//+------------------------------------------------------------------+
//| FiboRetracement.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_color4 Blue
#property indicator_color5 Red
#property indicator_color6 Blue
#property indicator_color7 Red
#property indicator_color8 Blue
//---- input parameters
extern int nLeft = 50;
extern int nRight = 50;
extern int filter = 10;
//---- 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;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
double nfUp;
//---- indicators
SetIndexStyle(0, DRAW_LINE, 0, 2);
SetIndexStyle(1, DRAW_LINE, 0, 2);
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);
//---- name for DataWindow and indicator subwindow label
string short_name; //îáÿâëåíèå ïåðåìåííîé short_name òèïà "ñòðîêîâûé"
//ïåðåìåííîé short_name ïðèñâàèâàåì ñòðîêîâîå çíà÷åíèå ðàâíîå âûðàæåíèþ
short_name = "rvmFractalsLevel(" + nLeft + "," + nRight + "," + filter + ")";
IndicatorShortName(short_name); //äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì èíäèêàòîðó êðàòêîå
//íàèìåíîâàíèå
//äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 0 áóôåðà èìÿ Up Channel
SetIndexLabel(0, "Up Level (" + nLeft + "," + nRight + "," + filter + ")");
//äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 1 áóôåðà èìÿ Down Channel
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 + ")");
//---- Çäåñü îïðåäåëèì íà÷àëüíûå òî÷êè äëÿ ïðîðèñîâêè èíäèêàòîðà
int n, k, i, Range = nLeft + nRight + 1;
//ïåðåáåðåì ñâå÷êè îò (âñåãî ñâå÷åê ìèíóñ ìèíèìóì ñâå÷åê ñëåâà) äî (ìèíèìóì ñâå÷åê ñïðàâà)
for(n = Bars - 1 - nLeft; n >= nRight; n--)
{
//âåðõíèå ôðàêòàëû
//åñëè íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ íå îïðåäåëåíî
if(draw_begin1 == 0)
{
//òåêóùàÿ ñâå÷à ìàêñèìóì íà ëîêàëüíîì ïðîìåæóòêå?
if(High[n] >= High[Highest(NULL, 0, MODE_HIGH, Range, n - nRight)])
{
int fRange = nvnLeft(n, nLeft) + nvnRight(n, nRight) + 1;
//åñëè îíà æå - ôðàêòàë
if(High[n] >= High[Highest(NULL, 0, MODE_HIGH, fRange, n - nvnRight(n, nRight))])
{
draw_begin1 = Bars - n; //íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ îïðåäåëåíî
for(i = Bars - 1; i > draw_begin1; i--)
{
UpBuffer[i] = High[Bars - draw_begin1];
}
}
}//êîíåö äåéñòâèé åñëè if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)]=èñòèíà
}//êîíåö óñëîâèÿ if(draw_begin1==0)
//íèæíèå ôðàêòàëû
//åñëè íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ íå îïðåäåëåíî
if(draw_begin2 == 0)
{
//òåêóùàÿ ñâå÷à ìèíèìóì íà ëîêàëüíîì ïðîìåæóòêå?
if(Low[n] <= Low[Lowest(NULL, 0, MODE_LOW, Range, n - nRight)])
{
fRange = nvnLeft(n, nLeft) + nvnRight(n, nRight) + 1;
//åñëè îíà æå - ôðàêòàë
if(Low[n] <= Low[Lowest(NULL, 0, MODE_HIGH, fRange, n - nvnRight(n, nRight))])
{
draw_begin2 = Bars - n; //íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ îïðåäåëåíî
for(i = Bars - 1; i > draw_begin2; i--)
{
DnBuffer[i] = Low[Bars - draw_begin2];
}
}
}//êîíåö óñëîâèÿ if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])=true
}//êîíåö óñëîâèÿ if(draw_begin2==0)
//åñëè îáà íà÷àëà îòðèñîâêè óðîâíåé îïðåäåëåíû, âûõîäèì èç öèêëà for(n=Bars-1-nLeft;n>=nRight;n--)
if(draw_begin1 > 0 && draw_begin2 > 0)
break;
}//êîíåö öèêëà 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); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 0 áóôåðà
SetIndexDrawBegin(1, draw_begin2); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 1 áóôåðà
SetIndexDrawBegin(2, d_b3);
SetIndexDrawBegin(3, d_b3);
SetIndexDrawBegin(4, d_b3);
SetIndexDrawBegin(5, d_b3);
SetIndexDrawBegin(6, d_b3);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double UpStage = 0.0, DnStage = 0.0;
int i, j, fRange, Range = nLeft + nRight + 1;
int counted_bars = IndicatorCounted();
//----
//ïåðåáèðàåì ñâå÷êè îò (Bars-counted_bars-nLeft) äî (nRight) âêëþ÷èòåëüíî
for(i = Bars - 1 - counted_bars - nLeft; i >= nRight; i--)
{
//åñëè ñâå÷à ëîêàëüíûé ìàêñèìóì
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;
//åñëè îíà æå - ôðàêòàë
if(High[i] >= High[Highest(NULL, 0, MODE_HIGH, fRange, i - nvnRight(i, nRight))])
{
UpStage = High[i];
//Print(" îíà æå ôðàêòàë");
}
else
{
if(High[i] <= UpBuffer[i+1])
{
UpStage = UpBuffer[i+1];
//Print(" íå ôðàêòàë, íî íèæå ïðåäûäóùåãî óðîâíÿ");
}
else
{
UpStage = nfUp(i);
//Print(" íå ôðàêòàë, âûøå ïðåäûäóùåãî óðîâíÿ");
}
}
}
else
{
//Print(TimeToStr(Time[i]), "******íå ëîêàëüíûé ìàêñèìóì");
if(High[i] <= UpBuffer[i+1])
{
UpStage = UpBuffer[i+1];
//Print(" íèæå ïðåäûäóùåãî óðîâíÿ");
}
else
{
UpStage = nfUp(i);
//Print(" âûøå ïðåäûäóùåãî óðîâíÿ");
}
}
//åñëè ñâå÷à ëîêàëüíûé ìèíèìóì
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;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
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);
}//êîíåö öèêëà 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;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
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);
}
//---- ïîñòðîåíèå âååðà Ôèáîíà÷÷è
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);
}
else
{
ObjectCreate(fibo, OBJ_FIBO,0, Time[x1], y1, Time[x2], y2);
ObjectSet(fibo, OBJPROP_COLOR, DodgerBlue);
ObjectSet(fibo, OBJPROP_LEVELCOLOR, Green);
ObjectSet(fibo, OBJPROP_STYLE, STYLE_DOT);
// ObjectSet(fibo, OBJPROP_LEVELSTYLE, STYLE_DASHDOT);
}
//----- à ýòî îòðèñîâêà âñïîìîãàòåëüíîãî âååðà ôèáîíà÷÷è
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, Yellow);
ObjectSet(fibo2, OBJPROP_LEVELCOLOR, Brown);
ObjectSet(fibo2, OBJPROP_STYLE, STYLE_DOT);
// ObjectSet(fibo2, OBJPROP_LEVELSTYLE, STYLE_DASHDOT);
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nfUp âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å |
//| çíà÷åíèå áóôåðà èíäèêàòîðà, áîëüøåå èëè ðàâíîå çíà÷åíèþ |
//| High(Close) äëÿ ïåðåäàííîé ñâå÷è. |
//+------------------------------------------------------------------+
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);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nfDn âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å |
//| çíà÷åíèå áóôåðà èíäèêàòîðà, ìåíüøåå èëè ðàâíîå çíà÷åíèþ |
//| Low(Close) äëÿ ïåðåäàííîé ñâå÷è. |
//+------------------------------------------------------------------+
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);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nvnLeft âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è ìèíèìàëüíîå |
//| êîëè÷åñòâî ñâå÷åé ñëåâà, âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû |
//| ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå áûëî íå ìåíüøå,|
//| ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå. |
//+------------------------------------------------------------------+
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);
}
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nvnRight âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è ìèíèìàëüíîå |
//| êîëè÷åñòâî ñâå÷åé ñïðàâà, âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû |
//| ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå áûëî íå ìåíüøå,|
//| ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå. | |
//+------------------------------------------------------------------+
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);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
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: