CycleIdentifier_v1

//+------------------------------------------------------------------+
//|                                              CycleIdentifier.mq4 |
//|                                                                  |
//+------------------------------------------------------------------+
#property strict
#property copyright ""
#property link      ""
//----
#property indicator_separate_window
#property indicator_buffers 6
//----
#property indicator_color1 clrDarkGray
#property indicator_color2 clrLime
#property indicator_color3 clrRed
#property indicator_color4 clrDarkGreen
#property indicator_color5 clrBrown
//----
#property indicator_minimum -1.2
#property indicator_maximum 1.2
//----
extern int       PriceActionFilter=1;
extern int       Length=3;
extern int       MajorCycleStrength=4;
extern bool      UseCycleFilter=false;
extern int       UseFilterSMAorRSI=1;
extern int       FilterStrengthSMA=12;
extern int       FilterStrengthRSI=21;
//----
double LineBuffer[];
double MajorCycleBuy[];
double MajorCycleSell[];
double MinorCycleBuy[];
double MinorCycleSell[];
double ZL1[];
//----
double CyclePrice=0.0,Strength=0.0,SweepA=0.0,SweepB=0.0;
int Switch=0,Switch2=0,SwitchA=0,SwitchB=0,SwitchC=0,SwitchD=0,SwitchE=0,SwitchAA=0,SwitchBB=0;
//---
double Price1BuyA=0.0,Price2BuyA=0.0;
int Price1BuyB=1,Price2BuyB=1;
//---
double Price1SellA=0.0,Price2SellA=0.0;
int Price1SellB=0,Price2SellB=0;
//---
bool ActiveSwitch=true,BuySwitchA=false,BuySwitchB=false,SellSwitchA=false,SellSwitchB=false;
int BuySellFac=1;
bool Condition1,Condition2,Condition3,Condition6;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(0,LineBuffer);
//---
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(1,MajorCycleBuy);
//---
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(2,MajorCycleSell);
//---
   SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexBuffer(3,MinorCycleBuy);
//---
   SetIndexStyle(4,DRAW_HISTOGRAM,STYLE_SOLID,1);
   SetIndexBuffer(4,MinorCycleSell);
//---
   SetIndexStyle(5,DRAW_NONE);
   SetIndexBuffer(5,ZL1);
//---
   SetIndexEmptyValue(1,0.0);
   SetIndexEmptyValue(2,0.0);
   SetIndexEmptyValue(3,0.0);
   SetIndexEmptyValue(4,0.0);
   SetIndexEmptyValue(5,0.0);
//---
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int deinit() {return(0);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   int position=Bars-counted_bars;
   if(position<0) position=0;
   if(counted_bars==0) position-=(FilterStrengthRSI+4);
//----
   int rnglength=250;
   double range=0.0,srange=0.0;
   for(int pos=position; pos>=0; pos--)
     {
      srange=0.0;
      int j=0;
      for(int i=0;i<rnglength;i++)
        {
         j++;
         int posr=pos + i;
         if(posr>=Bars)
            break;
         srange=srange+(High[posr]-Low[posr]);
        }
      range=srange/j*Length;
      int BarNumber=Bars-pos; //??????????
      if(BarNumber<0)
         BarNumber=0;
      CyclePrice=iMA(NULL,0,PriceActionFilter,0,MODE_SMMA,PRICE_CLOSE,pos);
      if(UseFilterSMAorRSI==1)
         ZL1[pos]=ZeroLag(CyclePrice,FilterStrengthSMA,pos);
      if(UseFilterSMAorRSI==2)
         ZL1[pos]=ZeroLag(iRSI(NULL,0,14,(ENUM_APPLIED_PRICE)CyclePrice,FilterStrengthRSI),FilterStrengthRSI,pos);
      if(ZL1[pos]>ZL1[pos+1])
         SwitchC=1;
      if(ZL1[pos]<ZL1[pos+1])
         SwitchC=2;
      if(BarNumber<=1)
        {
         if(Strength==0)
            SweepA=range;
         else
            SweepA=Strength;
         Price1BuyA=CyclePrice;
         Price1SellA=CyclePrice;
        }
     /* PrintFormat("Bars = %d | counted_bars = %d | pos = %d | BarNumber = %d",Bars,counted_bars,pos,BarNumber);
      PrintFormat("srange = %f | range = %f",srange,range);
      PrintFormat("CyclePrice = %f | ZL1[%d] = %f",CyclePrice,pos,ZL1[pos]);
      PrintFormat("SwitchC = %d",SwitchC);
      PrintFormat("Strength = %f | SweepA = %f | Price1BuyA = %f | Price1SellA = %f", Strength,SweepA,Price1BuyA,Price1SellA);
      */
      
/* ***************************************************************** */
      if(BarNumber>1)
        {
/*                               *****                               */
         if(Switch>-1)
           {
            if(CyclePrice<Price1BuyA)
              {
               if(UseCycleFilter && (SwitchC==2) && BuySwitchA)
                 {
                  MinorCycleBuy[pos+BarNumber-Price1BuyB]=0; //MinorBuySell
                  LineBuffer[pos+BarNumber - Price1BuyB ]=0; //line
                 }
               if(!UseCycleFilter && BuySwitchA)
                 {
                  MinorCycleBuy[pos+BarNumber-Price1BuyB]=0;
                  LineBuffer[pos+BarNumber-Price1BuyB]=0;
                 }
               Price1BuyA=CyclePrice;
               Price1BuyB=BarNumber;
               BuySwitchA=true;
              }
            else if(CyclePrice>Price1BuyA)
              {
               SwitchA=BarNumber-Price1BuyB;
               if(!UseCycleFilter)
                 {
                  MinorCycleBuy[pos+SwitchA]=-1;//MinorBuySell - DarkGreen
                  LineBuffer[pos+SwitchA]=-1;//line
                 }
               if(UseCycleFilter && SwitchC==1)
                 {
                  MinorCycleBuy[pos+SwitchA]=-1;  //MinorBuySell
                  LineBuffer[pos+SwitchA]=-1; //line
                  SwitchD=1;
                 }
               else
                 {
                  SwitchD=0;
                 }
               BuySwitchA=true;
               double cyclePrice1=iMA(NULL,0,PriceActionFilter,0,MODE_SMMA,PRICE_CLOSE,pos+SwitchA);
               if(ActiveSwitch)
                 {
                  Condition1=CyclePrice-cyclePrice1>=SweepA;
                 }
               else
                 {
                  Condition1=CyclePrice>=cyclePrice1 *(1+SweepA/1000);
                 }
               if(Condition1 && SwitchA>=BuySellFac)
                 {
                  Switch=-1;
                  Price1SellA=CyclePrice;
                  Price1SellB=BarNumber;
                  SellSwitchA=false;
                  BuySwitchA=false;
                 }
              }
           }
/*                               *****                               */
         if(Switch<1)
           {
            if(CyclePrice>Price1SellA)
              {
               if(UseCycleFilter && SwitchC==1 && SellSwitchA)
                 {
                  MinorCycleSell[pos+BarNumber-Price1SellB]=0; //MinorBuySell
                  LineBuffer[pos+BarNumber-Price1SellB]=0; //line
                 }
               if(!UseCycleFilter && SellSwitchA)
                 {
                  MinorCycleSell[pos+BarNumber-Price1SellB]=0;//MinorBuySell
                  LineBuffer[pos+BarNumber-Price1SellB]=0;//line
                 }
               Price1SellA=CyclePrice;
               Price1SellB=BarNumber;
               SellSwitchA=true;
              }
            else if(CyclePrice<Price1SellA)
              {
               SwitchA=BarNumber-Price1SellB;
               if(!UseCycleFilter)
                 {
                  MinorCycleSell[pos+SwitchA]=1; // MinorBuySell darkRed
                  LineBuffer[pos+SwitchA]=1; //"CycleLine"
                 }
               if(UseCycleFilter && (SwitchC==2))
                 {
                  MinorCycleSell[pos+SwitchA]=1;//MinorBuySell darkRed
                  LineBuffer[pos+SwitchA]=1;//CycleLine
                  SwitchD=2;
                 }
               else
                  SwitchD =0;
               SellSwitchA=true;
               double cyclePrice2=iMA(NULL,0,PriceActionFilter,0,MODE_SMMA,PRICE_CLOSE,pos+SwitchA);
               if(ActiveSwitch)
                  Condition1=(cyclePrice2-CyclePrice)>=SweepA;
               else
                  Condition1=CyclePrice<=(cyclePrice2 *(1-SweepA/1000));
               if(Condition1 && SwitchA>=BuySellFac)
                 {
                  Switch=1;
                  Price1BuyA=CyclePrice;
                  Price1BuyB=BarNumber;
                  SellSwitchA=false;
                  BuySwitchA=false;
                 }
              }
           }
        }
/* ***************************************************************** */
      LineBuffer[pos]=0;
      MinorCycleBuy[pos]=0;
      MinorCycleSell[pos]=0;
/* ***************************************************************** */
      if(BarNumber==1)
        {
         if(Strength==0)
            SweepB=range *MajorCycleStrength;
         else
            SweepB=Strength*MajorCycleStrength;
         Price2BuyA=CyclePrice;
         Price2SellA=CyclePrice;
        }
/* ***************************************************************** */
      if(BarNumber>1)
        {
/*                               *****                               */
         if(Switch2>-1)
           {
            if(CyclePrice<Price2BuyA)
              {
               if(UseCycleFilter && SwitchC==2 && BuySwitchB)
                 {
                  MajorCycleBuy[pos+BarNumber-Price2BuyB]=0; //MajorBuySell,green
                                                             //		      LineBuffer[pos + BarNumber - Price2BuyB ] = 0; //line -----
                 }
               if(!UseCycleFilter && BuySwitchB)
                 {
                  MajorCycleBuy[pos+BarNumber-Price2BuyB]=0;//MajorBuySell,green
                                                            //			      LineBuffer[pos + BarNumber - Price2BuyB ] = 0; //line-----------
                 }
               Price2BuyA=CyclePrice;
               Price2BuyB=BarNumber;
               BuySwitchB=true;
              }
            else if(CyclePrice>Price2BuyA)
              {
               SwitchB=BarNumber-Price2BuyB;
               if(!UseCycleFilter)
                 {
                  MajorCycleBuy[pos+SwitchB]=-1; //MajorBuySell green
                                                 //               LineBuffer[pos + SwitchB] = -1; //line--------------
                 }
               if(UseCycleFilter && SwitchC==1)
                 {
                  MajorCycleBuy[pos+SwitchB]=-1; //MajorBuySell green
                                                 //             LineBuffer[pos + SwitchB] = -1; //line-----------------
                  SwitchE=1;
                 }
               else
                  SwitchE=0;
               BuySwitchB=true;
               double cyclePrice3=iMA(NULL,0,PriceActionFilter,0,MODE_SMMA,PRICE_CLOSE,pos+SwitchB);
               if(ActiveSwitch)
                  Condition6=CyclePrice-cyclePrice3>=SweepB;
               else
                  Condition6=CyclePrice>=cyclePrice3 *(1+SweepB/1000);
               if(Condition6 && SwitchB>=BuySellFac)
                 {
                  Switch2=-1;
                  Price2SellA=CyclePrice;
                  Price2SellB=BarNumber;
                  SellSwitchB=false;
                  BuySwitchB=false;
                 }
              }
           }
/*                               *****                               */
         if(Switch2<1)
           {
            if(CyclePrice>Price2SellA)
              {
               if(UseCycleFilter && SwitchC==1 && SellSwitchB)
                 {
                  MajorCycleSell[pos+BarNumber-Price2SellB]=0; //"MajorBuySell",red 
                                                               //			      LineBuffer[pos + BarNumber - Price2SellB ] = 0; //line -----
                 }
               if(!UseCycleFilter && SellSwitchB)
                 {
                  MajorCycleSell[pos+BarNumber-Price2SellB]=0;//"MajorBuySell",red 
                                                              //              LineBuffer[pos + BarNumber - Price2SellB ] = 0; //line -----
                 }
               Price2SellA=CyclePrice;
               Price2SellB=BarNumber;
               SellSwitchB=true;
              }
            else if(CyclePrice<Price2SellA)
              {
               SwitchB=BarNumber-Price2SellB;
               if(!UseCycleFilter)
                 {
                  MajorCycleSell[pos+SwitchB]=1; //"MajorBuySell",red 
                                                 // 		      LineBuffer[pos + SwitchB ] = 1; //line -----
                 }
               if(UseCycleFilter && SwitchC==2)
                 {
                  MajorCycleSell[pos+SwitchB]=1; //"MajorBuySell",red 
                                                 //		      LineBuffer[pos + SwitchB ] = 1; //line -----
                  SwitchE=2;
                 }
               else
                  SwitchE =0;
               SellSwitchB=true;
               double cyclePrice4=iMA(NULL,0,PriceActionFilter,0,MODE_SMMA,PRICE_CLOSE,pos+SwitchB);
               if(ActiveSwitch)
                  Condition6=cyclePrice4-CyclePrice>=SweepB;
               else
                  Condition6=CyclePrice<=cyclePrice4 *(1.0-SweepB/1000.0);
               if(Condition6 && SwitchB>=BuySellFac)
                 {
                  Switch2=1;
                  Price2BuyA=CyclePrice;
                  Price2BuyB=BarNumber;
                  SellSwitchB=false;
                  BuySwitchB=false;
                 }
              }
           }
        }
/* ***************************************************************** */
      LineBuffer[pos]=0;
      MajorCycleSell[pos]=0;
      MajorCycleBuy[pos]=0;
     }
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double ZeroLag(double price,int length,int pos)
  {
   if(length<3)
     {
      return(price);
     }
   double aa=MathExp(-1.414*3.14159/length);
   double bb=2*aa*MathCos(1.414*180/length);
   double CB=bb;
   double CC=-aa*aa;
   double CA=1 - CB - CC;
   double CD=CA*price + CB*ZL1[pos+1] + CC*ZL1[pos+2];
   return(CD);
  }
//+------------------------------------------------------------------+