forked from LengKundee/NUNA
439 lines
No EOL
32 KiB
MQL5
439 lines
No EOL
32 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| AutoFibo_MK.mq5 |
|
|
//| Copyright © 2024, MetaQuotes Software Corp. |
|
|
//| http://www.metaquotes.net/ |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Marek Korzeniewski"
|
|
#property link "sunok.fx@gmail.com"
|
|
#property version "1.00"
|
|
#property description "AutoFibo based on Zigzag by Nikolay Kositsin"
|
|
//+------------------------------------------------------------------+
|
|
//| Indicator drawing parameters |
|
|
//+------------------------------------------------------------------+
|
|
//---- drawing the indicator in the main window
|
|
#property indicator_chart_window //---- 3 buffers are used for calculation and drawing the indicator
|
|
#property indicator_buffers 3 //---- one plot is used
|
|
#property indicator_plots 1 //---- ZIGZAG is used for the indicator
|
|
#property indicator_type1 DRAW_COLOR_ZIGZAG
|
|
#property indicator_label1 "AutoFibo" //---- displaying the indicator label
|
|
#property indicator_color1 Magenta,BlueViolet//---- blue-violet color is used as the color of the indicator line
|
|
#property indicator_style1 STYLE_DASH //---- the indicator line is a long dashed line
|
|
#property indicator_width1 1 //---- indicator line width is equal to 1
|
|
//+------------------------------------------------------------------+
|
|
//| Indicator input parameters |
|
|
//+------------------------------------------------------------------+
|
|
input int ExtDepth = 12;
|
|
input int ExtDeviation = 6;
|
|
input int ExtBackstep = 4;
|
|
//---- Fibo features at the last high
|
|
input bool DynamicFiboFlag = true; // DynamicFibo display flag
|
|
input color DynamicFibo_color = Blue; // DynamicFibo color
|
|
input ENUM_LINE_STYLE DynamicFibo_style= STYLE_DOT; // DynamicFibo style
|
|
input int DynamicFibo_width = 1; // DynamicFibo line width
|
|
input bool DynamicFibo_AsRay = true; // DynamicFibo ray
|
|
//---- Fibo features at the second to last high
|
|
input bool StaticFiboFlag = true; // StaticFibo display flag
|
|
input color StaticFibo_color = Red; // StaticFibo color
|
|
input ENUM_LINE_STYLE StaticFibo_style = STYLE_DOT; // StaticFibo style
|
|
input int StaticFibo_width = 1; // StaticFibo line width
|
|
input bool StaticFibo_AsRay = false; // StaticFibo ray
|
|
//+----------------------------------------------+
|
|
double LowestBuffer[];
|
|
double HighestBuffer[];
|
|
double ColorBuffer[];
|
|
//---- declaration of memory variables for recalculation of the indicator only at the previously not calculated bars
|
|
int LASTlowpos,LASThighpos,LASTColor;
|
|
double LASTlow0,LASTlow1,LASThigh0,LASThigh1;
|
|
//---- declaration of the integer variables for the start of data calculation
|
|
int StartBars;
|
|
//+------------------------------------------------------------------+
|
|
//| Fibo Create |
|
|
//+------------------------------------------------------------------+
|
|
void CreateFibo(long chart_id, // chart ID
|
|
string name, // object name
|
|
int nwin, // window index
|
|
datetime time1, // price level time 1
|
|
double price1, // price level 1
|
|
datetime time2, // price level time 2
|
|
double price2, // price level 2
|
|
color Color, // line color
|
|
int style, // line style
|
|
int width, // line width
|
|
int ray, // ray direction: -1 - to the left, +1 - to the right, other values - no ray
|
|
string text) // text
|
|
{
|
|
//----
|
|
ObjectCreate(chart_id,name,OBJ_FIBO,nwin,time1,price1,time2,price2);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_COLOR,Color);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_STYLE,style);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_WIDTH,width+2);
|
|
|
|
if(ray>0)ObjectSetInteger(chart_id,name,OBJPROP_RAY_RIGHT,true);
|
|
if(ray<0)ObjectSetInteger(chart_id,name,OBJPROP_RAY_LEFT,true);
|
|
|
|
if(ray==0)
|
|
{
|
|
ObjectSetInteger(chart_id,name,OBJPROP_RAY_RIGHT,false);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_RAY_LEFT,false);
|
|
}
|
|
|
|
ObjectSetString(chart_id,name,OBJPROP_TEXT,text);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_BACK,false);
|
|
|
|
for(int numb=0; numb<10; numb++)
|
|
{
|
|
ObjectSetInteger(chart_id,name,OBJPROP_LEVELCOLOR,numb,Color);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_LEVELSTYLE,numb,style);
|
|
ObjectSetInteger(chart_id,name,OBJPROP_LEVELWIDTH,numb,width);
|
|
}
|
|
//----
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Fibo reinstallation |
|
|
//+------------------------------------------------------------------+
|
|
void SetFibo(long chart_id, // chart ID
|
|
string name, // object name
|
|
int nwin, // window index
|
|
datetime time1, // price level time 1
|
|
double price1, // price level 1
|
|
datetime time2, // price level time 2
|
|
double price2, // price level 2
|
|
color Color, // line color
|
|
int style, // line style
|
|
int width, // line width
|
|
int ray, // ray direction: -1 - to the left, 0 - no ray, +1 - to the right
|
|
string text) // text
|
|
{
|
|
//----
|
|
if(ObjectFind(chart_id,name)==-1) CreateFibo(chart_id,name,nwin,time1,price1,time2,price2,Color,style,width,ray,text);
|
|
else
|
|
{
|
|
ObjectSetString(chart_id,name,OBJPROP_TEXT,text);
|
|
ObjectMove(chart_id,name,0,time1,price1);
|
|
ObjectMove(chart_id,name,1,time2,price2);
|
|
}
|
|
//----
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Searching for the very first ZigZag high in time series buffers |
|
|
//+------------------------------------------------------------------+
|
|
int FindFirstExtremum(int StartPos,int Rates_total,double &UpArray[],double &DnArray[],int &Sign,double &Extremum)
|
|
{
|
|
//----
|
|
if(StartPos>=Rates_total)StartPos=Rates_total-1;
|
|
|
|
for(int bar=StartPos; bar<Rates_total; bar++)
|
|
{
|
|
if(UpArray[bar]!=0.0 && UpArray[bar]!=EMPTY_VALUE)
|
|
{
|
|
Sign=+1;
|
|
Extremum=UpArray[bar];
|
|
return(bar);
|
|
break;
|
|
}
|
|
|
|
if(DnArray[bar]!=0.0 && DnArray[bar]!=EMPTY_VALUE)
|
|
{
|
|
Sign=-1;
|
|
Extremum=DnArray[bar];
|
|
return(bar);
|
|
break;
|
|
}
|
|
}
|
|
//----
|
|
return(-1);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Searching for the second ZigZag high in time series buffers |
|
|
//+------------------------------------------------------------------+
|
|
int FindSecondExtremum(int Direct,int StartPos,int Rates_total,double &UpArray[],double &DnArray[],int &Sign,double &Extremum)
|
|
{
|
|
//----
|
|
if(StartPos>=Rates_total)StartPos=Rates_total-1;
|
|
|
|
if(Direct==-1)
|
|
for(int bar=StartPos; bar<Rates_total; bar++)
|
|
{
|
|
if(UpArray[bar]!=0.0 && UpArray[bar]!=EMPTY_VALUE)
|
|
{
|
|
Sign=+1;
|
|
Extremum=UpArray[bar];
|
|
return(bar);
|
|
break;
|
|
}
|
|
|
|
}
|
|
|
|
if(Direct==+1)
|
|
for(int bar=StartPos; bar<Rates_total; bar++)
|
|
{
|
|
if(DnArray[bar]!=0.0 && DnArray[bar]!=EMPTY_VALUE)
|
|
{
|
|
Sign=-1;
|
|
Extremum=DnArray[bar];
|
|
return(bar);
|
|
break;
|
|
}
|
|
}
|
|
//----
|
|
return(-1);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//---- initialization of variables of the start of data calculation
|
|
StartBars=ExtDepth+ExtBackstep;
|
|
|
|
//---- set dynamic arrays as indicator buffers
|
|
SetIndexBuffer(0,LowestBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,HighestBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX);
|
|
//---- restriction to draw empty values for the indicator
|
|
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
|
|
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
|
|
//---- create labels to display in Data Window
|
|
PlotIndexSetString(0,PLOT_LABEL,"ZigZag Lowest");
|
|
PlotIndexSetString(1,PLOT_LABEL,"ZigZag Highest");
|
|
//---- indexing the elements in buffers as timeseries
|
|
ArraySetAsSeries(LowestBuffer,true);
|
|
ArraySetAsSeries(HighestBuffer,true);
|
|
ArraySetAsSeries(ColorBuffer,true);
|
|
//---- set the position, from which the drawing starts
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBars);
|
|
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartBars);
|
|
//---- setting the format of accuracy of displaying the indicator
|
|
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
|
//---- name for the data window and the label for sub-windows
|
|
string shortname;
|
|
StringConcatenate(shortname,"ZigZag (ExtDepth=",ExtDepth,"ExtDeviation = ",ExtDeviation,"ExtBackstep = ",ExtBackstep,")");
|
|
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
|
|
//----
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator deinitialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//----
|
|
ObjectDelete(0,"DynamicFibo");
|
|
ObjectDelete(0,"StaticFibo");
|
|
//----
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| 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[])
|
|
{
|
|
//---- checking the number of bars to be enough for the calculation
|
|
if(rates_total<StartBars) return(0);
|
|
|
|
//---- declarations of local variables
|
|
int limit,climit,bar,back,lasthighpos,lastlowpos;
|
|
double curlow,curhigh,lasthigh0=0.0,lastlow0=0.0,lasthigh1,lastlow1,val,res;
|
|
bool Max,Min;
|
|
|
|
//---- declarations of variables for creating Fibo
|
|
int bar1,bar2,bar3,sign;
|
|
double price1,price2,price3;
|
|
|
|
//---- calculate the limit starting index for loop of bars recalculation and start initialization of variables
|
|
if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation
|
|
{
|
|
limit=rates_total-StartBars; // starting index for calculation of all bars
|
|
climit=limit; // starting index for the indicator coloring
|
|
|
|
lastlow1=-1;
|
|
lasthigh1=-1;
|
|
lastlowpos=-1;
|
|
lasthighpos=-1;
|
|
}
|
|
else
|
|
{
|
|
limit=rates_total-prev_calculated; // starting index for calculation of new bars
|
|
climit=limit+StartBars; // starting index for the indicator coloring
|
|
|
|
//---- restore values of the variables
|
|
lastlow0=LASTlow0;
|
|
lasthigh0=LASThigh0;
|
|
|
|
lastlow1=LASTlow1;
|
|
lasthigh1=LASThigh1;
|
|
|
|
lastlowpos=LASTlowpos+limit;
|
|
lasthighpos=LASThighpos+limit;
|
|
}
|
|
|
|
//---- indexing elements in arrays as timeseries
|
|
ArraySetAsSeries(high,true);
|
|
ArraySetAsSeries(low,true);
|
|
ArraySetAsSeries(time,true);
|
|
|
|
//---- first big indicator calculation loop
|
|
for(bar=limit; bar>=0 && !IsStopped(); bar--)
