| // Educational companion: confirmed swing zones, not the Jericho Gold engine.
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| #property copyright "Support and Resistance Research"
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| #property version "1.00"
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| #property description "Confirmed swing zones for the Python and MT5 research article"
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| #property indicator_chart_window
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| #property indicator_plots 0
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| #property indicator_buffers 0
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|
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| input int InpHistoryBars=2000; // Recent chart bars to examine
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| input int InpSwingBars=2; // Closed candles on EACH side of a pivot
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| input int InpATRPeriod=14; // Simple mean true range, not Wilder smoothing
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| input double InpATRHalfWidth=0.25; // Zone half-width / confirmation ATR
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| input double InpMinimumHalfWidthPoints=10; // Minimum half-width in broker points
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| input int InpMaximumZones=20; // Latest zones in total
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| input bool InpShowSupport=true;
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| input bool InpShowResistance=true;
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| input bool InpInvalidateOnBreak=true;
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| input int InpBreakCloses=2; // Consecutive closes beyond the whole zone
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| input bool InpShowBrokenZones=false;
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| input int InpExtendBars=200; // Active rectangles extend past current bar
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| input bool InpFillZones=true;
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| input color InpSupportColor=C'190,222,208';
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| input color InpResistanceColor=C'237,200,200';
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|
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| struct SRZone
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| {
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| datetime pivot,available,ended;
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| double lower,upper;
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| int side; // 1 support, -1 resistance
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| bool broken;
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| };
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| string srPrefix="";
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| datetime srLastBar=0;
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| int srLastCount=0;
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|
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| // SR_CORE_BEGIN -- same function bodies are exercised by portable checks.
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| bool SRPivot(const MqlRates &r[],const int i,const int wing,const int side)
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| {
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| for(int k=1;k<=wing;k++)
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| {
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| if(side>0 && (r[i].low>=r[i-k].low || r[i].low>=r[i+k].low)) return false;
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| if(side<0 && (r[i].high<=r[i-k].high || r[i].high<=r[i+k].high)) return false;
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| }
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| return true; // Strict extremes: equal highs/lows do not qualify.
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| }
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| double SRHalfWidth(const MqlRates &r[],const int confirmed,const int period,
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| const double multiplier,const double minimum)
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| {
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| double total=0;
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| for(int j=confirmed-period+1;j<=confirmed;j++)
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| total+=MathMax(r[j].high-r[j].low,
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| MathMax(MathAbs(r[j].high-r[j-1].close),MathAbs(r[j].low-r[j-1].close)));
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| return MathMax(minimum,multiplier*total/period);
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| }
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| int SRBreakIndex(const MqlRates &r[],const int first,const int last,const int side,
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| const double lower,const double upper,const int needed)
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| {
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| int run=0;
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| for(int j=first;j<=last;j++)
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| {
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| bool outside=(side>0)?r[j].close<lower:r[j].close>upper;
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| run=outside?run+1:0;
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| if(run>=needed) return j;
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| }
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| return -1;
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| }
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| // SR_CORE_END
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|
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| void SRClear() { if(srPrefix!="") ObjectsDeleteAll(0,srPrefix,0,-1); }
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|
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| bool SRDraw(const SRZone &z,const int serial,const datetime future)
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| {
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| string name=srPrefix+IntegerToString(serial);
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| datetime end=z.broken?z.ended:future;
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| if(!ObjectCreate(0,name,OBJ_RECTANGLE,0,z.available,z.lower,end,z.upper))
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| { Print("SR zones: drawing request failed, error ",GetLastError()); return false; }
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| color ink=z.side>0?InpSupportColor:InpResistanceColor;
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| bool ok=true;
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| ok=ObjectSetInteger(0,name,OBJPROP_COLOR,ink)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_FILL,InpFillZones)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_BACK,true)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_HIDDEN,true)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_WIDTH,1)&&ok;
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| ok=ObjectSetInteger(0,name,OBJPROP_STYLE,z.broken?STYLE_DOT:STYLE_SOLID)&&ok;
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| string note=(z.side>0?"Support":"Resistance");
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| note+=(z.broken?" (broken)":" (active)");
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| note+=
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| "\nPivot: "+TimeToString(z.pivot)+"\nAvailable: "+TimeToString(z.available)+
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| "\nBounds: "+DoubleToString(z.lower,_Digits)+" / "+DoubleToString(z.upper,_Digits);
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| ok=ObjectSetString(0,name,OBJPROP_TOOLTIP,note)&&ok;
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| return ok;
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| }
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|
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| int OnInit()
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| {
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| if(InpHistoryBars<100 || InpHistoryBars>10000 || InpSwingBars<1 || InpSwingBars>20 ||
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| InpATRPeriod<1 || InpATRPeriod>200 || InpMaximumZones<1 || InpMaximumZones>100 ||
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| InpBreakCloses<1 || InpBreakCloses>20 || InpExtendBars<1 || InpExtendBars>10000 ||
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| !MathIsValidNumber(InpATRHalfWidth) || InpATRHalfWidth<=0 ||
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| !MathIsValidNumber(InpMinimumHalfWidthPoints) || InpMinimumHalfWidthPoints<=0 ||
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| InpHistoryBars<MathMax(2*InpSwingBars,InpATRPeriod)+2)
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| return INIT_PARAMETERS_INCORRECT;
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| srPrefix="SRR_"+(string)GetMicrosecondCount()+"_";
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| srLastBar=0; srLastCount=0;
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| IndicatorSetString(INDICATOR_SHORTNAME,"SR Research Zones");
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| return INIT_SUCCEEDED;
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| }
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| void OnDeinit(const int reason) { SRClear(); ChartRedraw(0); }
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|
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| int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
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| const double &open[],const double &high[],const double &low[],const double &close[],
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| const long &tick_volume[],const long &volume[],const int &spread[])
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| {
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| datetime current=iTime(_Symbol,_Period,0);
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| if(current<=0) return prev_calculated;
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| if(prev_calculated>0 && current==srLastBar && rates_total==srLastCount) return rates_total;
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| int wanted=MathMin(rates_total,InpHistoryBars);
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| MqlRates r[]; ArraySetAsSeries(r,false);
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| int count=CopyRates(_Symbol,_Period,0,wanted,r);
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| if(count<MathMax(2*InpSwingBars,InpATRPeriod)+2) return prev_calculated;
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| if(r[count-1].time!=current) return prev_calculated;
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| SRZone zones[];
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| int lastClosed=count-2; // Excludes the forming candle from every calculation.
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| int first=MathMax(InpSwingBars,InpATRPeriod-InpSwingBars);
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| for(int i=first;i+InpSwingBars<=lastClosed;i++)
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| {
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| int confirmed=i+InpSwingBars;
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| for(int side=1;side>=-1;side-=2)
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| {
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| if((side>0&&!InpShowSupport)||(side<0&&!InpShowResistance)) continue;
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| if(!SRPivot(r,i,InpSwingBars,side)) continue;
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| SRZone z;
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| z.side=side; z.pivot=r[i].time; z.available=r[confirmed+1].time;
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| double anchor=side>0?r[i].low:r[i].high;
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| double width=SRHalfWidth(r,confirmed,InpATRPeriod,InpATRHalfWidth,InpMinimumHalfWidthPoints*_Point);
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| z.lower=anchor-width; z.upper=anchor+width;
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| int broken=InpInvalidateOnBreak?SRBreakIndex(r,confirmed+1,lastClosed,side,z.lower,z.upper,InpBreakCloses):-1;
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| z.broken=broken>=0; z.ended=z.broken?r[broken+1].time:0;
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| if(z.broken&&!InpShowBrokenZones) continue;
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| int n=ArraySize(zones); ArrayResize(zones,n+1); zones[n]=z;
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| }
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| }
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| SRClear();
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| datetime future=current+(datetime)((long)PeriodSeconds(_Period)*InpExtendBars);
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| int firstDraw=MathMax(0,ArraySize(zones)-InpMaximumZones);
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| bool drawn=true;
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| for(int i=firstDraw;i<ArraySize(zones);i++) drawn=SRDraw(zones[i],i,future)&&drawn;
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| if(drawn) { srLastBar=current; srLastCount=rates_total; }
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| ChartRedraw(0);
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| return drawn?rates_total:0; // Retry failed requests on a later tick.
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| }
|
