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SchaffTrendCycle.mq5
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SchaffTrendCycle.mq5
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//+------------------------------------------------------------------+
// SchaffTrendCycle.mq5 |
//| Copyright © 2011-2019, EarnForex.com |
//| https://www.earnforex.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011-2019, EarnForex.com"
#property link "https://www.earnforex.com/metatrader-indicators/Schaff-Trend-Cycle/"
#property version "1.04"
#property description "Schaff Trend Cycle - Cyclical Stochastic over Stochastic over MACD."
#property description "Falling below 75 is a sell signal."
#property description "Rising above 25 is a buy signal."
#property description "Four kinds of alert: arrows, text, sound, email, and push."
#property description "Developed by Doug Schaff."
#property description "Code adapted from the original TradeStation EasyLanguage version."
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 1
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_level1 25
#property indicator_level2 75
#property indicator_width1 2
#property indicator_type1 DRAW_LINE
#property indicator_style1 STYLE_SOLID
#property indicator_color1 clrDarkOrchid
#property indicator_label1 "Schaff Trend Cycle"
//---- Input Parameters
input int MAShort = 23;
input int MALong = 50;
input int Cycle = 10;
input bool ShowArrows = false;
input color UpColor = clrBlue;
input color DownColor = clrRed;
input bool ShowAlerts = false;
input bool SoundAlerts = false;
input bool EmailAlerts = false;
input bool PushAlerts = false;
//---- Global Variables
double Factor = 0.5;
int BarsRequired;
datetime LastAlert = D'1980.01.01';
//---- Buffers
double MACD[];
double ST[];
double ST2[];
//---- MA Buffers
double MAShortBuf[];
double MALongBuf[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
IndicatorSetString(INDICATOR_SHORTNAME, "STC(" + IntegerToString(MAShort) + "," + IntegerToString(MALong) + "," + IntegerToString(Cycle) + ")");
SetIndexBuffer(0, ST2, INDICATOR_DATA);
SetIndexBuffer(1, ST, INDICATOR_CALCULATIONS);
SetIndexBuffer(2, MACD, INDICATOR_CALCULATIONS);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, MALong + Cycle * 2);
IndicatorSetInteger(INDICATOR_DIGITS, 0);
BarsRequired = MALong + Cycle * 2;
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
ObjectsDeleteAll(0, "ST_down_");
ObjectsDeleteAll(0, "ST_up_");
}
//+------------------------------------------------------------------+
//| Schaff Trend Cycle |
//+------------------------------------------------------------------+
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[])
{
if (rates_total <= BarsRequired) return(rates_total);
int counted_bars = prev_calculated;
double LLV = 0, HHV = 0;
int shift, n = 1, i, myMA;
// Static variables are used to flag that we already have calculated curves from the previous indicator run.
static bool st1_pass = false;
static bool st2_pass = false;
int st1_count = 0;
bool check_st1 = false, check_st2 = false;
if (counted_bars < BarsRequired)
{
for (i = 0; i < BarsRequired; i++) ST2[i] = 0;
for (i = 0; i < BarsRequired; i++) ST[i] = 0;
}
if (counted_bars > 0) counted_bars--;
shift = counted_bars - BarsRequired + MALong - 1;
if (shift < 0) shift = 0;
myMA = iMA(NULL, 0, MAShort, 0, MODE_EMA, PRICE_CLOSE);
if (CopyBuffer(myMA, 0, 0, rates_total, MAShortBuf) != rates_total) return(0);
myMA = iMA(NULL, 0, MALong, 0, MODE_EMA, PRICE_CLOSE);
if (CopyBuffer(myMA, 0, 0, rates_total, MALongBuf) != rates_total) return(0);
while (shift < rates_total)
{
MACD[shift] = MAShortBuf[shift] - MALongBuf[shift];
if (n >= Cycle) check_st1 = true;
else n++;
if (check_st1)
{
// Finding Max and Min on Cycle of MA differences (MACD).
for (i = 0; i < Cycle; i++)
{
if (i == 0)
{
LLV = MACD[shift - i];
HHV = MACD[shift - i];
}
else
{
if (LLV > MACD[shift - i]) LLV = MACD[shift - i];
if (HHV < MACD[shift - i]) HHV = MACD[shift - i];
}
}
// Calculating first Stochastic.
if (HHV - LLV != 0) ST[shift] = ((MACD[shift] - LLV) / (HHV - LLV)) * 100;
else ST[shift] = ST[shift - 1];
// Smoothing first Stochastic
if (st1_pass) ST[shift] = Factor * (ST[shift] - ST[shift - 1]) + ST[shift - 1];
st1_pass = true;
// Have enough elements of first Stochastic to proceed to second.
if (st1_count >= Cycle) check_st2 = true;
else st1_count++;
if (check_st2)
{
// Finding Max and Min on Cycle of first smoothed Stochastic.
for (i = 0; i < Cycle; i++)
{
if (i == 0)
{
LLV = ST[shift - i];
HHV = ST[shift - i];
}
else
{
if (LLV > ST[shift - i]) LLV = ST[shift - i];
if (HHV < ST[shift - i]) HHV = ST[shift - i];
}
}
// Calculating second Stochastic.
if (HHV - LLV != 0) ST2[shift] = ((ST[shift] - LLV) / (HHV - LLV)) * 100;
else ST2[shift] = ST2[shift - 1];
// Smoothing second Stochastic.
if (st2_pass) ST2[shift] = Factor * (ST2[shift] - ST2[shift - 1]) + ST2[shift - 1];
st2_pass = true;
}
}
if (shift > 0)
{
if ((ST2[shift] < 75) && (ST2[shift - 1] >= 75))
{
if (ShowArrows)
{
string name = "ST_down_" + TimeToString(Time[shift]);
double offset = (High[shift] - Low[shift]) / 2;
ObjectCreate(0, name, OBJ_ARROW, 0, Time[shift], High[shift] + offset + spread[shift] * Point());
ObjectSetInteger(0, name, OBJPROP_ARROWCODE, 234);
ObjectSetInteger(0, name, OBJPROP_COLOR, DownColor);
ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
}
if ((shift == rates_total - 2) && (LastAlert != Time[rates_total - 1]))
{
if (ShowAlerts) Alert("Bearish signal on " + Symbol() + ".");
if (SoundAlerts) PlaySound("alert.wav");
if (EmailAlerts) SendMail("Schaff Trend Cycle Alert", "Bearish signal on " + TimeToString(Time[rates_total - 1]) + " on " + Symbol() + ".");
if (PushAlerts) SendNotification("STC Alert: Bearish signal on " + TimeToString(Time[rates_total - 1]) + " on " + Symbol() + ".");
LastAlert = Time[rates_total - 1];
}
}
else if ((ST2[shift] > 25) && (ST2[shift - 1] <= 25))
{
if (ShowArrows)
{
string name = "ST_up_" + TimeToString(Time[shift]);
double offset = (High[shift] - Low[shift]) / 2;
ObjectCreate(0, name, OBJ_ARROW, 0, Time[shift], Low[shift] - offset);
ObjectSetInteger(0, name, OBJPROP_ARROWCODE, 233);
ObjectSetInteger(0, name, OBJPROP_COLOR, UpColor);
ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
}
if ((shift == rates_total - 2) && (LastAlert != Time[rates_total - 1]))
{
if (ShowAlerts) Alert("Bullish signal on " + Symbol() + ".");
if (SoundAlerts) PlaySound("alert.wav");
if (EmailAlerts) SendMail("Schaff Trend Cycle Alert", "Bullish signal on " + TimeToString(Time[rates_total - 1]) + " on " + Symbol() + ".");
if (PushAlerts) SendNotification("STC Alert: Bullish signal on " + TimeToString(Time[rates_total - 1]) + " on " + Symbol() + ".");
LastAlert = Time[rates_total - 1];
}
}
}
shift++;
}
return(rates_total);
}
//+------------------------------------------------------------------+