348 lines
12 KiB
MQL5
348 lines
12 KiB
MQL5
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//+------------------------------------------------------------------+
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//| SandR.mq5 |
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//| BP |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "BP"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 10
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#property indicator_plots 10
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//--- plot R1
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#property indicator_label1 "R1"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- plot S1
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#property indicator_label2 "S1"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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//--- plot R2
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#property indicator_label3 "R2"
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#property indicator_type3 DRAW_ARROW
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#property indicator_color3 clrRed
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- plot S2
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#property indicator_label4 "S2"
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#property indicator_type4 DRAW_ARROW
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#property indicator_color4 clrBlue
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- plot R3
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#property indicator_label5 "R3"
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#property indicator_type5 DRAW_ARROW
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#property indicator_color5 clrRed
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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//--- plot S3
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#property indicator_label6 "S3"
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#property indicator_type6 DRAW_ARROW
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#property indicator_color6 clrBlue
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- plot R4
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#property indicator_label7 "R4"
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#property indicator_type7 DRAW_ARROW
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#property indicator_color7 clrRed
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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//--- plot S4
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#property indicator_label8 "S4"
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#property indicator_type8 DRAW_ARROW
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#property indicator_color8 clrBlue
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- plot R5
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#property indicator_label9 "R5"
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#property indicator_type9 DRAW_ARROW
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#property indicator_color9 clrRed
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 1
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//--- plot S5
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#property indicator_label10 "S5"
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#property indicator_type10 DRAW_ARROW
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#property indicator_color10 clrBlue
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//--- input parameters
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input int SRnumber=2; //Number of line (max 5)
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input int BarNumber=50; //Number of bars to analyse high and low
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input int HistBarNumber=200; //Number of bars to create the score
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input double Tolerence=30; //Tolerence in detection of cluster
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input int ScoreMinMax = 2; //Bonus for high or low
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input int ScoreReverse = 100; //Bonus for reversal bars
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input int CrossingPenalty = -100; //Penalty for crossing
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input int ScoreLimit = -10000;
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input int DrawBar = 2000;
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//--- indicator buffers
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double R1Buffer[];
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double R2Buffer[];
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double R3Buffer[];
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double R4Buffer[];
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double R5Buffer[];
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double S1Buffer[];
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double S2Buffer[];
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double S3Buffer[];
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double S4Buffer[];
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double S5Buffer[];
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//-- global variables
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double lastOpen;
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int sr_number;
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int rCount;
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int sCount;
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double tol;
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double rScore[];
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double rValue[];
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double sScore[];
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double sValue[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,R1Buffer,INDICATOR_DATA);
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SetIndexBuffer(1,S1Buffer,INDICATOR_DATA);
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SetIndexBuffer(2,R2Buffer,INDICATOR_DATA);
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SetIndexBuffer(3,S2Buffer,INDICATOR_DATA);
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SetIndexBuffer(4,R3Buffer,INDICATOR_DATA);
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SetIndexBuffer(5,S3Buffer,INDICATOR_DATA);
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SetIndexBuffer(6,R4Buffer,INDICATOR_DATA);
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SetIndexBuffer(7,S4Buffer,INDICATOR_DATA);
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SetIndexBuffer(8,R5Buffer,INDICATOR_DATA);
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SetIndexBuffer(9,S5Buffer,INDICATOR_DATA);
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lastOpen = 0;
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if(SRnumber>5){
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sr_number = 5;
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}
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else{
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sr_number = SRnumber;
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}
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ArrayFree(rScore);
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ArrayFree(rValue);
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ArrayFree(sScore);
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ArrayFree(sValue);
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rCount = 0;
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sCount = 0;
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//PrintFormat("Hello");
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//---
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//--- check for rates count
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if(rates_total<HistBarNumber){
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return(0);
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}
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int pos;
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,rates_total-DrawBar);
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pos=prev_calculated-1;
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if(pos < rates_total - DrawBar){
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pos = rates_total - DrawBar;
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}
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if(pos < HistBarNumber){
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pos = HistBarNumber+1;
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}
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for(int t=pos; t < rates_total; t++){
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//ArraySetAsSeries(open,true);
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//ArraySetAsSeries(close,true);
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//ArraySetAsSeries(low,true);
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//ArraySetAsSeries(high,true);
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if(lastOpen == open[t]){
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continue;
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}
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double min = 1000000;
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double max = 0;
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//if(lastOpen != open[0] && HistBarNumber<rates_total){
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ArrayFree(rScore);
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ArrayFree(rValue);
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ArrayFree(sScore);
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ArrayFree(sValue);
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rCount = 0;
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sCount = 0;
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//set the tolerence
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for(int i=t-BarNumber; i> t; i++){
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if(high[i]>max){
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max = high[i];
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}
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if(low[i]<min){
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min = low[i];
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}
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}
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tol = (max-min)/Tolerence;
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for(int i= t-2; i > t - BarNumber; i--){
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rCount++;
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sCount++;
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ArrayResize(rScore,rCount);
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ArrayResize(rValue,rCount);
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ArrayResize(sScore,sCount);
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ArrayResize(sValue,sCount);
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rScore[rCount-1]=0;
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sScore[sCount-1]=0;
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rValue[rCount-1]=high[i];
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sValue[sCount-1]=low[i];
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for(int j= t-2; j > t- HistBarNumber; j--){
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if(i!=j){
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//test high of bar[i] against all other high
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if(high[j]<high[i]+tol && high[j]>high[i]-tol){
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rScore[rCount-1] = rScore[rCount-1]+ScoreMinMax;
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if(high[i]>rValue[rCount-1]){
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rValue[rCount-1]=high[i];
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}
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}
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//test high of bar[i] against close of bar that are going up and followed by a bar going down
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else if(open[i]<close[i] && open[i-1]>close[i-1] && close[i]<high[j]+tol && close[i]>high[j]-tol){
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rScore[rCount-1] = rScore[rCount-1]+ScoreReverse;
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if(close[i]>rValue[rCount-1]){
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rValue[rCount-1]=close[i];
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}
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}
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//test low of bar[i] against all other low
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if(low[j]<low[i]+tol && low[j]>low[i]-tol){
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sScore[sCount-1] = sScore[sCount-1]+ScoreMinMax;
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if(low[i]<sValue[sCount-1]){
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sValue[sCount-1]=low[i];
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}
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}
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//test low of bar[i] against close of bar that are going down and followed by a bar going up
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else if(open[i]>close[i] && open[i-1]<close[i-1] && close[i]<low[j]+tol && close[i]>low[j]-tol){
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sScore[sCount-1] = sScore[sCount-1]+ScoreReverse;
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if(close[i]<sValue[sCount-1]){
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sValue[rCount-1]=close[i];
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}
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}
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}
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}
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}
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//decrease the score if resistance had been crossed
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for(int i=0; i<rCount; i++){
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for(int j=t; j>t-BarNumber; j--){
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if(rValue[i]>open[j] && rValue[i]<close[j]){
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rScore[i] = rScore[i]+CrossingPenalty;
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}
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}
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}
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//decrease the score if support had been crossed
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for(int i=0; i<sCount; i++){
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for(int j=t; j>t-BarNumber; j--){
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if(sValue[i]<open[j] && sValue[i]>close[j]){
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sScore[i] = sScore[i]+CrossingPenalty;
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}
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}
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}
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for(int va=0; va<2; va++){
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for(int i = 0; i<sCount; i++){
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for(int j=i+1; j<sCount; j++){
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if(sValue[j] < sValue[i]+tol && sValue[j] > sValue[i]-tol && sScore[i]!=-100000 && sScore[j]!=-100000){
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if(sScore[j]>sScore[i]){
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sScore[j]= sScore[j]+sScore[i];
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sScore[i] = -100000;
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if(sValue[j]>sValue[i]){
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sValue[j] = sValue[i];
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}
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}
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else if(sScore[i]!=-100000 && sScore[j]!=-100000){
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sScore[i] = sScore[i]+sScore[j];
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sScore[j] = -100000;
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if(sValue[i]>sValue[j]){
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sValue[i] = sValue[j];
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}
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}
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}
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}
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//PrintFormat(i+", S Score:"+sScore[i]+", Price: "+sValue[i]);
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}
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for(int i = 0; i<rCount; i++){
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for(int j=i+1; j<rCount; j++){
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if(rValue[j] < rValue[i]+tol && rValue[j] > rValue[i]-tol && rScore[i]!=-100000 && rScore[j]!=-100000){
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if(rScore[j]>rScore[i]){
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rScore[j]= rScore[j]+rScore[i];
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rScore[i] = -100000;
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if(rValue[j] < rValue[i]){
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rValue[j] = rValue[i];
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}
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}
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else if(rScore[i]!=-100000 && rScore[j]!=-100000){
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rScore[i] = rScore[i]+rScore[j];
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rScore[j] = -100000;
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if(rValue[i] < rValue[j]){
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rValue[i] = rValue[j];
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}
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}
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}
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}
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//PrintFormat(i+", R Score:"+rScore[i]+", Price: "+rValue[i]);
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}
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}
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double S[5];
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double R[5];
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//PrintFormat(ArraySize(clusterScores));
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ArrayFill(S,0,5,0);
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ArrayFill(R,0,5,0);
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for(int i=0; i<sr_number; i++){
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if(ArrayMaximum(sScore) > ScoreLimit){
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S[i]= sValue[ArrayMaximum(sScore)];
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}
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else{
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S[i]= 0;
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}
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//PrintFormat("S"+(i+1)+": "+S[i]+", score: "+sScore[ArrayMaximum(sScore)]);
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sScore[ArrayMaximum(sScore)] = -100000;
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if(ArrayMaximum(rScore) > ScoreLimit){
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R[i]= rValue[ArrayMaximum(rScore)];
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}
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else{
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R[i]= 0;
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}
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//PrintFormat("R"+(i+1)+": "+R[i]+", score: "+rScore[ArrayMaximum(rScore)]);
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rScore[ArrayMaximum(rScore)] = -100000;
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}
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lastOpen = open[t];
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S1Buffer[t] = S[0];
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S2Buffer[t] = S[1];
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S3Buffer[t] = S[2];
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S4Buffer[t] = S[3];
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S5Buffer[t] = S[4];
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R1Buffer[t] = R[0];
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R2Buffer[t] = R[1];
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R3Buffer[t] = R[2];
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R4Buffer[t] = R[3];
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R5Buffer[t] = R[4];
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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