forked from 93744399/FMIC
529 lines
19 KiB
MQL4
529 lines
19 KiB
MQL4
 | //+------------------------------------------------------------------------------------+
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#define _NAME_ "ZigZagExtras"
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#define _VERSION_ "1.5"
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#define _TITLE_ "ZigZagExtras (v"_VERSION_") - MetaTrader 4 Indicator"
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#define _ABSTRACT_ "ZigZag Indicator with Extra Features"
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#property version _VERSION_
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#property copyright "Copyright \x00A9 2022, Fernando M. I. Carreiro"
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#property link "https://www.mql5.com/en/users/FMIC"
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#property strict
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#property indicator_chart_window
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#property indicator_buffers 7
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#property indicator_width1 2
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#property indicator_style1 0
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#property indicator_color1 Silver
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#property indicator_width2 1
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#property indicator_style2 0
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#property indicator_color2 Aqua
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#property indicator_width3 1
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#property indicator_style3 0
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#property indicator_color3 Magenta
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#property indicator_width4 1
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#property indicator_style4 2
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#property indicator_color4 Aqua
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#property indicator_width5 1
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#property indicator_style5 2
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#property indicator_color5 Magenta
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#property indicator_width6 1
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#property indicator_style6 0
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#property indicator_color6 Aqua
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#property indicator_width7 1
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#property indicator_style7 0
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#property indicator_color7 Magenta
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//+------------------------------------------------------------------------------------+
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// Please note that the TAB Size is based on 4, not 3
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//+------------------------------------------------------------------------------------+
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//+------------------------------------------------------------------------------------+
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// Indicator Settings
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//+------------------------------------------------------------------------------------+
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//--- Primary Indicator Settings
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extern string
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strPrimarySettings = "--- Primary Indicator Settings ---"
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;
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//---- Define ZigZag Parameters
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extern int
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intDepth = 12 // Depth Search of ZigZag Extreems
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, intBackStep = 3 // BackStep for ZigZag Extreems
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;
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extern double
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dblDeviation = 5.0 // Price Deviation of ZigZag Extreems
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;
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extern bool
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boolShowBreakOut = false // Show where Breakouts occured
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, boolAlertOnBreakOut = false // Alert User of a Breakout
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;
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extern string
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strBreakoutMsgUpper = "(High) Breakout has occured!"
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, strBreakoutMsgLower = "(Low) Breakout has occured!"
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;
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//---- Define ZigZagZug Buffers
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double
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dblArrayZigZag[] // ZigZag Points
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, dblArrayZigZagHigh[] // ZigZag Highs
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, dblArrayZigZagLow[] // ZigZag Lows
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, dblArrayHigh[] // Running High of Depth Search
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, dblArrayLow[] // Running Low of Depth Search
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, dblArrayBreakOutHigh[] // BreakOut High of Depth Search
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, dblArrayBreakOutLow[] // BreakOut Low of Depth Search
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;
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//---- Define Extra Variables
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bool
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boolDownloadHistory = false // Download History Data
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, boolExtraBuffers // Use extra buffers
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;
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int
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intLevel = 3 // For Depth Recounting
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, intIndexLimit = 100 // Limit Count of Index
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;
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datetime
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dtAlertLastUpper = NULL // Date/Time of last Upper Alert
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, dtAlertLastLower = NULL // Date/Time of last Lower Alert
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;
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string
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strSymbolName // Current Chart Symbol Name
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, strTimeFrameName // Current Chart TimeFrame Name
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;
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//---- Define Search States
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#define _SEARCH_PEAK_ +1
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#define _SEARCH_BOTH_ 0
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#define _SEARCH_VALLEY_ -1
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//+------------------------------------------------------------------------------------+
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// Indicator Functions
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//+------------------------------------------------------------------------------------+
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//---- Initialise Buffer Index and other Properties
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int init()
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{
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// Set Number of Buffers to be used
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boolExtraBuffers = ( boolShowBreakOut || boolAlertOnBreakOut );
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if( boolExtraBuffers )
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IndicatorBuffers( 7 );
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else
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IndicatorBuffers( 5 );
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// Set Number of Digits (Precision)
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IndicatorDigits( Digits );
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// Set Indicator Name
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IndicatorShortName(
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StringConcatenate( _NAME_,
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" (", intDepth
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, ",", intBackStep
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, ",", dblDeviation, ")"
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) );
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// Set Buffer Index
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SetIndexBuffer( 0, dblArrayZigZag );
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SetIndexBuffer( 1, dblArrayZigZagHigh );
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SetIndexBuffer( 2, dblArrayZigZagLow );
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SetIndexBuffer( 3, dblArrayHigh );
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SetIndexBuffer( 4, dblArrayLow );
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// Set Index Label
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SetIndexLabel( 0, "ZigZag Points" );
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SetIndexLabel( 1, "ZigZag Highs" );
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SetIndexLabel( 2, "ZigZag Lows" );
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SetIndexLabel( 3, "Depth High" );
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SetIndexLabel( 4, "Depth Low" );
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// Set Line Style
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SetIndexStyle( 0, DRAW_SECTION, STYLE_SOLID );
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SetIndexStyle( 1, DRAW_ARROW, STYLE_SOLID );
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SetIndexStyle( 2, DRAW_ARROW, STYLE_SOLID );
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SetIndexStyle( 3, DRAW_LINE, STYLE_DOT );
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SetIndexStyle( 4, DRAW_LINE, STYLE_DOT );
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// Set Arrow Types
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SetIndexArrow( 1, 108 );
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SetIndexArrow( 2, 108 );
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// Set Empty Value
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SetIndexEmptyValue( 0, NULL );
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SetIndexEmptyValue( 1, NULL );
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SetIndexEmptyValue( 2, NULL );
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SetIndexEmptyValue( 3, NULL );
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SetIndexEmptyValue( 4, NULL );
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if( boolExtraBuffers ) // Extra Indicator Buffers
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{
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// Set Buffer Index
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SetIndexBuffer( 5, dblArrayBreakOutHigh );
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SetIndexBuffer( 6, dblArrayBreakOutLow );
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// Set Index Label
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SetIndexLabel( 5, "BreakOut High" );
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SetIndexLabel( 6, "BreakOut Low" );
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// Set Empty Value
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SetIndexEmptyValue( 5, NULL );
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SetIndexEmptyValue( 6, NULL );
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if( boolShowBreakOut ) // Extra Indicator Settings to show Breakouts
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{
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// Set Line Style
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SetIndexStyle( 5, DRAW_ARROW, STYLE_SOLID );
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SetIndexStyle( 6, DRAW_ARROW, STYLE_SOLID );
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// Set Arrow Types
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SetIndexArrow( 5, 161 );
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SetIndexArrow( 6, 161 );
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}
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else
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{
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// Set Line Style
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SetIndexStyle( 5, DRAW_NONE );
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SetIndexStyle( 6, DRAW_NONE );
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}
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}
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//---- Adjust for 3 or 5 Digit Brokers
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if( ( Digits == 3 ) || ( Digits == 5 ) ) dblDeviation *= 10;
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// Correct External Variables
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if( intDepth < 1 ) intDepth = 1;
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if( intBackStep < 1 ) intBackStep = 1;
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dblDeviation = MathRound( MathAbs( dblDeviation ) ) * Point;
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//---- Get Current Chart Symbol and TimeFrame
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strSymbolName = Symbol();
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strTimeFrameName = strTimeFrame( Period() );
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return( NULL );
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}
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//---- Initialise Buffer Index and other Properties
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int start()
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{
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int
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intLimitBars = Bars - intDepth
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, intCountedBars = IndicatorCounted()
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, intCounter, intSearch = _SEARCH_BOTH_
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, intLowPosition, intHighPosition
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, intShift, intBack
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, intIndex
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;
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double
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dblResult, dblValue
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, dblCurrentLow = NULL
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, dblCurrentHigh = NULL
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, dblPreviousLow = NULL
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, dblPreviousHigh = NULL
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;
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if( ( intCountedBars < 0 ) || ( Bars <= intDepth ) )
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return( EMPTY );
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if( intCountedBars == 0 )
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{
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// Check for Downloaded History Data
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if( boolDownloadHistory )
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{
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ArrayInitialize( dblArrayZigZag, NULL );
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ArrayInitialize( dblArrayZigZagHigh, NULL );
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ArrayInitialize( dblArrayZigZagLow, NULL );
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ArrayInitialize( dblArrayHigh, NULL );
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ArrayInitialize( dblArrayLow, NULL );
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if( boolExtraBuffers )
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{
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ArrayInitialize( dblArrayBreakOutHigh, NULL );
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ArrayInitialize( dblArrayBreakOutLow, NULL );
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}
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}
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intLimitBars = Bars - intDepth;
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boolDownloadHistory = true;
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}
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if ( intCountedBars > 0 )
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{
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for( intIndex = 0, intCounter = 0;
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( intCounter < intLevel ) && ( intIndex < intIndexLimit );
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intIndex++ )
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{
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dblResult = dblArrayZigZag[ intIndex ];
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if( dblResult !=0 ) intCounter++;
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}
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intIndex--;
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intLimitBars = intIndex;
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dblResult = dblArrayZigZagLow[ intIndex ];
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if( dblResult != 0 )
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{
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dblCurrentLow = dblResult;
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intSearch = _SEARCH_PEAK_;
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}
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else
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{
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dblCurrentHigh = dblArrayZigZagHigh[ intIndex ];
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intSearch = _SEARCH_VALLEY_;
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}
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if( intLimitBars > 0 )
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{
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for( intIndex = intLimitBars - 1; intIndex >= 0; intIndex-- )
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{
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dblArrayZigZag[ intIndex ] = NULL;
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dblArrayZigZagLow[ intIndex ] = NULL;
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dblArrayZigZagHigh[ intIndex ] = NULL;
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if( boolExtraBuffers )
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{
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dblArrayBreakOutLow[ intIndex ] = NULL;
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dblArrayBreakOutHigh[ intIndex ] = NULL;
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}
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}
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}
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}
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//---- Initial Analysis of Data
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for( intShift = intLimitBars; intShift >= 0; intShift-- )
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{
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//---- Verify the High Value
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dblArrayHigh[ intShift ]
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= High[ iHighest( NULL, 0, MODE_HIGH, intDepth, intShift ) ];
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dblValue = dblArrayHigh[ intShift ];
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if( boolExtraBuffers )
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{
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if( High[ intShift ] == dblValue)
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dblArrayBreakOutHigh[ intShift ] = dblValue;
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else
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dblArrayBreakOutHigh[ intShift ] = NULL;
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}
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if( dblValue == dblPreviousHigh )
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dblValue = NULL;
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else
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{
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dblPreviousHigh = dblValue;
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if( ( dblValue - High[ intShift ] ) > dblDeviation )
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dblValue = NULL;
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else
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{
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for( intBack = 1; intBack <= intBackStep; intBack++ )
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{
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dblResult = dblArrayZigZagHigh[ intShift + intBack ];
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if( ( dblResult != 0 ) && ( dblResult < dblValue ) )
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dblArrayZigZagHigh[ intShift + intBack ] = NULL;
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}
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}
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}
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if( High[ intShift ] == dblValue)
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dblArrayZigZagHigh[ intShift ] = dblValue;
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else
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dblArrayZigZagHigh[ intShift ] = NULL;
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//---- Verify the Low Value
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dblArrayLow[ intShift ]
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= Low[ iLowest( NULL, 0, MODE_LOW, intDepth, intShift ) ];
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dblValue = dblArrayLow[ intShift ];
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if( boolExtraBuffers )
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{
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if( Low[ intShift ] == dblValue)
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dblArrayBreakOutLow[ intShift ] = dblValue;
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else
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dblArrayBreakOutLow[ intShift ] = NULL;
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}
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if( dblValue == dblPreviousLow )
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dblValue = NULL;
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else
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{
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dblPreviousLow = dblValue;
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if( ( Low[ intShift ] - dblValue ) > dblDeviation )
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dblValue = NULL;
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else
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{
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for( intBack = 1; intBack <= intBackStep; intBack++ )
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{
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dblResult = dblArrayZigZagLow[ intShift + intBack ];
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if( ( dblResult != 0 ) && ( dblResult > dblValue ) )
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dblArrayZigZagLow[ intShift + intBack ] = NULL;
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}
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}
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}
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if( Low[ intShift ] == dblValue)
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dblArrayZigZagLow[ intShift ] = dblValue;
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else
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dblArrayZigZagLow[ intShift ] = NULL;
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}
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//---- Final Filtering and Adjustments
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if( intSearch == _SEARCH_BOTH_ )
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{
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dblPreviousLow = NULL;
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dblPreviousHigh = NULL;
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}
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else
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{
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dblPreviousLow = dblCurrentLow;
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dblPreviousHigh = dblCurrentHigh;
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}
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for( intShift = intLimitBars; intShift >= 0; intShift-- )
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{
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switch( intSearch )
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{
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case _SEARCH_BOTH_:
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if( ( dblPreviousLow == NULL ) && ( dblPreviousHigh == NULL ) )
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{
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if( dblArrayZigZagHigh[ intShift ] != NULL )
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{
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intHighPosition = intShift;
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dblPreviousHigh = High[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousHigh;
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intSearch = _SEARCH_VALLEY_;
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}
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if( dblArrayZigZagLow[ intShift ] != NULL )
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{
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intLowPosition = intShift;
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dblPreviousLow = Low[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousLow;
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intSearch = _SEARCH_PEAK_;
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}
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}
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break;
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case _SEARCH_PEAK_:
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if( dblArrayZigZagHigh[ intShift ] == NULL )
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{
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if( ( dblArrayZigZagLow[ intShift ] != NULL ) &&
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( dblArrayZigZagLow[ intShift ] < dblPreviousLow ) )
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{
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dblArrayZigZag[ intLowPosition ] = NULL;
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intLowPosition = intShift;
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dblPreviousLow = dblArrayZigZagLow[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousLow;
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}
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}
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else
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{
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if( dblArrayZigZagLow[ intShift ] == NULL )
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{
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intHighPosition = intShift;
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dblPreviousHigh = dblArrayZigZagHigh[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousHigh;
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intSearch = _SEARCH_VALLEY_;
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}
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}
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break;
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case _SEARCH_VALLEY_:
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if( dblArrayZigZagLow[ intShift ] == NULL )
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{
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if( ( dblArrayZigZagHigh[ intShift ] != NULL ) &&
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( dblArrayZigZagHigh[ intShift ] > dblPreviousHigh ) )
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{
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dblArrayZigZag[ intHighPosition ] = NULL;
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intHighPosition = intShift;
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dblPreviousHigh = dblArrayZigZagHigh[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousHigh;
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}
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}
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else
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{
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if( dblArrayZigZagHigh[ intShift ] == NULL )
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{
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intLowPosition = intShift;
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dblPreviousLow = dblArrayZigZagLow[ intShift ];
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dblArrayZigZag[ intShift ] = dblPreviousLow;
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intSearch = _SEARCH_PEAK_;
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}
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}
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break;
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}
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}
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// Check current bar for breakouts and alert user
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if( boolAlertOnBreakOut )
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{
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if( High[ 0 ] == dblArrayBreakOutHigh[ 0 ] )
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{
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if( Time[ 0 ] != dtAlertLastUpper )
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{
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Alert( strBreakoutMsgUpper, " [ ", DoubleToStr( High[ 0 ], Digits ),
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"; " , strSymbolName, "; " , strTimeFrameName, " ]" );
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dtAlertLastUpper = Time[ 0 ];
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}
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}
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if( Low[ 0 ] == dblArrayBreakOutLow[ 0 ] )
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{
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if( Time[ 0 ] != dtAlertLastLower )
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{
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Alert( strBreakoutMsgLower, " [ ", DoubleToStr( Low[ 0 ], Digits ),
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"; " , strSymbolName, "; " , strTimeFrameName, " ]" );
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dtAlertLastLower = Time[ 0 ];
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}
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}
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}
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return( NULL );
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}
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//---- Initialise Buffer Index and other Properties
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string strTimeFrame( int intPeriod )
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{
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switch( intPeriod )
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{
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case PERIOD_M1: return( "M1" );
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case PERIOD_M2: return( "M2" );
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case PERIOD_M3: return( "M3" );
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case PERIOD_M4: return( "M4" );
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case PERIOD_M5: return( "M5" );
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case PERIOD_M6: return( "M6" );
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case PERIOD_M10: return( "M10" );
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case PERIOD_M12: return( "M12" );
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case PERIOD_M15: return( "M15" );
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case PERIOD_M20: return( "M20" );
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case PERIOD_M30: return( "M30" );
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case PERIOD_H1: return( "H1" );
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case PERIOD_H2: return( "H2" );
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case PERIOD_H3: return( "H3" );
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case PERIOD_H4: return( "H4" );
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case PERIOD_H6: return( "H6" );
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case PERIOD_H8: return( "H8" );
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case PERIOD_H12: return( "H12" );
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case PERIOD_D1: return( "D1" );
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case PERIOD_W1: return( "W1" );
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case PERIOD_MN1: return( "MN" );
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default: return( StringConcatenate( "U", intPeriod ) );
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}
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}
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//+------------------------------------------------------------------------------------+
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