//+------------------------------------------------------------------+
//| ZigZag.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 1
#property indicator_color1 Aquamarine
#property indicator_width1 0
#property indicator_style1 1
//----
extern int ExtDepth=6;
extern int ExtDeviation=3;
extern int ExtBackstep=2;
//----
//----
double ZigZagBuffer[];
//+------------------------------------------------------------------+
//| ZigZag initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
SetIndexBuffer(0,ZigZagBuffer);
SetIndexStyle(0,DRAW_SECTION);
SetIndexEmptyValue(0,0.0);
IndicatorShortName("ZigZag("+ExtDepth+","+ExtDeviation+","+ExtBackstep+")");
//----
return(0);
}
//+------------------------------------------------------------------+
//| ZigZag iteration function |
//+------------------------------------------------------------------+
int start()
{
//----+ ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ êîððåêòíîãî ðàñ÷¸òà èíäèêàòîðà
if (Bars-1<ExtDepth)return(0);
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ ïàìÿòè äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ
static int time2,time3,time4;
//----+ Ââåäåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ
static double ZigZag2,ZigZag3,ZigZag4;
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
int MaxBar,limit,supr2_bar,supr3_bar,supr4_bar,counted_bars=IndicatorCounted();
//---- ïðîâåðêà íà âîçìîæíûå îøèáêè
if (counted_bars<0)return(-1);
//---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí
if (counted_bars>0) counted_bars--;
//----+ Ââåäåíèå ïåðåìåííûõ
int shift, num, back,lasthighpos,lastlowpos;
double val,res,TempBuffer[1];
double curlow,curhigh,lasthigh,lastlow;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïîëûé ïåðåñ÷¸ò âñåõ áàðîâ
MaxBar=Bars-ExtDepth;
//---- îïðåäåëåíèå íîìåðà ñòàðòîâîãî áàðà â öèêëå, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåäèòüñÿ ïåðåñ÷¸ò íîâûõ áàðîâ
if (counted_bars==0)limit=MaxBar;
else
{
//----
supr2_bar=iBarShift(NULL,0,time2,TRUE);
supr3_bar=iBarShift(NULL,0,time3,TRUE);
supr4_bar=iBarShift(NULL,0,time4,TRUE);
//----
limit=supr3_bar;
if ((supr2_bar<0)||(supr3_bar<0)||(supr4_bar<0))
{
limit=MaxBar;
Print("Ñòàðòîâûé áàð íå íàéäåí, áóäåí ïðîèçâåä¸í ïåðåñ÷¸ò èíäèêàòîðà íà âñåõ áàðàõ" );
}
}
//---- èíèöèàëèçàöèÿ íóëÿ
if (limit>=MaxBar)
{
for (shift=Bars-1; shift>=MaxBar;shift--)ZigZagBuffer [shift]=0.0;
limit=MaxBar;
}
//----
//---- èçìåíåíèå ðàçìåðà âðåìåííîãî áóôåðà
if(ArrayResize(TempBuffer,limit+ExtBackstep+1)!=limit+ExtBackstep+1)return(-1);
//----+-------------------------------------------------+
//----+ íà÷àëî ïåðâîãî áîëüøîãî öèêëà
for(shift=limit; shift>=0; shift--)
{
//---
num=Lowest(NULL,0,MODE_LOW,ExtDepth,shift);
val=Low[num];
if(val==lastlow) val=0.0;
else
{
lastlow=val;
if((Low[shift]-val)>(ExtDeviation*Point)) val=0.0;
else
{
for(back=1; back<=ExtBackstep; back++)
{
res=ZigZagBuffer[shift+back];
if((res!=0)&&(res>val)) ZigZagBuffer[shift+back]=0.0;
}
}
}
ZigZagBuffer[shift]=val;
//---
num=Highest(NULL,0,MODE_HIGH,ExtDepth,shift);
val=High[num];
if(val==lasthigh) val=0.0;
else
{
lasthigh=val;
if((val-High[shift])>(ExtDeviation*Point)) val=0.0;
else
{
for(back=1; back<=ExtBackstep; back++)
{
res=TempBuffer[shift+back];
if((res!=0)&&(res<val)) TempBuffer[shift+back]=0.0;
}
}
}
TempBuffer[shift]=val;
}
//----+ êîíåö ïåðâîãî áîëüøîãî öèêëà
// final cutting
lasthigh=-1; lasthighpos=-1;
lastlow= -1; lastlowpos= -1;
//----+-------------------------------------------------+
//----+ íà÷àëî âòîðîãî áîëüøîãî öèêëà
for(shift=limit; shift>=0; shift--)
{
curlow=ZigZagBuffer[shift];
curhigh=TempBuffer[shift];
if((curlow==0)&&(curhigh==0)) continue;
//---
if(curhigh!=0)
{
if(lasthigh>0)
{
if(lasthigh<curhigh) TempBuffer[lasthighpos]=0;
else TempBuffer[shift]=0;
}
//---
if(lasthigh<curhigh || lasthigh<0)
{
lasthigh=curhigh;
lasthighpos=shift;
}
lastlow=-1;
}
//----
if(curlow!=0)
{
if(lastlow>0)
{
if(lastlow>curlow) ZigZagBuffer[lastlowpos]=0;
else ZigZagBuffer[shift]=0;
}
//---
if((curlow<lastlow)||(lastlow<0))
{
lastlow=curlow;
lastlowpos=shift;
}
lasthigh=-1;
}
}
//----+ êîíåö âòîðîãî áîëüøîãî öèêëà
//----+-------------------------------------------------+
//----+ íà÷àëî òðåòüåãî öèêëà
for(shift=limit; shift>=0; shift--)
{
res=TempBuffer[shift];
if(res!=0.0) ZigZagBuffer[shift]=res;
}
//----+ êîíåö òðåòüåãî öèêëà
//+--- Âîññòàíîâëåíèå çíà÷åíèé èíäèêàòîðíîãî áóôôåðà, êîòîðûå ìîãëè áûòü óòåðÿíû
if (limit<MaxBar)
{
ZigZagBuffer[supr2_bar]=ZigZag2;
ZigZagBuffer[supr3_bar]=ZigZag3;
ZigZagBuffer[supr4_bar]=ZigZag4;
for(int qqq=supr4_bar-1; qqq>supr3_bar; qqq--)ZigZagBuffer[qqq]=0;
for(int ggg=supr3_bar-1; ggg>supr2_bar; ggg--)ZigZagBuffer[ggg]=0;
}
//+---+============================================+
//+--- èñïðàâëåíèå âîçíèêàþùèõ ãîðáîâ
double vel1, vel2, vel3, vel4;
int bar1, bar2, bar3, bar4;
int count;
if (limit==MaxBar)supr4_bar=MaxBar;
for(int bar=supr4_bar; bar>=0; bar--)
{
if (ZigZagBuffer[bar]!=0)
{
count++;
vel4=vel3;bar4=bar3;
vel3=vel2;bar3=bar2;
vel2=vel1;bar2=bar1;
vel1=ZigZagBuffer[bar];bar1=bar;
if (count<3)continue;
if ((vel3<vel2)&&(vel2<vel1))ZigZagBuffer[bar2]=0;
if ((vel3>vel2)&&(vel2>vel1))ZigZagBuffer[bar2]=0;
if ((vel2==vel1)&&(vel1!=0 ))ZigZagBuffer[bar1]=0;
}
}
//+--- çàïîìèíàíèå âðåìåíè òð¸õ ïîñëåäíèõ ïåðåãèáîâ Çèãçàãà è çíà÷åíèé èíäèêàòîðà â ýòèõ òî÷êàõ
time2=Time[bar2];
time3=Time[bar3];
time4=Time[bar4];
ZigZag2=vel2;
ZigZag3=vel3;
ZigZag4=vel4;
//+---
//---- çàâåðøåíèå âû÷èñëåíèé çíà÷åíèé èíäèêàòîðà
return(0);
}
//---+ +---------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_SECTION
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: