PreviousDay_HL/PreviousDay_HL.mq5

//+------------------------------------------------------------------+
//|                         DigitalRogue                             |
//|            Algorithmic Trading Systems for MetaTrader 5          |
//|                                                                  |
//|   Previous Day High/Low + Equilibrium + Discount/Premium + Opens |
//|   Historical daily segments + EA-readable buffers                |
//|   Trigger lines now stay on their relevant day                   |
//|                                                                  |
//|   Copyright 2026, DigitalRogue Trading                           |
//|   All rights reserved.                                           |
//|   https://www.mql5.com/en/users/digitalrogue                     |
//+------------------------------------------------------------------+
#property strict
#property indicator_chart_window
#property indicator_plots   9
#property indicator_buffers 9

#property indicator_type1   DRAW_NONE
#property indicator_type2   DRAW_NONE
#property indicator_type3   DRAW_NONE
#property indicator_type4   DRAW_NONE
#property indicator_type5   DRAW_NONE
#property indicator_type6   DRAW_NONE
#property indicator_type7   DRAW_NONE
#property indicator_type8   DRAW_NONE
#property indicator_type9   DRAW_NONE

#property indicator_label1  "TriggerLong"
#property indicator_label2  "TriggerShort"
#property indicator_label3  "PDH"
#property indicator_label4  "PDL"
#property indicator_label5  "Equilibrium"
#property indicator_label6  "Discount"
#property indicator_label7  "Premium"
#property indicator_label8  "DailyOpen"
#property indicator_label9  "WeeklyOpen"

double TriggerLongBuffer[];
double TriggerShortBuffer[];
double PDHBuffer[];
double PDLBuffer[];
double MidBuffer[];
double DiscountBuffer[];
double PremiumBuffer[];
double DOpenBuffer[];
double WOpenBuffer[];

// --- cached current-day values for EA reading
double g_pdh           = EMPTY_VALUE;
double g_pdl           = EMPTY_VALUE;
double g_mid           = EMPTY_VALUE;
double g_discount      = EMPTY_VALUE;
double g_premium       = EMPTY_VALUE;
double g_dopen         = EMPTY_VALUE;
double g_wopen         = EMPTY_VALUE;
double g_trigger_long  = EMPTY_VALUE;
double g_trigger_short = EMPTY_VALUE;

// --- Visual inputs
input color PDH_Color   = clrRed;
input color PDL_Color   = clrDodgerBlue;
input int   LineWidth   = 2;
input bool  ShowLabels  = false;

input bool  ShowMidLine = true;
input bool  ShowQLines  = true;
input int   Q_Percent   = 25;
input color MidQ_Color  = clrSilver;
input int   MidQ_Width  = 1;
input ENUM_LINE_STYLE MidQ_Style = STYLE_DASH;

input bool  ShowTriggerLines = true;
input color Trigger_Color = clrYellow;
input int   Trigger_Width = 1;
input ENUM_LINE_STYLE Trigger_Style = STYLE_DASH;

input bool  UseEquilibriumLabel = true;

// --- Open lines
input bool  ShowDailyOpenLine  = true;
input bool  ShowWeeklyOpenLine = false;
input color Open_Color         = clrSilver;
input int   Open_Width         = 1;
input ENUM_LINE_STYLE Open_Style = STYLE_DOT;

// --- Alerts
input bool  EnableAlerts      = true;
input bool  AlertPDH_PDL      = true;
input bool  AlertMid_Q        = false;
input bool  AlertOpens        = true;
input bool  AlertOnTouch      = false;
input int   TouchTolerancePts = 5;
input bool  LimitAlertsToOnePerCandle = true;

// --- History
input int   MaxHistoricalDays = 10;

// --- current-day active names
string curPDH_Line   = "";
string curPDL_Line   = "";
string curMID_Line   = "";
string curQLO_Line   = "";
string curQHI_Line   = "";
string curDOPEN_Line = "";
string curWOPEN_Line = "";
string curTrigLong_Line  = "";
string curTrigShort_Line = "";

string curPDH_Label   = "";
string curPDL_Label   = "";
string curMID_Label   = "";
string curQLO_Label   = "";
string curQHI_Label   = "";
string curDOPEN_Label = "";
string curWOPEN_Label = "";
string curTrigLong_Label  = "";
string curTrigShort_Label = "";

// --- State
datetime last_day = 0;
datetime lastAlertBarTime = 0;

int lastSide_PDH   = 0;
int lastSide_PDL   = 0;
int lastSide_MID   = 0;
int lastSide_QLO   = 0;
int lastSide_QHI   = 0;
int lastSide_DOPEN = 0;
int lastSide_WOPEN = 0;

//+------------------------------------------------------------------+
int OnInit()
{
   IndicatorSetString(INDICATOR_SHORTNAME,
      "Prev Day Levels History + Trigger Segments + EA Buffers");

   SetIndexBuffer(0, TriggerLongBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, TriggerShortBuffer, INDICATOR_DATA);
   SetIndexBuffer(2, PDHBuffer,         INDICATOR_DATA);
   SetIndexBuffer(3, PDLBuffer,         INDICATOR_DATA);
   SetIndexBuffer(4, MidBuffer,         INDICATOR_DATA);
   SetIndexBuffer(5, DiscountBuffer,    INDICATOR_DATA);
   SetIndexBuffer(6, PremiumBuffer,     INDICATOR_DATA);
   SetIndexBuffer(7, DOpenBuffer,       INDICATOR_DATA);
   SetIndexBuffer(8, WOpenBuffer,       INDICATOR_DATA);

   ArraySetAsSeries(TriggerLongBuffer, true);
   ArraySetAsSeries(TriggerShortBuffer, true);
   ArraySetAsSeries(PDHBuffer, true);
   ArraySetAsSeries(PDLBuffer, true);
   ArraySetAsSeries(MidBuffer, true);
   ArraySetAsSeries(DiscountBuffer, true);
   ArraySetAsSeries(PremiumBuffer, true);
   ArraySetAsSeries(DOpenBuffer, true);
   ArraySetAsSeries(WOpenBuffer, true);

   for(int i=0; i<9; i++)
      PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);

   BuildHistoricalLevels(MaxHistoricalDays);

   datetime d0 = iTime(_Symbol, PERIOD_D1, 0);
   if(d0 != 0)
      last_day = d0;

   ResetAlertSides();

   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // keep history on chart by default
}

//+------------------------------------------------------------------+
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 <= 0)
      return 0;

   datetime d0 = iTime(_Symbol, PERIOD_D1, 0);
   if(d0 == 0)
      return rates_total;

   if(d0 != last_day)
   {
      last_day = d0;
      BuildTodayLevels();
      ResetAlertSides();
      lastAlertBarTime = 0;
      CleanupOldHistory(MaxHistoricalDays);
   }
   else
   {
      if(ShowLabels)
         AlignLabels();
   }

   // keep buffers valid on every call for EA access
   for(int i=0; i<rates_total; i++)
   {
      TriggerLongBuffer[i] = g_trigger_long;
      TriggerShortBuffer[i] = g_trigger_short;
      PDHBuffer[i]      = g_pdh;
      PDLBuffer[i]      = g_pdl;
      MidBuffer[i]      = g_mid;
      DiscountBuffer[i] = g_discount;
      PremiumBuffer[i]  = g_premium;
      DOpenBuffer[i]    = g_dopen;
      WOpenBuffer[i]    = g_wopen;
   }

   if(EnableAlerts)
      CheckAlerts(time);

   return rates_total;
}

//+------------------------------------------------------------------+
void BuildHistoricalLevels(int daysBack)
{
   int maxBars = Bars(_Symbol, PERIOD_D1);
   if(maxBars < 3) return;

   int limit = MathMin(daysBack, maxBars - 2);

   for(int shift = limit; shift >= 0; shift--)
      BuildDaySet(shift, shift == 0);
}

//+------------------------------------------------------------------+
void BuildTodayLevels()
{
   BuildDaySet(0, true);
}

//+------------------------------------------------------------------+
void BuildDaySet(int shift, bool makeCurrent)
{
   datetime dayStart = iTime(_Symbol, PERIOD_D1, shift);
   if(dayStart == 0) return;

   datetime nextDay = dayStart + 86400;

   double pdh = iHigh(_Symbol, PERIOD_D1, shift + 1);
   double pdl = iLow(_Symbol,  PERIOD_D1, shift + 1);
   if(pdh == 0.0 || pdl == 0.0) return;

   double range = pdh - pdl;
   if(range <= 0.0) return;

   int q = (int)MathMax(1, MathMin(49, Q_Percent));
   double mid = (pdh + pdl) * 0.5;
   double qlo = pdl + range * (q / 100.0);
   double qhi = pdl + range * (1.0 - (q / 100.0));
   double trigger_long  = (qlo + pdl) * 0.5;
   double trigger_short = (qhi + pdh) * 0.5;

   double dopen = EMPTY_VALUE;
   double wopen = EMPTY_VALUE;

   if(ShowDailyOpenLine)
   {
      double tmp = iOpen(_Symbol, PERIOD_D1, shift);
      if(tmp > 0.0) dopen = tmp;
   }

   if(ShowWeeklyOpenLine)
   {
      int wShift = iBarShift(_Symbol, PERIOD_W1, dayStart, false);
      if(wShift >= 0)
      {
         double tmp = iOpen(_Symbol, PERIOD_W1, wShift);
         if(tmp > 0.0) wopen = tmp;
      }
   }

   string tag = DayTag(dayStart);

   string pdhLine   = "PDH_" + tag;
   string pdlLine   = "PDL_" + tag;
   string midLine   = "MID_" + tag;
   string qloLine   = "QLO_" + tag;
   string qhiLine   = "QHI_" + tag;
   string dopenLine = "DOPEN_" + tag;
   string wopenLine = "WOPEN_" + tag;
   string trigLongLine  = "TRIGGER_LONG_"  + tag;
   string trigShortLine = "TRIGGER_SHORT_" + tag;

   string pdhLabel   = "LBL_PDH_" + tag;
   string pdlLabel   = "LBL_PDL_" + tag;
   string midLabel   = "LBL_MID_" + tag;
   string qloLabel   = "LBL_QLO_" + tag;
   string qhiLabel   = "LBL_QHI_" + tag;
   string dopenLabel = "LBL_DOPEN_" + tag;
   string wopenLabel = "LBL_WOPEN_" + tag;
   string trigLongLabel  = "LBL_TRIGGER_LONG_"  + tag;
   string trigShortLabel = "LBL_TRIGGER_SHORT_" + tag;

   // draw dated segments
   CreateSegment(pdhLine, dayStart, nextDay, pdh, PDH_Color, LineWidth, STYLE_SOLID);
   CreateSegment(pdlLine, dayStart, nextDay, pdl, PDL_Color, LineWidth, STYLE_SOLID);

   if(ShowMidLine)
      CreateSegment(midLine, dayStart, nextDay, mid, MidQ_Color, MidQ_Width, MidQ_Style);

   if(ShowQLines)
   {
      CreateSegment(qloLine, dayStart, nextDay, qlo, MidQ_Color, MidQ_Width, MidQ_Style);
      CreateSegment(qhiLine, dayStart, nextDay, qhi, MidQ_Color, MidQ_Width, MidQ_Style);
   }

   if(ShowTriggerLines)
   {
      CreateSegment(trigLongLine, dayStart, nextDay, trigger_long, Trigger_Color, Trigger_Width, Trigger_Style);
      CreateSegment(trigShortLine, dayStart, nextDay, trigger_short, Trigger_Color, Trigger_Width, Trigger_Style);
   }

   if(ShowDailyOpenLine && dopen != EMPTY_VALUE)
      CreateSegment(dopenLine, dayStart, nextDay, dopen, Open_Color, Open_Width, Open_Style);

   if(ShowWeeklyOpenLine && wopen != EMPTY_VALUE)
      CreateSegment(wopenLine, dayStart, nextDay, wopen, Open_Color, Open_Width, STYLE_DASH);

   if(ShowLabels)
   {
      CreateLabel(pdhLabel, "PDH", pdh, PDH_Color, nextDay);
      CreateLabel(pdlLabel, "PDL", pdl, PDL_Color, nextDay);

      if(ShowMidLine)
         CreateLabel(midLabel, (UseEquilibriumLabel ? "EQUILIBRIUM" : "MID"), mid, MidQ_Color, nextDay);

      if(ShowQLines)
      {
         CreateLabel(qloLabel, "DISCOUNT", qlo, MidQ_Color, nextDay);
         CreateLabel(qhiLabel, "PREMIUM", qhi, MidQ_Color, nextDay);
      }

      if(ShowTriggerLines)
      {
         CreateLabel(trigLongLabel, "LONG TRIG", trigger_long, Trigger_Color, nextDay);
         CreateLabel(trigShortLabel, "SHORT TRIG", trigger_short, Trigger_Color, nextDay);
      }

      if(ShowDailyOpenLine && dopen != EMPTY_VALUE)
         CreateLabel(dopenLabel, "D-OPEN", dopen, Open_Color, nextDay);

      if(ShowWeeklyOpenLine && wopen != EMPTY_VALUE)
         CreateLabel(wopenLabel, "W-OPEN", wopen, Open_Color, nextDay);
   }

   if(makeCurrent)
   {
      curPDH_Line   = pdhLine;
      curPDL_Line   = pdlLine;
      curMID_Line   = midLine;
      curQLO_Line   = qloLine;
      curQHI_Line   = qhiLine;
      curDOPEN_Line = dopenLine;
      curWOPEN_Line = wopenLine;
      curTrigLong_Line  = trigLongLine;
      curTrigShort_Line = trigShortLine;

      curPDH_Label   = pdhLabel;
      curPDL_Label   = pdlLabel;
      curMID_Label   = midLabel;
      curQLO_Label   = qloLabel;
      curQHI_Label   = qhiLabel;
      curDOPEN_Label = dopenLabel;
      curWOPEN_Label = wopenLabel;
      curTrigLong_Label  = trigLongLabel;
      curTrigShort_Label = trigShortLabel;

      // cache current-day values for EA buffers
      g_pdh           = pdh;
      g_pdl           = pdl;
      g_mid           = mid;
      g_discount      = qlo;
      g_premium       = qhi;
      g_dopen         = dopen;
      g_wopen         = wopen;
      g_trigger_long  = trigger_long;
      g_trigger_short = trigger_short;
   }
}

//+------------------------------------------------------------------+
void ResetAlertSides()
{
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   if(bid <= 0) return;

   lastSide_PDH   = Side(bid, g_pdh, 0);
   lastSide_PDL   = Side(bid, g_pdl, 0);
   lastSide_MID   = Side(bid, g_mid, 0);
   lastSide_QLO   = Side(bid, g_discount, 0);
   lastSide_QHI   = Side(bid, g_premium, 0);
   lastSide_DOPEN = Side(bid, g_dopen, 0);
   lastSide_WOPEN = Side(bid, g_wopen, 0);
}

//+------------------------------------------------------------------+
void CheckAlerts(const datetime &time[])
{
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   if(bid <= 0) return;

   datetime barTime = time[0];
   int tolPts = (AlertOnTouch ? TouchTolerancePts : 0);

   if(AlertPDH_PDL)
   {
      if(g_pdh > 0) CheckCrossOrTouch(barTime, "PDH", bid, g_pdh, tolPts, lastSide_PDH);
      if(g_pdl > 0) CheckCrossOrTouch(barTime, "PDL", bid, g_pdl, tolPts, lastSide_PDL);
   }

   if(AlertMid_Q)
   {
      if(ShowMidLine && g_mid > 0)
      {
         string midTag = (UseEquilibriumLabel ? "EQUILIBRIUM" : "MID");
         CheckCrossOrTouch(barTime, midTag, bid, g_mid, tolPts, lastSide_MID);
      }

      if(ShowQLines)
      {
         if(g_discount > 0) CheckCrossOrTouch(barTime, "DISCOUNT", bid, g_discount, tolPts, lastSide_QLO);
         if(g_premium  > 0) CheckCrossOrTouch(barTime, "PREMIUM",  bid, g_premium,  tolPts, lastSide_QHI);
      }
   }

   if(AlertOpens)
   {
      if(ShowDailyOpenLine && g_dopen > 0)
         CheckCrossOrTouch(barTime, "D-OPEN", bid, g_dopen, tolPts, lastSide_DOPEN);

      if(ShowWeeklyOpenLine && g_wopen > 0)
         CheckCrossOrTouch(barTime, "W-OPEN", bid, g_wopen, tolPts, lastSide_WOPEN);
   }
}

//+------------------------------------------------------------------+
int Side(double price, double level, int tolPoints)
{
   if(level <= 0 || level == EMPTY_VALUE) return 0;
   double tol = tolPoints * _Point;
   if(price > level + tol) return +1;
   if(price < level - tol) return -1;
   return 0;
}

//+------------------------------------------------------------------+
bool CanFireThisCandle(datetime barTime)
{
   if(!LimitAlertsToOnePerCandle) return true;
   return (lastAlertBarTime != barTime);
}

//+------------------------------------------------------------------+
void MarkAlertFired(datetime barTime)
{
   if(LimitAlertsToOnePerCandle)
      lastAlertBarTime = barTime;
}

//+------------------------------------------------------------------+
void FireAlert(datetime barTime, const string msg)
{
   if(!CanFireThisCandle(barTime)) return;
   Alert(msg);
   Print(msg);
   MarkAlertFired(barTime);
}

//+------------------------------------------------------------------+
void CheckCrossOrTouch(datetime barTime, const string tag, double bid, double level, int tolPts, int &lastSide)
{
   if(AlertOnTouch && tolPts > 0)
   {
      double tol = tolPts * _Point;
      if(MathAbs(bid - level) <= tol)
      {
         FireAlert(barTime, StringFormat("%s: TOUCH %s @ %s (Bid=%s)",
                    _Symbol, tag,
                    DoubleToString(level, _Digits),
                    DoubleToString(bid, _Digits)));
      }
   }

   int sideNow = Side(bid, level, tolPts);
   if(sideNow == 0) return;

   if(lastSide == 0)
   {
      lastSide = sideNow;
      return;
   }

   if(sideNow != lastSide)
   {
      string dir = (sideNow > lastSide ? "UP" : "DOWN");
      FireAlert(barTime, StringFormat("%s: CROSS %s %s @ %s (Bid=%s)",
                 _Symbol, dir, tag,
                 DoubleToString(level, _Digits),
                 DoubleToString(bid, _Digits)));
      lastSide = sideNow;
   }
}

//+------------------------------------------------------------------+
string DayTag(datetime t)
{
   MqlDateTime dt;
   TimeToStruct(t, dt);
   return StringFormat("%04d%02d%02d", dt.year, dt.mon, dt.day);
}

//+------------------------------------------------------------------+
void CreateSegment(const string name,
                   datetime t1,
                   datetime t2,
                   double price,
                   color clr,
                   int width,
                   ENUM_LINE_STYLE style)
{
   if(price == EMPTY_VALUE || price <= 0.0) return;

   if(ObjectFind(0, name) == -1)
      ObjectCreate(0, name, OBJ_TREND, 0, t1, price, t2, price);

   ObjectMove(0, name, 0, t1, price);
   ObjectMove(0, name, 1, t2, price);

   ObjectSetInteger(0, name, OBJPROP_RAY_RIGHT, false);
   ObjectSetInteger(0, name, OBJPROP_RAY_LEFT, false);
   ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
   ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
   ObjectSetInteger(0, name, OBJPROP_STYLE, style);
   ObjectSetInteger(0, name, OBJPROP_BACK, true);
   ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
   ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
}

//+------------------------------------------------------------------+
void CreateLabel(const string name, const string text, double price, color clr, datetime t)
{
   if(price == EMPTY_VALUE || price <= 0.0) return;

   if(ObjectFind(0, name) == -1)
   {
      ObjectCreate(0, name, OBJ_TEXT, 0, t, price);
      ObjectSetInteger(0, name, OBJPROP_ANCHOR, ANCHOR_LEFT);
      ObjectSetInteger(0, name, OBJPROP_FONTSIZE, 10);
      ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
      ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
   }

   ObjectSetString(0, name, OBJPROP_TEXT, text);
   ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
   ObjectMove(0, name, 0, t, price);
}

//+------------------------------------------------------------------+
void AlignLabels()
{
   datetime t = iTime(_Symbol, PERIOD_D1, 0) + 86400;

   AlignOne(curPDH_Label, curPDH_Line, t);
   AlignOne(curPDL_Label, curPDL_Line, t);
   AlignOne(curMID_Label, curMID_Line, t);
   AlignOne(curQLO_Label, curQLO_Line, t);
   AlignOne(curQHI_Label, curQHI_Line, t);
   AlignOne(curDOPEN_Label, curDOPEN_Line, t);
   AlignOne(curWOPEN_Label, curWOPEN_Line, t);
   AlignOne(curTrigLong_Label, curTrigLong_Line, t);
   AlignOne(curTrigShort_Label, curTrigShort_Line, t);
}

//+------------------------------------------------------------------+
void AlignOne(const string labelName, const string lineName, datetime t)
{
   if(ObjectFind(0, labelName) == -1) return;
   if(ObjectFind(0, lineName) == -1) return;

   double p = ObjectGetDouble(0, lineName, OBJPROP_PRICE, 0);
   if(p > 0.0 && p != EMPTY_VALUE)
      ObjectMove(0, labelName, 0, t, p);
}

//+------------------------------------------------------------------+
void CleanupOldHistory(int keepDays)
{
   if(keepDays <= 0) return;

   datetime cutoff = iTime(_Symbol, PERIOD_D1, keepDays);
   if(cutoff <= 0) return;

   int total = ObjectsTotal(0);
   for(int i = total - 1; i >= 0; i--)
   {
      string name = ObjectName(0, i);
      if(StringLen(name) < 8) continue;

      string suffix = StringSubstr(name, StringLen(name) - 8, 8);
      if(!IsDigitsOnly(suffix)) continue;

      datetime objDay = TagToDate(suffix);
      if(objDay > 0 && objDay < cutoff)
         ObjectDelete(0, name);
   }
}

//+------------------------------------------------------------------+
bool IsDigitsOnly(const string s)
{
   for(int i = 0; i < StringLen(s); i++)
   {
      ushort c = StringGetCharacter(s, i);
      if(c < '0' || c > '9')
         return false;
   }
   return true;
}

//+------------------------------------------------------------------+
datetime TagToDate(const string tag)
{
   if(StringLen(tag) != 8) return 0;

   int y = (int)StringToInteger(StringSubstr(tag, 0, 4));
   int m = (int)StringToInteger(StringSubstr(tag, 4, 2));
   int d = (int)StringToInteger(StringSubstr(tag, 6, 2));

   MqlDateTime dt;
   dt.year = y;
   dt.mon  = m;
   dt.day  = d;
   dt.hour = 0;
   dt.min  = 0;
   dt.sec  = 0;

   return StructToTime(dt);
}
//+------------------------------------------------------------------+