!channels

//+------------------------------------------------------------------+
//|                                                    !channels.mq4 |
//|                      Copyright © 2011, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Nikolay Semko SemkoNV@bk.ru"
#property link      "http://www.7ko.org" // in the development of

// praise and scold at: SemkoNV@bk.ru

#property  indicator_chart_window
#property  indicator_buffers 1


#property  indicator_width1  1
#property  indicator_minimum 0
//---- indicator parameters



extern int Start =0;           
extern int BarAnaliz=400;      
extern double k_shirina=4;     
extern int tochnost =50;       
extern double filtr = 0.55;    
extern double MinShirina = 0;  
extern double MaxShirina = 10000;  
extern bool luch =  true;      
extern bool maxmin =  true;    
extern bool color_fill =  true;

//---- indicator buffers

double     Canals[];
double     Shir[];
double     Vertikal[];

double     Shirina[2000];
double     ShirinaU[2000];
double     ShirinaD[2000];
double     CanalR[2000];
double     CanalL[2000];
double     Kanals[20][9];

int preBars=0;  
int p[9]={43200,10080,1440,240,60,30,15,5,1};
int FinishL;
int tick=0;
int bar=0;
int b=0;
//datetime x1,x2;
double sumPlus=0;
double sumMinus=0;
double yOptR,yOptL;
int prexL=0;
int prexR=0;
double ma=0;
int  prevxR=-5;
int  prevp=0;
int prevper=-5;
double sum1=0;
double sum2=0;  
double curdeltaMax=-10000;
double curdeltaMin=10000;

void deinit()
  {
   Comment("");
   for (int i =0;i<20;i++)
   {
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0));
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" UP");
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" DOWN");
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" TRIUP");
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" TRIDown");
   ObjectDelete("Vertical_9_"+DoubleToStr(i,0));
   }
  }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- drawing settings
   IndicatorDigits(Digits+1);
//---- indicator buffers mapping

LoadHist();
//---- indicator buffers mapping
      
   //SetIndexBuffer(0,Canals);
//   IndicatorDigits(20);

//---- initialization done
   return(0);
  }
///////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////

int start()
  {
   //LoadHist();
   RefreshRates();
   //return(0);
   if (preBars == Bars) return(0);
   preBars = Bars;

    
   int j=AllCanals();
   Canals[0]=j;                                     

   if (j>0)
   {
   for (int i = 0; i<j; i++)
     {
       Canals[7*i+1] = Kanals[i][0];                
       Canals[7*i+2] = Kanals[i][1];               
       Canals[7*i+3] = Kanals[i][2];                
       Canals[7*i+4] = Kanals[i][3];                
       Canals[7*i+5] = Kanals[i][4];                
       Canals[7*i+6] = Kanals[i][5]/Point;          
       Canals[7*i+7] = Kanals[i][6];                
       Canals[7*i+8] = Kanals[i][7];                
       Canals[7*i+9] = Kanals[i][8];                
     }
   BildCanals( j);
   }
   return(0);
  }
//+------------------------------------------------------------------+
///////////////////////////// Functions //////////////////////////////
//+------------------------------------------------------------------+

int BildCanals( int j)
{
 string name;
 datetime x1,x2;
 double y1,y2;
 //int  color_i[]={Red,Tomato,Yellow,LawnGreen,Green,Aqua,MediumBlue,BlueViolet,FireBrick,BurlyWood,DeepPink,SeaGreen};
 int  color_i[]={C'200,0,0',C'200,100,0',C'160,160,0',C'100,200,0',C'0,200,0',C'0,200,100',C'0,180,180',C'0,60,120',C'0,0,200',C'100,0,200',C'160,0,160',C'160,80,120'};
 int color_i2[]={C'80,0,0', C'80,40,0',  C'60,60,0',  C'40,80,0',  C'0,60,0', C'0,70,50',  C'0,50,50',  C'0,20,40', C'0,0,80', C'40,0,80',  C'50,0,60',  C'60,20,50'};
 for (int i =j;i<20;i++)
   {
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0));
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" UP");
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" DOWN");
   ObjectDelete("Vertical_9_"+DoubleToStr(i,0));
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" TRIUP");
   ObjectDelete("LineCanal9_"+DoubleToStr(i,0)+" TRIDown");
   Kanals[i][2]=0;
   Kanals[i][1]=0;
   Kanals[i][0]=0;
   }
  
  string comm="Number of channels = ";
  comm=comm+j;
 for (i=0; i<j; i++) 
{ comm=comm+"\n"+"Channel ¹ "+DoubleToStr((i+1),0)+" : width - "+DoubleToStr(Kanals[i][0],0)+", channel length -  "+DoubleToStr(Kanals[i][6],0)+" bars on period "+DoubleToStr(Kanals[i][2],0);}
  Comment(comm);
  
  for (i=0; i<j; i++) 
     {
       x1 = iTime(NULL,0,Start);
       y1 = Kanals[i][3];
       if (iTime(NULL,0,(Bars-1))<=iTime(NULL,Kanals[i][2],Kanals[i][1]))
              {
              x2 = iTime(NULL,Kanals[i][2],Kanals[i][1]);
              y2 = Kanals[i][4];
              }
       else   
              {
              x2 = iTime(NULL,0,(Bars-1));
              if (Kanals[i][6]!=0) y2 = y1-((iBarShift(NULL,Kanals[i][2],x2,FALSE)-iBarShift(NULL,Kanals[i][2],x1,FALSE))/Kanals[i][6])*(y1-Kanals[i][4]);
              }
       
       name = "LineCanal9_"+DoubleToStr(i,0);
       if (ObjectFind(name)==-1)
           {
           if (!ObjectCreate(name, OBJ_TREND, 0,x2,y2,x1,y1))    Comment("Error 0 = ",GetLastError());
           ObjectSet(name, OBJPROP_RAY, FALSE);
           ObjectSet(name, OBJPROP_COLOR, color_i[i]);
           ObjectSet(name, OBJPROP_STYLE, STYLE_DOT);
           ObjectSet(name, OBJPROP_RAY, luch);
           
           if (maxmin==true)
           ObjectCreate(name+" UP",   OBJ_TREND, 0, x2,(y2+Point*Kanals[i][7]),x1,(y1+Point*Kanals[i][7]));
           else
           ObjectCreate(name+" UP",   OBJ_TREND, 0, x2,(y2+k_shirina*Point*Kanals[i][0]), x1,(y1+k_shirina*Point*Kanals[i][0]));
           ObjectSet(name+" UP", OBJPROP_RAY, FALSE);
           ObjectSet(name+" UP", OBJPROP_COLOR, color_i[i]);
           ObjectSet(name+" UP", OBJPROP_STYLE, STYLE_DASH);
           ObjectSet(name+" UP", OBJPROP_RAY, luch);
           
           if (maxmin==true)
           ObjectCreate(name+" DOWN", OBJ_TREND, 0, x2,(y2+Point*Kanals[i][8]),x1,(y1+Point*Kanals[i][8]));
           else 
           ObjectCreate(name+" DOWN", OBJ_TREND, 0, x2,(y2-k_shirina*Point*Kanals[i][0]), x1,(y1-k_shirina*Point*Kanals[i][0]));
           ObjectSet(name+" DOWN", OBJPROP_RAY, FALSE);
           ObjectSet(name+" DOWN", OBJPROP_COLOR, color_i[i]);
           ObjectSet(name+" DOWN", OBJPROP_STYLE, STYLE_DASH);
           ObjectSet(name+" DOWN", OBJPROP_RAY, luch);
           
           if (color_fill==true)
           {
           ObjectCreate(name+" TRIUP", OBJ_TRIANGLE, 0, x2,(y2+Point*Kanals[i][7]),x1,(y1+Point*Kanals[i][7]),x2,(y2+Point*Kanals[i][8]));
           ObjectSet(name+" TRIUP", OBJPROP_COLOR, color_i2[i]);
           ObjectCreate(name+" TRIDown", OBJ_TRIANGLE, 0, x1,(y1+Point*Kanals[i][7]),x1,(y1+Point*Kanals[i][8]),x2,(y2+Point*Kanals[i][8]));
           ObjectSet(name+" TRIDown", OBJPROP_COLOR, color_i2[i]);
           } 
          
            
           if (!ObjectCreate("Vertical_9_"+DoubleToStr(i,0), OBJ_VLINE, 0, x2,8))    Comment("Îøèáêà 0 = ",GetLastError());
           ObjectSet("Vertical_9_"+DoubleToStr(i,0), OBJPROP_COLOR, color_i[i]);
           ObjectSet("Vertical_9_"+DoubleToStr(i,0), OBJPROP_STYLE, STYLE_DOT);
           }
       else
           {
           if (!ObjectMove(name, 0, x2 ,y2))    Comment("Îøèáêà 1 = ",GetLastError());
           if (!ObjectMove(name, 1, x1, y1))    Comment("Îøèáêà 2 = ",GetLastError());
           
           if (maxmin==true)
            {
           ObjectMove(name+" UP", 0, x2, y2+Point*Kanals[i][7]);
           ObjectMove(name+" UP", 1, x1 ,y1+Point*Kanals[i][7]);
           
           ObjectMove(name+" DOWN", 0, x2, y2+Point*Kanals[i][8]);
           ObjectMove(name+" DOWN", 1, x1 ,y1+Point*Kanals[i][8]);
           
           if (color_fill==true)
               {
           ObjectMove(name+" TRIUP", 0, x2,(y2+Point*Kanals[i][7]));
           ObjectMove(name+" TRIUP", 1, x1,(y1+Point*Kanals[i][7]));
           ObjectMove(name+" TRIUP", 2, x2,(y2+Point*Kanals[i][8]));
           
           ObjectMove(name+" TRIDown", 0, x1,(y1+Point*Kanals[i][7]));
           ObjectMove(name+" TRIDown", 1, x1,(y1+Point*Kanals[i][8]));
           ObjectMove(name+" TRIDown", 2, x2,(y2+Point*Kanals[i][8]));
               }
            }
           else
            {
           ObjectMove(name+" UP", 0, x2 ,y2+k_shirina*Point*Kanals[i][0]);
           ObjectMove(name+" UP", 1, x1, y1+k_shirina*Point*Kanals[i][0]);
           
           ObjectMove(name+" DOWN", 0, x2 ,y2-k_shirina*Point*Kanals[i][0]);
           ObjectMove(name+" DOWN", 1, x1, y1-k_shirina*Point*Kanals[i][0]);
            }
           }
       
     }
return(0);
}

////////////////////////////////////////////////////////
int AllCanals()
{
int i1=0,i2,i3;
int k=0;
int i=0;
int per;
int lastper;
int St,Fin;
datetime S,F,prevS,CurStart;
int lastmin;
double lmin;
double premin;
//ArrayInitialize(Kanals,0);
lastper=9;


CurStart=iTime(NULL,Period(),Start);
if (Start==0) CurStart=iTime(NULL,1,0);
prevS=iTime(NULL,p[0],(iBarShift(NULL,p[0],CurStart,FALSE)+BarAnaliz));
//ArrayInitialize(Vertikal,0);
//ArrayInitialize(Shir,0);

for (int jj=0;jj<lastper;jj++)
{
//ArrayInitialize(Shirina,0);
if (jj==8) 
     S = CurStart;
else S = iTime(NULL,p[jj+1],(iBarShift(NULL,p[jj+1],CurStart,FALSE)+BarAnaliz)); 
F = prevS;
prevS=S;
St= iBarShift(NULL,p[jj],CurStart,FALSE);
Fin=iBarShift(NULL,p[jj],F,FALSE);

if (St==0 && Fin==0)  return(0);
if (jj!=8) {ArrShirina(St,Fin,(iBarShift(NULL,p[jj],S,FALSE))-St-7,p[jj]); }//Print("1111111111  ",p[jj],"   ", St,"   ", Fin,"   ",(iBarShift(NULL,p[jj],S,FALSE))-St-7);}
     else  {ArrShirina(St,Fin,0,p[jj]);}// Print("888888888  ",p[jj],"   ", St,"   ", Fin);}
lastmin=Fin+1;
if (jj==0) lmin=10000000;
if (jj==0) premin=Shirina[Fin-St-1];  
 // Print(Start,"  ",p[jj],"  Ñòàðò - ",(iBarShift(NULL,p[jj],S,FALSE)),"  Ôèíèø - ",Fin);
   if(Fin>iBarShift(NULL,p[jj],S,FALSE)) 
    for(i=Fin-1; i>(iBarShift(NULL,p[jj],S,FALSE))-1; i--)
      {
        if (iTime(NULL,0,Bars-1)<=iTime(NULL,p[jj],i))
            {
            i3=iBarShift(NULL,0,iTime(NULL,p[jj],i),FALSE);
            for (i2=0;i2<=p[jj]/Period();i2++)
              {
              Shir[i3-i2]=Shirina[i-St];
              }
            }
        if (Shirina[i-St]<lmin) {lmin=Shirina[i-St];lastmin=i;} 
        if(Shirina[i-St]<=Shirina[i-St-1] && Shirina[i-St]<=Shirina[i-St+1])
        if (lastmin==i)
          {
            if (Shirina[i-St]<premin*filtr && Shirina[i-St]>MinShirina && Shirina[i-St]<MaxShirina)
                 {
                   if (i1>0) for (k=0; k<i1; k++)
                      {
                       if (Shirina[i-St]!=0) if ((Kanals[k][0]/Shirina[i-St])<1.2 && (Kanals[k][0]/Shirina[i-St])>0.8) i1=k;
                      }
                   if (iTime(NULL,0,Bars-1)<=iTime(NULL,p[jj],i))  Vertikal[i1]=i3;
                   Kanals[i1][0]= Shirina[i-St];                            
                   Kanals[i1][1]= i;                                       
                   Kanals[i1][2]= p[jj];                                    
                   Kanals[i1][3]= CanalR[i-St];                             
                   Kanals[i1][4]= CanalL[i-St];                             
                   if ((i-St)*p[jj]!=0) Kanals[i1][5]= (CanalR[i-St]-CanalL[i-St])/((i-St)*p[jj]);  
                   Kanals[i1][6]= (i-St);                                   
                   Kanals[i1][7]= ShirinaU[i-St];                           
                   Kanals[i1][8]= ShirinaD[i-St];                           
                   premin=Shirina[i-St];
                   i1++;
                 }
          }
      }

}
return(i1);
}
//////////////////////////////////////////////////////////////////////
double ArrShirina(int Start1, int Finish, int Sdvig, int per)
{
Shirina[0]=0;
if (Sdvig<0) Sdvig=0;
yOptR=iOpen(NULL,per,Start1);

int d,i1;
double dC,dR,dL;
int p=0;
int lnz=Sdvig;
//Print("Start  ",Start1,"Finish   ",Finish);
for(int i=(1+Sdvig); i<(Finish-Start1); i++)
      {
      //x2 = iTime(NULL,per,i);
      if (tochnost!=0) p=MathFloor((i-1)/tochnost);
      i=i+p;
      Shirina[i] = MinCanal2(Start1,i+Start1,per);
      
      if(maxmin==true)
      {
      if( k_shirina*Shirina[i]<curdeltaMax/Point) ShirinaU[i]=(curdeltaMax/Point+k_shirina*Shirina[i])/2; else ShirinaU[i]=curdeltaMax/Point;
      if(-k_shirina*Shirina[i]>curdeltaMin/Point) ShirinaD[i]=(curdeltaMin/Point-k_shirina*Shirina[i])/2; else ShirinaD[i]=curdeltaMin/Point;
      }
      CanalL[i]  = yOptL;
      CanalR[i]  = yOptR;
      d=i-lnz;
      if (d!=0) {dC=(Shirina[i]-Shirina[lnz])/d;
      dR=(CanalR[i]-CanalR[lnz])/d;
      dL=(CanalL[i]-CanalL[lnz])/d;
      }
      if (d>1)
        for (i1=1;i1<d;i1++)
          {
            Shirina[lnz+i1] = Shirina[lnz+i1-1]+dC;
            CanalL[lnz+i1]  = CanalL[lnz+i1-1]+dL;
            CanalR[lnz+i1]  = CanalR[lnz+i1-1]+dR;
          }
      lnz=i;
      }
return(0);
}

///////////////////////////////////////////////////////
double MinCanal2(int xR,int xL,int per)
{
  double p=xL-xR;
  double j1,j2,j3,h1,h2,yR,yL,d;

  j1 = p + 1;
  j2 = p*(p+1)/2;
  j3 = p*(p+1)*(2*p+1)/6;
       

  if (prevxR!=xR || prevper!=per) 
   {
    prevp=0;
    sum1=0; 
    sum2=0;
   } 
   
   for(int n = prevp; n <= p; n++) 
         {
           sum2 += iOpen(NULL,per,n+xR); 
         }
    
   for(n = prevp; n <= p; n++) 
         {
           sum1 += iOpen(NULL,per,n+xR)*n; 
         }
   
  
  h2 = sum2;
  h1 = sum1;
  prevxR=xR;
  prevp=p+1;
  prevper=per;
  d = (j2*h2-j1*h1)/(j2*j2-j1*j3);
  yOptR = (h1-j3*d)/j2;
  yOptL = d*p+yOptR; 

  return(SumPlus2(xL,xR,yOptR,yOptL,per)/j1);
}
///////////////////////////////////////////////////////

double SumPlus2(int xL1, int xR1, double yR1,double yL1,int per)
{
double curLinePrice, curdelta,curdeltaH,curdeltaL,delta;
curdeltaMax=-100000;
curdeltaMin=100000;
int i = xR1;
if(xL1==xR1)return(0);
if ((xL1-xR1)!=0) delta = (yL1-yR1)/(xL1-xR1);
curLinePrice = yR1;
sumPlus=0;
 while (i<=xL1)
  {
    curdelta = iOpen(NULL,per,i) - curLinePrice;
    curdeltaH = iHigh(NULL,per,i) - curLinePrice;
    curdeltaL = iLow(NULL,per,i) - curLinePrice;
    if (curdeltaMax<curdeltaH) curdeltaMax=curdeltaH;
    if (curdeltaMin>curdeltaL) curdeltaMin=curdeltaL;
    if (curdelta>0) sumPlus = sumPlus+curdelta;
    curLinePrice = curLinePrice + delta;
    i++;
  }
return(sumPlus/Point);
}

////////////////////////////////////////////////////////////////////////////////////
void LoadHist()
{
int iPeriod[9];
iPeriod[0]=1;
iPeriod[1]=5;
iPeriod[2]=15;
iPeriod[3]=30;
iPeriod[4]=60;
iPeriod[5]=240;
iPeriod[6]=1440;
iPeriod[7]=10080;
iPeriod[8]=43200;
for (int iii=0;iii<9;iii++)
{
   datetime open = iTime(Symbol(), iPeriod[iii], 0);
   //datetime open = MarketInfo(Symbol(),MODE_TIME);
   int error=GetLastError();
   //Comment("");
   while(error==4066)
   {
      
      Comment("Did not load historical data for ",iPeriod[iii]," period, the indicator needs to be rebooted or move on to another timeframe");
      Sleep(10000);
      open = iTime(Symbol(), iPeriod[iii], 0);
      error=GetLastError();
   }
}
}