//+------------------------------------------------------------------+
//| Zigzag_R_.mq4 |
//| Copyright © 2005-2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
/* Ýòîò âàðèàíò Zigzag'à ÿâëÿåòñÿ ïðîñòîé îïòèìèçàöèåé ñòàðîãî |
âàðèàíòà, ê êîòîðîìó ïðèâûêëè ñîòíè òûñÿ÷ ïîëüçîâàòåëåé Metatrader |
åùå ñ âåðñèè ÌÒ3 (ÿçûê MQL2). |
Èñïîëüçîâàíèå èíäèêàòîðà áåç îïòèìèçàöèè äåëàëî ñëîæíûì è äîëãèì |
òåñòèðîâàíèå ñîâåòíèêîâ, èñïîëüçóþùèõ çíà÷åíèÿ ïîëüçîâàòåëüñêîãî |
èíäèêàòîðà Zigzag. Îïòèìèçèðîâàííûé âàðèàíò ðåøàåò äàííóþ ïðîáëåìó. |
 ïåðâûé ðàç, ïðè ïåðâîì çàïóñêå èíäèêàòîð ïðîñ÷èòûâàåò âñþ èñòîðèþ. |
Ïðè ïîñëåäóþùèõ âûçîâàõ ïðè ïðèõîäå íîâûõ òèêîâ â ðåàëüíîì âðåìåíè |
èëè ïðè èñïîëüçîâàíèè â òåñòåðå íàõîäèòñÿ òðåòèé ýêñòðåìóì îò |
òåêóùåãî âðåìåíè âãëóáü èñòîðèè è ïåðåñ÷åò íà÷èíàåòñÿ ñ íåãî. Åñëè |
Âû õîòèòå íà÷èíàòü ïåðåñ÷åò ñî âòîðîãî ýêñòðåìóìà, ïîìåíÿéòå |
çíà÷åíèå ïåðåìåííîé level, êîòîðàÿ îïðåäåëÿåò ãëóáèíó ïåðåñ÷åòà: |
int level = 3; // recounting's depth |
Âñå íàçâàíèÿ âíåøíèõ ïåðåìåííûõ ñîõðàíåíû èç ñîîáðàæåíèé |
ïðååìñòâåííîñòè. Êðîìå òîãî, óáðàíû ýêñòðåìóìû, âèñÿùèå â âîçäóõå, |
êîòîðûå îáðàçîâûâàëèñü íà ìèíóòíûõ òàéì-ôðåéìàõ. |
//+------------------------------------------------------------------+
*/
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
//----
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- indicator parameters
extern int ExtDepth = 12;
extern int ExtDeviation = 5;
extern int ExtBackstep =3;
//---- indicator buffers
double ZigzagBuffer[];
double HighMapBuffer[];
double LowMapBuffer[];
// recounting's depth
int level = 3;
bool downloadhistory = false;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(3);
//---- drawing settings
SetIndexStyle(0, DRAW_SECTION);
//---- indicator buffers mapping
SetIndexBuffer(0, ZigzagBuffer);
SetIndexBuffer(1, HighMapBuffer);
SetIndexBuffer(2, LowMapBuffer);
SetIndexEmptyValue(0, 0.0);
//---- indicator short name
IndicatorShortName("ZigZag(" + ExtDepth + "," + ExtDeviation +
"," + ExtBackstep + ")");
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int i, counted_bars = IndicatorCounted();
int limit, counterZ, whatlookfor;
int shift, back, lasthighpos, lastlowpos;
double val, res;
double curlow, curhigh, lasthigh, lastlow;
// history was downloaded
if(counted_bars == 0 && downloadhistory)
{
ArrayInitialize(ZigzagBuffer, 0.0);
ArrayInitialize(HighMapBuffer, 0.0);
ArrayInitialize(LowMapBuffer, 0.0);
}
//----
if(counted_bars == 0)
{
limit = Bars - ExtDepth;
downloadhistory = true;
}
//----
if(counted_bars > 0)
{
//----
while(counterZ < level && i < 100)
{
res = ZigzagBuffer[i];
if(res != 0)
counterZ++;
i++;
}
i--;
limit=i;
//----
if(LowMapBuffer[i] != 0)
{
curlow = LowMapBuffer[i];
whatlookfor = 1;
}
else
{
curhigh = HighMapBuffer[i];
whatlookfor = -1;
}
//----
for(i = limit - 1; i >= 0; i--)
{
ZigzagBuffer[i] = 0.0;
LowMapBuffer[i] = 0.0;
HighMapBuffer[i] = 0.0;
}
}
//----
for(shift = limit; shift >= 0; shift--)
{
val = Low[iLowest(NULL, 0, MODE_LOW, ExtDepth, shift)];
//----
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 = LowMapBuffer[shift+back];
//----
if((res != 0) && (res > val))
LowMapBuffer[shift+back] = 0.0;
}
}
}
//----
if(Low[shift] == val)
LowMapBuffer[shift] = val;
else
LowMapBuffer[shift] = 0.0;
//--- high
val = High[iHighest(NULL,0,MODE_HIGH,ExtDepth,shift)];
//----
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 = HighMapBuffer[shift+back];
//----
if((res != 0) && (res < val))
HighMapBuffer[shift+back] = 0.0;
}
}
}
//----
if(High[shift] == val)
HighMapBuffer[shift] = val;
else
HighMapBuffer[shift] = 0.0;
}
// final cutting
if(whatlookfor == 0)
{
lastlow = 0;
lasthigh = 0;
}
else
{
lastlow = curlow;
lasthigh = curhigh;
}
//----
for(shift = limit; shift >= 0; shift--)
{
res = 0.0;
//----
switch(whatlookfor)
{
// look for peak or lawn
case 0: if(lastlow == 0 && lasthigh == 0)
{
if(HighMapBuffer[shift] != 0)
{
lasthigh = High[shift];
lasthighpos = shift;
whatlookfor = -1;
ZigzagBuffer[shift] = lasthigh;
res = 1;
}
if(LowMapBuffer[shift] != 0)
{
lastlow = Low[shift];
lastlowpos = shift;
whatlookfor = 1;
ZigzagBuffer[shift] = lastlow;
res = 1;
}
}
break;
// look for peak
case 1: if(LowMapBuffer[shift] != 0.0 && LowMapBuffer[shift] < lastlow &&
HighMapBuffer[shift] == 0.0)
{
ZigzagBuffer[lastlowpos]=0.0;
lastlowpos=shift;
lastlow=LowMapBuffer[shift];
ZigzagBuffer[shift]=lastlow;
res=1;
}
if(HighMapBuffer[shift] != 0.0 && LowMapBuffer[shift] == 0.0)
{
lasthigh = HighMapBuffer[shift];
lasthighpos = shift;
ZigzagBuffer[shift] = lasthigh;
whatlookfor = -1;
res = 1;
}
break;
// look for lawn
case -1: if(HighMapBuffer[shift] != 0.0 &&
HighMapBuffer[shift] > lasthigh &&
LowMapBuffer[shift] == 0.0)
{
ZigzagBuffer[lasthighpos] = 0.0;
lasthighpos = shift;
lasthigh = HighMapBuffer[shift];
ZigzagBuffer[shift] = lasthigh;
}
if(LowMapBuffer[shift] != 0.0 && HighMapBuffer[shift] == 0.0)
{
lastlow = LowMapBuffer[shift];
lastlowpos = shift;
ZigzagBuffer[shift] = lastlow;
whatlookfor = 1;
}
break;
default: return;
}
}
//----
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
Indicator Curves created:
Implements a curve of type DRAW_SECTION
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: