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ADX Wilders Version

posterx

By posterx
in MetaTrader Indicators Request

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posterx Newbie

posterx

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Posted (edited)

Hello,

 

The ADX indicator, Wilders version is missing from MT4 but available with MT5. Below is the MT5 code.

 

Can any MT coding expert please port this code to MT4.

 

Many Thanks

 

 

//+------------------------------------------------------------------+

//| ADXW.mq5 |

//| Copyright 2009, MetaQuotes Software Corp. |

//| http://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright "2009, MetaQuotes Software Corp."

#property link "http://www.mql5.com"

#property description "Average Directional Movement Index"

#property description "by Welles Wilder"

#include <MovingAverages.mqh>

//---

#property indicator_separate_window

#property indicator_buffers 10

#property indicator_plots 3

#property indicator_type1 DRAW_LINE

#property indicator_style1 STYLE_SOLID

#property indicator_width1 1

#property indicator_color1 LightSeaGreen

#property indicator_type2 DRAW_LINE

#property indicator_style2 STYLE_DOT

#property indicator_width2 1

#property indicator_color2 YellowGreen

#property indicator_type3 DRAW_LINE

#property indicator_style3 STYLE_DOT

#property indicator_width3 1

#property indicator_color3 Wheat

#property indicator_label1 "ADX Wilder"

#property indicator_label2 "+DI"

#property indicator_label3 "-DI"

//--- input parameters

input int InpPeriodADXW=14; // Period

//---- buffers

double ExtADXWBuffer[];

double ExtPDIBuffer[];

double ExtNDIBuffer[];

double ExtPDSBuffer[];

double ExtNDSBuffer[];

double ExtPDBuffer[];

double ExtNDBuffer[];

double ExtTRBuffer[];

double ExtATRBuffer[];

double ExtDXBuffer[];

//--- global variable

int ExtADXWPeriod;

//+------------------------------------------------------------------+

//| Custom indicator initialization function |

//+------------------------------------------------------------------+

void OnInit()

{

//--- check for input parameters

if(InpPeriodADXW>=100 || InpPeriodADXW<=0)

{

ExtADXWPeriod=14;

printf("Incorrect value for input variable InpPeriodADXW=%d. Indicator will use value=%d for calculations.",InpPeriodADXW,ExtADXWPeriod);

}

else ExtADXWPeriod=InpPeriodADXW;

//---- indicator buffers

SetIndexBuffer(0,ExtADXWBuffer);

SetIndexBuffer(1,ExtPDIBuffer);

SetIndexBuffer(2,ExtNDIBuffer);

//--- calculation buffers

SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(5,ExtDXBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(6,ExtTRBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(7,ExtATRBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(8,ExtPDSBuffer,INDICATOR_CALCULATIONS);

SetIndexBuffer(9,ExtNDSBuffer,INDICATOR_CALCULATIONS);

//--- set draw begin

PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXWPeriod<<1);

PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);

PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXWPeriod+1);

//--- indicator short name

string short_name="ADX Wilder("+string(ExtADXWPeriod)+")";

IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- change 1-st index label

PlotIndexSetString(0,PLOT_LABEL,short_name);

//--- indicator digits

IndicatorSetInteger(INDICATOR_DIGITS,2);

//---- end of initialization function

}

//+------------------------------------------------------------------+

//| Custom indicator iteration function |

//+------------------------------------------------------------------+

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 &TickVolume[],

const long &Volume[],

const int &Spread[])

{

//--- checking for bars count

if(rates_total<ExtADXWPeriod)

return(0);

//--- detect start position

int start;

if(prev_calculated>1) start=prev_calculated-1;

else

{

start=1;

for(int i=0;i<ExtADXWPeriod;i++)

{

ExtADXWBuffer=0;

ExtPDIBuffer=0;

ExtNDIBuffer=0;

ExtPDSBuffer=0;

ExtNDSBuffer=0;

ExtPDBuffer=0;

ExtNDBuffer=0;

ExtTRBuffer=0;

ExtATRBuffer=0;

ExtDXBuffer=0;

}

}

//--- main cycle

for(int i=start;i<rates_total;i++)

{

//--- get some data

double Hi =High;

double prevHi=High[i-1];

double Lo =Low;

double prevLo=Low[i-1];

double prevCl=Close[i-1];

//--- fill main positive and main negative buffers

double dTmpP=Hi-prevHi;

double dTmpN=prevLo-Lo;

if(dTmpP<0.0) dTmpP=0.0;

if(dTmpN<0.0) dTmpN=0.0;

if(dTmpN==dTmpP)

{

dTmpN=0.0;

dTmpP=0.0;

}

else

{

if(dTmpP<dTmpN) dTmpP=0.0;

else dTmpN=0.0;

}

ExtPDBuffer=dTmpP;

ExtNDBuffer=dTmpN;

//--- define TR

double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));

//--- write down TR to TR buffer

ExtTRBuffer=tr;

//--- fill smoothed positive and negative buffers and TR buffer

if(i<ExtADXWPeriod)

{

ExtATRBuffer=0.0;

ExtPDIBuffer=0.0;

ExtNDIBuffer=0.0;

}

else

{

ExtATRBuffer=SmoothedMA(i,ExtADXWPeriod,ExtATRBuffer[i-1],ExtTRBuffer);

ExtPDSBuffer=SmoothedMA(i,ExtADXWPeriod,ExtPDSBuffer[i-1],ExtPDBuffer);

ExtNDSBuffer=SmoothedMA(i,ExtADXWPeriod,ExtNDSBuffer[i-1],ExtNDBuffer);

}

//--- calculate PDI and NDI buffers

if(ExtATRBuffer!=0.0)

{

ExtPDIBuffer=100.0*ExtPDSBuffer/ExtATRBuffer;

ExtNDIBuffer=100.0*ExtNDSBuffer/ExtATRBuffer;

}

else

{

ExtPDIBuffer=0.0;

ExtNDIBuffer=0.0;

}

//--- Calculate DX buffer

double dTmp=ExtPDIBuffer+ExtNDIBuffer;

if(dTmp!=0.0) dTmp=100.0*MathAbs((ExtPDIBuffer-ExtNDIBuffer)/dTmp);

else dTmp=0.0;

ExtDXBuffer=dTmp;

//--- fill ADXW buffer as smoothed DX buffer

ExtADXWBuffer=SmoothedMA(i,ExtADXWPeriod,ExtADXWBuffer[i-1],ExtDXBuffer);

}

//---- OnCalculate done. Return new prev_calculated.

return(rates_total);

}

//+------------------------------------------------------------------+

Edited by posterx
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osirisja Newbie

osirisja

Posted
Posted

Wilders ADX

 

here is the wilders version for MT4

 

Cheers

 

Andy

 

 

 

//+------------------------------------------------------------------+

//| Wilder's DMI.mq4 |

//| coded by mladen |

//| |

//| Directional movement index was developed by Welles Wilder |

//+------------------------------------------------------------------+

#property copyright "mladen"

#property link "[email protected]"

 

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_minimum 0

#property indicator_color1 Lime

#property indicator_color2 Tomato

#property indicator_color3 DimGray

#property indicator_color4 Orange

#property indicator_color5 DimGray

#property indicator_width3 2

#property indicator_width4 2

#property indicator_style1 STYLE_DOT

#property indicator_style2 STYLE_DOT

#property indicator_style5 STYLE_DOT

 

//

//

//

//

//

 

extern int DMI.Length = 14;

extern bool ShowADX = true;

extern bool ShowADXR = false;

extern int Level = 20;

 

//

//

//

//

//

 

double DIp[];

double DIm[];

double ADX[];

double ADXR[];

double ADXLevel[];

double averageDIp[];

double averageDIm[];

double averageTR[];

 

 

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

//

//

//

//

 

int init()

{

IndicatorBuffers(8);

SetIndexBuffer(0,DIp); SetIndexLabel(0,"DI+");

SetIndexBuffer(1,DIm); SetIndexLabel(1,"DI-");

SetIndexBuffer(2,ADX); SetIndexLabel(2,"ADX");

SetIndexBuffer(3,ADXR); SetIndexLabel(3,"ADXR");

SetIndexBuffer(4,ADXLevel); SetIndexLabel(4,NULL);

SetIndexBuffer(5,averageDIp);

SetIndexBuffer(6,averageDIm);

SetIndexBuffer(7,averageTR);

for (int i=0;i<8;i++) SetIndexEmptyValue(i,0.00);

 

//

//

//

//

//

 

IndicatorShortName("Wilder\'s DMI ("+DMI.Length+")");

return(0);

}

 

int deinit()

{

return(0);

}

 

 

//+------------------------------------------------------------------+

//| |

//+------------------------------------------------------------------+

//

//

//

//

//

 

int start()

{

int counted_bars=IndicatorCounted();

int i,limit;

 

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

limit=Bars-counted_bars;

limit=MathMin(limit,Bars-2);

 

//

//

//

//

//

 

double sf = (DMI.Length-1.0)/DMI.Length;

for (i=limit;i>=0;i--)

{

double currTR = MathMax(High,Close[i+1])-MathMin(Low,Close[i+1]);

double DeltaHi = High - High[i+1];

double DeltaLo = Low[i+1] - Low;

double plusDM = 0.00;

double minusDM = 0.00;

 

if ((DeltaHi > DeltaLo) && (DeltaHi > 0)) plusDM = DeltaHi;

if ((DeltaLo > DeltaHi) && (DeltaLo > 0)) minusDM = DeltaLo;

 

//

//

//

//

//

 

averageDIp = sf*averageDIp[i+1] + plusDM;

averageDIm = sf*averageDIm[i+1] + minusDM;

averageTR = sf*averageTR[i+1] + currTR;

ADXLevel = Level;

 

//

//

//

//

//

 

DIp = 0.00;

DIm = 0.00;

if (averageTR > 0)

{

DIp = 100.00 * averageDIp/averageTR;

DIm = 100.00 * averageDIm/averageTR;

}

 

if(ShowADX)

{

double DX;

if((DIp + DIm)>0)

DX = 100*MathAbs(DIp - DIm)/(DIp + DIm);

else DX = 0.00;

ADX = sf*ADX[i+1] + DX/DMI.Length;

if(ShowADXR)

ADXR = 0.5*(ADX + ADX[i+DMI.Length]);

}

}

return(0);

}

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osirisja Newbie

osirisja

Posted
Posted

adx wilders 2

 

if anyone is interested also - here is the wilders dmi in BAR and dot format - it needs the wilders dmi book indicator that I posted earlier. Just displays ADX/DMI in a different way.

 

This indicator should be saved as 'Wilders_DMI_FILTER_sBar_MTF.MQ4' and the previous wilders indi (above) should be named 'Wilder's DMI book.mq4'

 

copy and paste between the markers below

 

Cheers

 

Andy

 

============== MQ4 after her =======================

 

#property copyright ""

#property link ""

 

#property indicator_separate_window

#property indicator_minimum 1.0

#property indicator_buffers 5

#property indicator_color1 Green

#property indicator_color2 Red

#property indicator_color3 Yellow

#property indicator_color4 Lime

#property indicator_color5 Orchid

 

//

//

//

//

//

 

extern int TimeFrame = 0;

extern int ADX_Period = 14;

extern int ADX_Level = 20;

extern int sBarLevel = 5;

 

extern bool _ADXstyleLine = FALSE;

extern bool pADXstyleLine = FALSE;

extern bool nADXstyleLine = TRUE;

 

extern string note_sBarLevel = "sBarLevel:1-77(bar position)";

extern string note_ADXstyle = " ADXstyle: Line/Dot";

extern string note_TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN";

 

//

//

//

//

//

 

double buffer1[];

double buffer2[];

double buffer3[];

double buffer4[];

double buffer5[];

 

//

//

//

//

//

 

int init()

{

SetIndexBuffer(0, buffer4); SetIndexStyle(0, DRAW_ARROW); SetIndexArrow(0, 167); SetIndexEmptyValue(0, EMPTY_VALUE);

SetIndexBuffer(1, buffer5); SetIndexStyle(1, DRAW_ARROW); SetIndexArrow(1, 167); SetIndexEmptyValue(1, EMPTY_VALUE);

 

SetIndexBuffer(2, buffer1);

if (_ADXstyleLine)

SetIndexStyle(2, DRAW_LINE);

else { SetIndexStyle(2, DRAW_ARROW); SetIndexArrow(2, 158); SetIndexEmptyValue(2, EMPTY_VALUE); }

SetIndexBuffer(3, buffer2);

if (pADXstyleLine)

SetIndexStyle(3, DRAW_LINE);

else { SetIndexStyle(3, DRAW_ARROW); SetIndexArrow(3, 158); SetIndexEmptyValue(3, EMPTY_VALUE); }

SetIndexBuffer(4, buffer3);

if (nADXstyleLine)

SetIndexStyle(4, DRAW_LINE);

else { SetIndexStyle(4, DRAW_ARROW); SetIndexArrow(4, 158); SetIndexEmptyValue(4, EMPTY_VALUE); }

 

SetIndexDrawBegin(1, 2);

SetIndexDrawBegin(2, 2);

SetIndexDrawBegin(3, 2);

SetIndexDrawBegin(4, 2);

 

//

//

//

//

//

 

TimeFrame = MathMax(TimeFrame, Period());

string timeFrameName= "";

switch (TimeFrame)

{

case 1: timeFrameName = "M1"; break;

case 5: timeFrameName = "M5"; break;

case 15: timeFrameName = "M15"; break;

case 30: timeFrameName = "M30"; break;

case 60: timeFrameName = "H1"; break;

case 240: timeFrameName = "H4"; break;

case 1440: timeFrameName = "D1"; break;

case 10080: timeFrameName = "W1"; break;

case 43200: timeFrameName = "MN"; break;

default: timeFrameName = "TF0";

}

 

//

//

//

//

//

 

IndicatorShortName("Wilde\'s DMI (" + ADX_Period + ") Filter sBar [" + timeFrameName + "]");

SetIndexLabel(0, "posDI [" + TimeFrame + "]Up");

SetIndexLabel(1, "negDI [" + TimeFrame + "]Down");

SetIndexLabel(2, "DMI [" + TimeFrame + "] Level < " + ADX_Level + "");

SetIndexLabel(3, "DMI [" + TimeFrame + "] Up");

SetIndexLabel(4, "DMI [" + TimeFrame + "] Down");

SetIndexDrawBegin(0, 2);

return (0);

}

int deinit() { return (0); }

 

//

//

//

//

//

 

int start()

{

int counted_bars=IndicatorCounted();

int i,limit;

 

if(counted_bars<0) return(-1);

if(counted_bars>0) counted_bars--;

limit=MathMin(Bars-counted_bars,Bars-1);

limit=MathMax(limit,TimeFrame/Period());

 

//

//

//

//

//

 

for(i=limit;i>=0;i--)

{

int y = iBarShift(NULL,TimeFrame,Time);

double cAdx = iCustom(NULL,TimeFrame,"Wilder\'s DMI book",ADX_Period,2,y);

double pAdx = iCustom(NULL,TimeFrame,"Wilder\'s DMI book",ADX_Period,2,y+1);

double cDmp = iCustom(NULL,TimeFrame,"Wilder\'s DMI book",ADX_Period,0,y);

double cDmm = iCustom(NULL,TimeFrame,"Wilder\'s DMI book",ADX_Period,1,y);

 

if (cAdx > pAdx)

{ buffer2 = sBarLevel; buffer3 = EMPTY_VALUE; }

else { buffer2 = EMPTY_VALUE; buffer3 = sBarLevel; }

 

if (cAdx < ADX_Level) buffer1 = sBarLevel + 5;

if (cDmp > cDmm) buffer4 = sBarLevel + 2;

if (cDmp < cDmm) buffer5 = sBarLevel + 2;

}

return (0);

}

 

 

============ to here ==================

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