit point.
+
+- Trend Reversals: These indicators often focus on identifying
+potential trend reversals. When the market is transitioning from an
+upward trend to a downward trend (or vice versa), arrow-like
+oscillators aim to capture these turning points and provide traders
+with signals to take advantage of the changing trend.
+
+- Confirmation: Traders often use arrow-like oscillators in
+conjunction with other technical analysis tools to confirm their
+trading decisions. These indicators can help traders avoid false
+signals by waiting for confirmation from multiple sources before
+entering a trade.
+
+- User-Defined Parameters: Many arrow-like oscillators allow traders
+to customize their parameters, such as sensitivity levels, timeframes,
+and overbought/oversold thresholds. This customization enables
+traders to tailor the indicator to their specific trading style and
+preferences.
+
+- Risk Management: While these indicators provide entry and exit
+signals, traders should still employ proper risk management
+techniques, such as setting stop-loss and take-profit levels, to
+protect their capital.
+
+Arrow-like oscillators are particularly popular among traders who
+prefer visual signals for their trading decisions. They simplify
+the process of identifying potential trade opportunities and can
+enhance the efficiency of a trader's decision-making process.

Oscillators/README.md

@@ -0,0 +1,38 @@
+# Oscillator indicators
+
+Oscillators are a category of technical indicators used in financial markets
+analysis.  They are designed to identify overbought or oversold conditions and
+potential trend reversals.  Oscillators typically oscillate within a specific
+range or between certain values, indicating the momentum or strength of a price
+movement.
+
+Oscillators are considered a subset of indicators since they are technical
+tools used to analyze price data and generate signals.  They differ from other
+types of indicators like trend-following or volume-based indicators because
+oscillators are designed to provide information about the short-term price
+behavior rather than long-term trends or volume patterns.
+
+Common examples of oscillators include the Relative Strength Index (RSI),
+Stochastic Oscillator, Moving Average Convergence Divergence (MACD), and
+the Williams %R.  These indicators generate values that fluctuate within
+predefined boundaries, typically between 0 and 100 or -100 and +100,
+indicating the relative strength or weakness of price movements.
+
+Traders and analysts use oscillators to identify potential buying or
+selling opportunities, divergences, and to gauge market conditions such
+as overbought or oversold levels.  They can be helpful in identifying
+potential trend reversals or determining the strength of an ongoing
+trend.
+
+In summary, oscillators are a type of indicator used in technical
+analysis that measure price momentum and provide insights into
+overbought or oversold conditions.  They are considered a subset of
+indicators due to their specific function and characteristics.
+
+## TDI (Traders Dynamic Index)
+
+The Traders Dynamic Index (TDI) is a versatile trading indicator designed to
+aid traders in analyzing market conditions related to trend direction, market
+strength, and volatility. It combines RSI, Moving Averages, and volatility
+bands to offer insights into trend direction, market strength, and volatility
+which gives comprehensive overview of the market's behavior.