|
|
{
|
|
//---- store values of the variables before running at the current bar
|
|
if(rates_total!=prev_calculated && bar==0)
|
|
{
|
|
LASTlow0=lastlow0;
|
|
LASThigh0=lasthigh0;
|
|
}
|
|
|
|
//---- low
|
|
val=low[ArrayMinimum(low,bar,ExtDepth)];
|
|
if(val==lastlow0) val=0.0;
|
|
else
|
|
{
|
|
lastlow0=val;
|
|
if((low[bar]-val)>(ExtDeviation*_Point))val=0.0;
|
|
else
|
|
{
|
|
for(back=1; back<=ExtBackstep; back++)
|
|
{
|
|
res=LowestBuffer[bar+back];
|
|
if((res!=0) && (res>val))
|
|
{
|
|
LowestBuffer[bar+back]=0.0;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
LowestBuffer[bar]=val;
|
|
|
|
//---- high
|
|
val=high[ArrayMaximum(high,bar,ExtDepth)];
|
|
if(val==lasthigh0) val=0.0;
|
|
else
|
|
{
|
|
lasthigh0=val;
|
|
if((val-high[bar])>(ExtDeviation*_Point))val=0.0;
|
|
else
|
|
{
|
|
for(back=1; back<=ExtBackstep; back++)
|
|
{
|
|
res=HighestBuffer[bar+back];
|
|
if((res!=0) && (res<val))
|
|
{
|
|
HighestBuffer[bar+back]=0.0;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
HighestBuffer[bar]=val;
|
|
}
|
|
|
|
//---- the second big indicator calculation loop
|
|
for(bar=limit; bar>=0 && !IsStopped(); bar--)
|
|
{
|
|
//---- store values of the variables before running at the current bar
|
|
if(rates_total!=prev_calculated && bar==0)
|
|
{
|
|
LASTlow1=lastlow1;
|
|
LASThigh1=lasthigh1;
|
|
//----
|
|
LASTlowpos=lastlowpos;
|
|
LASThighpos=lasthighpos;
|
|
}
|
|
|
|
curlow=LowestBuffer[bar];
|
|
curhigh=HighestBuffer[bar];
|
|
//----
|
|
if((curlow==0) && (curhigh==0))continue;
|
|
//----
|
|
if(curhigh!=0)
|
|
{
|
|
if(lasthigh1>0)
|
|
{
|
|
if(lasthigh1<curhigh)
|
|
{
|
|
HighestBuffer[lasthighpos]=0;
|
|
}
|
|
else
|
|
{
|
|
HighestBuffer[bar]=0;
|
|
}
|
|
}
|
|
//----
|
|
if(lasthigh1<curhigh || lasthigh1<0)
|
|
{
|
|
lasthigh1=curhigh;
|
|
lasthighpos=bar;
|
|
}
|
|
lastlow1=-1;
|
|
}
|
|
//----
|
|
if(curlow!=0)
|
|
{
|
|
if(lastlow1>0)
|
|
{
|
|
if(lastlow1>curlow)
|
|
{
|
|
LowestBuffer[lastlowpos]=0;
|
|
}
|
|
else
|
|
{
|
|
LowestBuffer[bar]=0;
|
|
}
|
|
}
|
|
//----
|
|
if((curlow<lastlow1) || (lastlow1<0))
|
|
{
|
|
lastlow1=curlow;
|
|
lastlowpos=bar;
|
|
}
|
|
lasthigh1=-1;
|
|
}
|
|
}
|
|
|
|
//---- the third big indicator coloring loop
|
|
for(bar=climit; bar>=0 && !IsStopped(); bar--)
|
|
{
|
|
Max=HighestBuffer[bar];
|
|
Min=LowestBuffer[bar];
|
|
|
|
if(!Max && !Min) ColorBuffer[bar]=ColorBuffer[bar+1];
|
|
if(Max && Min)
|
|
{
|
|
if(ColorBuffer[bar+1]==0) ColorBuffer[bar]=1;
|
|
else ColorBuffer[bar]=0;
|
|
}
|
|
|
|
if( Max && !Min) ColorBuffer[bar]=1;
|
|
if(!Max && Min) ColorBuffer[bar]=0;
|
|
}
|
|
//---- Fibo creation
|
|
if(StaticFiboFlag || DynamicFiboFlag)
|
|
{
|
|
bar1=FindFirstExtremum(0,rates_total,HighestBuffer,LowestBuffer,sign,price1);
|
|
bar2=FindSecondExtremum(sign,bar1,rates_total,HighestBuffer,LowestBuffer,sign,price2);
|
|
|
|
if(DynamicFiboFlag)
|
|
{
|
|
SetFibo(0,"DynamicFibo",0,time[bar2],price2,time[bar1],price1,
|
|
DynamicFibo_color,DynamicFibo_style,DynamicFibo_width,DynamicFibo_AsRay,"DynamicFibo");
|
|
}
|
|
|
|
if(StaticFiboFlag)
|
|
{
|
|
bar3=FindSecondExtremum(sign,bar2,rates_total,HighestBuffer,LowestBuffer,sign,price3);
|
|
SetFibo(0,"StaticFibo",0,time[bar3],price3,time[bar2],price2,
|
|
StaticFibo_color,StaticFibo_style,StaticFibo_width,StaticFibo_AsRay,"StaticFibo");
|
|
}
|
|
|
|
ChartRedraw(0);
|
|
}
|
|
//----
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+ |