NRTR_extr_ZigZag_HTF

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

//|                                         NRTR_extr_ZigZag_HTF.mq5 |

//|                               Copyright © 2017, Nikolay Kositsin | 

//|                                Khabarovsk, farria@mail.redcom.ru | 

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

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

#property copyright "Copyright © 2017, Nikolay Kositsin"

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

#property link      "farria@mail.redcom.ru"

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

#property version   "1.00"

#property description "=48:0B>@ NRTR_extr_ZigZag A 2>7<>6=>ABLN 87<5=5=8O B09<D@59<0 2> 2E>4=KE ?0@0<5B@0E."

//---- >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=> 2 1CD5@0

#property indicator_buffers 2

//---- 8A?>;L7>20=> 2A53> 1 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20= ZIGZAG

#property indicator_type1   DRAW_ZIGZAG

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

#property indicator_label1  "NRTR_ZigZag"

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

#property indicator_color1 clrDeepPink

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

#property indicator_style1  STYLE_SOLID

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

#property indicator_width1  3

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET 0                             // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

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

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

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;  // 5@8>4 3@0D8:0 8=48:0B>@0 (B09<D@59<)

input uint iPeriod=10;                      // 5@8>4 8=48:0B>@0

input int iDig=0;                           //  07@O4

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

//---- >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 HighestBuffer[];

double LowestBuffer[];

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//|  >;CG5=85 B09<D@59<0 2 2845 AB@>:8                              |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=int(PeriodSeconds(TimeFrame)/PeriodSeconds(PERIOD_CURRENT))*2+1;

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 NRTR_extr_ZigZag

   Ind_Handle=iCustom(Symbol(),TimeFrame,"NRTR_extr_ZigZag",iPeriod,iDig,0);

   if(Ind_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 NRTR_extr_ZigZag");

      return(INIT_FAILED);

     }

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,LowestBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,HighestBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(LowestBuffer,true);

   ArraySetAsSeries(HighestBuffer,true);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);

//---- #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 shortname;

   StringConcatenate(shortname,"NRTR_extr_ZigZag(",GetStringTimeframe(TimeFrame),", ",int(iPeriod),", ",int(iDig),")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- 7025@H5=85 8=8F80;870F88

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

   if(rates_total<min_rates_total) return(RESET);

   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);



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

   double UpZigZag[1],DnZigZag[1];

   int limit,bar;

   static int LastCountBar,LastHighPos,LastLowPos;

   datetime ZigZagTime[1];



//---- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

//---- 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1;              // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      LastCountBar=0;

      LastHighPos=0;

      LastLowPos=0;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 

   LastHighPos+=limit;

   LastLowPos+=limit;

   limit+=LastCountBar;



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

   ArraySetAsSeries(time,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



   LowestBuffer[LastLowPos]=NULL;

   HighestBuffer[LastHighPos]=NULL;

   

for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      HighestBuffer[bar]=NULL;

      LowestBuffer[bar]=NULL;

     }



//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

      if(CopyTime(NULL,TimeFrame,time[bar],1,ZigZagTime)<=0) return(RESET);



      if(time[bar+1]<ZigZagTime[0] && time[bar]>=ZigZagTime[0])

        {

         //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

         if(CopyBuffer(Ind_Handle,1,time[bar],1,UpZigZag)<=0) return(RESET);

         if(CopyBuffer(Ind_Handle,0,time[bar],1,DnZigZag)<=0) return(RESET);



         if(UpZigZag[0])

           {

            int maxbar=FindMax(UpZigZag[0],bar,0,high);

            HighestBuffer[maxbar]=UpZigZag[0];

            LastHighPos=bar;

           }

         if(DnZigZag[0])

           {

            int minbar=FindMin(DnZigZag[0],bar,0,low);

            LowestBuffer[minbar]=DnZigZag[0];

            LastLowPos=bar;

           }

        }

     }

   LastCountBar=MathMax(LastHighPos,LastLowPos);

//----     

   return(rates_total);

  }

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

//| >8A: ?5@2>3> M:AB@5<C<0 ?> 53> 7=0G5=8N 2 B09<A5@88             | 

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

int FindMax(double Value,int start,int end,const double &Array[])

  {

//----

   for(int bar=start; bar>=end; bar--) if(Array[bar]>=Value) return(bar);

//----

   return(ArrayMaximum(Array,end,start-end));

  }

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

//| >8A: ?5@2>3> M:AB@5<C<0 ?> 53> 7=0G5=8N 2 B09<A5@88             | 

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

int FindMin(double Value,int start,int end,const double &Array[])

  {

//----

   for(int bar=start; bar>=end; bar--) if(Array[bar]<=Value) return(bar);

//----

   return(ArrayMinimum(Array,end,start-end));

  }

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