//+------------------------------------------------------------------+
//| DarvasBoxes.mq4 |
//| ign... |
//| http://www.blenderar.com.ar |
//+------------------------------------------------------------------+
//
/*
version 0.3
Changelog: Major buxfix! Seeing the indicator i detected that the
price broke the bottom and the top of the boxes in non apropiate moments.
This was because a false verification of periods.
Now the boxes are more real than the olders.
version 0.4
ChangeLog: This is a better implementation of the Darvas Algorithm method.
*/
#property copyright "ign..."
#property link "http://www.blenderar.com.ar"
#define SET_BOXTOP 1
#define SAVE_BOXTOP 2
#define SET_BOXBOTTOM 3
#define SAVE_BOXBOTTOM 4
#define WAIT_SIGNAL 5
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Red
#property indicator_color3 Green
//---- buffers
double ExtMapBuffer1[]; //BoxTop
double ExtMapBuffer2[]; //BoxBottom
double ExtMapBuffer3[]; //Down Arrow
double ExtMapBuffer4[]; // Up arrow
/* TODO: This parameters will serve to use start and end time for each day.
extern int GMTOffset = 3; //Argentina
extern int LocalTimeOpen = 10; //US Open
extern int LocalTimeClose = 19; //US Close
*/
string ShortName;
int PrevState;
int State;
double BoxTop;
double BoxBottom;
int BoxStartPos;
int BoxEndPos;
int CurPos;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
datetime x_x;
datetime d_d;
int init()
{
//---- indicators.
x_x = 1159190498;
if( 1 || CurTime() < x_x)
{
SetIndexStyle(0,DRAW_LINE, EMPTY, 2);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexStyle(1,DRAW_LINE, EMPTY, 2);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexStyle(2,DRAW_ARROW, EMPTY, 3);
SetIndexArrow(2, SYMBOL_ARROWDOWN);
SetIndexBuffer(2,ExtMapBuffer3);
SetIndexStyle(3,DRAW_ARROW, EMPTY, 3);
SetIndexArrow(3, SYMBOL_ARROWUP);
SetIndexBuffer(3,ExtMapBuffer4);
ShortName = "DarvasBoxes-0.1";
State = SET_BOXTOP;
PrevState = 0;
BoxTop = 0.0;
BoxBottom = 0.0;
BoxStartPos = 0;
BoxEndPos = 0;
CurPos = EMPTY_VALUE;
IndicatorShortName(ShortName);
}
else
{
Alert ("This trial version is expired.\nPlease, contact the developers if you want a new version.");
return (-1);
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
Comment("");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars = IndicatorCounted();
int pos;
int i;
//----
if( 0 && CurTime() > x_x)
{
return (-1);
}
if(counted_bars < 0) return(1);
if(counted_bars > 0) counted_bars--;
pos = Bars - counted_bars;
if(CurPos == EMPTY_VALUE) CurPos = pos + 1;
while (pos >= 0)
{
if(State == WAIT_SIGNAL && PrevState == WAIT_SIGNAL)
Comment("Darvas Current State: Waiting Signal");
else
Comment("State #" + State);
if(CurPos ==pos+1)
{
CurPos = pos;
if(State == SET_BOXTOP)
{
BoxTop = High[pos+1];
BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else if( State == SAVE_BOXTOP )
{
if(BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else
{
PrevState = State;
State = SET_BOXBOTTOM;
}
}
else if( State == SET_BOXBOTTOM )
{
if (BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(BoxTop < High[pos+1])
{
if(BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else
{
PrevState = State;
State = SET_BOXBOTTOM;
}
}
else
{
PrevState = State;
State = SAVE_BOXBOTTOM;
}
}
else if( State == SAVE_BOXBOTTOM )
{
if(BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else if ( BoxBottom > Low[pos+1] )
{
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(BoxTop < High[pos+1])
{
if(BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else
{
PrevState = State;
State = SET_BOXBOTTOM;
}
}
else
{
PrevState = State;
State = SAVE_BOXBOTTOM;
}
}
else
{
//Save BOXBOTTOM
PrevState = State;
State = WAIT_SIGNAL;
}
}
else if( State == WAIT_SIGNAL )
{
if(PrevState == SAVE_BOXBOTTOM && BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else if (PrevState == SAVE_BOXBOTTOM && BoxBottom > Low[pos+1])
{
BoxBottom = Low[pos+1];
if(BoxTop < High[pos+1])
{
if(BoxTop < High[pos+1])
{
BoxTop = High[pos+1];
if(BoxBottom > Low[pos+1]) BoxBottom = Low[pos+1];
if(!PrevState)
{
BoxStartPos = pos+1;
}
PrevState = State;
State = SAVE_BOXTOP;
}
else
{
PrevState = State;
State = SET_BOXBOTTOM;
}
}
else
{
PrevState = State;
State = SAVE_BOXBOTTOM;
}
}
else
{
PrevState = State;
if(BoxBottom > Low[pos+1])
{
// Sell Signal
PrevState = 0;
State = SET_BOXTOP;
}
if(BoxTop < High[pos+1])
{
// Buy Signal
PrevState = 0;
State = SET_BOXTOP;
}
}
}
}
draw_boxtop(pos);
draw_boxbottom(pos);
pos--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
void draw_boxtop(int pos)
{
int i;
for( i = BoxStartPos; i > pos; i--)
{
ExtMapBuffer1[i] = BoxTop;
}
}
void draw_boxbottom(int pos)
{
int i;
for( i = BoxStartPos; i > pos; i--)
{
ExtMapBuffer2[i] = BoxBottom;
}
}
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
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: