110 lines
3.6 KiB
MQL5
110 lines
3.6 KiB
MQL5
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//| IndFractals.mq5 |
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//| Copyright 2021, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property indicator_chart_window
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#property indicator_buffers 2
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#property indicator_plots 2
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// plot settings
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#property indicator_type1 DRAW_ARROW
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#property indicator_type2 DRAW_ARROW
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#property indicator_color1 clrBlue
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#property indicator_color2 clrRed
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#property indicator_label1 "Fractal Up"
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#property indicator_label2 "Fractal Down"
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input int FractalOrder = 3;
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// indicator buffers
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double UpBuffer[];
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double DownBuffer[];
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// 10 pixels padding from extremums
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const int ArrowShift = 10;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// indicator buffers mapping
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SetIndexBuffer(0, UpBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, DownBuffer, INDICATOR_DATA);
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// set bullets
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PlotIndexSetInteger(0, PLOT_ARROW, 217);
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PlotIndexSetInteger(1, PLOT_ARROW, 218);
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// arrow padding while drawing
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PlotIndexSetInteger(0, PLOT_ARROW_SHIFT, -ArrowShift);
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PlotIndexSetInteger(1, PLOT_ARROW_SHIFT, +ArrowShift);
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// empty value for drawings (can be omitted, as EMPTY_VALUE is default)
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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return FractalOrder > 0 ? INIT_SUCCEEDED : INIT_PARAMETERS_INCORRECT;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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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(prev_calculated == 0)
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{
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// initialize entire buffers on start
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ArrayInitialize(UpBuffer, EMPTY_VALUE);
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ArrayInitialize(DownBuffer, EMPTY_VALUE);
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}
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else
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{
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// initialize new bars
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for(int i = prev_calculated; i < rates_total; ++i)
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{
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UpBuffer[i] = EMPTY_VALUE;
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DownBuffer[i] = EMPTY_VALUE;
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}
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}
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// look throught all or new bars having FractalOrder bars in neighbourhood
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for(int i = fmax(prev_calculated - FractalOrder - 1, FractalOrder); i < rates_total - FractalOrder; ++i)
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{
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// check if this high is highest on neighbouring bars
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UpBuffer[i] = high[i];
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for(int j = 1; j <= FractalOrder; ++j)
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{
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if(high[i] <= high[i + j] || high[i] <= high[i - j])
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{
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UpBuffer[i] = EMPTY_VALUE;
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break;
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}
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}
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// check if this low is lowest on neighbouring bars
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DownBuffer[i] = low[i];
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for(int j = 1; j <= FractalOrder; ++j)
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{
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if(low[i] >= low[i + j] || low[i] >= low[i - j])
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{
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DownBuffer[i] = EMPTY_VALUE;
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break;
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}
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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