BrainTrend2Stop_v1

ÿþ//+------------------------------------------------------------------+

//|                                              BrainTrend2Stop.mq5 |

//|                               Copyright © 2005, BrainTrading Inc |

//|                                      http://www.braintrading.com |

//+------------------------------------------------------------------+

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2005, BrainTrading Inc."

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://www.braintrading.com/"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> G5BK@5 1CD5@0

#property indicator_buffers 4

//---- 8A?>;L7>20=> 2A53> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 A8<2>;0

#property indicator_type1   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color1  clrRed

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 1

#property indicator_width1  1

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "BrainSell"

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 A8<2>;0

#property indicator_type2   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color2  clrBlue

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2 "BrainBuy"

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 A8<2>;0

#property indicator_type3   DRAW_LINE

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color3  clrRed

//---- B>;I8=0 ;8=88 8=48:0B>@0 3 @02=0 1

#property indicator_width3  1

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label3  "Brain2Sell"

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 1KGL3> 8=48:0B>@0       |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 A8<2>;0

#property indicator_type4   DRAW_LINE

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color4  clrBlue

//---- B>;I8=0 ;8=88 8=48:0B>@0 4 @02=0 1

#property indicator_width4  1

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style4 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width4 2

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label4 "Brain2Buy"



//+----------------------------------------------+

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

//+----------------------------------------------+

input int ATR_Period=7;

//+----------------------------------------------+



//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double SellStopBuffer[];

double BuyStopBuffer[];

double SellStopBuffer_[];

double BuyStopBuffer_[];

//---

bool   river=true,river_;

int    glava,glava_,StartBars,p,P_,OldTrend;

double r,R_,artp_2,s,dartp,cecf,Emaxtra,Emaxtra_,Values_[],Values[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

void OnInit()

  {

//---- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   s=1.5;

   cecf = 0.7;

   dartp=7.0;

//----

   artp_2=0.5*ATR_Period *(ATR_Period+1.0);

   StartBars=ATR_Period+2;



//---- @0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE   

   if(ArrayResize(Values,ATR_Period)<ATR_Period)

      Print("5 C40;>AL @0A?@545;8BL ?0<OBL ?>4 <0AA82 Values");

   if(ArrayResize(Values_,ATR_Period)<ATR_Period)

      Print("5 C40;>AL @0A?@545;8BL ?0<OBL ?>4 <0AA82 Values_");



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,SellStopBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"Brain2SellStop");

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_ARROW,159);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(SellStopBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,BuyStopBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(1,PLOT_LABEL,"Brain2BuyStop");

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_ARROW,159);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(BuyStopBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,SellStopBuffer_,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 3

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(2,PLOT_LABEL,"Brain2SellStop");

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(SellStopBuffer_,true);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(3,BuyStopBuffer_,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 4

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(3,PLOT_LABEL,"Brain2BuyStop");

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(BuyStopBuffer_,true);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0.0);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 8<O 4;O >:>= 40==KE 8 ;M910 4;O AC1J>:>= 

   string short_name="BrainTrend2Stop";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//----   

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<StartBars) return(0);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE    

   int bar,J,limit,Curr,to_copy;

   double ATR,widcha,TR,Spread,r1;

   double Weight,Series1,High,Low,range2;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE,

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

// 8 AB0@B>20O 8=8F80;870F8O ?5@5<5==KE

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-StartBars; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      to_copy=rates_total; // @0AGQB=>5 :>;8G5AB2> 2A5E 10@>2

      Emaxtra=close[limit+1];

      glava=0;

      double T_Series2=close[limit+2];

      double T_Series1=close[limit+1];

      if(T_Series2>T_Series1)

         river=true;

      else river=false;



      TR=spread[limit]+high[limit]-low[limit];



      if(MathAbs(spread[limit]+high[limit]-T_Series1)>TR)

         TR=MathAbs(spread[limit]+high[limit]-T_Series1);



      if(MathAbs(low[limit]-T_Series1)>TR)

         TR=MathAbs(low[limit]-T_Series1);



      ArrayInitialize(Values,TR);

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

      to_copy=rates_total-prev_calculated+1; // @0AGQB=>5 :>;8G5AB2> B>;L:> =>2KE 10@>2

     }



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(spread,true);

   ArraySetAsSeries(Values,true);

   ArraySetAsSeries(Values_,true);



//---- 2>AAB0=02;8205< 7=0G5=8O ?5@5<5==KE

   p=P_;

   r=R_;

   glava=glava_;

   Emaxtra=Emaxtra_;

   river=river_;

   ArrayCopy(Values,Values_,0,WHOLE_ARRAY);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit; bar>=0; bar--)

     {

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(rates_total!=prev_calculated && bar==0)

        {

         glava_=glava;

         Emaxtra_=Emaxtra;

         river_=river;

         ArrayCopy(Values_,Values,0,WHOLE_ARRAY);

        }



      BuyStopBuffer[bar]=0.0;

      SellStopBuffer[bar]=0.0;

      BuyStopBuffer_[bar]=0.0;

      SellStopBuffer_[bar]=0.0;



      Spread=spread[bar]*_Point;



      High=high[bar];

      Low=low[bar];

      Series1=close[bar+1];

      TR=Spread+High-Low;



      if(MathAbs(Spread+High-Series1)>TR)

         TR=MathAbs(Spread+High-Series1);



      if(MathAbs(Low-Series1)>TR)

         TR=MathAbs(Low-Series1);



      Values[glava]=TR;



      ATR=0;

      Weight=ATR_Period;

      Curr=glava;



      for(J=0; J<=ATR_Period-1; J++)

        {

         ATR+=Values[Curr]*Weight;

         Weight-=1.0;

         Curr--;

         if(Curr==-1) Curr=ATR_Period-1;

        }



      ATR=2.0*ATR/(dartp *(dartp+1.0));

      glava++;



      range2=ATR*s/4;



      if(glava==ATR_Period) glava=0;



      widcha=cecf*ATR;



      if(river && Low<Emaxtra-widcha)

        {

         river=false;

         Emaxtra=Spread+High;

        }



      if(!river && Spread+High>Emaxtra+widcha)

        {

         river=true;

         Emaxtra=Low;

        }



      if(river && Low>Emaxtra)

        {

         Emaxtra=Low;

        }



      if(!river && Spread+High<Emaxtra)

        {

         Emaxtra=Spread+High;

        }



      if(river)

        {

         r1=Low-range2;

         if(r1<r && OldTrend>0) r1=r;



         BuyStopBuffer[bar]=r1;

         BuyStopBuffer_[bar]=r1;



         if(bar!=0)

           {

            r=r1;

            OldTrend=+1;

           }



        }

      else

        {

         r1=High+range2;

         if(r1>r && OldTrend<0) r1=r;



         SellStopBuffer[bar]=r1;

         SellStopBuffer_[bar]=r1;



         if(bar!=0)

           {

            r=r1;

            OldTrend=-1;

           }

        }

      if(!BuyStopBuffer[bar] && !SellStopBuffer[bar])

        {

         BuyStopBuffer[bar]=BuyStopBuffer[bar+1];

         SellStopBuffer[bar]=SellStopBuffer[bar+1];

        }

     }



//----    

   return(rates_total);

  }

//+------------------------------------------------------------------+