mql5/Indicators/DexterrFX - SMC Bible/External.mq5

//+------------------------------------------------------------------+
//|                                                     External.mq5 |
//|   External swings from internal Swing iCustom (structure-based)   |
//|   1) External High: highest among N swing-highs on BOTH sides     |
//|   2) External Low : lowest  among N swing-lows  on BOTH sides     |
//|   3) If consecutive external highs -> insert lowest low between   |
//|      If consecutive external lows  -> insert highest high between |
//|   NO ArraySetAsSeries()                                          |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.40"
#property indicator_chart_window

#property indicator_plots   2
#property indicator_buffers 5

//--- Plot 0: External Swing High
#property indicator_label1  "SwingHigh"
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrCrimson
#property indicator_width1  1

//--- Plot 1: External Swing Low
#property indicator_label2  "SwingLow"
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrMediumSeaGreen
#property indicator_width2  1

input int    InpLeftRightBars = 3;     // passed to internal Swing indicator
input int    InpSwingWindow   = 2;     // N swings on EACH side (2 => compare 2 left + 2 right)
input ushort InpArrowCodeHigh = 172;
input ushort InpArrowCodeLow  =  172;

//--- plotted (external) buffers
double SwingHighBuffer[];
double SwingLowBuffer[];
double MergedSwingBuffer[];

//--- internal swing buffers copied from iCustom Swing
double HighBuffer[];
double LowBuffer[];

//--- iCustom handle
int      handle = INVALID_HANDLE;
datetime last_bar_time = 0;

//----------------------------- Helpers ------------------------------//
bool HasValue(const double v) {
   if(v == EMPTY_VALUE) return false;
   if(v <= 0.0)         return false; // protects against zero fillers
   return true;
}

// series indices: 0 newest, rates_total-1 oldest
// return min low index between two bar indices (inclusive or exclusive pivot bars)
int FindLowestLowIndexBetween(const double &low[], const int idxA, const int idxB) {
   int start = (idxA > idxB) ? idxA : idxB; // older (larger index)
   int end   = (idxA > idxB) ? idxB : idxA; // newer (smaller index)

   // Prefer excluding the pivot bars themselves; keep at least one bar scan if possible
   int s = start - 1;
   int e = end   + 1;
   if(s < e) {
      s = start;   // fallback if too tight
      e = end;
   }

   double best = DBL_MAX;
   int bestIdx = -1;

   for(int i = s; i >= e; i--) {
      if(low[i] < best) {
         best = low[i];
         bestIdx = i;
      }
   }
   return bestIdx;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int FindHighestHighIndexBetween(const double &high[], const int idxA, const int idxB) {
   int start = (idxA > idxB) ? idxA : idxB;
   int end   = (idxA > idxB) ? idxB : idxA;

   int s = start - 1;
   int e = end   + 1;
   if(s < e) {
      s = start;
      e = end;
   }

   double best = -DBL_MAX;
   int bestIdx = -1;

   for(int i = s; i >= e; i--) {
      if(high[i] > best) {
         best = high[i];
         bestIdx = i;
      }
   }
   return bestIdx;
}

// Swing point list (only highs list or lows list)
struct SwingPoint {
   int    index;  // bar index
   double price;
};

// External point (mixed highs/lows)
enum ExtType { EXT_HIGH = 1, EXT_LOW = -1 };

struct ExtPoint {
   int     index;
   double  price;
   ExtType type;
};

// Insert in chronological order (oldest->newest) into ext[] by index (descending index)
void ExtInsertChrono(ExtPoint &ext[], const ExtPoint &p) {
   int n = ArraySize(ext);
   ArrayResize(ext, n + 1);

   // find insert position: ext sorted by index descending (older bigger index first)
   int pos = n;
   for(int i = 0; i < n; i++) {
      if(p.index > ext[i].index) {
         pos = i;
         break;
      }
   }

   // shift right
   for(int i = n; i > pos; i--)
      ext[i] = ext[i - 1];

   ext[pos] = p;
}

// If an ext point already exists at index with same type, keep more extreme.
// If exists with opposite type (rare), keep both by shifting (we avoid that in logic).
void ExtUpsert(ExtPoint &ext[], const ExtPoint &p) {
   int n = ArraySize(ext);
   for(int i = 0; i < n; i++) {
      if(ext[i].index == p.index && ext[i].type == p.type) {
         if(p.type == EXT_HIGH) {
            if(p.price > ext[i].price) ext[i].price = p.price;
         } else {
            if(p.price < ext[i].price) ext[i].price = p.price;
         }
         return;
      }
   }
   ExtInsertChrono(ext, p);
}

//+------------------------------------------------------------------+
//| Init                                                             |
//+------------------------------------------------------------------+
int OnInit() {
   // map plotted buffers
   SetIndexBuffer(0, SwingHighBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, SwingLowBuffer,  INDICATOR_DATA);

   // map internal copy buffers (calculation only)
   SetIndexBuffer(2, HighBuffer, INDICATOR_CALCULATIONS);
   SetIndexBuffer(3, LowBuffer,  INDICATOR_CALCULATIONS);

   SetIndexBuffer(4, MergedSwingBuffer, INDICATOR_CALCULATIONS);

   PlotIndexSetInteger(0, PLOT_ARROW, InpArrowCodeHigh);
   PlotIndexSetInteger(1, PLOT_ARROW, InpArrowCodeLow);

   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);

   // iCustom handle to your internal swing indicator
   handle = iCustom(_Symbol, _Period, "Arjo Indicators\\Swing", InpLeftRightBars);
   if(handle == INVALID_HANDLE) {
      Print("Error creating Swing iCustom handle. LastError=", GetLastError());
      return(INIT_FAILED);
   }

   if(InpSwingWindow < 1) {
      Print("InpSwingWindow must be >= 1. Using 1.");
   }

   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Deinit                                                           |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
   if(handle != INVALID_HANDLE) {
      IndicatorRelease(handle);
      handle = INVALID_HANDLE;
   }
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void MergeSwings(const double &swingHigh[],
                 const double &swingLow[],
                 double &merged[],
                 int rates_total) {
   ArrayInitialize(merged, 0.0);

   for(int i = 0; i < rates_total; i++) {
      if(swingHigh[i] != 0.0) {
         merged[i] = swingHigh[i];
         Print("high");
      } else if(swingLow[i] != 0.0) {
         merged[i] = swingLow[i];
         Print("low");
      }
   }
}
//+------------------------------------------------------------------+
//| Calculate                                                        |
//+------------------------------------------------------------------+
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;
   if(handle == INVALID_HANDLE) return 0;

   // new-bar gate (time[0] is newest)
   if(time[rates_total - 1] == last_bar_time)
      return rates_total;

   // copy internal swing buffers
   if(CopyBuffer(handle, 0, 0, rates_total, HighBuffer) <= 0) {
      Print("Error copying Swing HIGH buffer. LastError=", GetLastError());
      return 0;
   }
   if(CopyBuffer(handle, 1, 0, rates_total, LowBuffer) <= 0) {
      Print("Error copying Swing LOW buffer. LastError=", GetLastError());
      return 0;
   }

   // clear plotted buffers
   for(int i = 0; i < rates_total; i++) {
      SwingHighBuffer[i] = EMPTY_VALUE;
      SwingLowBuffer[i]  = EMPTY_VALUE;
   }

   // Build chronological lists of swing highs and swing lows (oldest -> newest)
   SwingPoint highs[];
   SwingPoint lows[];
   ArrayResize(highs, 0);
   ArrayResize(lows, 0);

   for(int i = rates_total - 1; i >= 0; i--) { // oldest -> newest
      if(HasValue(HighBuffer[i])) {
         int n = ArraySize(highs);
         ArrayResize(highs, n + 1);
         highs[n].index = i;
         highs[n].price = HighBuffer[i];
      }
      if(HasValue(LowBuffer[i])) {
         int n = ArraySize(lows);
         ArrayResize(lows, n + 1);
         lows[n].index = i;
         lows[n].price = LowBuffer[i];
      }
   }

   int win = (InpSwingWindow < 1) ? 1 : InpSwingWindow;

   // Collect externals (mixed list)
   ExtPoint ext[];
   ArrayResize(ext, 0);

   // External highs: cur > all highs in [j-win..j-1] and > all highs in [j+1..j+win]
   int hc = ArraySize(highs);
   if(hc >= (2 * win + 1)) {
      for(int j = win; j <= hc - 1 - win; j++) {
         double cur = highs[j].price;
         bool ok = true;

         for(int k = j - win; k <= j - 1; k++) {
            if(highs[k].price >= cur) {
               ok = false;
               break;
            }
         }
         if(ok) {
            for(int k = j + 1; k <= j + win; k++) {
               if(highs[k].price >= cur) {
                  ok = false;
                  break;
               }
            }
         }

         if(ok) {
            ExtPoint p;
            p.index = highs[j].index;
            p.price = cur;
            p.type  = EXT_HIGH;
            ExtInsertChrono(ext, p);
         }
      }
   }

   // External lows: cur < all lows in [j-win..j-1] and < all lows in [j+1..j+win]
   int lc = ArraySize(lows);
   if(lc >= (2 * win + 1)) {
      for(int j = win; j <= lc - 1 - win; j++) {
         double cur = lows[j].price;
         bool ok = true;

         for(int k = j - win; k <= j - 1; k++) {
            if(lows[k].price <= cur) {
               ok = false;
               break;
            }
         }
         if(ok) {
            for(int k = j + 1; k <= j + win; k++) {
               if(lows[k].price <= cur) {
                  ok = false;
                  break;
               }
            }
         }

         if(ok) {
            ExtPoint p;
            p.index = lows[j].index;
            p.price = cur;
            p.type  = EXT_LOW;
            ExtInsertChrono(ext, p);
         }
      }
   }

   // Post-process:
   // If consecutive external points have the same type, insert opposite extreme between them:
   //  - HIGH then HIGH -> insert LOW at lowest low between their indices
   //  - LOW  then LOW  -> insert HIGH at highest high between their indices
   int ec = ArraySize(ext);
   if(ec >= 2) {
      // We'll build a new list with insertions
      ExtPoint fixed[];
      ArrayResize(fixed, 0);

      // ext is chronological: older first (bigger index first)
      ExtInsertChrono(fixed, ext[0]);

      for(int i = 1; i < ec; i++) {
         // find last in fixed (chronologically newest element is at the end because we always insert chrono;
         // but easier: pick the previous ext in chrono order by scanning last inserted with same index logic)
         // We'll simply get the most recent point in fixed by choosing the smallest index in fixed.
         // However because fixed is kept chrono, newest is last element.
         int fn = ArraySize(fixed);
         ExtPoint prev = fixed[fn - 1];
         ExtPoint cur  = ext[i];

         if(prev.type == cur.type) {
            if(cur.type == EXT_HIGH) {
               int lowIdx = FindLowestLowIndexBetween(low, prev.index, cur.index);
               if(lowIdx >= 0) {
                  ExtPoint mid;
                  mid.index = lowIdx;
                  mid.price = low[lowIdx];
                  mid.type  = EXT_LOW;
                  ExtUpsert(fixed, mid);
               }
            } else { // EXT_LOW
               int highIdx = FindHighestHighIndexBetween(high, prev.index, cur.index);
               if(highIdx >= 0) {
                  ExtPoint mid;
                  mid.index = highIdx;
                  mid.price = high[highIdx];
                  mid.type  = EXT_HIGH;
                  ExtUpsert(fixed, mid);
               }
            }
         }

         // always add current
         ExtUpsert(fixed, cur);
      }

      // Replace ext with fixed (already chrono)
      //ext = fixed;
      ArrayCopy(ext, fixed);
      ec  = ArraySize(ext);
   }

   // Plot results
   for(int i = 0; i < ec; i++) {
      if(ext[i].index < 0 || ext[i].index >= rates_total) continue;

      if(ext[i].type == EXT_HIGH) {
         SwingHighBuffer[ext[i].index] = ext[i].price;
         MergedSwingBuffer[ext[i].index] = ext[i].price;
      } else {
         SwingLowBuffer[ext[i].index]  = ext[i].price;
         MergedSwingBuffer[ext[i].index] = ext[i].price;
      }
   }
   // MergeSwings(SwingHighBuffer, SwingLowBuffer, MergedSwingBuffer, rates_total);
   last_bar_time = time[rates_total - 1];

   return rates_total;
}
//+------------------------------------------------------------------+