//+------------------------------------------------------------------+
//| Double Fib Indicator |
//| Copyright © 2007, Wayne Ovenstone (FatCat) |
//| http://www.ovenstone.net |
//| Written by Mark Flexhaug for and on behalf of "The FatCat" |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, The FatCat."
#property link "http://www.ovenstone.net"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 Black
#property indicator_color2 Black
#property indicator_color3 Black
#property indicator_color4 Black
#property indicator_color5 Black
#property indicator_color6 Black
#property indicator_color7 Black
#property indicator_color8 Black
//---- input parameters
extern int nLeft=50;
extern int nRight=50;
extern int filter=10;
extern color FirstColor = DodgerBlue,
SecondColor = Gold;
//---- buffers
double UpBuffer[];
double DnBuffer[];
double f_2[];
double f_3[];
double f_4[];
double f_5[];
double f_6[];
//----
int draw_begin1=0, draw_begin2=0, d_b3=0;
int init()
{
double nfUp;
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE,0,3);
SetIndexStyle(1,DRAW_LINE,0,3);
SetIndexStyle(2,DRAW_LINE,2);
SetIndexStyle(3,DRAW_LINE,2);
SetIndexStyle(4,DRAW_LINE,2);
SetIndexStyle(5,DRAW_LINE,2);
SetIndexStyle(6,DRAW_LINE,2);
SetIndexBuffer(0,UpBuffer);
SetIndexBuffer(1,DnBuffer);
SetIndexBuffer(2,f_2);
SetIndexBuffer(3,f_3);
SetIndexBuffer(4,f_4);
SetIndexBuffer(5,f_5);
SetIndexBuffer(6,f_6);
string short_name;
short_name="rvmFractalsLevel("+nLeft+","+nRight+","+filter+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"Up Level ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(1,"Down Level ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(2,"f_2 ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(3,"f_3 ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(4,"f_4 ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(5,"f_5 ("+nLeft+","+nRight+","+filter+")");
SetIndexLabel(6,"f_6 ("+nLeft+","+nRight+","+filter+")");
int n,k,i,Range=nLeft+nRight+1;
for(n=Bars-1-nLeft;n>=nRight;n--)
{
if(draw_begin1==0)
{
if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)])
{
int fRange=nvnLeft(n,nLeft)+nvnRight(n,nRight)+1;
if(High[n]>=High[Highest(NULL,0,MODE_HIGH,fRange,n-nvnRight(n,nRight))])
{
draw_begin1=Bars-n;
for(i=Bars-1;i>draw_begin1;i--)
{
UpBuffer[i]=High[Bars-draw_begin1];
}
}
}// if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)
}// if(draw_begin1==0)
if(draw_begin2==0)
{
if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])
{
fRange=nvnLeft(n,nLeft)+nvnRight(n,nRight)+1;
if(Low[n]<=Low[Lowest(NULL,0,MODE_HIGH,fRange,n-nvnRight(n,nRight))])
{
draw_begin2=Bars-n;
for(i=Bars-1;i>draw_begin2;i--)
{
DnBuffer[i]=Low[Bars-draw_begin2];
}
}
}// if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])=true
}// if(draw_begin2==0)
// for(n=Bars-1-nLeft;n>=nRight;n--)
if(draw_begin1>0&&draw_begin2>0) break;
}// for(n=Bars-1-nLeft;n>=nRight;n--)
if(draw_begin1>draw_begin2)
{
d_b3=draw_begin1;
}
else
{
d_b3=draw_begin2;
}
SetIndexDrawBegin(0,draw_begin1);
SetIndexDrawBegin(1,draw_begin2);
SetIndexDrawBegin(2,d_b3);
SetIndexDrawBegin(3,d_b3);
SetIndexDrawBegin(4,d_b3);
