Confluence Index Stoch+RSI+MACD - MetaTrader 5용 지표

스토캐스틱, RSI, MACD를 3개 차트주기에 걸쳐 결합한 다중 차트주기 수렴 오실레이터.모든 지표가 일치할 때 추세 진입을 식별하는 데 사용됩니다(50점 이상 강세, 50점 미만 약세 ). 추세 지속 설정, 지지/저항 반응, 고갈 조건 확인에가장 적합합니다.

값을 정규화하는 대신 단순히 점수를 부여합니다. 그 이유를 완전히 설명할 수는 없지만 개인적으로 사용할 때 특히 다이버전스를 감지하는 데 놀라울 정도로 효과적입니다.

//+------------------------------------------------------------------+
//|MultiConfluence_Index.mq5 |
//|합류 지수 스토치+RSI+MACD | //|
//+------------------------------------------------------------------+
#property copyright "Multi-Confluence Index"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots   4

// 인덱스 메인 링크
#property indicator_label1  "Confluence Index"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_width1  3

// 온라인 링크
#property indicator_label2  "Zero Line"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrGray
#property indicator_width2  1
#property indicator_style2  STYLE_DOT

// 영역 강세 엑스트라
#property indicator_label3  "Zone Bullish"
#property indicator_type3   DRAW_FILLING
#property indicator_color3  clrDarkGreen

// 영역 약세 엑스트라
#property indicator_label4  "Zone Bearish"
#property indicator_type4   DRAW_FILLING
#property indicator_color4  clrDarkRed

//+------------------------------------------------------------------+
//| 입력 매개변수|
//+------------------------------------------------------------------+
input group "=== TIMEFRAMES ==="
input ENUM_TIMEFRAMES TF1 = PERIOD_CURRENT;   // 타임프레임 1(빠른)
input ENUM_TIMEFRAMES TF2 = PERIOD_H1;        // 기간 2(중간)
input ENUM_TIMEFRAMES TF3 = PERIOD_H4;        // 타임프레임 3 (느림)

input group "=== PARAMETRES ==="
input int      Stoch_K        = 14;      // 확률론적 K
input int      Stoch_D        = 3;       // 확률론적 D
input int      Stoch_Slowing  = 3;       // 확률적 감속
input int      RSI_Period     = 14;      // RSI 기간
input int      MACD_Fast      = 12;      // MACD EMA Fast
input int      MACD_Slow      = 26;      // MACD EMA 느림
input int      MACD_Signal    = 9;       // MACD 신호

//+------------------------------------------------------------------+
//| 버퍼|
//+------------------------------------------------------------------+
double IndexBuffer[];
double ZeroBuffer[];
double BullishZoneTop[];
double BullishZoneBottom[];
double BearishZoneTop[];
double BearishZoneBottom[];

// 표시기용 핸들
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;

//+------------------------------------------------------------------+
//| 초기화|
//+------------------------------------------------------------------+
int OnInit()
{
   // 버퍼
   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);
   
   // 구성
   ArraySetAsSeries(IndexBuffer, true);
   ArraySetAsSeries(ZeroBuffer, true);
   ArraySetAsSeries(BullishZoneTop, true);
   ArraySetAsSeries(BullishZoneBottom, true);
   ArraySetAsSeries(BearishZoneTop, true);
   ArraySetAsSeries(BearishZoneBottom, true);
   
   // 온라인 링크
   ArrayInitialize(ZeroBuffer, 0.0);
   
   // 채우기 영역 구성
   PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, 0);
   PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, 0);
   
   // 핸들 생성 - 스토캐스틱
   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);
   
   // 핸들 생성 - 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);
   
   // 핸들 생성 - 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);
   
   // 핸들 확인
   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);
   }
   
   // 이름 및 규모
   IndicatorSetString(INDICATOR_SHORTNAME, "Multi-Confluence Index");
   IndicatorSetInteger(INDICATOR_DIGITS, 1);
   IndicatorSetDouble(INDICATOR_MINIMUM, -100);
   IndicatorSetDouble(INDICATOR_MAXIMUM, 100);
   
   // 레벨
   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);
}

//+------------------------------------------------------------------+
//| 초기화|
//+------------------------------------------------------------------+
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("");
}

//+------------------------------------------------------------------+
//| 주요 계산|
//+------------------------------------------------------------------+
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;
   
   // 데이터 배열(버퍼 인덱싱과 일치하도록 직렬로)
   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);
   
   // 데이터 복사 - 충분한 막대 복사
   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);
   
   // 인덱스 계산 - 이제 i=0이 가장 최근 막대입니다.
   int calculated = 0;
   for(int i = 0; i < limit; i++)
   {
      // 배열 액세스에 대한 보안 검사
      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;
      
      //=== 스토캐스틱 ===
      // 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;
      
      // 재고량 - i=0은 현재 막대입니다.
      IndexBuffer[i] = score;
      calculated++;
      
      if(i < 3)  // 처음 3바퀴에 대한 디버그
      {
         Print("DEBUG: Bar[", i, "] score=", score, " stoch1=", stoch_k1[i], " rsi1=", rsi1[i], " macd1=", macd_main1[i]);
      }
      
      // 컬러 영역
      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);
   
   // 첫 계산 시 디버그 정보
   if(prev_calculated == 0)
   {
      string info = StringFormat("Calculation completed | Current index: %.1f", IndexBuffer[0]);
      Print(info);
      Comment(info);
   }
   
   return(rates_total);
}
//+------------------------------------------------------------------+