298 lines
9.0 KiB
Plaintext
298 lines
9.0 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| ZigZag.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 1
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//---- plot Zigzag
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#property indicator_label1 "Zigzag"
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#property indicator_type1 DRAW_SECTION
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#property indicator_color1 Red
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- input parameters
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input int ExtDepth=12;
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input int ExtDeviation=5;
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input int ExtBackstep=3;
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//--- indicator buffers
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double ZigzagBuffer[]; // main buffer
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double HighMapBuffer[]; // highs
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double LowMapBuffer[]; // lows
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int level=3; // recounting depth
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double deviation; // deviation in points
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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,ZigzagBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,HighMapBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,LowMapBuffer,INDICATOR_CALCULATIONS);
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//--- set short name and digits
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PlotIndexSetString(0,PLOT_LABEL,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- set empty value
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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//--- to use in cycle
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deviation=ExtDeviation*_Point;
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//---
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return(0);
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}
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//+------------------------------------------------------------------+
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//| searching index of the highest bar |
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//+------------------------------------------------------------------+
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int iHighest(const double &array[],
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int depth,
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int startPos)
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{
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int index=startPos;
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//--- start index validation
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if(startPos<0)
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{
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Print("Invalid parameter in the function iHighest, startPos =",startPos);
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return 0;
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}
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int size=ArraySize(array);
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//--- depth correction if need
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if(startPos-depth<0) depth=startPos;
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double max=array[startPos];
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//--- start searching
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for(int i=startPos;i>startPos-depth;i--)
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{
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if(array[i]>max)
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{
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index=i;
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max=array[i];
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}
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}
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//--- return index of the highest bar
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return(index);
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}
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//+------------------------------------------------------------------+
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//| searching index of the lowest bar |
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//+------------------------------------------------------------------+
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int iLowest(const double &array[],
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int depth,
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int startPos)
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{
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int index=startPos;
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//--- start index validation
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if(startPos<0)
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{
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Print("Invalid parameter in the function iLowest, startPos =",startPos);
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return 0;
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}
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int size=ArraySize(array);
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//--- depth correction if need
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if(startPos-depth<0) depth=startPos;
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double min=array[startPos];
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//--- start searching
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for(int i=startPos;i>startPos-depth;i--)
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{
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if(array[i]<min)
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{
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index=i;
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min=array[i];
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}
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}
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//--- return index of the lowest bar
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return(index);
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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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int i=0;
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int limit=0,counterZ=0,whatlookfor=0;
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int shift=0,back=0,lasthighpos=0,lastlowpos=0;
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double val=0,res=0;
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double curlow=0,curhigh=0,lasthigh=0,lastlow=0;
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//--- auxiliary enumeration
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enum looling_for
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{
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Pike=1, // searching for next high
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Sill=-1 // searching for next low
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};
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//--- initializing
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if(prev_calculated==0)
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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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//---
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if(rates_total<100) return(0);
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//--- set start position for calculations
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if(prev_calculated==0) limit=ExtDepth;
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//--- ZigZag was already counted 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 third extremum from the last uncompleted bar
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while(counterZ<level && i>rates_total-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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//--- what type of exremum we are going to find
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if(LowMapBuffer[i]!=0)
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{
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curlow=LowMapBuffer[i];
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whatlookfor=Pike;
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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=Sill;
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}
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//--- chipping
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for(i=limit+1;i<rates_total && !IsStopped();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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//--- searching High and Low
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for(shift=limit;shift<rates_total && !IsStopped();shift++)
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{
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val=low[iLowest(low,ExtDepth,shift)];
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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)>deviation) 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; else LowMapBuffer[shift]=0.0;
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//--- high
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val=high[iHighest(high,ExtDepth,shift)];
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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])>deviation) 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; else HighMapBuffer[shift]=0.0;
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}
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//--- last preparation
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if(whatlookfor==0)// uncertain quantity
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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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//--- final rejection
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for(shift=limit;shift<rates_total && !IsStopped();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: // search 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=Sill;
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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=Pike;
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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 Pike: // search for peak
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if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0)
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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=Sill;
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res=1;
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}
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break;
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case Sill: // search for lawn
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if(HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0)
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{
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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=Pike;
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}
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break;
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default: 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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