// Indicators Pack - Green Digger Reseach
//+------------------------------------------------------------------+
//| [IP-GDR] Fractal Levels |
//| Copyright © 2008-2009, GreenDog, Russia |
//| krot@inbox.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008-2009, GreenDog"
#property link "krot@inbox.ru"
#property indicator_chart_window
extern int frNum = 2; // êîëè÷åñòâî áàðîâ ôðàêòàëà, 2=5-áàðíûé ôðàêòàë, 3=7-áàðíûé è òä
extern int frType = 1; // òèï îïðåäåëåíèÿ ôðàêòàëà 0=ñòðîãèé, 1=íåñòðîãèé
extern int frMode = 0; // ðåæèìû - MODE_LOW(1)=Sup, MODE_HIGH(2)=Res, 0=S&R
extern double dlt = 0.24; // ïîãðåøíîñòü îò ñðåäåé âûñîòû áàðîâ
extern int sBars = 480; // êîëè÷åñòâî áàðîâ, îäíàêî îáðàáàòûâàåòñÿ íå áîëåå 200
bool Go = true;
int lastBars=0,lastTime=0;
double aData[240][2],aRes[3][2];
int aCol[6]={MistyRose, OldLace, Honeydew, Red, Gold, Green};
int init(){
if (frNum!=0 && frNum<2) { Go=false; return(-1); }
if (sBars!=0 && sBars<frNum*10) { Go=false; return(-1); }
if (sBars==0) sBars=Bars;
return(0);
}
int deinit(){
Comment("");
for(int i=0;i<3;i++){
string name="IPGDR_Lv"+i; ObjectDelete(name);
name=name+"Up"; ObjectDelete(name);
name=name+"Dw"; ObjectDelete(name);
name=name+"Tx"; ObjectDelete(name);
}
}
int start(){
if (!Go) { Comment("Íåêîððåêòíûå ïàðàìåòðû èíäèêàòîðà!"); return(-1); }
if (Bars<sBars) { Comment("Íåäîñòàòî÷íî áàðîâ íà ãðàôèêå!"); return(0); }
if (Bars==lastBars) return(0); // ñ÷èòàåì òîêà â íà÷àëå áàðà
lastBars=Bars;
// èùåì ôðàêòàëû, çàíîñèì èõ â ìàññèâ, íî íå áîëåå äîïóñòèìîãî êîëè÷åñòâà
int sh=0; ArrayInitialize(aData,0);
double lastExt=0;
for(int i=frNum+1;i<sBars-2*frNum;i++){
if (frMode!=MODE_LOW && upFrac(i)) { // äîáàâëÿåì âåðøèíû [êðîìå ðåæèìà âïàäèí]
// ïðè íåñòðîãîì óñëîâèè ïðîïóñêàåì äóáëèðóþùèå ñîñåäíèå âåðøèíû
if (!(frType!=0 && lastExt>0 && lastExt==High[i])){
aData[sh][0]=High[i]; lastExt=High[i]; sh++;
}
}
if (sh>=240) break;
if (frMode!=MODE_HIGH && dwFrac(i)) { // äîáàâëÿåì âïàäèíû [êðîìå ðåæèìà âåðøèí]
// ïðè íåñòðîãîì óñëîâèè ïðîïóñêàåì äóáëèðóþùèå ñîñåäíèå âïàäèíû
if (!(frType!=0 && lastExt>0 && lastExt==Low[i])){
aData[sh][0]=Low[i]; lastExt=Low[i]; sh++;
}
}
if (sh>=240) break;
}
// îïðåäåëÿåì ñðåäíèé ðàçìàõ ñâå÷ è ñîîòâ äîïóñê
double sHL=0; for(i=1;i<=sBars;i++) sHL=sHL+(High[i]-Low[i]); sHL=sHL/sBars; dlt=sHL*dlt;
// îïðåäåëÿåì ðåéòèíãè äëÿ êàæäîãî óðîâíÿ
for(i=0;i<sh;i++){
for(int j=i+1;j<sh;j++){
if (aData[j][0]>aData[i][0]-dlt && aData[j][0]<aData[i][0]+dlt) {
aData[i][1]=aData[i][1]+1; aData[j][1]=aData[j][1]+1;
}
}
}
// îïðåäåëÿåì òðè ñèëüíåéøèõ óðîâíÿ
double cur[2],tmp[2]; aRes[0][0]=aData[0][0]; aRes[0][1]=aData[0][1];
for(i=1;i<sh;i++){
cur[0]=aData[i][0]; cur[1]=aData[i][1];
if (cur[1]>aRes[0][1]) { // åñëè ðåéòèíã áîëüøå 1ãî ìåñòà, òî 1å ñòàíîâèöî òåêóùèì
tmp[0]=aRes[0][0]; tmp[1]=aRes[0][1]; aRes[0][0]=cur[0]; aRes[0][1]=cur[1]; cur[0]=tmp[0]; cur[1]=tmp[1];
}
// åñëè ðåéòèíã âûøå 2ãî ìåñòà è ïðè ýòîì íå ïðèíàäëåæèò 1ìó - çàìåùàåì 2å ìåñòî
if (cur[1]>aRes[1][1] && (cur[0]<aRes[0][0]-dlt || cur[0]>aRes[0][0]+dlt)) {
tmp[0]=aRes[1][0]; tmp[1]=aRes[1][1]; aRes[1][0]=cur[0]; aRes[1][1]=cur[1]; cur[0]=tmp[0]; cur[1]=tmp[1];
}
// åñëè ðåéòèíã âûøå 3ãî ìåñòà è ïðè ýòîì íå ïðèíàäëåæèò 1ìó è 2ìó - çàìåùàåì 3å ìåñòî
if (cur[1]>aRes[2][1] && (cur[0]<aRes[0][0]-dlt || cur[0]>aRes[0][0]+dlt) && (cur[0]<aRes[1][0]-dlt || cur[0]>aRes[1][0]+dlt)) {
aRes[2][0]=cur[0]; aRes[2][1]=cur[1];
}
}
// îòðèñîâûâàåì ñèëüíûå óðîâíè
for(i=0;i<3;i++){
double dwL=aRes[i][0]-dlt, upL=aRes[i][0]+dlt;
string name="IPGDR_Lv"+i;
ObjectCreate(name,OBJ_CHANNEL,0,Time[24],upL,Time[1],upL,Time[24],dwL);
ObjectSet(name,OBJPROP_COLOR,aCol[i]); ObjectSet(name,OBJPROP_BACK,true); ObjectSet(name,OBJPROP_RAY,true);
name=name+"Up";
ObjectCreate(name,OBJ_TREND,0,Time[24],upL,Time[1],upL);
ObjectSet(name,OBJPROP_COLOR,aCol[i+3]); ObjectSet(name,OBJPROP_RAY,true);
name=name+"Dw";
ObjectCreate(name,OBJ_TREND,0,Time[24],dwL,Time[1],dwL);
ObjectSet(name,OBJPROP_COLOR,aCol[i+3]); ObjectSet(name,OBJPROP_RAY,true);
name=name+"Tx";
ObjectCreate(name,OBJ_TEXT,0,Time[32],upL+2*Point);
ObjectSetText(name,DoubleToStr(aRes[i][0],Digits),14,"tahoma",aCol[i+3]);
}
// âûâîäèì êîììåíòàðèè
string rem="";
if (frType==1) rem=rem+"Êëàññè÷åñêèå "; else rem=rem+"Ñòðîãèå ";
rem=rem+(frNum*2+1)+"-áàðíûå ôðàêòàëû";
if (frMode==MODE_LOW) rem=rem+", âïàäèíû"; else if (frMode==MODE_LOW) rem=rem+", âåðøèíû";
rem=rem+"\nÍàéäåíî "+(sh)+" ôðàêòàëà(îâ) \nÍàèáîëåå ñèëüíûå óðîâíè ";
rem=StringConcatenate(rem,aRes[0][0],"[",aRes[0][1],"], ",aRes[1][0],"[",aRes[1][1],"], ",aRes[2][0],"[",aRes[2][1],
"], ïîãðåøíîñòü ±",NormalizeDouble(dlt/Point,1)," ïóíêòà(îâ)");
Comment(rem);
return(0);
}
bool upFrac(int cnt){
for(int i=1;i<=frNum;i++){
if (frType==0) { // åñëè ñòðîãîå óñëîâèå è ïîñò èëè ïðåä áàðû âûøå-ðàâíû ñîñåäà - íåò ôðàêòàëà
if (High[cnt+i]>=High[cnt+i-1] || High[cnt-i]>=High[cnt-i+1]) return(false);
}
else { // åñëè íåñòðîãîå óñëîâèå è ïîñò èëè ïðåä áàðû âûøå öåíòðà - íåò ôðàêòàëà
if (High[cnt+i]>High[cnt] || High[cnt-i]>High[cnt]) return(false);
}
}
return(true);
}
bool dwFrac(int cnt){
for(int i=1;i<=frNum;i++){
if (frType==0) { // åñëè ñòðîãîå óñëîâèå è ïîñò èëè ïðåä áàðû íèæå-ðàâíû ñîñåäà - íåò ôðàêòàëà
if (Low[cnt+i]<=Low[cnt+i-1] || Low[cnt-i]<=Low[cnt-i+1]) return(false);
}
else { // åñëè íåñòðîãîå óñëîâèå è ïîñò èëè ïðåä áàðû íèæå öåíòðà - íåò ôðàêòàëà
if (Low[cnt+i]<Low[cnt] || Low[cnt-i]<Low[cnt]) return(false);
}
}
return(true);
}
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
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: