//+------------------------------------------------------------------
//| ZigZagRealBreakOut.mq4
//|
//|
//| Converted by Dr. Gaines
//| |
//| |
//+------------------------------------------------------------------
#property copyright " Istoniz "
#property link " http://www.kg/ "
#property indicator_chart_window
#property indicator_color1 Blue
#property indicator_buffers 2
#property indicator_color2 White
#include <stdlib.mqh>
//+------------------------------------------------------------------
//| Common External variables
//+------------------------------------------------------------------
//+------------------------------------------------------------------
//| External variables
//+------------------------------------------------------------------
extern int barn = 250;
extern double LengthInput = 6;
extern double delaymin = 60;
extern double nSymbolHi = 242;
extern double nSymbolLow = 241;
//+------------------------------------------------------------------
//| Special Convertion Functions
//+------------------------------------------------------------------
int LastTradeTime;
double ExtHistoBuffer[];
double ExtHistoBuffer2[];
void SetLoopCount(int loops)
{
}
void SetIndexValue(int shift, double value)
{
ExtHistoBuffer[shift] = value;
}
void SetIndexValue2(int shift, double value)
{
ExtHistoBuffer2[shift] = value;
}
bool SetObjectText(string name, string text, string font, int size,
color Acolor)
{
return(ObjectSetText(name, text, size, font, Acolor));
}
bool MoveObject(string name, int type, datetime Atime, double Aprice, datetime Atime2 = 0, double Aprice2 = 0, color Acolor = CLR_NONE, int Aweight = 0, int Astyle = 0)
{
if (ObjectFind(name) != -1)
{
int OType = ObjectType(name);
if ((OType == OBJ_VLINE) ||
(OType == OBJ_HLINE) ||
(OType == OBJ_TRENDBYANGLE) ||
(OType == OBJ_TEXT) ||
(OType == OBJ_ARROW) ||
(OType == OBJ_LABEL))
{
return(ObjectMove(name, 0, Atime, Aprice));
}
if ((OType == OBJ_GANNLINE) ||
(OType == OBJ_GANNFAN) ||
(OType == OBJ_GANNGRID) ||
(OType == OBJ_FIBO) ||
(OType == OBJ_FIBOTIMES) ||
(OType == OBJ_FIBOFAN) ||
(OType == OBJ_FIBOARC) ||
(OType == OBJ_RECTANGLE) ||
(OType == OBJ_ELLIPSE) ||
(OType == OBJ_CYCLES) ||
(OType == OBJ_TREND) ||
(OType == OBJ_STDDEVCHANNEL) ||
(OType == OBJ_REGRESSION))
{
return(ObjectMove(name, 0, Atime, Aprice) && ObjectMove(name, 1, Atime2, Aprice2));
}
/*
OBJ_CHANNEL,
OBJ_EXPANSION,
OBJ_FIBOCHANNEL,
OBJ_TRIANGLE,
OBJ_PITCHFORK
*/
}
else
{
return(ObjectCreate(name, type, 0, Atime, Aprice, Atime2,Aprice2, 0, 0) && ObjectSet(name, OBJPROP_COLOR, Acolor));
}
}
void SetArrow(datetime ArrowTime, double Price, double ArrowCode, color ArrowColor)
{
int err;
string ArrowName = DoubleToStr(ArrowTime,0);
if (ObjectFind(ArrowName) != -1) ObjectDelete(ArrowName);
if(!ObjectCreate(ArrowName, OBJ_ARROW, 0, ArrowTime, Price))
{
err=GetLastError();
Print("error: can't create Arrow! code #",err," ",ErrorDescription(err));
return;
}
else
{
ObjectSet(ArrowName, OBJPROP_ARROWCODE, ArrowCode);
ObjectSet(ArrowName, OBJPROP_COLOR , ArrowColor);
ObjectsRedraw();
}
}
//+------------------------------------------------------------------
//| End
//+------------------------------------------------------------------
//+------------------------------------------------------------------
//| Initialization
//+------------------------------------------------------------------
int init()
{
SetIndexStyle(0, DRAW_LINE, STYLE_SOLID);
SetIndexBuffer(0, ExtHistoBuffer);
SetIndexStyle(1, DRAW_LINE, STYLE_SOLID);
SetIndexBuffer(1, ExtHistoBuffer2);
return(0);
}
int start()
{
//+------------------------------------------------------------------
//| Local variables
//+------------------------------------------------------------------
int shift = 0;
double LL = 0;
double HH = 0;
double Swing = 0;
double Swing_n = 0;
double BH = 0;
double BL = 0;
int i = 0;
double zu = 0;
double zd = 0;
double NH = 0;
double NL = 0;
int uzl = 0;
double summ = 0;
double current = 0;
double lasttime = 0;
double file_handle = 0;
double Length = 6;
double bs = 0;
double ss = 0;
double buyprice = 0;
double sellprice = 0;
int Uzel[10000,3];
SetLoopCount(0);
// loop from first bar to current bar (with shift=0)
Swing_n=0;Swing=0;uzl=0;
BH =High[barn];BL=Low[barn];zu=barn;zd=barn;
for(shift=barn;shift>=0 ;shift--){
LL=10000000;HH=-100000000;
for(i=shift+Length;i>=shift+1 ;i--){
if( Low[i]< LL ) {LL=Low[i];}
if( High[i]>HH ) {HH=High[i];}
}
if( Low[shift]<LL && High[shift]>HH )
{
Swing=2;
if( Swing_n == 1 ) {zu=shift+1;}
if( Swing_n == -1 ) {zd=shift+1;}
}
else
{
if( Low[shift]<LL ) {Swing=-1;}
if( High[shift]>HH ) {Swing=1;}
}
if( Swing != Swing_n && Swing_n != 0 )
{
if( Swing == 2 ) {Swing=-Swing_n;BH = High[shift];BL = Low[shift]; }
uzl=uzl+1;
if( Swing == 1 ) {Uzel[uzl,1]=zd;Uzel[uzl,2]=BL;Uzel[uzl,3]=shift;}
if( Swing == - 1 ) {Uzel[uzl,1]=zu;Uzel[uzl,2]=BH;Uzel[uzl,3]=shift;}
BH = High[shift];BL = Low[shift];
}
if( Swing == 1 ) { if( High[shift] >= BH ) {BH=High[shift];zu=shift;}}
if( Swing == -1 ) { if( Low[shift]<=BL ) {BL=Low[shift]; zd=shift;}}
Swing_n=Swing;
}
for(i =1;i <=uzl ;i ++){
SetIndexValue(Uzel[i,1],Uzel[i,2]);
SetIndexValue2(Uzel[i,3],Uzel[i,2]);
if( Uzel[i,2]-Uzel[i-1,2]<0 )
SetArrow(Time[Uzel[i,3]], MathMin(Uzel[i,2], Low[Uzel[i,3]])-10*Point,nSymbolLow, LimeGreen);
if( Uzel[i,2]-Uzel[i-1,2]>0 )
SetArrow(Time[Uzel[i,3]], MathMax(Uzel[i,2], High[Uzel[i,3]])+20*Point, nSymbolHi, Red);
}
// eugene5 added something here
summ=0;
for(i =1;i <=uzl-1 ;i ++){
if( Uzel[i+1,2]-Uzel[i,2]>0 )
//it means that we must sell now (calculating profit using the previous buy
summ=summ+Close[Uzel[i+1,3]]-Close[Uzel[i,3]];
if( Uzel[i+1,2]-Uzel[i,2]<0 )
//it means that we must buy now (calculating profit using the previous sell)
summ=summ-(Close[Uzel[i+1,3]]-Close[Uzel[i,3]]);
}
//Comment(TimeToStr(Time[0]), "\n"," Swing UP/Swing DWN=",swing, "/", swing_n, "\n","BL/BH=",BL,"/",BH);
//if more than delaymin-mimutes - exit
//If CurTime < lasttime + delaymin*60 Then exit;
//lasttime = CurTime;
//FileDelete("report"+Symbol);
//file_handle = FileOpen("report"+Symbol," ");
summ=0;
for(i =1;i <=uzl-1;i ++){
if( Uzel[i+1,2]-Uzel[i,2]>0 )
//seems necessary to sell now (write in log using previous buy)
{
ss=MathRound((High[Uzel[i+1,3]]-Low[Uzel[i,3]])/Point)/2;
sellprice=Low[Uzel[i+1,3]]-ss*Point;
summ=summ+Close[Uzel[i+1,3]]-buyprice;
// Comment("Bought at ", buyprice," ", TimeToStr(Time[Uzel[i,3]]),"'#10'Closed at on the price of ", Close[Uzel[i+1,3]], " ",TimeToStr(Time[Uzel[i+1,3]]),"'#10'Profit on last position= ", (Open[Uzel[i+1,3]]-buyprice)/Point,"pips","'#10''#10''#10'Next Trade ---> SELLSTOP @ ",sellprice);
// comment("Close at ", TimeToStr(Time[Uzel[i+1,3]]), "on the price of ", Close[Uzel[i+1,3]]);
// comment("Place SELLSTOP @ ", sellprice ,"\n",TimeToStr(Time[Uzel[i+1,3]]));
MoveObject("sellprice",OBJ_HLINE,Time[0],sellprice,Time[0],sellprice,Red,1,STYLE_SOLID);
SetObjectText("sellprice_txt","SELLHere ","Arial",7,White);
MoveObject("sellprice_txt",OBJ_TEXT,Time[0],sellprice,Time[0],sellprice,White);
}
if( Uzel[i+1,2]-Uzel[i,2]<0 )
//seems necessary to buy now (write in log using previous sell)
{
bs=MathRound(-(Low[Uzel[i+1,3]]-High[Uzel[i,3]])/Point)/2;
buyprice=High[Uzel[i+1,3]]+bs*Point;
summ=summ-(Close[Uzel[i+1,3]]-sellprice);
// Comment("Sold at ", sellprice," ", TimeToStr(Time[Uzel[i,3]]),"'#10'Closed at on the price of ", Close[Uzel[i+1,3]]," ",TimeToStr(Time[Uzel[i+1,3]]),"'#10'Profit on last position= ", -(Open[Uzel[i+1,3]]-sellprice)/Point," pips","'#10''#10''#10'Next Trade ---> BUYSTOP @ ", buyprice);
// comment("Close at ", TimeToStr(Time[Uzel[i+1,3]]), "on the price of ", Close[Uzel[i+1,3]]);
// comment("Place BUYSTOP @ ", buyprice ,"\n",TimeToStr(Time[Uzel[i+1,3]]));
MoveObject("buyprice",OBJ_HLINE,Time[0],buyprice,Time[0],buyprice,LimeGreen,1,STYLE_SOLID);
SetObjectText("buyprice_txt","BUY Here ","Arial",7,White);
MoveObject("buyprice_txt",OBJ_TEXT,Time[0],buyprice,Time[0],buyprice,White);
//FileWrite(file_handle,"profit on this position=", -(Close[Uzel[i+1,3]]-Close[Uzel[i,3]])/Point, "Totally inpoints=", summ/Point);
}}}
//FileClose(file_handle);
//print(TimeToStr(Time[Uzel[i,3]]),l[Uzel[i,3]]);
return(0);
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
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: