//+------------------------------------------------------------------+
//|                                                   PivotPoint.mq5 |
//|                                  Copyright 2018, Benjamin Pillet |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, Benjamin Pillet"
#property link      ""
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_plots   7
//--- plot pivot
#property indicator_label1  "pivot"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrGold
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- plot R1
#property indicator_label2  "R1"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
//--- plot R2
#property indicator_label3  "R2"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrRed
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
//--- plot R3
#property indicator_label4  "R3"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrRed
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//--- plot S1
#property indicator_label5  "S1"
#property indicator_type5   DRAW_LINE
#property indicator_color5  clrBlue
#property indicator_style5  STYLE_SOLID
#property indicator_width5  1
//--- plot S2
#property indicator_label6  "S2"
#property indicator_type6   DRAW_LINE
#property indicator_color6  clrBlue
#property indicator_style6  STYLE_SOLID
#property indicator_width6  1
//--- plot S3
#property indicator_label7  "S3"
#property indicator_type7   DRAW_LINE
#property indicator_color7  clrBlue
#property indicator_style7  STYLE_SOLID
#property indicator_width7  1
//--- indicator buffers
double         pivotBuffer[];
double         R1Buffer[];
double         R2Buffer[];
double         R3Buffer[];
double         S1Buffer[];
double         S2Buffer[];
double         S3Buffer[];

//--- input parameters and variables
//input ENUM_TIMEFRAMES TFpivot = PERIOD_D1;
input bool weekend; //merge Saturday and Sunday with Friday
double P;
double R1;
double R2;
double R3;
double S1;
double S2;
double S3;
int prevPeriod;
double H=0;
double L=0;
double O=0;
double newO=0;
double C=0;
MqlDateTime current;
int pos;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,pivotBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,R1Buffer,INDICATOR_DATA);
   SetIndexBuffer(2,R2Buffer,INDICATOR_DATA);
   SetIndexBuffer(3,R3Buffer,INDICATOR_DATA);
   SetIndexBuffer(4,S1Buffer,INDICATOR_DATA);
   SetIndexBuffer(5,S2Buffer,INDICATOR_DATA);
   SetIndexBuffer(6,S3Buffer,INDICATOR_DATA);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| 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 &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---
   pos = prev_calculated -1;
   if(pos < 1){
      pos = 1;
   }
   for(int i=pos; i<rates_total; i++){
      TimeToStruct(time[i],current);
      //if same day, check if new high or low
      if(prevPeriod == current.day_of_year || ((current.day_of_week == 7 || current.day_of_week == 0) && weekend)){
         if(high[i]>H){
            H = high[i];
         }
         if(low[i]<L){
            L = low[i];
         }
      }
      //if new day
      else{ 
         //set open and close
         O = newO;
         newO = open[i];
         C = close[i-1];
         
         //calculate pivot, supports and resistances for the day with data from previous day
         P = (H+L+C)/3;
         R1 = 2*P-L;
         S1 = 2*P-H;
         R2 = P+(H-L);
         S2 = P-(H-L);
         R3 = R1+(H-L);
         S3 = S1-(H-L);
         
         //reset high and low
         H = high[i];
         L = low[i];
      }
      //pass the values to the indicator buffers
      pivotBuffer[i] = P;
      R1Buffer[i] = R1;
      S1Buffer[i] = S1;
      R2Buffer[i] = R2;
      S2Buffer[i] = S2;
      R3Buffer[i] = R3;
      S3Buffer[i] = S3;
      
      //reset period
      prevPeriod = current.day_of_year; 
   }
   
   
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+