SetIndexDrawBegin(5,d_b3);
SetIndexDrawBegin(6,d_b3);
//----
return(0);
}
int start()
{
double UpStage=0.0,DnStage=0.0;
int i,j,fRange,Range=nLeft+nRight+1;
int counted_bars=IndicatorCounted();
//----
//(Bars-counted_bars-nLeft) (nRight)
for(i=Bars-1-counted_bars-nLeft;i>=nRight;i--)
{
if(High[i]>=High[Highest(NULL,0,MODE_HIGH,Range,i-nRight)])
{
//Print(TimeToStr(Time[i]), "******Ëîêàëüíûé ìàêñèìóì");
fRange=nvnLeft(i,nLeft)+nvnRight(i,nRight)+1;
if(High[i]>=High[Highest(NULL,0,MODE_HIGH,fRange,i-nvnRight(i,nRight))])
{
UpStage=High[i];
}
else
{
if(High[i]<=UpBuffer[i+1])
{
UpStage=UpBuffer[i+1];
}
else
{
UpStage=nfUp(i);
}
}
}
else
{
//Print(TimeToStr(Time[i]), "******íå ëîêàëüíûé ìàêñèìóì");
if(High[i]<=UpBuffer[i+1])
{
UpStage=UpBuffer[i+1];
}
else
{
UpStage=nfUp(i);
}
}
if(Low[i]<=Low[Lowest(NULL,0,MODE_LOW,Range,i-nRight)])
{
fRange=nvnLeft(i,nLeft)+nvnRight(i,nRight)+1;
//Print(TimeToStr(Time[i])," ",nvnLeft(i,nLeft)," ",nvnRight(i,nRight)+1);
//åñëè îíà æå - ôðàêòàë
if(Low[i]<=Low[Lowest(NULL,0,MODE_HIGH,fRange,i-nvnRight(i,nRight))])
{
DnStage=Low[i];
}
else
{
if(Low[i]>=DnBuffer[i+1])
{
DnStage=DnBuffer[i+1];
}
else
{
DnStage=nfDn(i);
}
}
}
else
{
if(Low[i]>=DnBuffer[i+1])
{
DnStage=DnBuffer[i+1];
}
else
{
DnStage=nfDn(i);
}
}
UpBuffer[i]=UpStage;
DnBuffer[i]=DnStage;
f_2[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/6,4);
f_3[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/3,4);
f_4[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/2,4);
f_5[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*2/3,4);
f_6[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*5/6,4);
}// for(i=Bars-counted_bars-nLeft;i>=nRight;i--)
for(i=nRight-1;i>=0;i--)
{
if(High[i]<=UpBuffer[i+1])
{
UpStage=UpBuffer[i+1];
}
else
{
UpStage=nfUp(i);
}
if(Low[i]>=DnBuffer[i+1])
{
DnStage=DnBuffer[i+1];
}
else
{
DnStage=nfDn(i);
}
UpBuffer[i]=UpStage;
DnBuffer[i]=DnStage;
f_2[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/6,4);
f_3[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/3,4);
f_4[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/2,4);
f_5[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*2/3,4);
f_6[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*5/6,4);
}
double LastUp, LastDn, st_h, st_l, st_3, y1, y2, y3;
int tmp, x1=0, x2=0, x3=0, cb, dn_x, up_x;
string fibo="Fibo 1", fibo2="Fibo 2";
LastDn=DnBuffer[0];
for(cb=1;cb<=Bars-1;cb++)
{
if(tmp!=1 && LastDn>DnBuffer[cb])
{
tmp=1;
continue;
}
if(tmp==1 && DnBuffer[cb]>DnBuffer[cb-1])
{
tmp=0;
dn_x=cb-1;
break;
}
}
LastUp=UpBuffer[0];
for(cb=1;cb<=Bars-1;cb++)
{
if(tmp!=1 && LastUp<UpBuffer[cb])
{
tmp=1;
continue;
}
if(tmp==1 && UpBuffer[cb]<UpBuffer[cb-1])
{
tmp=0;
up_x=cb-1;
break;
}
}
st_h=High[Highest(NULL,0,MODE_HIGH,MathMax(dn_x,up_x),0)];
st_l=Low[Lowest(NULL,0,MODE_LOW,MathMax(dn_x,up_x),0)];
//y1=MathMin(Open[x1],Close[x1]);
//y1=MathMax(Open[x1],Close[x1]);
for(cb=MathMax(dn_x,up_x)-1;cb>=0;cb--)
{
if(High[cb]==st_h || Low[cb]==st_l)
{
if(High[cb]==st_h && (x1==0 || x2==0) )
{
if(x1==0)
{
x1=cb;
y1=High[x1];
continue;
}
else
{
x2=cb;
y2=High[x2];
break;
}
}
else
{
if(x1==0)
{
x1=cb;
y1=Low[x1];
continue;
}
else
{
x2=cb;
y2=Low[x2];
break;
}
}
}
}
//Print("x1="+x1+" y1="+y1+" x2="+x2+" y2="+y2);
if( ObjectFind(fibo)!=-1 )
{
ObjectSet(fibo,OBJPROP_TIME1,Time[x1]);
ObjectSet(fibo,OBJPROP_PRICE1,y1);
ObjectSet(fibo,OBJPROP_TIME2,Time[x2]);
ObjectSet(fibo,OBJPROP_PRICE2,y2);
ObjectSet(fibo,OBJPROP_LEVELCOLOR,FirstColor);
}
else
{
ObjectCreate(fibo,OBJ_FIBO,0,Time[x1],y1,Time[x2],y2);
ObjectSet(fibo,OBJPROP_COLOR,FirstColor);
ObjectSet(fibo,OBJPROP_STYLE,STYLE_DOT);
ObjectSet(fibo,OBJPROP_LEVELCOLOR,FirstColor);
}
if(y2>y1)
{
st_3=Low[Lowest(NULL,0,MODE_LOW,x2,0)];
}
else
{
st_3=High[Highest(NULL,0,MODE_HIGH,x2,0)];
}
for(cb=0;cb<x2;cb++)
{
if(y2>y1 && Low[cb]==st_3)
{
x3=cb;
y3=Low[cb];
break;
}
else
{
if(y2<y1 && High[cb]==st_3)
{
x3=cb;
y3=High[cb];
break;
}
}
}
if( ObjectFind(fibo2)!=-1 )
{
ObjectSet(fibo2,OBJPROP_TIME1,Time[x2]);
ObjectSet(fibo2,OBJPROP_PRICE1,y2);
ObjectSet(fibo2,OBJPROP_TIME2,Time[x3]);
ObjectSet(fibo2,OBJPROP_PRICE2,y3);
}
else
{
ObjectCreate(fibo2,OBJ_FIBO,0,Time[x2],y2,Time[x3],y3);
ObjectSet(fibo2,OBJPROP_COLOR,Gold);
ObjectSet(fibo2,OBJPROP_STYLE,STYLE_DOT);
ObjectSet(fibo2,OBJPROP_LEVELCOLOR,Gold);
}
WindowRedraw();
//----
return(0);
}
//+------------------------------------------------------------------+
//****************************************************************************//
double nfUp(int i)
{
int l,flag=0;
double Price=0.0;
//----------
for(l=i+1;l<Bars-draw_begin1-1;l++)
{
if(filter>0)
{
if(Close[i]<=UpBuffer[l]+(UpBuffer[l]-DnBuffer[l])*filter/100)
{
Price=UpBuffer[l];
flag=1;
//Print(TimeToStr(Time[i])," ",l," ",Bars," ",Price," ",UpBuffer[l]);
}
}
else
{
if(High[i]<=UpBuffer[l])
{
Price=UpBuffer[l];
flag=1;
}
}
if(Price>0) break;
}
if(flag==0) Price=High[i];
//----------
return(Price);
}
//+------------------------------------------------------------------+
//****************************************************************************//
double nfDn(int i)
{
int l,flag=0;
double Price=0.0;
//----------
for(l=i+1;l<Bars-draw_begin2-1;l++)
{
if(filter>0)
{
if(Close[i]>=DnBuffer[l]-(UpBuffer[l]-DnBuffer[l])*filter/100)
{
Price=DnBuffer[l];
flag=1;
}
}
else
{
if(Low[i]>=DnBuffer[l])
{
Price=DnBuffer[l];
flag=1;
}
}
if(Price>0) break;
}
if(flag==0) Price=Low[i];
//----------
return(Price);
}
//+------------------------------------------------------------------+
//*****************************************************************************************//
int nvnLeft(int i,int n)
{
int k=0,l;
for(l=i+1;l<=Bars-1;l++)
{
if(High[l]<High[l+1]&&Low[l]>Low[l+1]) continue;
k++;
if(k==n)
{
k=l-i;
break;
}
}
//----------
return(k);
}
//+------------------------------------------------------------------+
//*****************************************************************************************//
int nvnRight(int i,int n)
{
int k=0,l;
for(l=i-1;l>=0;l--)
{
if(High[l]<High[l+1]&&Low[l]>Low[l+1]) continue;
k++;
if(k==n)
{
k=i-l;
break;
}
}
//----------
return(k);
}
int deinit()
{
//----
string fibo="Fibo 1", fibo2="Fibo 2";
ObjectDelete(fibo);
ObjectDelete(fibo2);
//----
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: