Confluence Index Stoch+RSI+MACD - MetaTrader 5のためのインディケータ

3つの時間枠でストキャスティクス、RSI、MACDを組み合わせ たマルチタイムフレーム合流オシレーター。全指標が一致（スコアが50以上強気、50未満 弱気 ）した ときに トレンドエントリーを識別するために使用。 トレンド継続のセットアップ、サポート/レジスタンス 反 応 、排 出 状 況 の 確 認 に最 適 。

値を正規化する代わりに、単純にスコアを割り当てています。その理由を完全に説明することはできませんが、個人的な使用では、特にダイバージェンスの検出に驚くほど効果的です。

//+------------------------------------------------------------------+
//|MultiConfluence_Index.mq5
//|コンフルエンス指数 ストッホ＋RSI＋MACD
//+------------------------------------------------------------------+
#property copyright "Multi-Confluence Index"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots   4

// 主な指標
#property indicator_label1  "Confluence Index"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_width1  3

// リーニュ・ゼロ
#property indicator_label2  "Zero Line"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrGray
#property indicator_width2  1
#property indicator_style2  STYLE_DOT

// ゾーン強気
#property indicator_label3  "Zone Bullish"
#property indicator_type3   DRAW_FILLING
#property indicator_color3  clrDarkGreen

// ゾーン弱気
#property indicator_label4  "Zone Bearish"
#property indicator_type4   DRAW_FILLING
#property indicator_color4  clrDarkRed

//+------------------------------------------------------------------+
//| 入力パラメータ|
//+------------------------------------------------------------------+
input group "=== TIMEFRAMES ==="
input ENUM_TIMEFRAMES TF1 = PERIOD_CURRENT;   // タイムフレーム1（高速）
input ENUM_TIMEFRAMES TF2 = PERIOD_H1;        // タイムフレーム2（中）
input ENUM_TIMEFRAMES TF3 = PERIOD_H4;        // タイムフレーム3（スロー）

input group "=== PARAMETRES ==="
input int      Stoch_K        = 14;      // ストキャスティックK
input int      Stoch_D        = 3;       // ストキャスティックD
input int      Stoch_Slowing  = 3;       // ストキャスティック・スローイング
input int      RSI_Period     = 14;      // RSI期間
input int      MACD_Fast      = 12;      // MACDのEMAが速い
input int      MACD_Slow      = 26;      // MACD EMA スロー
input int      MACD_Signal    = 9;       // MACDシグナル

//+------------------------------------------------------------------+
//| バッファ|
//+------------------------------------------------------------------+
double IndexBuffer[];
double ZeroBuffer[];
double BullishZoneTop[];
double BullishZoneBottom[];
double BearishZoneTop[];
double BearishZoneBottom[];

// インジケーター用ハンドル
int handle_stoch_tf1, handle_stoch_tf2, handle_stoch_tf3;
int handle_rsi_tf1, handle_rsi_tf2, handle_rsi_tf3;
int handle_macd_tf1, handle_macd_tf2, handle_macd_tf3;

//+------------------------------------------------------------------+
//| 初期化|
//+------------------------------------------------------------------+
int OnInit()
{
   // バッファ
   SetIndexBuffer(0, IndexBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, ZeroBuffer, INDICATOR_DATA);
   SetIndexBuffer(2, BullishZoneTop, INDICATOR_DATA);
   SetIndexBuffer(3, BullishZoneBottom, INDICATOR_DATA);
   SetIndexBuffer(4, BearishZoneTop, INDICATOR_DATA);
   SetIndexBuffer(5, BearishZoneBottom, INDICATOR_DATA);
   
   // 構成
   ArraySetAsSeries(IndexBuffer, true);
   ArraySetAsSeries(ZeroBuffer, true);
   ArraySetAsSeries(BullishZoneTop, true);
   ArraySetAsSeries(BullishZoneBottom, true);
   ArraySetAsSeries(BearishZoneTop, true);
   ArraySetAsSeries(BearishZoneBottom, true);
   
   // リーニュ・ゼロ
   ArrayInitialize(ZeroBuffer, 0.0);
   
   // フィル・ゾーンの設定
   PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, 0);
   PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, 0);
   
   // ハンドル作成 - STOCHASTIC
   handle_stoch_tf1 = iStochastic(_Symbol, TF1, Stoch_K, Stoch_D, Stoch_Slowing, MODE_SMA, STO_LOWHIGH);
   handle_stoch_tf2 = iStochastic(_Symbol, TF2, Stoch_K, Stoch_D, Stoch_Slowing, MODE_SMA, STO_LOWHIGH);
   handle_stoch_tf3 = iStochastic(_Symbol, TF3, Stoch_K, Stoch_D, Stoch_Slowing, MODE_SMA, STO_LOWHIGH);
   
   // ハンドルの作成 - RSI
   handle_rsi_tf1 = iRSI(_Symbol, TF1, RSI_Period, PRICE_CLOSE);
   handle_rsi_tf2 = iRSI(_Symbol, TF2, RSI_Period, PRICE_CLOSE);
   handle_rsi_tf3 = iRSI(_Symbol, TF3, RSI_Period, PRICE_CLOSE);
   
   // ハンドルの作成 - MACD
   handle_macd_tf1 = iMACD(_Symbol, TF1, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   handle_macd_tf2 = iMACD(_Symbol, TF2, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   handle_macd_tf3 = iMACD(_Symbol, TF3, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   
   // ハンドルの検証
   if(handle_stoch_tf1 == INVALID_HANDLE || handle_stoch_tf2 == INVALID_HANDLE || handle_stoch_tf3 == INVALID_HANDLE ||
      handle_rsi_tf1 == INVALID_HANDLE || handle_rsi_tf2 == INVALID_HANDLE || handle_rsi_tf3 == INVALID_HANDLE ||
      handle_macd_tf1 == INVALID_HANDLE || handle_macd_tf2 == INVALID_HANDLE || handle_macd_tf3 == INVALID_HANDLE)
   {
      Print("ERROR: Impossible to create handles");
      return(INIT_FAILED);
   }
   
   // 名前と規模
   IndicatorSetString(INDICATOR_SHORTNAME, "Multi-Confluence Index");
   IndicatorSetInteger(INDICATOR_DIGITS, 1);
   IndicatorSetDouble(INDICATOR_MINIMUM, -100);
   IndicatorSetDouble(INDICATOR_MAXIMUM, 100);
   
   // レベル
   IndicatorSetInteger(INDICATOR_LEVELS, 3);
   IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, 0);
   IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, 50);
   IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, -50);
   
   IndicatorSetInteger(INDICATOR_LEVELCOLOR, 0, clrGray);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR, 1, clrGreen);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR, 2, clrRed);
   
   IndicatorSetInteger(INDICATOR_LEVELSTYLE, 0, STYLE_SOLID);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE, 1, STYLE_DOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE, 2, STYLE_DOT);
   
   Print("Multi-Confluence Index initialized - TF:", EnumToString(TF1), "/", EnumToString(TF2), "/", EnumToString(TF3));
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| 初期化|
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   if(handle_stoch_tf1 != INVALID_HANDLE) IndicatorRelease(handle_stoch_tf1);
   if(handle_stoch_tf2 != INVALID_HANDLE) IndicatorRelease(handle_stoch_tf2);
   if(handle_stoch_tf3 != INVALID_HANDLE) IndicatorRelease(handle_stoch_tf3);
   if(handle_rsi_tf1 != INVALID_HANDLE) IndicatorRelease(handle_rsi_tf1);
   if(handle_rsi_tf2 != INVALID_HANDLE) IndicatorRelease(handle_rsi_tf2);
   if(handle_rsi_tf3 != INVALID_HANDLE) IndicatorRelease(handle_rsi_tf3);
   if(handle_macd_tf1 != INVALID_HANDLE) IndicatorRelease(handle_macd_tf1);
   if(handle_macd_tf2 != INVALID_HANDLE) IndicatorRelease(handle_macd_tf2);
   if(handle_macd_tf3 != INVALID_HANDLE) IndicatorRelease(handle_macd_tf3);
   
   Comment("");
}

//+------------------------------------------------------------------+
//| 主な計算|
//+------------------------------------------------------------------+
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 < 100)
      return(0);
   
   int limit = rates_total - prev_calculated;
   if(limit == 0) limit = 1;
   if(prev_calculated == 0) limit = rates_total - 100;
   
   // データ用の配列（バッファのインデックス付けと一致させるため、直列とする）
   double stoch_k1[], stoch_d1[], stoch_k2[], stoch_d2[], stoch_k3[], stoch_d3[];
   double rsi1[], rsi2[], rsi3[];
   double macd_main1[], macd_sig1[], macd_main2[], macd_sig2[], macd_main3[], macd_sig3[];
   
   ArraySetAsSeries(stoch_k1, true);
   ArraySetAsSeries(stoch_d1, true);
   ArraySetAsSeries(stoch_k2, true);
   ArraySetAsSeries(stoch_d2, true);
   ArraySetAsSeries(stoch_k3, true);
   ArraySetAsSeries(stoch_d3, true);
   ArraySetAsSeries(rsi1, true);
   ArraySetAsSeries(rsi2, true);
   ArraySetAsSeries(rsi3, true);
   ArraySetAsSeries(macd_main1, true);
   ArraySetAsSeries(macd_sig1, true);
   ArraySetAsSeries(macd_main2, true);
   ArraySetAsSeries(macd_sig2, true);
   ArraySetAsSeries(macd_main3, true);
   ArraySetAsSeries(macd_sig3, true);
   
   // データのコピー - 十分なバーをコピーする
   int bars_to_copy = limit + 50;
   
   int copied = 0;
   copied = CopyBuffer(handle_stoch_tf1, 0, 0, bars_to_copy, stoch_k1);
   if(copied <= 0) { Print("ERROR: Failed to copy stoch_k1, code:", GetLastError()); return(prev_calculated); }
   
   if(CopyBuffer(handle_stoch_tf1, 1, 0, bars_to_copy, stoch_d1) <= 0) { Print("ERROR: Failed to copy stoch_d1"); return(prev_calculated); }
   if(CopyBuffer(handle_stoch_tf2, 0, 0, bars_to_copy, stoch_k2) <= 0) { Print("ERROR: Failed to copy stoch_k2"); return(prev_calculated); }
   if(CopyBuffer(handle_stoch_tf2, 1, 0, bars_to_copy, stoch_d2) <= 0) { Print("ERROR: Failed to copy stoch_d2"); return(prev_calculated); }
   if(CopyBuffer(handle_stoch_tf3, 0, 0, bars_to_copy, stoch_k3) <= 0) { Print("ERROR: Failed to copy stoch_k3"); return(prev_calculated); }
   if(CopyBuffer(handle_stoch_tf3, 1, 0, bars_to_copy, stoch_d3) <= 0) { Print("ERROR: Failed to copy stoch_d3"); return(prev_calculated); }
   
   if(CopyBuffer(handle_rsi_tf1, 0, 0, bars_to_copy, rsi1) <= 0) { Print("ERROR: Failed to copy rsi1"); return(prev_calculated); }
   if(CopyBuffer(handle_rsi_tf2, 0, 0, bars_to_copy, rsi2) <= 0) { Print("ERROR: Failed to copy rsi2"); return(prev_calculated); }
   if(CopyBuffer(handle_rsi_tf3, 0, 0, bars_to_copy, rsi3) <= 0) { Print("ERROR: Failed to copy rsi3"); return(prev_calculated); }
   
   if(CopyBuffer(handle_macd_tf1, 0, 0, bars_to_copy, macd_main1) <= 0) { Print("ERROR: Failed to copy macd_main1"); return(prev_calculated); }
   if(CopyBuffer(handle_macd_tf1, 1, 0, bars_to_copy, macd_sig1) <= 0) { Print("ERROR: Failed to copy macd_sig1"); return(prev_calculated); }
   if(CopyBuffer(handle_macd_tf2, 0, 0, bars_to_copy, macd_main2) <= 0) { Print("ERROR: Failed to copy macd_main2"); return(prev_calculated); }
   if(CopyBuffer(handle_macd_tf2, 1, 0, bars_to_copy, macd_sig2) <= 0) { Print("ERROR: Failed to copy macd_sig2"); return(prev_calculated); }
   if(CopyBuffer(handle_macd_tf3, 0, 0, bars_to_copy, macd_main3) <= 0) { Print("ERROR: Failed to copy macd_main3"); return(prev_calculated); }
   if(CopyBuffer(handle_macd_tf3, 1, 0, bars_to_copy, macd_sig3) <= 0) { Print("ERROR: Failed to copy macd_sig3"); return(prev_calculated); }
   
   Print("DEBUG: Copied ", copied, " bars, limit=", limit, " rates_total=", rates_total);
   
   // インデックスの計算 - 現在i=0が直近のバー
   int calculated = 0;
   for(int i = 0; i < limit; i++)
   {
      // 配列アクセスのセキュリティ・チェック
      if(i >= ArraySize(stoch_k1) || i >= ArraySize(stoch_k2) || i >= ArraySize(stoch_k3))
      {
         Print("DEBUG: Skipping i=", i, " - stoch arrays too small");
         continue;
      }
      if(i >= ArraySize(rsi1) || i >= ArraySize(rsi2) || i >= ArraySize(rsi3))
      {
         Print("DEBUG: Skipping i=", i, " - rsi arrays too small");
         continue;
      }
      if(i >= ArraySize(macd_main1) || i >= ArraySize(macd_main2) || i >= ArraySize(macd_main3))
      {
         Print("DEBUG: Skipping i=", i, " - macd arrays too small");
         continue;
      }
      
      double score = 0.0;
      
      //=== ストキャスティック
      // TF1
      if(stoch_k1[i] > stoch_d1[i])
         score += 11.0;
      else
         score -= 11.0;
      
      // TF2
      if(stoch_k2[i] > stoch_d2[i])
         score += 17.0;
      else
         score -= 17.0;
      
      // TF3
      if(stoch_k3[i] > stoch_d3[i])
         score += 17.0;
      else
         score -= 17.0;
      
      //=== RSI
      // TF1
      if(rsi1[i] > 50)
         score += 7.0;
      else
         score -= 7.0;
      
      // TF2
      if(rsi2[i] > 50)
         score += 11.0;
      else
         score -= 11.0;
      
      // TF3
      if(rsi3[i] > 50)
         score += 11.0;
      else
         score -= 11.0;
      
      //=== MACD
      // TF1
      if(macd_main1[i] > macd_sig1[i])
         score += 6.0;
      else
         score -= 6.0;
      
      // TF2
      if(macd_main2[i] > macd_sig2[i])
         score += 10.0;
      else
         score -= 10.0;
      
      // TF3
      if(macd_main3[i] > macd_sig3[i])
         score += 10.0;
      else
         score -= 10.0;
      
      // 在庫数 - i=0は現在のバー
      IndexBuffer[i] = score;
      calculated++;
      
      if(i < 3)  // 3つの最初のバーをデバッグする
      {
         Print("DEBUG: Bar[", i, "] score=", score, " stoch1=", stoch_k1[i], " rsi1=", rsi1[i], " macd1=", macd_main1[i]);
      }
      
      // カラーゾーン
      if(score > 50)
      {
         BullishZoneTop[i] = 100;
         BullishZoneBottom[i] = 50;
      }
      else
      {
         BullishZoneTop[i] = EMPTY_VALUE;
         BullishZoneBottom[i] = EMPTY_VALUE;
      }
      
      if(score < -50)
      {
         BearishZoneTop[i] = -50;
         BearishZoneBottom[i] = -100;
      }
      else
      {
         BearishZoneTop[i] = EMPTY_VALUE;
         BearishZoneBottom[i] = EMPTY_VALUE;
      }
   }
   
   Print("DEBUG: Calculated ", calculated, " bars out of ", limit);
   
   // 最初の計算でデバッグ情報
   if(prev_calculated == 0)
   {
      string info = StringFormat("Calculation completed | Current index: %.1f", IndexBuffer[0]);
      Print(info);
      Comment(info);
   }
   
   return(rates_total);
}
//+------------------------------------------------------------------+