//+------------------------------------------------------------------+
//| olyakish_fractals_02 |
//| Copyright © -2007, olyakish |
//| plutonia-dmb#yandex.ru |
//| Äîáàâëåí ïðîöåíò äëÿ îòñåèâàíèÿ ôðàêòàëîâ |
//+------------------------------------------------------------------+
#property copyright "olyakish"
#property link "plutonia-dmb#yandex.ru"
//----
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Lime // Çåëåíûé ôðàêòàë
#property indicator_color2 Red // Ïðèñåäàþùèé
#property indicator_color3 SaddleBrown // Óâÿäàþùèé
#property indicator_color4 Blue // Ôàëüøèâûé
//----
extern int Pips = 15;
extern int ShiftBars = 150;
extern string rem1 = "Ïðîöåíò äëÿ îòñåèâàíèÿ ïî îáúåìó";
extern int Percent = 110;
double ExtLimeBuffer[];
double ExtRedBuffer[];
double ExtSaddleBrownBuffer[];
double ExtBlueBuffer[];
int i, j;
double a_Fractal[2]; // 0- ïîñëåäíèé 1-ïðåäûäóùèé
double a_MFI[2]; // 0- ïîñëåäíèé 1-ïðåäûäóùèé
double a_Volume[2]; // 0- ïîñëåäíèé 1-ïðåäûäóùèé
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0, ExtLimeBuffer);
SetIndexBuffer(1, ExtRedBuffer);
SetIndexBuffer(2, ExtSaddleBrownBuffer);
SetIndexBuffer(3, ExtBlueBuffer);
//----
SetIndexStyle(0, DRAW_ARROW, 0, 1);
SetIndexStyle(1, DRAW_ARROW, 0, 1);
SetIndexStyle(2, DRAW_ARROW, 0, 1);
SetIndexStyle(3, DRAW_ARROW, 0, 1);
//----
SetIndexArrow(0, 177);
SetIndexArrow(1, 177);
SetIndexArrow(2, 177);
SetIndexArrow(3, 177);
//----
SetIndexLabel(0, "Çåëåíûé ôðàêòàë");
SetIndexLabel(1, "Ïðèñåäàþùèé ôðàêòàë");
SetIndexLabel(2, "Óâÿäàþùèé ôðàêòàë");
SetIndexLabel(3, "Ôàëüøèâûé ôðàêòàë");
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int n = 3;
while(ExtLimeBuffer[n] != NULL || ExtRedBuffer[n] != NULL ||
ExtSaddleBrownBuffer[n] != NULL || ExtBlueBuffer[n] != NULL)
{
if(n > ShiftBars)
{
n = ShiftBars;
break;
}
n++;
}
for(int i = n + 20; i >= 3; i--)
{
//-- âåðõíèå ôðàêòàëû
ArrayInitialize(a_Fractal, 0);
ArrayInitialize(a_MFI, 0);
ArrayInitialize(a_Volume, 0);
// íà i áàðå åñòü ôðàêòàë ââåðõ
if(iFractals(NULL, 0, MODE_UPPER, i) != 0)
{
Comment("olyakish_fractals_02\n",i, ", ", j);
Sleep(1000);
// öåíà íà ôðàêòàëå
a_Fractal[0] = iFractals(NULL, 0, MODE_UPPER, i);
// îáúåì
a_Volume[0] = Volume[i] + Volume[i+1] + Volume[i+2] +
Volume[i-1] + Volume[i-2];
// MFI
a_MFI[0] = (High[i] - Low[i] + High[i-1] - Low[i-1] +
High[i-2] - Low[i-2] + High[i+1] - Low[i+1] +
High[i+2] - Low[i+2]) / a_Volume[0];
// ïîøëè èñêàòü ôðàêòàë íà âíèç ïî èñòîðèè
j = i + 1;
while(a_Fractal[1] == 0)
{
if(iFractals(NULL, 0, MODE_UPPER, j) != 0)
break;
// Íàøëè ôðàêòàë âíèç
if(iFractals(NULL, 0, MODE_LOWER, j) != 0)
{
a_Fractal[1] = iFractals(NULL, 0, MODE_LOWER, j);
a_Volume[1] = Volume[j+2] + Volume[j+1] + Volume[j] +
Volume[j-1] + Volume[j-2];
a_MFI[1] = (High[j+1] - Low[j+1] + High[j+2] -
Low[j+2] + High[j] - Low[j] + High[j-1] -
Low[j-1] + High[j-2] - Low[j-2]) / a_Volume[1];
// èìååì ïðèñåäàþùèé ôðàêòàë (MFI - îáúåì +)
if(a_Volume[0] > a_Volume[1]*Percent / 100 &&
a_MFI[0] < a_MFI[1])
{
ExtRedBuffer[i] = High[i]; // + Pips*Point;
break;
}
// èìååì çåëåíûé ôðàêòàë (MFI + îáúåì +)
if(a_Volume[0] > a_Volume[1]*Percent / 100 &&
a_MFI[0] > a_MFI[1])
{
ExtLimeBuffer[i] = High[i]; // + Pips*Point;
break;
}
// èìååì ôàëüøèâûé ôðàêòàë (MFI + îáúåì -)
if(a_Volume[0]*Percent / 100 < a_Volume[1] &&
a_MFI[0] > a_MFI[1])
{
ExtBlueBuffer[i] = High[i]; // + Pips*Point;
break;
}
// èìååì óâÿäàþùèé ôðàêòàë (MFI - îáúåì -)
if(a_Volume[0]*Percent / 100 < a_Volume[1] &&
a_MFI[0] < a_MFI[1])
{
ExtSaddleBrownBuffer[i] = High[i]; // + Pips*Point;
break;
}
}
j++;
}
}
//--- íèæíèå ôðàêòàëû
ArrayInitialize(a_Fractal, 0);
ArrayInitialize(a_MFI, 0);
ArrayInitialize(a_Volume, 0);
// íà i áàðå åñòü ôðàêòàë âíèç
if(iFractals(NULL, 0, MODE_LOWER, i) != 0)
{
// öåíà íà ôðàêòàëå
a_Fractal[0] = iFractals(NULL, 0, MODE_LOWER, i);
// îáúåì
a_Volume[0] = Volume[i] + Volume[i+1] + Volume[i+2] +
Volume[i-1] + Volume[i-2];
// MFI
a_MFI[0] = (High[i] - Low[i] + High[i-1] - Low[i-1] +
High[i-2] - Low[i-2] + High[i+1] - Low[i+1] +
High[i+2] - Low[i+2]) / a_Volume[0];
// ïîøëè èñêàòü ôðàêòàë íà ââåðõ ïî èñòîðèè
j = i + 1;
while(a_Fractal[1] == 0)
{
if(iFractals(NULL, 0, MODE_LOWER, j) != 0)
{
break;
}
// Íàøëè ôðàêòàë ââåðõ
if(iFractals(NULL, 0, MODE_UPPER, j) != 0)
{
a_Fractal[1] = iFractals(NULL, 0, MODE_UPPER, j);
a_Volume[1] = Volume[j+2] + Volume[j+1] + Volume[j] +
Volume[j-1] + Volume[j-2];
a_MFI[1] = (High[j+1] - Low[j+1] + High[j+2] -
Low[j+2] + High[j] - Low[j] + High[j-1] -
Low[j-1] + High[j-2] - Low[j-2]) / a_Volume[1];
// èìååì ïðèñåäàþùèé ôðàêòàë (MFI - îáúåì +)
if(a_Volume[0] > a_Volume[1]*Percent / 100 &&
a_MFI[0] < a_MFI[1])
{
ExtRedBuffer[i] = Low[i]; // - Pips*Point;
break;
}
// èìååì çåëåíûé ôðàêòàë (MFI + îáúåì +)
if(a_Volume[0] > a_Volume[1]*Percent / 100 &&
a_MFI[0] > a_MFI[1])
{
ExtLimeBuffer[i] = Low[i]; // - Pips*Point;
break;
}
// èìååì ôàëüøèâûé ôðàêòàë (MFI + îáúåì -)
if(a_Volume[0]*Percent / 100 < a_Volume[1] &&
a_MFI[0] > a_MFI[1])
{
ExtBlueBuffer[i] = Low[i]; // - Pips*Point;
break;
}
// èìååì óâÿäàþùèé ôðàêòàë (MFI - îáúåì -)
if(a_Volume[0]*Percent / 100 < a_Volume[1] &&
a_MFI[0] < a_MFI[1])
{
ExtSaddleBrownBuffer[i] = Low[i]; // - Pips*Point;
break;
}
}
j++;
}
}
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Indicators Used:
Fractals
Custom Indicators Used:
Order Management characteristics:
Other Features: