//+------------------------------------------------------------------+
//| ZigAndZagScalpel.mq4 |
//| Bookkeeper, 2006, yuzefovich@gmail.com |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
//+------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 7 // Èëè 8 - äëÿ testBuffer
#property indicator_color1 Aqua
#property indicator_color2 Black
#property indicator_color3 Black
#property indicator_color4 Black
#property indicator_color5 Yellow
#property indicator_color6 Lime
#property indicator_color7 OrangeRed
//#property indicator_color8 Yellow // Äëÿ ïîäáîðà ÷åãî-íèáóäü
extern int KeelOver=55; // Äëÿ M15
extern int Slalom=17; // Äëÿ M15
double KeelOverZigAndZagSECTION[];
double KeelOverZagBuffer[];
double SlalomZigBuffer[];
double SlalomZagBuffer[];
double LimitOrdersBuffer[];
double BuyOrdersBuffer[];
double SellOrdersBuffer[];
//double testBuffer[];
//+------------------------------------------------------------------+
int shift,back,CountBar,Backstep=3;
int LastSlalomZagPos,LastSlalomZigPos,LastKeelOverZagPos,LastKeelOverZigPos;
double Something,LimitPoints,Navel;
double CurKeelOverZig,CurKeelOverZag,CurSlalomZig,CurSlalomZag;
double LastSlalomZag,LastSlalomZig,LastKeelOverZag,LastKeelOverZig;
bool TrendUp,SetBuyOrder,SetLimitOrder,SetSellOrder,Second=false;
string LastZigOrZag="None";
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0,KeelOverZigAndZagSECTION);
SetIndexStyle(0,DRAW_SECTION,STYLE_DOT);//DRAW_SECTION èëè DRAW_NONE
SetIndexEmptyValue(0,0.0);
SetIndexBuffer(1,KeelOverZagBuffer);
SetIndexStyle(1,DRAW_NONE);
SetIndexEmptyValue(1,0.0);
SetIndexBuffer(2,SlalomZigBuffer);
SetIndexStyle(2,DRAW_NONE);
SetIndexEmptyValue(2,0.0);
SetIndexBuffer(3,SlalomZagBuffer);
SetIndexStyle(3,DRAW_NONE);
SetIndexEmptyValue(3,0.0);
SetIndexBuffer(4,LimitOrdersBuffer);
SetIndexStyle(4,DRAW_ARROW);
SetIndexArrow(4,108);
SetIndexEmptyValue(4,0.0);
SetIndexBuffer(5,BuyOrdersBuffer);
SetIndexStyle(5,DRAW_ARROW);
SetIndexArrow(5,233);
SetIndexEmptyValue(5,0.0);
SetIndexBuffer(6,SellOrdersBuffer);
SetIndexStyle(6,DRAW_ARROW);
SetIndexArrow(6,234);
SetIndexEmptyValue(6,0.0);
// SetIndexStyle(7,DRAW_SECTION);
// SetIndexBuffer(7,testBuffer);
// SetIndexEmptyValue(7,0.0);
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int start()
{
CountBar=Bars-KeelOver;
LimitPoints=Ask-Bid;
if(CountBar<=3*KeelOver) return(-1); // Ìàëîâàòî áóäåò
if(KeelOver<=2*Slalom) return(-1); // Òùàòåëüíåå íàäî
// Çà÷èñòêà íåïðàâèëüíîé èñòîðèè
for(shift=Bars-1; shift>Bars-KeelOver; shift--)
{
SlalomZagBuffer[shift]=0.0;
SlalomZigBuffer[shift]=0.0;
KeelOverZagBuffer[shift]=0.0;
KeelOverZigAndZagSECTION[shift]=0.0;
LimitOrdersBuffer[shift]=0.0;
BuyOrdersBuffer[shift]=0.0;
SellOrdersBuffer[shift]=0.0;
// testBuffer[shift]=0.0;
}
//+---Ïåðâûé ïîõîä ïî èñòîðèè----------------------------------------+
The_First_Crusade();
//+---Âòîðîé ïðîõîä ïî èñòîðè÷åñêèì ìåñòàì---------------------------+
//+---ñ öåëüþ ïîä÷èñòêè íåâåðíî ïîíÿòûõ ñîáûòèé----------------------+
LastSlalomZag=-1; LastSlalomZagPos=-1;
LastSlalomZig=-1; LastSlalomZigPos=-1;
LastKeelOverZag=-1; LastKeelOverZagPos=-1;
LastKeelOverZig=-1; LastKeelOverZigPos=-1;
The_Second_Crusade();
//+---Òðåòèé èñòîðè÷åñêèé ýêñêóðñ - ïîñòðîåíèå "òðåíäà"--------------+
//+---è ðàññòàíîâêà "òîðãîâûõ ñèãíàëîâ"------------------------------+
LastSlalomZag=-1; LastSlalomZagPos=-1;
LastSlalomZig=-1; LastSlalomZigPos=-1;
LastZigOrZag="None";
The_Third_Crusade();
//+---À ÷åãî ìû òåïåðü áóäåì èìåòü çäåñü è ñåé÷àñ?-------------------+
Shift_Zerro();
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void The_First_Crusade()
{
for(shift=CountBar; shift>0; shift--)
{
// Ïîèñê òî÷åê "âñòàë â ïîçó" - "óøåë ñ ðûíêà"
CurSlalomZig=Low[Lowest(NULL,0,MODE_LOW,Slalom,shift)];
CurSlalomZag=High[Highest(NULL,0,MODE_HIGH,Slalom,shift)];
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÑëàëîìÇèãà äëÿ âõîäà
// â ïîêóïêó èëè äëÿ âûõîäà èç ïðîäàæè
if(CurSlalomZig==LastSlalomZig) CurSlalomZig=0.0;
else
{
LastSlalomZig=CurSlalomZig;
if((Low[shift]-CurSlalomZig)>LimitPoints) CurSlalomZig=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çèã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=SlalomZigBuffer[shift+back];
if((Something!=0)&&(Something>CurSlalomZig))
SlalomZigBuffer[shift+back]=0.0;
}
}
}
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÑëàëîìÇàãà äëÿ âõîäà âíèç
// èëè äëÿ âûõîäà èç ïîêóïêè
if(CurSlalomZag==LastSlalomZag) CurSlalomZag=0.0;
else
{
LastSlalomZag=CurSlalomZag;
if((CurSlalomZag-High[shift])>LimitPoints) CurSlalomZag=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çàã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=SlalomZagBuffer[shift+back];
if((Something!=0)&&(Something<CurSlalomZag))
SlalomZagBuffer[shift+back]=0.0;
}
}
}
// Âñå, ÷òî íàøëè íîâåíüêîãî è ïóñòûøêè - êëàäåì â áóôåðà ñëàëîìà
SlalomZigBuffer[shift]=CurSlalomZig;
SlalomZagBuffer[shift]=CurSlalomZag;
// Èùåì òî÷êè ðàçâîðîòà äëÿ ïîñòðîåíèÿ "ëèíåéíîãî òðåíäà", ïðè ýòîì
// â áóôåð ðàçâîðîòîâ ZigAndZag ïîêà ÷òî áóäåì êëàñòü òîëüêî ÎâåðêèëüÇèãè
CurKeelOverZig=Low[Lowest(NULL,0,MODE_LOW,KeelOver,shift)];
CurKeelOverZag=High[Highest(NULL,0,MODE_HIGH,KeelOver,shift)];
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÎâåðêèëüÇèãà
if(CurKeelOverZig==LastKeelOverZig) CurKeelOverZig=0.0;
else
{
LastKeelOverZig=CurKeelOverZig;
if((Low[shift]-CurKeelOverZig)>LimitPoints) CurKeelOverZig=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çèã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=KeelOverZigAndZagSECTION[shift+back];
if((Something!=0)&&(Something>CurKeelOverZig))
KeelOverZigAndZagSECTION[shift+back]=0.0;
}
}
}
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÎâåðêèëüÇàãà
if(CurKeelOverZag==LastKeelOverZag) CurKeelOverZag=0.0;
else
{
LastKeelOverZag=CurKeelOverZag;
if((CurKeelOverZag-High[shift])>LimitPoints) CurKeelOverZag=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çàã,
// áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=KeelOverZagBuffer[shift+back];
if((Something!=0)&&(Something<CurKeelOverZag))
KeelOverZagBuffer[shift+back]=0.0;
}
}
}
// Âñå, ÷òî íàøëè èëè íå íàøëè - êëàäåì â áóôåðà ðàçâîðîòîâ
KeelOverZigAndZagSECTION[shift]=CurKeelOverZig;
KeelOverZagBuffer[shift]=CurKeelOverZag;
}
return;
}
//+------------------------------------------------------------------+
void The_Second_Crusade()
{
// Ïðîñòî ïîä÷èñòêà ëèøíåãî
for(shift=CountBar; shift>0; shift--)
{
CurSlalomZig=SlalomZigBuffer[shift];
CurSlalomZag=SlalomZagBuffer[shift];
if((CurSlalomZig==0)&&(CurSlalomZag==0)) continue;
if(CurSlalomZag!=0)
{
if(LastSlalomZag>0)
{
if(LastSlalomZag<CurSlalomZag) SlalomZagBuffer[LastSlalomZagPos]=0;
else SlalomZagBuffer[shift]=0;
}
if(LastSlalomZag<CurSlalomZag || LastSlalomZag<0)
{
LastSlalomZag=CurSlalomZag;
LastSlalomZagPos=shift;
}
LastSlalomZig=-1;
}
if(CurSlalomZig!=0)
{
if(LastSlalomZig>0)
{
if(LastSlalomZig>CurSlalomZig) SlalomZigBuffer[LastSlalomZigPos]=0;
else SlalomZigBuffer[shift]=0;
}
if((CurSlalomZig<LastSlalomZig)||(LastSlalomZig<0))
{
LastSlalomZig=CurSlalomZig;
LastSlalomZigPos=shift;
}
LastSlalomZag=-1;
}
CurKeelOverZig=KeelOverZigAndZagSECTION[shift];
CurKeelOverZag=KeelOverZagBuffer[shift];
if((CurKeelOverZig==0)&&(CurKeelOverZag==0)) continue;
if(CurKeelOverZag !=0)
{
if(LastKeelOverZag>0)
{
if(LastKeelOverZag<CurKeelOverZag)
KeelOverZagBuffer[LastKeelOverZagPos]=0;
else KeelOverZagBuffer[shift]=0.0;
}
if(LastKeelOverZag<CurKeelOverZag || LastKeelOverZag<0)
{
LastKeelOverZag=CurKeelOverZag;
LastKeelOverZagPos=shift;
}
LastKeelOverZig=-1;
}
if(CurKeelOverZig!=0)
{
if(LastKeelOverZig>0)
{
if(LastKeelOverZig>CurSlalomZig)
KeelOverZigAndZagSECTION[LastKeelOverZigPos]=0;
else KeelOverZigAndZagSECTION[shift]=0;
}
if((CurKeelOverZig<LastKeelOverZig)||(LastKeelOverZig<0))
{
LastKeelOverZig=CurKeelOverZig;
LastKeelOverZigPos=shift;
}
LastKeelOverZag=-1;
}
}
return;
}
//+------------------------------------------------------------------+
void The_Third_Crusade()
{
bool first=true;
for(shift=CountBar; shift>0; shift--)
{
// Íèçâåãàåì ïðåæíèõ ïðîðîêîâ
LimitOrdersBuffer[shift]=0.0;
BuyOrdersBuffer[shift]=0.0;
SellOrdersBuffer[shift]=0.0;
// Çàäàåì öåíòð ìèðîçäàíüÿ èíòåðâàëà shift (ïî ëþáîìó -
// ñïîñîá áîëüøîãî ïîëèòè÷åñêîãî âåñà íå èìååò)
Navel=(5*Close[shift]+2*Open[shift]+High[shift]+Low[shift])/9;
// Åñëè îâåðêèëü - ñìîòðèì,
// êóäà (ìîæåò áûòü) äàëüøå ñåéìîìåíòíî ïîéäåì: ââåðõ èëè âíèç
if(KeelOverZigAndZagSECTION[shift]!=0.0)
{
TrendUp=true;
first=false;
Alert("Trend UP Signal");
}
if(KeelOverZagBuffer[shift]!=0.0)
{
TrendUp=false;
first=false;
Alert("Trend Down Signal");
}
// Ñîáèðàåì â KeelOverZigAndZagSECTION è ÎâåðêèëüÇèãè, è ÎâåðêèëüÇàãè,
// è ïóñòûøêè - âñå â îäíó êó÷êó, òàêèì îáðàçîì ïîëó÷àåì äîëãîèãðàþùèé
// ZigAndZag, íàòÿãèâàÿ íèòü "òðåíäà" íà ïóïêè ðàçâîðîòíûõ ñâå÷åê
if(KeelOverZagBuffer[shift]!=0.0 || KeelOverZigAndZagSECTION[shift]!=0.0)
{
KeelOverZigAndZagSECTION[shift]=Navel;
}
else KeelOverZigAndZagSECTION[shift]=0.0;
// Ïðîâåðÿåì shift íà íàëè÷èå ÑëàëîìÇèãà èëè ÑëàëîìÇàãà
if(SlalomZigBuffer[shift]!=0.0)
{
LastZigOrZag="Zig";
LastSlalomZig=Navel;
SetBuyOrder=false;
SetLimitOrder=false;
SetSellOrder=false;
}
if(SlalomZagBuffer[shift]!=0.0)
{
LastZigOrZag="Zag";
LastSlalomZag=Navel;
SetBuyOrder=false;
SetLimitOrder=false;
SetSellOrder=false;
}
// è, åñëè íè ÑëàëîìÇèãà, íè ÑëàëîìÇàãà óæå íåò,
// à îâåðêèëü óæå áûë - ñìîòðèì, à ÷òî åñòü ïî âõîäó-âûõîäó
if(SlalomZigBuffer[shift]==0.0 &&
SlalomZagBuffer[shift]==0.0 &&
first==false) Slalom_With_A_Scalpel();
}
return;
}
//+------------------------------------------------------------------+
void Shift_Zerro()
{
shift=0;
Navel=(5*Close[0]+2*Open[0]+High[0]+Low[0])/9;
Slalom_With_A_Scalpel();
KeelOverZigAndZagSECTION[0]=Navel;
return;
}
//+------------------------------------------------------------------+
void Slalom_With_A_Scalpel()
{
// Ïðîâåðÿåì ñóùåñòâóþùèé ñèãíàë íà èìååò ïðàâî áûòü
// èëè íà åñëè íå ñòîèò, à õîòåëîñü áû:
// åñëè õîä ÷èñòî êîíêðåòíî ïî æèçíè - çàáèâàåì Ñòðåëêó íà äåíüãè,
// åñëè ïðîòèâ - ñòàâèì íà øóõåð Øàðèêà Äåëàé-Íîãè
if(LastZigOrZag=="Zig")
{
if(TrendUp==true)
{
if((Navel-LastSlalomZig)>=LimitPoints && SetBuyOrder==false)
{
SetBuyOrder=true;
BuyOrdersBuffer[shift]=Low[shift+1];
LastSlalomZigPos=shift;
}
if(Navel<=LastSlalomZig && SetBuyOrder==true)
{
SetBuyOrder=false;
BuyOrdersBuffer[LastSlalomZigPos]=0.0;
LastSlalomZigPos=-1;
}
}
if(TrendUp==false)
{
if(Navel>LastSlalomZig && SetLimitOrder==false)
{
SetLimitOrder=true;
LimitOrdersBuffer[shift]=Navel;
// LimitOrdersBuffer[shift]=Close[shift];
LastSlalomZigPos=shift;
}
if(Navel<=LastSlalomZig && SetLimitOrder==true)
{
SetLimitOrder=false;
LimitOrdersBuffer[LastSlalomZigPos]=0.0;
LastSlalomZigPos=-1;
}
}
}
if(LastZigOrZag=="Zag")
{
if(TrendUp==false)
{
if((LastSlalomZag-Navel)>=LimitPoints && SetSellOrder==false)
{
SetSellOrder=true;
SellOrdersBuffer[shift]=High[shift+1];
LastSlalomZagPos=shift;
}
if(Navel>=LastSlalomZag && SetSellOrder==true)
{
SetSellOrder=false;
SellOrdersBuffer[LastSlalomZagPos]=0.0;
LastSlalomZagPos=-1;
}
}
if(TrendUp==true)
{
if(LastSlalomZag>Navel && SetLimitOrder==false)
{
SetLimitOrder=true;
LimitOrdersBuffer[shift]=Navel;
// LimitOrdersBuffer[shift]=Close[shift];
LastSlalomZagPos=shift;
}
if(Navel>=LastSlalomZag && SetLimitOrder==true)
{
SetLimitOrder=false;
LimitOrdersBuffer[LastSlalomZagPos]=0.0;
LastSlalomZagPos=-1;
}
}
}
return;
}
//+--Ñîáñòâåííî, ÿ âñå ñêàçàë. Çàáàâíî, åñëè âñå ýòî ðàáîòàòü áóäåò--+
//+------------------------------------------------------------------+
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 close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_SECTION
Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen