287 lines
9.1 KiB
MQL5
287 lines
9.1 KiB
MQL5
//+------------------------------------------------------------------+
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//| ZigzagColor.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 5
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#property indicator_plots 1
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#property indicator_type1 DRAW_COLOR_ZIGZAG
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#property indicator_color1 clrDodgerBlue,clrRed
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//--- input parameters
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input int InpDepth =12; // Depth
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input int InpDeviation=5; // Deviation
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input int InpBackstep =3; // Back Step
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//--- indicator buffers
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double ZigzagPeakBuffer[];
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double ZigzagBottomBuffer[];
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double HighMapBuffer[];
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double LowMapBuffer[];
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double ColorBuffer[];
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int ExtRecalc=3; // recounting's depth
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enum EnSearchMode
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{
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Extremum=0, // searching for the first extremum
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Peak=1, // searching for the next ZigZag peak
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Bottom=-1 // searching for the next ZigZag bottom
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};
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ZigzagPeakBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ZigzagBottomBuffer,INDICATOR_DATA);
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SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(3,HighMapBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,LowMapBuffer,INDICATOR_CALCULATIONS);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- name for DataWindow and indicator subwindow label
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string short_name=StringFormat("ZigZagColor(%d,%d,%d)",InpDepth,InpDeviation,InpBackstep);
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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//--- set an empty value
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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}
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//+------------------------------------------------------------------+
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//| ZigZag calculation |
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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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if(rates_total<100)
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return(0);
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//---
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int i,start=0;
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int extreme_counter=0,extreme_search=Extremum;
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int shift,back=0,last_high_pos=0,last_low_pos=0;
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double val=0,res=0;
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double cur_low=0,cur_high=0,last_high=0,last_low=0;
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//--- initializing
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if(prev_calculated==0)
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{
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ArrayInitialize(ZigzagPeakBuffer,0.0);
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ArrayInitialize(ZigzagBottomBuffer,0.0);
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ArrayInitialize(HighMapBuffer,0.0);
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ArrayInitialize(LowMapBuffer,0.0);
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//--- start calculation from bar number InpDepth
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start=InpDepth-1;
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}
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//--- ZigZag was already calculated before
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if(prev_calculated>0)
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{
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i=rates_total-1;
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//--- searching for the third extremum from the last uncompleted bar
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while(extreme_counter<ExtRecalc && i>rates_total -100)
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{
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res=(ZigzagPeakBuffer[i]+ZigzagBottomBuffer[i]);
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//---
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if(res!=0)
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extreme_counter++;
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i--;
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}
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i++;
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start=i;
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//--- what type of exremum we search for
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if(LowMapBuffer[i]!=0)
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{
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cur_low=LowMapBuffer[i];
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extreme_search=Peak;
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}
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else
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{
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cur_high=HighMapBuffer[i];
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extreme_search=Bottom;
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}
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//--- clear indicator values
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for(i=start+1; i<rates_total && !IsStopped(); i++)
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{
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ZigzagPeakBuffer[i] =0.0;
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ZigzagBottomBuffer[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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//--- searching for high and low extremes
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for(shift=start; shift<rates_total && !IsStopped(); shift++)
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{
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//--- low
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val=Lowest(low,InpDepth,shift);
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if(val==last_low)
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val=0.0;
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else
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{
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last_low=val;
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if((low[shift]-val)>(InpDeviation*_Point))
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val=0.0;
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else
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{
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for(back=InpBackstep; back>=1; back--)
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{
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res=LowMapBuffer[shift-back];
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//---
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if((res!=0) && (res>val))
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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)
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LowMapBuffer[shift]=val;
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else
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LowMapBuffer[shift]=0.0;
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//--- high
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val=Highest(high,InpDepth,shift);
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if(val==last_high)
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val=0.0;
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else
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{
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last_high=val;
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if((val-high[shift])>(InpDeviation*_Point))
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val=0.0;
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else
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{
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for(back=InpBackstep; back>=1; back--)
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{
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res=HighMapBuffer[shift-back];
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//---
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if((res!=0) && (res<val))
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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)
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HighMapBuffer[shift]=val;
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else
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HighMapBuffer[shift]=0.0;
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}
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//--- set last values
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if(extreme_search==0) // undefined values
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{
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last_low=0;
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last_high=0;
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}
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else
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{
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last_low=cur_low;
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last_high=cur_high;
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}
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//--- final selection of extreme points for ZigZag
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for(shift=start; shift<rates_total && !IsStopped(); shift++)
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{
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res=0.0;
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switch(extreme_search)
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{
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case Extremum:
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if(last_low==0 && last_high==0)
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{
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if(HighMapBuffer[shift]!=0)
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{
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last_high=high[shift];
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last_high_pos=shift;
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extreme_search=-1;
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ZigzagPeakBuffer[shift]=last_high;
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ColorBuffer[shift]=0;
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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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last_low=low[shift];
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last_low_pos=shift;
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extreme_search=1;
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ZigzagBottomBuffer[shift]=last_low;
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ColorBuffer[shift]=1;
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res=1;
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}
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}
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break;
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case Peak:
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if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<last_low &&
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HighMapBuffer[shift]==0.0)
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{
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ZigzagBottomBuffer[last_low_pos]=0.0;
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last_low_pos=shift;
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last_low=LowMapBuffer[shift];
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ZigzagBottomBuffer[shift]=last_low;
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ColorBuffer[shift]=1;
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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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last_high=HighMapBuffer[shift];
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last_high_pos=shift;
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ZigzagPeakBuffer[shift]=last_high;
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ColorBuffer[shift]=0;
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extreme_search=Bottom;
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res=1;
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}
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break;
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case Bottom:
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if(HighMapBuffer[shift]!=0.0 &&
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HighMapBuffer[shift]>last_high &&
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LowMapBuffer[shift]==0.0)
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{
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ZigzagPeakBuffer[last_high_pos]=0.0;
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last_high_pos=shift;
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last_high=HighMapBuffer[shift];
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ZigzagPeakBuffer[shift]=last_high;
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ColorBuffer[shift]=0;
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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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last_low=LowMapBuffer[shift];
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last_low_pos=shift;
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ZigzagBottomBuffer[shift]=last_low;
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ColorBuffer[shift]=1;
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extreme_search=Peak;
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}
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break;
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default:
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return(rates_total);
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}
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Get highest value for range |
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//+------------------------------------------------------------------+
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double Highest(const double&array[],int count,int start)
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{
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double res=array[start];
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//---
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for(int i=start-1; i>start-count && i>=0; i--)
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if(res<array[i])
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res=array[i];
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//---
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Get lowest value for range |
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//+------------------------------------------------------------------+
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double Lowest(const double&array[],int count,int start)
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{
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double res=array[start];
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//---
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for(int i=start-1; i>start-count && i>=0; i--)
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if(res>array[i])
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res=array[i];
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//---
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return(res);
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}
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//+------------------------------------------------------------------+
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