//+------------------------------------------------------------------+
//| Intra_Day.mq4 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, klot."
#property link "klot@mail.ru"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Aqua
#property indicator_color2 LightSkyBlue
#property indicator_color3 Blue
#property indicator_color4 Blue
//---- indicator parameters
extern int Hour_Begin_Day=21;
extern int Asian_end_hour=7;
extern int Europa_end_hour=15;
extern int ExtDepth=9;
extern int perATR=50;
extern int m=1;
int i0=0;
extern double kkk=0.88;
//---- indicator buffers
int begin,end;
datetime begin_time,end_time,asia_t,amer_t;
double low_asia,high_asia,low_day,high_day,atr;
double zzL[];
double zzH[];
double zz[];
//-----------------------
double fx[];
double fxH[];
double fxL[];
double a[10,10],b[10],x[10],sx[20];
double sum;
int pp;
int nn;
int bar;
//*******************************************
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(6);
//---- drawing settings
SetIndexStyle(0,DRAW_SECTION);
//---- indicator buffers mapping
SetIndexBuffer(0,zz);
SetIndexBuffer(4,zzH);
SetIndexBuffer(5,zzL);
SetIndexEmptyValue(0,0.0);
SetIndexEmptyValue(4,0.0);
SetIndexEmptyValue(5,0.0);
//-------------------------
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,fx);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,fxH);
SetIndexStyle(3,DRAW_LINE);
SetIndexBuffer(3,fxL);
nn=m+1;
//---- indicator short name
IndicatorShortName("Intra_Day");
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
//----
obje_del();
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int asia_b,i;
if(Bars<(1440/Period()))return(0);
datetime _cur_time=iTime(NULL,0,0);
int _nbar_day=iBarShift(NULL,PERIOD_D1,_cur_time);
begin_time=iTime(NULL,PERIOD_D1,_nbar_day)-(24-Hour_Begin_Day)*3600;
begin=iBarShift(NULL,0,begin_time);
asia_t=iTime(NULL,PERIOD_D1,_nbar_day)+(Asian_end_hour*3600);
amer_t=iTime(NULL,PERIOD_D1,_nbar_day)+(Europa_end_hour*3600);
end_time=iTime(NULL,PERIOD_D1,_nbar_day)+(Hour_Begin_Day*3600);
asia_b=iBarShift(NULL,0,asia_t);
end=iBarShift(NULL,0,end_time);
//atr=iATR(NULL,PERIOD_D1,perATR,_nbar_day+1);
atr=0;
for(i=perATR; i>=1; i--)
{
atr+=iHigh(NULL,PERIOD_D1,_nbar_day+i)-iLow(NULL,PERIOD_D1,_nbar_day+i);
}
atr=atr/perATR;
low_asia=Low[Lowest(NULL,0,MODE_LOW,(begin-asia_b),asia_b+1)];
high_asia=High[Highest(NULL,0,MODE_HIGH,(begin-asia_b),asia_b+1)];
low_day=High[Highest(NULL,0,MODE_HIGH,begin,0)]-atr;
high_day=Low[Lowest(NULL,0,MODE_LOW,begin,0)]+atr;
_ZigZag(begin);
_reg_cannel(begin);
obje_del();
obje_creat();
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void obje_del()
{
ObjectDelete("Begin");
ObjectDelete("Asian");
ObjectDelete("End");
ObjectDelete("Amer");
ObjectDelete("Open");
ObjectDelete("High_asian");
ObjectDelete("Low_asian");
ObjectDelete("low_day");
ObjectDelete("high_day");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void obje_creat()
{
ObjectCreate("Begin",OBJ_VLINE,0,begin_time,0);
ObjectCreate("Asian",OBJ_VLINE,0,asia_t,0);
ObjectCreate("Amer",OBJ_VLINE,0,amer_t,0);
ObjectCreate("End",OBJ_VLINE,0,end_time,0);
//---------------------
ObjectCreate("Open",OBJ_TREND,0,begin_time,Open[begin],Time[0],Open[begin]);
ObjectSet("Open",OBJPROP_RAY,false);
ObjectSet("Open",OBJPROP_STYLE,STYLE_DOT);
ObjectCreate("High_asian",OBJ_TREND,0,begin_time,high_asia,Time[0],high_asia);
ObjectSet("High_asian",OBJPROP_RAY,false);
ObjectSet("High_asian",OBJPROP_STYLE,STYLE_DASH);
ObjectSet("High_asian",OBJPROP_COLOR,DarkOrange);
ObjectCreate("Low_asian",OBJ_TREND,0,begin_time,low_asia,Time[0],low_asia);
ObjectSet("Low_asian",OBJPROP_RAY,false);
ObjectSet("Low_asian",OBJPROP_STYLE,STYLE_DASH);
ObjectSet("Low_asian",OBJPROP_COLOR,DarkOrange);
ObjectCreate("low_day",OBJ_TREND,0,Time[0]-900*Period(),low_day,Time[0]+900*Period(),low_day);
ObjectSet("low_day",OBJPROP_RAY,false);
ObjectSet("low_day",OBJPROP_COLOR,Yellow);
ObjectCreate("high_day",OBJ_TREND,0,Time[0]-900*Period(),high_day,Time[0]+900*Period(),high_day);
ObjectSet("high_day",OBJPROP_RAY,false);
ObjectSet("high_day",OBJPROP_COLOR,Yellow);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void _ZigZag(int nbar)
{
int i,shift,pos,lasthighpos,lastlowpos,curhighpos,curlowpos;
double curlow,curhigh,lasthigh,lastlow,waveH,waveL;
double min, max;
ArrayInitialize(zz,0.0);
ArrayInitialize(zzL,0.0);
ArrayInitialize(zzH,0.0);
lasthighpos=nbar; lastlowpos=nbar;
lastlow=Low[lastlowpos];lasthigh=High[lasthighpos];
zz[lastlowpos]=lastlow; zz[lasthighpos]=lasthigh;
for(shift=nbar-ExtDepth; shift>=0; shift--)
{
curlowpos=Lowest(NULL,0,MODE_LOW,ExtDepth,shift);
curlow=Low[curlowpos];
curhighpos=Highest(NULL,0,MODE_HIGH,ExtDepth,shift);
curhigh=High[curhighpos];
//------------------------------------------------
if(curlow>=lastlow){ lastlow=curlow; }
else
{
//èäåì âíèç
if(lasthighpos>curlowpos )
{
zzL[curlowpos]=curlow;
///*
min=100000; pos=lasthighpos;
for(i=lasthighpos; i>=curlowpos; i--)
{
if (zzL[i]==0.0) continue;
if (zzL[i]<min) { min=zzL[i]; pos=i; }
zz[i]=0.0;
}
zz[pos]=min;
//*/
}
lastlowpos=curlowpos;
lastlow=curlow;
}
//--- high
if(curhigh<=lasthigh) { lasthigh=curhigh;}
else
{
// èäåì ââåðõ
if(lastlowpos>curhighpos)
{
zzH[curhighpos]=curhigh;
///*
max=-100000; pos=lastlowpos;
for(i=lastlowpos; i>=curhighpos; i--)
{
if (zzH[i]==0.0) continue;
if (zzH[i]>max) { max=zzH[i]; pos=i; }
zz[i]=0.0;
}
zz[pos]=max;
//*/
}
lasthighpos=curhighpos;
lasthigh=curhigh;
}
//----------------------------------------------------------------------
}
return(0);
}
//+------------------------------------------------------------------+
void _reg_cannel(int p)
{
int i,n,k;
//**********************************************************
double val0,val1,val2,val3,val4;
int kk;
//**********************************************************
sx[1]=p+1;
SetIndexDrawBegin(1,Bars-p);
SetIndexDrawBegin(2,Bars-p);
SetIndexDrawBegin(3,Bars-p);
//----------------------sx---------------------
for(i=1; i<=nn*2-2; i++)
{
sum=0.0;
for(n=i0; n<=i0+p; n++) {sum+=MathPow(n,i);}
sx[i+1]=sum;
}
//----------------------syx--------------------
for(i=1; i<=nn; i++)
{
sum=0.0;
for(n=i0; n<=i0+p; n++)
{
if (i==1) sum+=Close[n];
else
sum+=Close[n]*MathPow(n,i-1);
}
b[i]=sum;
}
//===============Matrix========================
for(int j=1; j<=nn; j++)
{
for(i=1; i<=nn; i++)
{
k=i+j-1;
a[i,j]=sx[k];
}
}
//===============Gauss=========================
af_Gauss(nn,a,b,x);
//=============================================
for(i=i0; i<=i0+p; i++)
{
sum=0;
for(k=1; k<=m; k++) sum+=x[k+1]*MathPow(i,k);
fx[i]=x[1]+sum;
}
//-------------------------------------------------------------
//*************************************************************
for(i=i0; i<=i0+p; i++)
{
if(fx[p]>fx[0])
{
val1=0; val2=0; val3=0; val4=0;
for(kk=i0;kk<=i0+p;kk++)
{
val3=fx[kk]-iClose(NULL,0,kk);
val1=iClose(NULL,0,kk)-fx[kk];
val2=MathMax(val2,val1);
val4=MathMax(val4,val3);
}
}
if(fx[p]<=fx[0])
{
val1=0; val2=0; val3=0; val4=0;
for(kk=i0;kk<=i0+p;kk++)
{
val1=iClose(NULL,0,kk)-fx[kk];
val3=fx[kk]-iClose(NULL,0,kk);
val2=MathMax(val2,val1);
val4=MathMax(val4,val3);
}
}
val0=MathMin(val2,val4);
fxH[i]=fx[i]+val0*kkk;
fxL[i]=fx[i]-val0*kkk;
}
//-------------------------------------------------------------
//*************************************************************
// Comment( " p = ",p," pp = ",pp);
return(0);
}
//***************************************************************
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void af_Gauss(int n, double& a[][],double& b[], double& x[])
{
int i,j,k,l;
double q,m,t;
for(k=1; k<=n-1; k++)
{
l=0;
m=0;
for(i=k; i<=n; i++)
{
if (MathAbs(a[i,k])>m) {m=MathAbs(a[i,k]); l=i;}
}
if (l==0) return(0);
if (l!=k)
{
for(j=1; j<=n; j++)
{
t=a[k,j];
a[k,j]=a[l,j];
a[l,j]=t;
}
t=b[k];
b[k]=b[l];
b[l]=t;
}
for(i=k+1;i<=n;i++)
{
q=a[i,k]/a[k,k];
for(j=1;j<=n;j++)
{
if (j==k) a[i,j]=0;
else
a[i,j]=a[i,j]-q*a[k,j];
}
b[i]=b[i]-q*b[k];
}
}
x[n]=b[n]/a[n,n];
for(i=n-1;i>=1;i--)
{
t=0;
for(j=1;j<=n-i;j++)
{
t=t+a[i,i+j]*x[i+j];
x[i]=(1/a[i,i])*(b[i]-t);
}
}
return;
}
//**********************************************************************
//+------------------------------------------------------------------+
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 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_SECTION
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: