715 lines
19 KiB
MQL5
715 lines
19 KiB
MQL5
 |
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#property copyright "Copyright 2025"
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 3
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#property indicator_color1 Tomato
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#property indicator_color2 Blue
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#property indicator_color3 Red
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/* Input parameters */
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// AutoFibo
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input int AF_Period = 0;
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input int AF_NumBars = 200;
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input double AF_MinLevelDiplayed = -5;
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input int AF_LevelStyle = 0;
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input bool AF_LabelsVisible = true;
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input string AF_LabelFont = "Arial";
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input int AF_LabelSize = 7;
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input string AF_PriceCycleAlgo = "ZigZag";
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input bool AF_DrawBody2Body = false;
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input int AF_NumFibos = 1;
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input color AF_FiboColor = Silver;
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input color AF_FiboColor2 = Orange;
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input color AF_FiboColor3 = Magenta;
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input color AF_FiboColor4 = Aqua;
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// ZigZag
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input int ExtDepth = 5;
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input int ExtDeviation = 3;
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input int ExtBackstep = 1;
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input bool ZigZag_Visible = false;
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string AF_Name;
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int AF_NumFibosInt;
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double NB_FIBO_LEVELS = 23;
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double FiboRatios[23] =
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{
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0.0,
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1.0,
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0.114,
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0.236,
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0.382,
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0.500,
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0.618,
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0.764,
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0.886,
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1.272,
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1.382,
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1.618,
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2.000,
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2.618,
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4.236,
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4.618,
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-0.272,
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-0.382,
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-0.618,
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-1.0,
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-1.618,
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-3.236,
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-3.618
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};
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string FiboLabels[23] =
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{
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"0.0",
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"100.0",
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"88.6",
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"76.4",
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"61.8",
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"50.0",
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"61.8",
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"76.4",
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"88.6",
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"127.2",
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"138.2",
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"161.8",
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"200.0",
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"261.8",
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"423.6",
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"461.8",
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"127.2",
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"138.2",
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"161.8",
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"200.0",
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"261.8",
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"423.6",
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"461.8",
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};
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#define AF_FIBO_HISTORY_MAX_LENGTH 4
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#define AF_FIBO_DEFINITION_LENGTH 4
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double af_fibo_colors[AF_FIBO_HISTORY_MAX_LENGTH];
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double af_fibo_history[AF_FIBO_HISTORY_MAX_LENGTH][AF_FIBO_DEFINITION_LENGTH];
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/* Value Chart parameters */
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int vc_NUM_BARS = 5;
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int level=3; // recounting's depth
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bool downloadhistory=false;
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/* Buffers */
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double ZigzagBuffer[];
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double HighMapBuffer[];
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double LowMapBuffer[];
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double High[];
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double Low[];
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double Close[];
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double Open[];
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datetime Time[];
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int IndicatorCounted;
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/* Error management */
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bool error_alert_triggered = 0;
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void OnInit()
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{
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int i, j;
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AF_Name = MQLInfoString(MQL_PROGRAM_NAME);
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ArraySetAsSeries(ZigzagBuffer,true);
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ArraySetAsSeries(HighMapBuffer,true);
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ArraySetAsSeries(LowMapBuffer,true);
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ArraySetAsSeries(High,true);
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ArraySetAsSeries(Low,true);
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ArraySetAsSeries(Close,true);
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ArraySetAsSeries(Open,true);
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ArraySetAsSeries(Time,true);
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SetIndexBuffer(0, ZigzagBuffer);
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SetIndexBuffer(1, HighMapBuffer);
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SetIndexBuffer(2, LowMapBuffer);
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if (ZigZag_Visible == true)
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{
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PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_SECTION);
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}
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else
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{
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PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_NONE);
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}
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PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_NONE);
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PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_NONE);
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PlotIndexSetString(0,PLOT_LABEL,"AF_ZigZag");
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
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PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);
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AF_NumFibosInt = AF_NumFibos;
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if (AF_NumFibos > AF_FIBO_HISTORY_MAX_LENGTH)
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{
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AF_NumFibosInt = AF_FIBO_HISTORY_MAX_LENGTH;
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}
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for (i = 0; i < AF_FIBO_HISTORY_MAX_LENGTH; i++)
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{
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for (j = 0; j < AF_FIBO_DEFINITION_LENGTH; j++)
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{
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af_fibo_history[i][j] = 0.0;
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}
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}
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af_fibo_colors[0] = AF_FiboColor;
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af_fibo_colors[1] = AF_FiboColor2;
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af_fibo_colors[2] = AF_FiboColor3;
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af_fibo_colors[3] = AF_FiboColor4;
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IndicatorSetString(INDICATOR_SHORTNAME,AF_Name + "(" + IntegerToString(AF_Period) + "," + IntegerToString(ExtDepth) + "," + IntegerToString(ExtDeviation) + "," + IntegerToString(ExtBackstep) + ")");
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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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if(prev_calculated > 0 && rates_total == prev_calculated)
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return(rates_total);
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//Print("Calc");
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ArrayInitialize(ZigzagBuffer,0.0);
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ArrayInitialize(HighMapBuffer,0.0);
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ArrayInitialize(LowMapBuffer,0.0);
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ArrayInitialize(High,0.0);
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ArrayInitialize(Low,0.0);
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ArrayInitialize(Close,0.0);
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ArrayInitialize(Open,0.0);
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ArrayInitialize(Time,0.0);
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IndicatorCounted = 0;
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if(prev_calculated>0) IndicatorCounted = prev_calculated-1;
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IndicatorCounted = rates_total;
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//int to_copy = rates_total-prev_calculated;
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int to_copy = rates_total;
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CopyHigh(_Symbol,_Period,0,to_copy,High);
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CopyLow(_Symbol,_Period,0,to_copy,Low);
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CopyClose(_Symbol,_Period,0,to_copy,Close);
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CopyOpen(_Symbol,_Period,0,to_copy,Open);
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CopyTime(_Symbol,_Period,0,to_copy,Time);
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if (AF_Period == 0 || AF_Period == Period())
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{
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zigzag();
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auto_fibo();
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}
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else if (AF_Period < Period() && AF_Period != 0)
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{
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if(error_alert_triggered == false)
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{
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Alert("AutoFibo: AF_Period must be larger than the period of the current chart!");
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error_alert_triggered = true;
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}
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return(0);
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}
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else
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{
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error_alert_triggered = false;
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iCustom(NULL,
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TFMigrate(AF_Period),
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AF_Name,
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AF_Name,
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AF_Period,
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AF_NumBars,
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AF_FiboColor,
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AF_PriceCycleAlgo,
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ExtDepth,
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ExtDeviation,
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ExtBackstep,
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ZigZag_Visible,
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0, 0);
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}
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return(rates_total);
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}
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void OnDeinit(const int reason)
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{
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af_delete();
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Comment("");
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}
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int zigzag()
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{
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int i=0, counted_bars = IndicatorCounted;
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int limit=0,counterZ=0,whatlookfor=0;
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//int shift,back,lasthighpos=-1,lastlowpos=-1;
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int shift,back,lasthighpos=0,lastlowpos=0;
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double val,res;
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double curlow=0,curhigh=0,lasthigh=0,lastlow=0;
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//if(counted_bars>200)
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//counted_bars=200;
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if (counted_bars==0 && downloadhistory) // history was downloaded
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{
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ArrayInitialize(ZigzagBuffer,0.0);
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ArrayInitialize(HighMapBuffer,0.0);
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ArrayInitialize(LowMapBuffer,0.0);
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}
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if (counted_bars==0)
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{
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limit=Bars(_Symbol,_Period)-ExtDepth;
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downloadhistory=true;
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}
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// TODO, optimize
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limit=Bars(_Symbol,_Period)-ExtDepth;
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counted_bars=0;
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if (counted_bars>0)
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{
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while (counterZ<level && i<100)
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{
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res=ZigzagBuffer[i];
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if (res!=0) counterZ++;
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i++;
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}
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i--;
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limit=i;
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if (LowMapBuffer[i]!=0)
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{
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curlow=LowMapBuffer[i];
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whatlookfor=1;
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}
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else
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{
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curhigh=HighMapBuffer[i];
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whatlookfor=-1;
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}
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for (i=limit-1; i>=0; i--)
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{
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ZigzagBuffer[i]=0.0;
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LowMapBuffer[i]=0.0;
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HighMapBuffer[i]=0.0;
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}
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}
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for(shift=limit; shift>=0; shift--)
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{
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val=Low[ArrayMinimum(Low,shift,ExtDepth)];
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if(val==lastlow) val=0.0;
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else
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{
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lastlow=val;
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if((Low[shift]-val)>(ExtDeviation*_Point)) val=0.0;
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else
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{
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for(back=1; back<=ExtBackstep; back++)
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{
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res=LowMapBuffer[shift+back];
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if((res!=0)&&(res>val)) LowMapBuffer[shift+back]=0.0;
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}
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}
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}
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if (Low[shift]==val) LowMapBuffer[shift]=val;
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else LowMapBuffer[shift]=0.0;
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//--- high
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val=High[ArrayMaximum(High,shift,ExtDepth)];
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if(val==lasthigh) val=0.0;
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else
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{
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lasthigh=val;
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if((val-High[shift])>(ExtDeviation*_Point)) val=0.0;
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else
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{
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for(back=1; back<=ExtBackstep; back++)
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{
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res=HighMapBuffer[shift+back];
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if((res!=0)&&(res<val)) HighMapBuffer[shift+back]=0.0;
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}
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}
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}
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if (High[shift]==val) HighMapBuffer[shift]=val;
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else HighMapBuffer[shift]=0.0;
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}
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// final cutting
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if (whatlookfor==0)
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{
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lastlow=0;
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lasthigh=0;
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}
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else
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{
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lastlow=curlow;
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lasthigh=curhigh;
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}
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for (shift=limit; shift>=0; shift--)
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{
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res=0.0;
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switch(whatlookfor)
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{
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case 0: // look for peak or lawn
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if (lastlow==0 && lasthigh==0)
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{
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if (HighMapBuffer[shift]!=0)
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{
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lasthigh=High[shift];
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lasthighpos=shift;
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whatlookfor=-1;
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ZigzagBuffer[shift]=lasthigh;
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res=1;
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}
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if (LowMapBuffer[shift]!=0)
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{
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lastlow=Low[shift];
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lastlowpos=shift;
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whatlookfor=1;
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ZigzagBuffer[shift]=lastlow;
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res=1;
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}
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}
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break;
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case 1: // look for peak
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//if (lastlowpos < 0)
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//Print("No lastlowpos");
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if (LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0 && lastlowpos > -1)
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{
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ZigzagBuffer[lastlowpos]=0.0;
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lastlowpos=shift;
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lastlow=LowMapBuffer[shift];
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ZigzagBuffer[shift]=lastlow;
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res=1;
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}
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if (HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
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{
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lasthigh=HighMapBuffer[shift];
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lasthighpos=shift;
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ZigzagBuffer[shift]=lasthigh;
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whatlookfor=-1;
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res=1;
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}
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break;
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case -1: // look for lawn
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//if (lasthighpos < 0)
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//Print("No lasthighpos");
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if (HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0 && lasthighpos > -1)
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{
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//Print(IntegerToString(lasthighpos));
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ZigzagBuffer[lasthighpos]=0.0;
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lasthighpos=shift;
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lasthigh=HighMapBuffer[shift];
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ZigzagBuffer[shift]=lasthigh;
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}
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if (LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
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{
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lastlow=LowMapBuffer[shift];
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lastlowpos=shift;
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ZigzagBuffer[shift]=lastlow;
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whatlookfor=1;
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}
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break;
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default:
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return(0);
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}
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}
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return(0);
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}
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void auto_fibo()
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{
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int i, j, y;
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double zz[4];
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ArrayInitialize(zz,0);
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int zzpos[4];
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ArrayInitialize(zzpos,0);
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bool new_fibo = false;
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datetime time1=0, time2=0;
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double low=0, high=0, price1=0, price2=0;
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af_delete();
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for (i = 0, y = 0; i < AF_NumBars && y < 4; i++)
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{
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if (ZigzagBuffer[i] != 0.0)
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{
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zz[y] = ZigzagBuffer[i];
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zzpos[y] = i;
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y++;
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}
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}
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if (zz[3] < zz[2] && zz[1] < zz[2] && zz[3] <= zz[1] && zz[1] < zz[0])
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{
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if (AF_DrawBody2Body) // Wick2Wick fibos e.g. for JPY pairs
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{
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low = Close[zzpos[3]];
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high = Close[zzpos[2]];
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if (Open[zzpos[3]] < Close[zzpos[3]]) low = Open[zzpos[3]];
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if (Open[zzpos[2]] > Close[zzpos[2]]) high = Open[zzpos[2]];
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time1 = Time[zzpos[3]];
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price1 = low;
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time2 = Time[zzpos[2]];
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price2 = high;
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new_fibo = true;
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}
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else
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{
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time1 = Time[zzpos[3]];
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price1 = zz[3];
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time2 = Time[zzpos[2]];
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price2 = zz[2];
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new_fibo = true;
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}
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}
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else if (zz[3] > zz[2] && zz[1] > zz[2] && zz[3] >= zz[1] && zz[1] > zz[0])
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{
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if (AF_DrawBody2Body) // Body2Body fibos for JPY pairs
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{
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low = Close[zzpos[2]];
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high = Close[zzpos[3]];
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if (Open[zzpos[2]] < Close[zzpos[2]]) low = Open[zzpos[2]];
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if (Open[zzpos[3]] > Close[zzpos[3]]) high = Open[zzpos[3]];
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time1 = Time[zzpos[3]];
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price1 = high;
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time2 = Time[zzpos[2]];
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price2 = low;
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new_fibo = true;
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}
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else // Wick2Wick fibos
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{
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time1 = Time[zzpos[3]];
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price1 = zz[3];
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time2 = Time[zzpos[2]];
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price2 = zz[2];
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new_fibo = true;
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}
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}
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else if (zz[3] < zz[2] && zz[1] < zz[3] && zz[0] > zz[1])
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{
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if (AF_DrawBody2Body) // Body2Body fibos for JPY pairs
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{
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low = Close[zzpos[1]];
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high = Close[zzpos[2]];
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if (Open[zzpos[1]] < Close[zzpos[1]]) low = Open[zzpos[1]];
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if (Open[zzpos[2]] > Close[zzpos[2]]) high = Open[zzpos[2]];
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time1 = Time[zzpos[1]];
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price1 = low;
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time2 = Time[zzpos[2]];
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price2 = high;
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new_fibo = true;
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}
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else
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{
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time1 = Time[zzpos[1]];
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price1 = zz[1];
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time2 = Time[zzpos[2]];
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price2 = zz[2];
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new_fibo = true;
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}
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}
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else if (zz[3] > zz[2] && zz[1] > zz[3] && zz[0] < zz[1])
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{
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if (AF_DrawBody2Body) // Body2Body fibos for JPY pairs
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{
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low = Close[zzpos[2]];
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high = Close[zzpos[1]];
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if (Open[zzpos[2]] < Close[zzpos[2]]) low = Open[zzpos[2]];
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if (Open[zzpos[1]] > Close[zzpos[1]]) high = Open[zzpos[1]];
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time1 = Time[zzpos[1]];
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price1 = high;
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time2 = Time[zzpos[2]];
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price2 = low;
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new_fibo = true;
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}
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else
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{
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time1 = Time[zzpos[1]];
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price1 = zz[1];
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time2 = Time[zzpos[2]];
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price2 = zz[2];
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new_fibo = true;
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}
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}
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if (new_fibo)
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{
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if (time1 != af_fibo_history[0][0] && time2 != af_fibo_history[0][0])
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{
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for (i = AF_NumFibosInt - 1; i > 0; i--)
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{
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for (j = 0; j < 4; j++)
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{
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af_fibo_history[i][j] = af_fibo_history[i-1][j];
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}
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}
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af_fibo_history[0][0] = (double)time1;
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af_fibo_history[0][1] = price1;
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af_fibo_history[0][2] = (double)time2;
| |||
af_fibo_history[0][3] = price2;
| |||
}
| |||
}
| |||
| |||
for (i = 0; i < AF_NumFibosInt && af_fibo_history[i][0] > 0.0; i++)
| |||
{
| |||
draw_fibo((datetime)af_fibo_history[i][0], af_fibo_history[i][1], (datetime)af_fibo_history[i][2], af_fibo_history[i][3], (color)af_fibo_colors[i], i);
| |||
}
| |||
| |||
}
| |||
| |||
| |||
void draw_fibo(datetime time1, double price1, datetime time2, double price2, color fibo_color, int id)
| |||
{
| |||
int i;
| |||
datetime start = time1;
| |||
datetime end = Time[0];
| |||
double range = price2 - price1;
| |||
| |||
draw_base(time1, price1, time2, price2, fibo_color, id);
| |||
for (i = 0; i < NB_FIBO_LEVELS; i++)
| |||
{
| |||
if (FiboRatios[i] >= AF_MinLevelDiplayed)
| |||
{
| |||
draw_line(start, price1 + FiboRatios[i] * range, FiboLabels[i], fibo_color, 0, id);
| |||
}
| |||
}
| |||
}
| |||
| |||
| |||
void draw_line(datetime start, double level2, string label, color col, int style, int id)
| |||
{
| |||
string line_name = "CHT_AF_FiboLine" + IntegerToString(id) + "(" + label + "," + DoubleToString(level2, _Digits) + "," + IntegerToString(AF_Period) + "," + IntegerToString(ExtDepth) + "," + IntegerToString(ExtDeviation) + "," + IntegerToString(ExtBackstep) + ")";
| |||
string label_name = "CHT_AF_FiboLabel" + IntegerToString(id) + "(" + label + "," + DoubleToString(level2, _Digits) + "," + IntegerToString(AF_Period) + "," + IntegerToString(ExtDepth) + "," + IntegerToString(ExtDeviation) + "," + IntegerToString(ExtBackstep) + ")";
| |||
| |||
ObjectCreate(0,line_name, OBJ_TREND, 0, start, level2, Time[0] + 800*Period(), level2);
| |||
| |||
ObjectSetInteger(0,line_name,OBJPROP_STYLE,AF_LevelStyle);
| |||
ObjectSetInteger(0,line_name,OBJPROP_COLOR,col);
| |||
ObjectSetInteger(0,line_name,OBJPROP_WIDTH,1);
| |||
ObjectSetInteger(0,line_name,OBJPROP_RAY_RIGHT,false);
| |||
| |||
if (AF_LabelsVisible == true)
| |||
{
| |||
ObjectCreate(0,label_name, OBJ_TEXT, 0, Time[0] + 500 * Period(), level2);
| |||
ObjectSetString(0,label_name,OBJPROP_TEXT,label+ " - " +DoubleToString(level2,_Digits));
| |||
ObjectSetInteger(0,label_name,OBJPROP_FONTSIZE,AF_LabelSize);
| |||
ObjectSetString(0,label_name,OBJPROP_FONT,AF_LabelFont);
| |||
ObjectSetInteger(0,label_name,OBJPROP_COLOR,col);
| |||
}
| |||
| |||
if (style != 0)
| |||
{
| |||
if (style == 3)
| |||
{
| |||
ObjectSetInteger(0,line_name,OBJPROP_STYLE,STYLE_SOLID);
| |||
ObjectSetInteger(0,line_name,OBJPROP_WIDTH,3);
| |||
}
| |||
else if (style == 2)
| |||
{
| |||
ObjectSetInteger(0,line_name,OBJPROP_STYLE,STYLE_DOT);
| |||
ObjectSetInteger(0,line_name,OBJPROP_WIDTH,2);
| |||
}
| |||
else if (style == 1)
| |||
{
| |||
ObjectSetInteger(0,line_name,OBJPROP_STYLE,STYLE_SOLID);
| |||
ObjectSetInteger(0,line_name,OBJPROP_WIDTH,2);
| |||
}
| |||
| |||
}
| |||
}
| |||
| |||
| |||
void draw_base(datetime time1, double price1, datetime time2, double price2, color col, int id)
| |||
{
| |||
string base_name = "CHT_AF_FiboBase" + IntegerToString(id) + "(" + "," + IntegerToString(AF_Period) + "," + IntegerToString(ExtDepth) + "," + IntegerToString(ExtDeviation) + "," + IntegerToString(ExtBackstep) + ")";
| |||
| |||
ObjectCreate(0,base_name, OBJ_TREND, 0, time1, price1, time2, price2);
| |||
ObjectSetInteger(0,base_name,OBJPROP_COLOR,col);
| |||
ObjectSetInteger(0,base_name,OBJPROP_WIDTH,1);
| |||
ObjectSetInteger(0,base_name,OBJPROP_RAY_RIGHT,false);
| |||
| |||
}
| |||
| |||
| |||
void af_delete()
| |||
{
| |||
ObjectsDeleteAll(0,"CHT_AF");
| |||
}
| |||
| |||
| |||
ENUM_TIMEFRAMES TFMigrate(int tf)
| |||
{
| |||
switch(tf)
| |||
{
| |||
case 0: return(PERIOD_CURRENT);
| |||
case 1: return(PERIOD_M1);
| |||
case 5: return(PERIOD_M5);
| |||
case 15: return(PERIOD_M15);
| |||
case 30: return(PERIOD_M30);
| |||
case 60: return(PERIOD_H1);
| |||
case 240: return(PERIOD_H4);
| |||
case 1440: return(PERIOD_D1);
| |||
case 10080: return(PERIOD_W1);
| |||
case 43200: return(PERIOD_MN1);
| |||
| |||
case 2: return(PERIOD_M2);
| |||
case 3: return(PERIOD_M3);
| |||
case 4: return(PERIOD_M4);
| |||
case 6: return(PERIOD_M6);
| |||
case 10: return(PERIOD_M10);
| |||
case 12: return(PERIOD_M12);
| |||
case 16385: return(PERIOD_H1);
| |||
case 16386: return(PERIOD_H2);
| |||
case 16387: return(PERIOD_H3);
| |||
case 16388: return(PERIOD_H4);
| |||
case 16390: return(PERIOD_H6);
| |||
case 16392: return(PERIOD_H8);
| |||
case 16396: return(PERIOD_H12);
| |||
case 16408: return(PERIOD_D1);
| |||
case 32769: return(PERIOD_W1);
| |||
case 49153: return(PERIOD_MN1);
| |||
default: return(PERIOD_CURRENT);
| |||
}
| |||
}
|