First commit [09/03/2018]
This commit is contained in:
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//+------------------------------------------------------------------+
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//| ZigzagColor.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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//--- 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 DodgerBlue,Red
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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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int level=3; // recounting's depth
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//--- indicator buffers
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double ZigzagPeakBuffer[];
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double ZigzagLawnBuffer[];
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double HighMapBuffer[];
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double LowMapBuffer[];
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double ColorBuffer[];
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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,ZigzagLawnBuffer,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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IndicatorSetString(INDICATOR_SHORTNAME,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
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PlotIndexSetString(0,PLOT_LABEL,"ZigzagColor");
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//--- set drawing line 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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//| get highest value for range |
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//+------------------------------------------------------------------+
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double Highest(const double&array[],int range,int fromIndex)
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{
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double res;
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//---
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res=array[fromIndex];
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for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
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{
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if(res<array[i]) res=array[i];
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}
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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 range,int fromIndex)
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{
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double res;
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//---
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res=array[fromIndex];
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for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
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{
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if(res>array[i]) res=array[i];
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}
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//---
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Detrended Price Oscillator |
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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,limit=0;
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//--- check for rates count
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if(rates_total<100)
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{
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//--- clean up arrays
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ArrayInitialize(ZigzagPeakBuffer,0.0);
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ArrayInitialize(ZigzagLawnBuffer,0.0);
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ArrayInitialize(HighMapBuffer,0.0);
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ArrayInitialize(LowMapBuffer,0.0);
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ArrayInitialize(ColorBuffer,0.0);
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//--- exit with zero result
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return(0);
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}
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//--- preliminary calculations
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int counterZ=0,whatlookfor=0;
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int shift,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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//--- set empty values
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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(ZigzagLawnBuffer,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 ExtDepth
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limit=ExtDepth-1;
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}
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//---
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if(prev_calculated>0)
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{
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i=rates_total-1;
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while(counterZ<level && i>rates_total -100)
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{
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res=(ZigzagPeakBuffer[i]+ZigzagLawnBuffer[i]);
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//---
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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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//---
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if(LowMapBuffer[i]!=0)
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{
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curlow=LowMapBuffer[i];
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whatlookfor=1;
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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=-1;
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}
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//---
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for(i=limit+1;i<rates_total && !IsStopped();i++)
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{
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ZigzagPeakBuffer[i]=0.0;
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ZigzagLawnBuffer[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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//----
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for(shift=limit;shift<rates_total && !IsStopped();shift++)
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{
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val=Lowest(low,ExtDepth,shift);
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//---
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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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//---
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if((low[shift]-val)>(ExtDeviation*_Point)) val=0.0;
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else
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{
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//---
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for(back=ExtBackstep;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)) LowMapBuffer[shift-back]=0.0;
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}
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}
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}
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//---
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if(low[shift]==val) 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,ExtDepth,shift);
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//---
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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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//---
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if((val-high[shift])>(ExtDeviation*_Point)) val=0.0;
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else
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{
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//---
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for(back=ExtBackstep;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)) HighMapBuffer[shift-back]=0.0;
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}
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}
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}
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//---
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if(high[shift]==val) HighMapBuffer[shift]=val;
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else HighMapBuffer[shift]=0.0;
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}
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// final cutting
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if(whatlookfor==0)
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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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//----
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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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// look for peak or lawn
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case 0: 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=-1;
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ZigzagPeakBuffer[shift]=lasthigh;
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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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lastlow=low[shift];
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lastlowpos=shift;
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whatlookfor=1;
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ZigzagLawnBuffer[shift]=lastlow;
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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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// look for peak
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case 1: if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow &&
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HighMapBuffer[shift]==0.0)
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{
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ZigzagLawnBuffer[lastlowpos]=0.0;
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lastlowpos=shift;
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lastlow=LowMapBuffer[shift];
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ZigzagLawnBuffer[shift]=lastlow;
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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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lasthigh=HighMapBuffer[shift];
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lasthighpos=shift;
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ZigzagPeakBuffer[shift]=lasthigh;
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ColorBuffer[shift]=0;
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whatlookfor=-1;
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res=1;
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}
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break;
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// look for lawn
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case -1: if(HighMapBuffer[shift]!=0.0 &&
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HighMapBuffer[shift]>lasthigh &&
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LowMapBuffer[shift]==0.0)
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{
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ZigzagPeakBuffer[lasthighpos]=0.0;
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lasthighpos=shift;
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lasthigh=HighMapBuffer[shift];
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ZigzagPeakBuffer[shift]=lasthigh;
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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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lastlow=LowMapBuffer[shift];
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lastlowpos=shift;
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ZigzagLawnBuffer[shift]=lastlow;
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ColorBuffer[shift]=1;
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whatlookfor=1;
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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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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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