Auto-Pivot Plotter V1-3





//+------------------------------------------------------------------+
//|                                      Auto-Pivot Plotter V1-3.mq4 |
//|                                  Copyright © 2006, Elton Treloar |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Elton Treloar"
#property link      ""

#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 Blue
#property indicator_color2 Blue
#property indicator_color3 Blue
#property indicator_color4 Black
#property indicator_color5 Red
#property indicator_color6 Red
#property indicator_color7 Red
#property indicator_color8 LimeGreen
//---- input parameters
extern int       StartHour=0;
extern int       StartMinute=0;
extern int       DaysToPlot=15;
//---- buffers
double Res3[];
double Res2[];
double Res1[];
double Pivot[];
double Supp1[];
double Supp2[];
double Supp3[];
double Extra1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(0,Res3);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(1,Res2);
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(2,Res1);
   SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(3,Pivot);
   SetIndexStyle(4,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(4,Supp1);
   SetIndexStyle(5,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(5,Supp2);
   SetIndexStyle(6,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(6,Supp3);
   SetIndexStyle(7,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(7,Extra1);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
   
   if(counted_bars<0) return(-1);
   //---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;

   int limit=Bars-counted_bars;
   int StartMinutesIntoDay=(StartHour*60)+StartMinute; // 8' o'clock x 60 = 480
   int CloseMinutesIntoDay=StartMinutesIntoDay-Period(); //
   // ****************************************************
   //    Check That cloes time isn't now a negative number.
   //    Correct if it is by adding a full day's worth 
   //    of minutes.
   // ****************************************************
   
   if (CloseMinutesIntoDay<0)
      {
         CloseMinutesIntoDay=CloseMinutesIntoDay+1440;
      }
      
   // ****************************************************
   //    Establish the nuber of bars in a day.
   // ****************************************************
   int BarsInDay=1440/Period();
    
   // ******************************************************************************************
   // ******************************************************************************************
   //                                        Main Loop                                      
   // ******************************************************************************************
   // ******************************************************************************************
   
   for(int i=0; i<limit; i++)
   { 
      // ***************************************************************************
      //       Only do all this if we are within the plotting range we want.
      //       i.e. DaysToPlot 
      //       If DaysToPlot is "0" (zero) we plot ALL available data. This can be 
      //    VERY slow with a large history and at small time frames. Expect to
      //    wait if plotting a year or more on a say a five minute chart. On my PC 
      //    two years of data at Five Minutes takes around 30 seconds per indicator. 
      //    i.e. 30 seconds for main pivot levels indicator then another 30 seconds 
      //    to plot the seperate mid-levels indicator. 
      // ***************************************************************************
      if ( (i<((DaysToPlot+1)*BarsInDay))||DaysToPlot==0)   // Used to limit the number of days
      {                                                     // that are mapped out. Less waiting ;)
      
      // *****************************************************
      //    Find previous day's opening and closing bars.
      // *****************************************************
      
      int PreviousClosingBar = FindLastTimeMatch(CloseMinutesIntoDay,BarsInDay,i+1);
      int PreviousOpeningBar = FindLastTimeMatch(StartMinutesIntoDay,BarsInDay,PreviousClosingBar+1);
      double PreviousHigh= High[PreviousClosingBar];
      double PreviousLow = Low [PreviousClosingBar];
      double PreviousClose = Close[PreviousClosingBar];
      
      // *****************************************************
      //    Find previous day's high and low.
      // *****************************************************
      
      for (int SearchHighLow=PreviousClosingBar;SearchHighLow<(PreviousOpeningBar+1);SearchHighLow++)
      {
         if (High[SearchHighLow]>PreviousHigh) PreviousHigh=High[SearchHighLow];
         if (Low[SearchHighLow]<PreviousLow) PreviousLow=Low[SearchHighLow];
      }
      
      // ************************************************************************
      //    Calculate Pivot lines and map into indicator buffers.
      // ************************************************************************
      
            double P =  (PreviousHigh+PreviousLow+PreviousClose)/3;
            double R1 = (2*P)-PreviousLow;
            double S1 = (2*P)-PreviousHigh;
            double R2 =  P+(PreviousHigh - PreviousLow);
            double S2 =  P-(PreviousHigh - PreviousLow);
            double R3 = (2*P)+(PreviousHigh-(2*PreviousLow));
            double S3 = (2*P)-((2* PreviousHigh)-PreviousLow); 
            
       //   **********************************************
       //      Calculate the mid-levels in to the buffers. 
       //   **********************************************(Twe)
            
       //     Res1[i] =((R1-P)/2)+P;    //M3
       //     Res2[i] =((R2-R1)/2)+R1;  //M4
       //     Res3[i] =((R3-R2)/2)+R2;  
       //     Supp1[i]=((P-S1)/2)+S1;   //M2
       //     Supp2[i]=((S1-S2)/2)+S2;  //M1
       //     Supp3[i]=((S2-S3)/2)+S3;

                  Pivot[i]=P;
                  Res1[i] =R1;    
                  Res2[i] =R2;  
                  Res3[i] =R3;  
                  Supp1[i]=S1;   
                  Supp2[i]=S2;  
                  Supp3[i]=S3;
      //            Extra1[i]=OpenPriceAt+i;

      } //End of 'DaysToPlot 'if' statement.
   }   
      // ***************************************************************************************
      //                            End of Main Loop
      // ***************************************************************************************


   // *******************************************************************
   //    Return From Start() (Main Routine)
   return(0);
  }
//+------------------------------------------------------------------+

// *****************************************************************************************
// -----------------------------------------------------------------------------------------
//    The following routine will look a particular time (in minutes of day) starting from
//    bar "StartingBar" and searching as far back as "BarsInDay".
// -----------------------------------------------------------------------------------------

int FindLastTimeMatch(int TimeToLookFor,int BarsInDay,int StartingBar) //0 48 
   {

   for (int SearchCount= StartingBar ;SearchCount<(StartingBar + BarsInDay+5) ;SearchCount++)
      {
      // ******************************************************************************
      //    Find time (in minutes) of the current bar AND the two bars either side of it.
      // This is done to allow for any missing bars in the data.   i.e. If THE bar you 
      // were after were to be missing you'd never get a valid close/open time.  
      //    This is the same reason for searching rather than just looking back a certain
      // number of bars from the close time. Missing bars upset the count back and 
      // screw up all pivot calculations. There is still room for error but it's improved.
      // The best calculations will come from having the best data. ...of course. :)
      // ******************************************************************************
      //
      int PreviousBarsTime=(TimeHour(Time[SearchCount+1])*60)+TimeMinute(Time[SearchCount+1]);
      int CurrentBarsTime=(TimeHour(Time[SearchCount])*60)+TimeMinute(Time[SearchCount]);
      int NextBarsTime=(TimeHour(Time[SearchCount-1])*60)+TimeMinute(Time[SearchCount-1]);
      
      if (CurrentBarsTime==TimeToLookFor)
         {
         return(SearchCount);    // *** If current bar is what we are after than lets get out.
                                 // *** without mucking about with the rest of the checks.
         }
      
      // **********************************
      //    Check that previous bar doesn't
      // lay on a different day.
      //    Adjust if it is
      // **********************************
      if(PreviousBarsTime>CurrentBarsTime)  
         {                                       
         PreviousBarsTime=PreviousBarsTime-1440;
         }
      // **********************************
      //    Check that following bar doesn't
      // lay on a different day. 
      //    Adjust if it is.
      // **********************************
      if(NextBarsTime<CurrentBarsTime)         
         {
         NextBarsTime=NextBarsTime+1440;
         }
      // ******************************************
      //    If this is the best we can get
      // to the actual bar we are after, then 
      // exit, returning current bar number.
      // *******************************************    
      if(PreviousBarsTime<TimeToLookFor)
         {
            if( TimeToLookFor<NextBarsTime)
            {
            return(SearchCount);
            }
         }
      }
  
   return(0);
   }



Sample





Analysis



Market Information Used:

Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains open time of each bar


Indicator Curves created:

Implements a curve of type DRAW_LINE


Indicators Used:



Custom Indicators Used:

Order Management characteristics:

Other Features: