MultipleFractals

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

//|                                             MultipleFractals.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_chart_window

#property indicator_buffers 20

#property indicator_plots   20

//--- plot UP1

#property indicator_label1  "FractalUP1"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN1

#property indicator_label2  "FractalDN1"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot UP2

#property indicator_label3  "FractalUP2"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrRed

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot DN2

#property indicator_label4  "FractalDN2"

#property indicator_type4   DRAW_ARROW

#property indicator_color4  clrBlue

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- plot UP3

#property indicator_label5  "FractalUP3"

#property indicator_type5   DRAW_ARROW

#property indicator_color5  clrRed

#property indicator_style5  STYLE_SOLID

#property indicator_width5  1

//--- plot DN3

#property indicator_label6  "FractalDN3"

#property indicator_type6   DRAW_ARROW

#property indicator_color6  clrBlue

#property indicator_style6  STYLE_SOLID

#property indicator_width6  1

//--- plot UP4

#property indicator_label7  "FractalUP4"

#property indicator_type7   DRAW_ARROW

#property indicator_color7  clrRed

#property indicator_style7  STYLE_SOLID

#property indicator_width7  1

//--- plot DN4

#property indicator_label8  "FractalDN4"

#property indicator_type8   DRAW_ARROW

#property indicator_color8  clrBlue

#property indicator_style8  STYLE_SOLID

#property indicator_width8  1

//--- plot UP5

#property indicator_label9  "FractalUP5"

#property indicator_type9   DRAW_ARROW

#property indicator_color9  clrRed

#property indicator_style9  STYLE_SOLID

#property indicator_width9  1

//--- plot DN5

#property indicator_label10  "FractalDN5"

#property indicator_type10   DRAW_ARROW

#property indicator_color10  clrBlue

#property indicator_style10  STYLE_SOLID

#property indicator_width10  1

//--- plot UP6

#property indicator_label11  "FractalUP6"

#property indicator_type11   DRAW_ARROW

#property indicator_color11  clrRed

#property indicator_style11  STYLE_SOLID

#property indicator_width11  1

//--- plot DN6

#property indicator_label12  "FractalDN6"

#property indicator_type12   DRAW_ARROW

#property indicator_color12  clrBlue

#property indicator_style12  STYLE_SOLID

#property indicator_width12  1

//--- plot UP7

#property indicator_label13  "FractalUP7"

#property indicator_type13   DRAW_ARROW

#property indicator_color13  clrRed

#property indicator_style13  STYLE_SOLID

#property indicator_width13  1

//--- plot DN7

#property indicator_label14  "FractalDN7"

#property indicator_type14   DRAW_ARROW

#property indicator_color14  clrBlue

#property indicator_style14  STYLE_SOLID

#property indicator_width14  1

//--- plot UP8

#property indicator_label15  "FractalUP8"

#property indicator_type15   DRAW_ARROW

#property indicator_color15  clrRed

#property indicator_style15  STYLE_SOLID

#property indicator_width15  1

//--- plot DN8

#property indicator_label16  "FractalDN8"

#property indicator_type16   DRAW_ARROW

#property indicator_color16  clrBlue

#property indicator_style16  STYLE_SOLID

#property indicator_width16  1

//--- plot UP9

#property indicator_label17  "FractalUP9"

#property indicator_type17   DRAW_ARROW

#property indicator_color17  clrRed

#property indicator_style17  STYLE_SOLID

#property indicator_width17  1

//--- plot DN9

#property indicator_label18  "FractalDN9"

#property indicator_type18   DRAW_ARROW

#property indicator_color18  clrBlue

#property indicator_style18  STYLE_SOLID

#property indicator_width18  1

//--- plot UP10

#property indicator_label19  "FractalUP10"

#property indicator_type19   DRAW_ARROW

#property indicator_color19  clrRed

#property indicator_style19  STYLE_SOLID

#property indicator_width19  1

//--- plot DN10

#property indicator_label20  "FractalDN10"

#property indicator_type20   DRAW_ARROW

#property indicator_color20  clrBlue

#property indicator_style20  STYLE_SOLID

#property indicator_width20  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpMinFrame    =  2;          // Min dimension of a fractal

input uint              InpMaxFrame    =  10;         // Max dimension of a fractal

input ENUM_INPUT_YES_NO InpUseLastBar  =  INPUT_NO;   // Use last bar

input color             InpColorUP     =  clrRed;     // Upper fractals color 

input color             InpColorDN     =  clrBlue;    // Lower fractals color

//--- indicator buffers

struct SDataBuffer

  {

   double            BufferUP[];

   double            BufferDN[];

  }

Data[10];

//--- global variables

int            min_frame;

int            max_frame;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- setting global variables

   min_frame=int(InpMinFrame<1 ? 1 : InpMinFrame>9 ? 9 : InpMinFrame);

   max_frame=int(InpMaxFrame>10 ? 10 : (int)InpMaxFrame<=min_frame ? min_frame+1 : InpMaxFrame);

//--- setting buffers

   for(int i=0; i<10; i++)

     {

      int buff1=i*2,buff2=buff1+1,code=140+i;

      //--- indicator buffers mapping

      SetIndexBuffer(buff1,Data[i].BufferUP,INDICATOR_DATA);

      SetIndexBuffer(buff2,Data[i].BufferDN,INDICATOR_DATA);

      //--- setting a code from the Wingdings charset as the property of PLOT_ARROW

      PlotIndexSetInteger(buff1,PLOT_ARROW,code);

      PlotIndexSetInteger(buff2,PLOT_ARROW,code);

      //--- Set plot buffers colors

      PlotIndexSetInteger(buff1,PLOT_LINE_COLOR,InpColorUP);

      PlotIndexSetInteger(buff2,PLOT_LINE_COLOR,InpColorDN);

      PlotIndexSetString(buff1,PLOT_LABEL,string(i+1)+"-dimension up fractal");

      PlotIndexSetString(buff2,PLOT_LABEL,string(i+1)+"-dimension down fractal");

      //--- setting buffer arrays as timeseries

      ArraySetAsSeries(Data[i].BufferUP,true);

      ArraySetAsSeries(Data[i].BufferDN,true);

     }

//--- settings indicators parameters

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetString(INDICATOR_SHORTNAME,"Multiple fractals");

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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 =0 <8=8<0;L=>5 :>;8G5AB2> 10@>2 4;O @0AGQB0

   if(rates_total<max_frame) return 0;

//--- #AB0=>2:0 8=45:A0F88 <0AA82>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(time,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-max_frame-1;

      for(int i=0; i<10; i++)

        {

         ArrayInitialize(Data[i].BufferUP,EMPTY_VALUE);

         ArrayInitialize(Data[i].BufferDN,EMPTY_VALUE);

        }

     }

//---  0AGQB 8=48:0B>@0

   int end=(InpUseLastBar ? 0 : 1);

   int begin=fmax(limit,max_frame);

   for(int i=begin; i>=end && !IsStopped(); i--)

     {

      for(int j=0; j<10; j++)

        {

         Data[j].BufferUP[i]=EMPTY_VALUE;

         Data[j].BufferDN[i]=EMPTY_VALUE;

        }

      int count=fmin(i-end,max_frame);

      if(count>=min_frame)

        {

         int UpFractalStatus=FindUP(i,count,high);

         if(UpFractalStatus>=min_frame)

            Data[UpFractalStatus-1].BufferUP[i]=high[i];

         int DnFractalStatus=FindDN(i,count,low);

         if(DnFractalStatus>=min_frame)

            Data[DnFractalStatus-1].BufferDN[i]=low[i];

        }

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//|                                                                  |

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

int FindUP(const int index,const int count,const double &high[])

  {

   for(int i=1; i<=count; i++)

     {

      if(high[index+i]>high[index] || high[index-i]>high[index])

         return (i-1);

     }

   return WRONG_VALUE;

  }

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

//|                                                                  |

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

int FindDN(const int index,const int count,const double &low[])

  {

   for(int i=1; i<=count; i++)

     {

      if(low[index+i]<low[index] || low[index-i]<low[index])

         return (i-1);

     }

   return WRONG_VALUE;

  }

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