//+------------------------------------------------------------------+
//| v04 |
//| |
//| v02 |
//| Äîáàâëåí ïðîöåíò äëÿ îòñåèâàíèÿ ôðàêòàëîâ |
//| v03 |
//| Ðèñóåò ëèíèè |
//| v04 |
//| Ôèëüòð äëÿ ëèíèé ïî àëëèãàòîðó |
//| v05 |
//| âûáîð âàðèàíòà ïîñòðîåíèÿ ëèíèé |
//| v06 |
//| âûáîð êîëè÷åñòâà áàðîâ â ôðàêòàëå |
//+------------------------------------------------------------------+
#property copyright "by olyakish"
#property link ""
//----
#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 = 1000;
extern string rem0="Êîëè÷åñòâî áàðîâ â ôðàêòàëå";
extern int BarsInFractal = 11;
extern string rem1="Ïðîöåíò äëÿ îòñåèâàíèÿ ïî îáúåìó";
extern int Percent=110;
extern string rem2="Ðèñîâàòü ïðåäûäóùèå ëèíèè?";
extern bool UseOldLine=true;
extern string rem3="Ïî êàêèì ôðàêòàëàì ðèñóåì ëèíèè";
extern string rem4="0-çåëåíûå,1-ïðèñåäàþùèå";
extern string rem5="2-óâÿäàþùèå,3-ôàëüøèâûå";
extern int FractalLines=1;
double ExtLimeBuffer[];
double ExtRedBuffer[];
double ExtSaddleBrownBuffer[];
double ExtBlueBuffer[];
int i,j,z;
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()
{
int test;
test=BarsInFractal/2;
if (test*2==BarsInFractal){Alert("Çíà÷åíèå BarsInFractal äîëæíî áûòü íå÷åòíûì");deinit();}
if (BarsInFractal<3){Alert("Çíà÷åíèå BarsInFractal äîëæíî áûòü >=3");deinit();}
SetIndexShift(0,0);
SetIndexShift(1,0);
SetIndexShift(2,0);
SetIndexShift(3,0);
//----
SetIndexBuffer(0, ExtLimeBuffer);
SetIndexBuffer(1, ExtRedBuffer);
SetIndexBuffer(2, ExtSaddleBrownBuffer);
SetIndexBuffer(3, ExtBlueBuffer);
//----
SetIndexStyle(0, DRAW_ARROW );
SetIndexStyle(1, DRAW_ARROW);
SetIndexStyle(2, DRAW_ARROW);
SetIndexStyle(3, DRAW_ARROW);
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");
//----
ObjectCreate("Up",OBJ_TREND,0,iTime(NULL, 0, 2),High[2],iTime(NULL, 0, 1),High[1],0,0);
ObjectSet("Up",OBJPROP_COLOR,Aqua);
ObjectSet("Up",OBJPROP_RAY,true);
ObjectSet("Up",OBJPROP_BACK,1);
ObjectCreate("Down",OBJ_TREND,0,iTime(NULL, 0, 2),Low[2],iTime(NULL, 0, 1),Low[1],0,0);
ObjectSet("Down",OBJPROP_COLOR,Tomato);
ObjectSet("Down",OBJPROP_RAY,true);
ObjectSet("Down",OBJPROP_BACK,1);
if (UseOldLine)
{
ObjectCreate("Up_Prev",OBJ_TREND,0,iTime(NULL, 0, 2),High[2],iTime(NULL, 0, 1),High[1],0,0);
ObjectSet("Up_Prev",OBJPROP_COLOR,Aqua);
ObjectSet("Up_Prev",OBJPROP_RAY,true);
ObjectSet("Up_Prev",OBJPROP_STYLE,STYLE_DASH);
ObjectSet("Up_Prev",OBJPROP_BACK,1);
ObjectCreate("Down_Prev",OBJ_TREND,0,iTime(NULL, 0, 2),Low[2],iTime(NULL, 0, 1),Low[1],0,0);
ObjectSet("Down_Prev",OBJPROP_COLOR,Tomato);
ObjectSet("Down_Prev",OBJPROP_RAY,true);
ObjectSet("Down_Prev",OBJPROP_STYLE,STYLE_DASH);
ObjectSet("Down_Prev",OBJPROP_BACK,1);
}
//----
return(0);
}
int deinit()
{
ObjectDelete("Up");
ObjectDelete("Down");
if (UseOldLine)
{
ObjectDelete("Up_Prev");
ObjectDelete("Down_Prev");
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int n=BarsInFractal;
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>=(BarsInFractal/2+1); i--)
{
//-- âåðõíèå ôðàêòàëû
ArrayInitialize(a_Fractal,0);
ArrayInitialize(a_MFI,0);
ArrayInitialize(a_Volume,0);
if (High[i]==High[iHighest(Symbol(),0,MODE_HIGH,BarsInFractal,i-BarsInFractal/2)]) // íà i áàðå åñòü ôðàêòàë ââåðõ
{
a_Fractal[0]=High[i]; // öåíà íà ôðàêòàëå
for (z=i-BarsInFractal/2;z<=i-BarsInFractal/2+BarsInFractal;z++){a_Volume[0]+=Volume[z];} // îáúåì
for (z=i-BarsInFractal/2;z<=i-BarsInFractal/2+BarsInFractal;z++){a_MFI[0]+=High[z]-Low[z];}
a_MFI[0]=a_MFI[0]/a_Volume[0];
// ïîøëè èñêàòü ôðàêòàë íà âíèç ïî èñòîðèè
j=i+1;
while (a_Fractal[1]==0 && j<Bars)
{
if (High[j]==High[iHighest(Symbol(),0,MODE_HIGH,BarsInFractal,j-BarsInFractal/2)]) {break;} // íàøëè íî íå òîò (òîæå ââåðõ)
if (Low[j]==Low[iLowest(Symbol(),0,MODE_LOW,BarsInFractal,j-BarsInFractal/2)]) //-- Íàøëè ôðàêòàë âíèç
{
a_Fractal[1]=Low[j];
for (z=j-BarsInFractal/2;z<=j-BarsInFractal/2+BarsInFractal;z++){a_Volume[1]+=Volume[z];} // îáúåì
for (z=j-BarsInFractal/2;z<=j-BarsInFractal/2+BarsInFractal;z++){a_MFI[1]+=High[z]-Low[z];}
a_MFI[1]=a_MFI[1]/a_Volume[1];
if (a_Volume[0]>a_Volume[1]*Percent/100 && a_MFI[0]<a_MFI[1]){ExtRedBuffer[i]=High[i]+Pips*Point;break;} // èìååì ïðèñåäàþùèé 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 çåëåíûé 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 ôàëüøèâûé 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;} // èìååì óâÿäàþùèé ôðàêòàë (MFI - îáúåì -)
}
j++;
}
}
//--- íèæíèå ôðàêòàëû
ArrayInitialize(a_Fractal,0);
ArrayInitialize(a_MFI,0);
ArrayInitialize(a_Volume,0);
if (Low[i]==Low[iLowest(Symbol(),0,MODE_LOW,BarsInFractal,i-BarsInFractal/2)]) // íà i áàðå åñòü ôðàêòàë âíèç
{
a_Fractal[0]=Low[i]; // öåíà íà ôðàêòàëå
for (z=i-BarsInFractal/2;z<=i-BarsInFractal/2+BarsInFractal;z++){a_Volume[0]+=Volume[z];} // îáúåì
for (z=i-BarsInFractal/2;z<=i-BarsInFractal/2+BarsInFractal;z++){a_MFI[0]+=High[z]-Low[z];}
a_MFI[0]=a_MFI[0]/a_Volume[0];
// ïîøëè èñêàòü ôðàêòàë íà ââåðõ ïî èñòîðèè
j=i+1;
while (a_Fractal[1]==0 && j<Bars)
{
if (Low[j]==Low[iLowest(Symbol(),0,MODE_LOW,BarsInFractal,j-BarsInFractal/2)]) {break;}
if (High[j]==High[iHighest(Symbol(),0,MODE_HIGH,BarsInFractal,j-BarsInFractal/2)]) //-- Íàøëè ôðàêòàë ââåðõ
{
a_Fractal[1]=High[j];
for (z=j-BarsInFractal/2;z<=j-BarsInFractal/2+BarsInFractal;z++){a_Volume[1]+=Volume[z];} // îáúåì
for (z=j-BarsInFractal/2;z<=j-BarsInFractal/2+BarsInFractal;z++){a_MFI[1]+=High[z]-Low[z];}
a_MFI[1]=a_MFI[1]/a_Volume[1];
if (a_Volume[0]>a_Volume[1]*Percent/100 && a_MFI[0]<a_MFI[1]){ExtRedBuffer[i]=Low[i]-Pips*Point;break;} // èìååì ïðèñåäàþùèé 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 çåëåíûé 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 ôàëüøèâûé 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;} // èìååì óâÿäàþùèé ôðàêòàë (MFI - îáúåì -)
}
j++;
}
}
}
/// îòðèñîâêà ëèíèé
double _Price[3,2];
int _Time[3,2];
ArrayInitialize(_Price,-1);
ArrayInitialize(_Time,-1);
int up=0,down=0;
for(i=3; i<=ShiftBars; i++)
{
//up
// double iLips=iAlligator(NULL, 0, 13, 8, 8, 5, 5, 3, MODE_SMMA, PRICE_MEDIAN, MODE_GATORLIPS, i);
// double iTeeth=iAlligator(NULL, 0, 13, 8, 8, 5, 5, 3, MODE_SMMA, PRICE_MEDIAN, MODE_GATORTEETH, i);
// double iJaw=iAlligator(NULL, 0, 13, 8, 8, 5, 5, 3, MODE_SMMA, PRICE_MEDIAN, MODE_GATORJAW, i);
// ïî çåëåíûì
if (FractalLines==0)
{
if (ExtLimeBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_UPPER,i)!=NULL && up<=2 && iFractals(NULL,0,MODE_UPPER,i)<=ExtLimeBuffer[i])
// && iFractals(NULL,0,MODE_UPPER,i)>iLips && iFractals(NULL,0,MODE_UPPER,i)>iTeeth && iFractals(NULL,0,MODE_UPPER,i)>iJaw)
{
_Price[up,0]=ExtLimeBuffer[i];_Time[up,0]=iTime(NULL, 0, i);up++;
}
if (ExtLimeBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_LOWER,i)!=NULL && down<=2 && iFractals(NULL,0,MODE_LOWER,i)>=ExtLimeBuffer[i])
//&& iFractals(NULL,0,MODE_LOWER,i)<iLips && iFractals(NULL,0,MODE_LOWER,i)<iTeeth && iFractals(NULL,0,MODE_LOWER,i)<iJaw)
{
_Price[down,1]=ExtLimeBuffer[i];_Time[down,1]=iTime(NULL, 0, i);down++;
}
}
// ïî ïðèñåäàþùèì
if (FractalLines==1)
{
if (ExtRedBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_UPPER,i)!=NULL && up<=2 && iFractals(NULL,0,MODE_UPPER,i)<=ExtRedBuffer[i])
//&& iFractals(NULL,0,MODE_UPPER,i)>iLips && iFractals(NULL,0,MODE_UPPER,i)>iTeeth && iFractals(NULL,0,MODE_UPPER,i)>iJaw)
{
_Price[up,0]=ExtRedBuffer[i];_Time[up,0]=iTime(NULL, 0, i);up++;
}
if (ExtRedBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_LOWER,i)!=NULL && down<=2 && iFractals(NULL,0,MODE_LOWER,i)>=ExtRedBuffer[i])
//&& iFractals(NULL,0,MODE_LOWER,i)<iLips && iFractals(NULL,0,MODE_LOWER,i)<iTeeth && iFractals(NULL,0,MODE_LOWER,i)<iJaw)
{
_Price[down,1]=ExtRedBuffer[i];_Time[down,1]=iTime(NULL, 0, i);down++;
}
}
// ïî ôàëüøèâûì
if (FractalLines==2)
{
if (ExtSaddleBrownBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_UPPER,i)!=NULL && up<=2 && iFractals(NULL,0,MODE_UPPER,i)<=ExtSaddleBrownBuffer[i])
//&& iFractals(NULL,0,MODE_UPPER,i)>iLips && iFractals(NULL,0,MODE_UPPER,i)>iTeeth && iFractals(NULL,0,MODE_UPPER,i)>iJaw)
{
_Price[up,0]=ExtSaddleBrownBuffer[i];_Time[up,0]=iTime(NULL, 0, i);up++;
}
if (ExtSaddleBrownBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_LOWER,i)!=NULL && down<=2 && iFractals(NULL,0,MODE_LOWER,i)>=ExtSaddleBrownBuffer[i])
//&& iFractals(NULL,0,MODE_LOWER,i)<iLips && iFractals(NULL,0,MODE_LOWER,i)<iTeeth && iFractals(NULL,0,MODE_LOWER,i)<iJaw)
{
_Price[down,1]=ExtSaddleBrownBuffer[i];_Time[down,1]=iTime(NULL, 0, i);down++;
}
}
// ïî óâÿäàþùèì
if (FractalLines==3)
{
if (ExtBlueBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_UPPER,i)!=NULL && up<=2 && iFractals(NULL,0,MODE_UPPER,i)<=ExtBlueBuffer[i])
//&& iFractals(NULL,0,MODE_UPPER,i)>iLips && iFractals(NULL,0,MODE_UPPER,i)>iTeeth && iFractals(NULL,0,MODE_UPPER,i)>iJaw)
{
_Price[up,0]=ExtBlueBuffer[i];_Time[up,0]=iTime(NULL, 0, i);up++;
}
if (ExtBlueBuffer[i]!=2147483647 && iFractals(NULL,0,MODE_LOWER,i)!=NULL && down<=2 && iFractals(NULL,0,MODE_LOWER,i)>=ExtBlueBuffer[i])
//&& iFractals(NULL,0,MODE_LOWER,i)<iLips && iFractals(NULL,0,MODE_LOWER,i)<iTeeth && iFractals(NULL,0,MODE_LOWER,i)<iJaw)
{
_Price[down,1]=ExtBlueBuffer[i];_Time[down,1]=iTime(NULL, 0, i);down++;
}
}
}
ObjectMove("Up",1,_Time[0,0],_Price[0,0]);
ObjectMove("Up",0,_Time[1,0],_Price[1,0]);
ObjectMove("Down",1,_Time[0,1],_Price[0,1]);
ObjectMove("Down",0,_Time[1,1],_Price[1,1]);
if (UseOldLine)
{
ObjectMove("Up_Prev",1,_Time[1,0],_Price[1,0]);
ObjectMove("Up_Prev",0,_Time[2,0],_Price[2,0]);
ObjectMove("Down_Prev",1,_Time[1,1],_Price[1,1]);
ObjectMove("Down_Prev",0,_Time[2,1],_Price[2,1]);
}
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
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_ARROW
Indicators Used:
Fractals
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen