//+------------------------------------------------------------------+
//| GannSwings.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 6
#property indicator_color1 Yellow
#property indicator_color2 Yellow
#property indicator_color3 Blue
#property indicator_color4 Red
#property indicator_color5 Aqua
#property indicator_color6 HotPink
#define version "XV"
extern int kind=1;// òèï òåíäåíöèè, 1- ìàëàÿ, 2 - ïðîìåæóòî÷íàÿ, 3 - îñíîâíàÿ
extern bool ShowHiLo=false;
extern bool ShowOutSideBars=false;
extern bool MoveLastSwing=false; // åñëè ðàâíî true, òî êîí÷èê õâîñòà áóäåò ñäâèãàòüñÿ áëèæå ê íóëåâîìó áàðó äëÿ äâóõ îäèíàêîâûõ áàðîâ ïî High èëè Low
//---- buffers
double HighSwings[];
double LowSwings[];
double HighsBuffer[];
double LowsBuffer[];
double TrendBuffer[];
double UpCloseOutSideBuffers[];
double DownCloseOutSideBuffers[];
double SwingHigh,SwingLow;
int prevSwing,LastSwing,myBars,lowCounter,highCounter , cnt;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(7);
SetIndexStyle(0,DRAW_ZIGZAG);
SetIndexBuffer(0,HighSwings);
SetIndexEmptyValue(0,0.0);
SetIndexLabel(0,"HighSwing");
SetIndexStyle(1,DRAW_ZIGZAG);
SetIndexBuffer(1,LowSwings);
SetIndexEmptyValue(1,0.0);
SetIndexLabel(1,"LowSwing");
SetIndexBuffer(2,HighsBuffer);
SetIndexLabel(2,"HighActive");
SetIndexEmptyValue(2,0.0);
SetIndexBuffer(3,LowsBuffer);
SetIndexLabel(3,"LowActive");
SetIndexEmptyValue(3,0.0);
if (ShowHiLo)
{
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(2,159);
SetIndexStyle(3,DRAW_ARROW);
SetIndexArrow(3,159);
}
else
{
SetIndexStyle(2,DRAW_NONE);
SetIndexStyle(3,DRAW_NONE);
}
SetIndexBuffer(4,UpCloseOutSideBuffers);
SetIndexStyle(4,DRAW_ARROW);
SetIndexArrow(4,108);
SetIndexLabel(4,"UpClose");
SetIndexEmptyValue(4,0.0);
SetIndexBuffer(5,DownCloseOutSideBuffers);
SetIndexStyle(5,DRAW_ARROW);
SetIndexArrow(5,108);
SetIndexLabel(5,"DownClose");
SetIndexEmptyValue(5,0.0);
SetIndexBuffer(6,TrendBuffer);
for (int i=Bars-1; i>=0; i--)
{
HighSwings[i]=0.0;
LowSwings[i]=0.0;
HighsBuffer[i]=0.0;
LowsBuffer[i]=0.0;
TrendBuffer[i]=0.0;
UpCloseOutSideBuffers[i]=0.0;
DownCloseOutSideBuffers[i]=0.0;
}
SwingHigh=0.0;
SwingLow=0.0;
prevSwing=0;
LastSwing=0.0;
myBars=0;
lowCounter=0;
highCounter=0;
Comment("\n","GannSwings ",version," kind=",kind);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
Comment("\n","\n"," ");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
void DownTrendOutSide()
{
//----
//1
if (Close[cnt]<=Open[cnt] && lowCounter==1)
{
SwingHigh=High[cnt];
SwingLow=Low[cnt];
HighSwings[cnt]=High[cnt];
LowSwings[cnt]=Low[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
}
//2
if ( Close[cnt]>Open[cnt] && lowCounter==1)
{
LowSwings[LastSwing]=0.0;
SwingLow=Low[cnt];
SwingHigh=High[cnt];
HighSwings[cnt]=High[cnt];
LowSwings[cnt]=Low[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
TrendBuffer[cnt]=1.0;
//Print("breakout àïòðåíä ÷åðåç âíåøíèé áàð");
}
//3
if (Close[cnt]>Open[cnt] && highCounter==kind)
{
SwingLow=Low[cnt];
SwingHigh=High[cnt];
LowSwings[cnt]=Low[cnt];
HighSwings[cnt]=High[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
TrendBuffer[cnt]=1.0;
//Print("breakout äàóíòðåíä ÷åðåç âíåøíèé áàð");
}
//4
if (Close[cnt]<=Open[cnt] && highCounter==kind)
{
SwingLow=Low[cnt];
SwingHigh=High[cnt];
if (Low[cnt]<LowSwings[LastSwing])
{
LowSwings[LastSwing]=0.0;
LowSwings[cnt]=Low[cnt];
}
HighSwings[cnt]=High[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
//Print("Ðàçâîðîò äàóíòðåíäà ÷åðåç âíåøíèé áàð");
TrendBuffer[cnt]=1.0;
}
//----
return;
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
void UpTrendOutSide()
{
//----
if ( Close[cnt]>=Open[cnt] && highCounter==1)
{
SwingLow=Low[cnt];
SwingHigh=High[cnt];
LowSwings[cnt]=Low[cnt];
HighSwings[cnt]=High[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
//Print("Ïðîäîëæåíèå àïòðåíä ÷åðåç âíåøíèé áàð");
}
if (Close[cnt]< Open[cnt] && highCounter==1)
{
HighSwings[LastSwing]=0.0;
SwingLow=Low[cnt];
SwingHigh=High[cnt];
LowSwings[cnt]=Low[cnt];
HighSwings[cnt]=High[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
TrendBuffer[cnt]=-1.0;
//Print("breakout àïòðåíä ÷åðåç âíåøíèé áàð");
}
if (Close[cnt]>= Open[cnt] && lowCounter==kind)
{
SwingLow=Low[cnt];
SwingHigh=High[cnt];
LowSwings[cnt]=Low[cnt];
HighSwings[cnt]=High[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
TrendBuffer[cnt]=-1.0;
//Print("breakout àïòðåíä ÷åðåç âíåøíèé áàð");
}
// TrendBuffer[cnt+1]==1.0 &&
if (Close[cnt]<Open[cnt] && lowCounter==kind)
{
SwingLow=Low[cnt];
SwingHigh=High[cnt];
if (High[cnt]>HighSwings[LastSwing])
{
HighSwings[LastSwing]=0.0;
HighSwings[cnt]=High[cnt];
}
LowSwings[cnt]=Low[cnt];
highCounter=0;
lowCounter=0;
LastSwing=cnt;
//Print("Ðàçâîðîò àïòðåíäà ÷åðåç âíåøíèé áàð");
TrendBuffer[cnt]=-1.0;
}
//----
return;
}
//+------------------------------------------------------------------+
//| OutSidePart function |
//+------------------------------------------------------------------+
void OutSidePart()
{
//----
if (TrendBuffer[cnt+1]==1.0)
{
UpTrendOutSide();
}//TrendBuffer[cnt+1]==1.0;
else
{// TrendBuffer[cnt+1]==-1.0
DownTrendOutSide();
}//TrendBuffer[cnt+1]==-1.0
//----
return;
}
//+------------------------------------------------------------------+
//| nonOutSidePart() function |
//+------------------------------------------------------------------+
void nonOutSidePart()
{
//----
if (TrendBuffer[cnt+1]==-1.0)
{
if (lowCounter==1)
{
if (LastSwing!=Bars-1) LowSwings[LastSwing]=0.0; // çàòðåì ïðåäûäóùèé ñâèíã
//Print("çàòðåì ïðåäûäóùèé Down ñâèíã");
LastSwing=cnt;
SwingHigh=High[cnt];
SwingLow=Low[cnt];
//TrendBuffer[cnt]=-1.0;
highCounter=0;
lowCounter=0;
LowSwings[cnt]=Low[cnt];
HighsBuffer[cnt]=SwingHigh;
//Print("ïðîäîëæåíèå äàóíòðåíäà");
}
else
{
if (highCounter==kind)
{
//if (LastSwing=!cnt)
LastSwing=cnt;
SwingHigh=High[cnt];
SwingLow=Low[cnt];
TrendBuffer[cnt]=1.0;
highCounter=0;
lowCounter=0;
HighSwings[cnt]=High[cnt];
LowsBuffer[cnt]=SwingLow;
//Print("ðàçâîðîò äàóíòðåíäà");
}
else
{
if (Low[cnt]==SwingLow && MoveLastSwing)
{
LowSwings[LastSwing]=0.0;
LastSwing=cnt;
LowSwings[cnt]=Low[cnt];
// continue;
}
}
}
}// TrendBuffer[cnt+1]==-1.0
else // TrendBuffer[cnt+1]==1.0
{
if (highCounter==1)
{
if (LastSwing!=Bars-1) HighSwings[LastSwing]=0.0; // çàòðåì ïðåäûäóùèé ñâèíã
LastSwing=cnt;
SwingHigh=High[cnt];
SwingLow=Low[cnt];
highCounter=0;
lowCounter=0;
HighSwings[cnt]=High[cnt];
HighsBuffer[cnt]=SwingHigh;
LowsBuffer[cnt]=SwingLow;
//Print("ïðîäîëæåíèå àïòðåíäà");
}
else
{
if (lowCounter==kind)
{
LastSwing=cnt;
SwingHigh=High[cnt];
SwingLow=Low[cnt];
TrendBuffer[cnt]=-1.0;
highCounter=0;
lowCounter=0;
LowSwings[cnt]=Low[cnt];
HighsBuffer[cnt]=SwingHigh;
LowsBuffer[cnt]=SwingLow;
//Print("ðàçâîðîò àïòðåíäà");
}
else
{
if (High[cnt]==SwingHigh && MoveLastSwing)
{
HighSwings[LastSwing]=0.0;
LastSwing=cnt;
HighSwings[cnt]=High[cnt];
}
}
}
} //TrendBuffer[cnt+1]==1.0
//----
return;
}
//+------------------------------------------------------------------+
//| return shift of last swing |
//+------------------------------------------------------------------+
int GetLastSwing()
{
//----
int point=1;
while (HighSwings[point]==0.0 && LowSwings[point]==0.0 && point<Bars) point++;
//----
return(point);
}
//+------------------------------------------------------------------+
//| Check prev swing |
//+------------------------------------------------------------------+
void SetPrevSwing()
{
//----
int LastPoint;
LastPoint=GetLastSwing();
HighSwings[0]=0.0;
SwingHigh=High[LastPoint];
SwingLow=Low[LastPoint];
LastSwing=LastPoint;
//----
return;
}
//+------------------------------------------------------------------+
//| check Out side bar |
//+------------------------------------------------------------------+
bool isOutSideSwingBar(int shift)
{
bool res=false;
//----
res=((High[shift]>SwingHigh)&&(Low[shift]<SwingLow));
if (res && ShowOutSideBars)
{
if (Close[shift]>Open[shift]) UpCloseOutSideBuffers[shift]=(High[shift]+Low[shift])/2.0;
else DownCloseOutSideBuffers[shift]=(High[shift]+Low[shift])/2.0;
}
//----
return(res);
}
//+------------------------------------------------------------------+
//| Check new low |
//+------------------------------------------------------------------+
void SetSwings(int shift)
{
//----
//----
return;
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int limit;
bool nonOutSide;
if (counted_bars==0)
{
limit=Bars-1;
LowsBuffer[limit]=Low[limit];
LowSwings[limit]=Low[limit];
SwingHigh=High[limit];
SwingLow=Low[limit];
LastSwing=limit;
TrendBuffer[limit]=-1.0;
}
if (counted_bars>0) limit=Bars-counted_bars;
if ( (counted_bars<0)|| ((counted_bars>0)&&(Bars-myBars>1)) ) init();
limit--;
//----
for ( cnt=limit;cnt>0;cnt--)
{
//if (cnt==0) SetPrevSwing();
nonOutSide=!isOutSideSwingBar(cnt);
if (High[cnt]>SwingHigh) {highCounter++;SwingHigh=High[cnt];HighsBuffer[cnt]=SwingHigh;}
if (Low[cnt]<SwingLow) {lowCounter++;SwingLow=Low[cnt];LowsBuffer[cnt]=SwingLow;}
TrendBuffer[cnt]=TrendBuffer[cnt+1];// åñëè íå áóäóò èçìåíåíèé - òðåíä ñîõðàíèòñÿ
if (nonOutSide)
{
nonOutSidePart(); // òóò ìû ðàáîòàåì ñ îáû÷íûìè áàðàìè
}// if (nonOutSide)
else // outSideBars
{
OutSidePart();
}// isOutSideSwingBar(cnt)
} // ÊÎÍÅÖ ÖÈÊËÀ
myBars=Bars;
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
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_ZIGZAG
Implements a curve of type DRAW_ARROW
Implements a curve of type DRAW_NONE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: