//+------------------------------------------------------------------+
//| Auto-Pivot Plotter V1-41.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 = FindLastTimeMatchFast(CloseMinutesIntoDay,i+1);
int PreviousOpeningBar = FindLastTimeMatchFast(StartMinutesIntoDay,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);
Pivot[i]=P;
ObjectCreate("Pivot", OBJ_TEXT, 0, 0,0);
ObjectSetText("Pivot", " Pivot Point",10,"Arial","Red");
Res1[i] =R1;
Res2[i] =R2;
Res3[i] =R3;
Supp1[i]=S1;
Supp2[i]=S2;
Supp3[i]=S3;
// Extra1[i]=OpenPriceAt+i;
// **********************************************
// Calculate the mid-levels in to the buffers.
// (for mid-levels version)
// **********************************************(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;
} //End of 'DaysToPlot 'if' statement.
}
// ***************************************************************************************
// End of Main Loop
// ***************************************************************************************
// *****************************************
// Return from Start() (Main Routine)
return(0);
}
//+-------------------------------------------------------------------------------------------------------+
// END Custom indicator iteration function
//+-------------------------------------------------------------------------------------------------------+
// *****************************************************************************************
// *****************************************************************************************
// -----------------------------------------------------------------------------------------
// The following routine will use "StartingBar"'s time and use it to find the
// general area that SHOULD contain the bar that matches "TimeToLookFor"
// -----------------------------------------------------------------------------------------
int FindLastTimeMatchFast(int TimeToLookFor,int StartingBar)
{
int StartingBarsTime=(TimeHour(Time[StartingBar])*60)+TimeMinute(Time[StartingBar]);
// ***************************************************
// Check that our search isn't on the otherside of
// the midnight boundary and correct for calculations
// ***************************************************
if (StartingBarsTime<TimeToLookFor)
{
StartingBarsTime=StartingBarsTime+1440;
}
// ***************************************************
// Find out where the bar SHOULD be in time.
// ***************************************************
int HowFarBack=StartingBarsTime-TimeToLookFor;
// ***************************************************
// Translate that into Bars
// ***************************************************
int HowManyBarsBack=HowFarBack/Period();
// ***************************************************
// We've found our starting point
// Calculate it's relative time in minutes.
// ***************************************************
int SuggestedBar=StartingBar+HowManyBarsBack;
int SuggestedBarsTime=(TimeHour(Time[SuggestedBar])*60)+TimeMinute(Time[SuggestedBar]);
// ***************************************************
// If we have what we're after let's just skip the
// crap and return the position of the bar in the
// chart to our main routine
// ***************************************************
if (SuggestedBarsTime==TimeToLookFor)
{
return(SuggestedBar);
}
// ***************************************************
// Else find the difference in time from where we
// were supposed to find the bar.
// ***************************************************
int DeltaTimeFound=TimeToLookFor-SuggestedBarsTime;
int DeltaBarFound=DeltaTimeFound/Period();
// ***************************************************
// I'd be worried if Delta was below zero. Would mean
// that we have EXTRA bars in that day. Unlikely in
// the extreme.
// So I'm only checking for the other case.
// ...now let's search in a narrow range to find that
// bar we are after...
// ***************************************************
if (DeltaTimeFound>0)
{
for (int SearchCount=SuggestedBar ;SearchCount>(SuggestedBar-DeltaBarFound-2) ;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 (SuggestedBar);
}
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: