Skyscraper

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

//|                                                   Skyscraper.mq5 |

//|                                Copyright © 2006, TrendLaboratory |

//|            http://finance.groups.yahoo.com/group/TrendLaboratory |

//|                                       E-mail: igorad2004@list.ru |

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

#property copyright "Copyright © 2006, TrendLaboratory"

#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

#property description "=48:0B>@ B>@3>2>9 A8AB5<K pabloski."

//---- =><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=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> ?OBL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   5

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

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

#property indicator_color1  clrLimeGreen

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

#property indicator_width1  2

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

#property indicator_label1  "Lower Skyscraper"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

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

#property indicator_color2  clrDeepPink

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

#property indicator_width2  2

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

#property indicator_label2 "Upper Skyscraper"

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

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

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

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

#property indicator_type3   DRAW_ARROW

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

#property indicator_color3  clrLimeGreen

//---- B>;I8=0 8=48:0B>@0 3 @02=0 5

#property indicator_width3  5

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

#property indicator_label3  "Skyscraper Buy"

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

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

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

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

#property indicator_type4   DRAW_ARROW

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

#property indicator_color4  clrDeepPink

//---- B>;I8=0 8=48:0B>@0 4 @02=0 5

#property indicator_width4  5

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

#property indicator_label4 "Skyscraper Sell"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 5 2 2845 A8<2>;0

#property indicator_type5   DRAW_ARROW

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

#property indicator_color5  clrSlateBlue

//---- B>;I8=0 8=48:0B>@0 5 @02=0 1

#property indicator_width5  1

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

#property indicator_label5 "Skyscraper Middle"

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

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

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

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

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

//| 1JO2;5=85 ?5@5G8A;5=89                      |

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

enum Method

  {

   MODE_HighLow,  //High/Low

   MODE_Close     //Close

  };

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

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

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

input uint    Length=10;             // 5@8>4 ATR

input double  Kv=0.9;                // $0:B>@ GC2AB28B5;L=>AB8 8=48:0B>@0

input double  Percentage=0;          // @81;865=85 A@54=59 ;8=88 : ;8=8O< M:AB@5<C<>2

input Method  HighLow=MODE_HighLow;  //  0AGQB 8=48:0B>@0 ?> High/Low 8;8 Close

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

//---- >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 BuyBuffer[],SellBuffer[];

double UpBuffer[],DnBuffer[];

double LineBuffer[];

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

int  min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE    

   min_rates_total=int(Length+1);



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

   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(UpBuffer,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);



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

   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(DnBuffer,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,NULL);



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

   SetIndexBuffer(2,SellBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetInteger(2,PLOT_ARROW,172);

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

   ArraySetAsSeries(SellBuffer,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,NULL);



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

   SetIndexBuffer(3,BuyBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetInteger(3,PLOT_ARROW,172);

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

   ArraySetAsSeries(BuyBuffer,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,NULL);



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

   SetIndexBuffer(4,LineBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetInteger(4,PLOT_ARROW,172);

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

   ArraySetAsSeries(LineBuffer,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,NULL);



//---- CAB0=>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="Skyscraper("+string(Length)+","+DoubleToString(Kv)+","+string(HighLow)+")";

   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<min_rates_total) return(RESET);



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

   int limit,trend0,Step;

   double smin0,smax0,ATRmin0=0.0,ATRmax0=0.0,AvgRange,ATR0,xStep,x2Step,Line;

   static double smin1,smax1,ATRmin1,ATRmax1;

   static int trend1;



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

   ArraySetAsSeries(Close,true);

   ArraySetAsSeries(High,true);

   ArraySetAsSeries(Low,true);



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

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

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

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      ATRmax1=DBL_MIN;

      ATRmin1=DBL_MAX;

      smin1=Close[limit];

      smax1=Close[limit];

      trend1=0;

     }

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

//----



//----   



//---- ?5@2K9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      UpBuffer[bar]=0.0;

      DnBuffer[bar]=0.0;

      trend0=trend1;



      AvgRange=0;

      for(int iii=0; iii<int(Length); iii++) AvgRange+=(High[bar+iii]-Low[bar+iii]);

      ATR0=AvgRange/Length;



      ATRmax0=MathMax(ATRmax1,ATR0);

      ATRmin0=MathMin(ATRmin1,ATR0);

      Step=int(0.5*Kv*(ATRmax0+ATRmin0)/_Point);



      xStep=Step*_Point;

      x2Step=2.0*xStep;



      if(HighLow==MODE_HighLow)

        {

         smax0=Low[bar]+x2Step;

         smin0=High[bar]-x2Step;

        }

      else

        {

         smax0=Close[bar]+x2Step;

         smin0=Close[bar]-x2Step;

        }



      if(Close[bar]>smax1) trend0=+1;

      if(Close[bar]<smin1) trend0=-1;



      if(trend0>0)

        {

         smin0=MathMax(smin0,smin1);

         UpBuffer[bar]=smin0;

         Line=smin0+Step*_Point;

         LineBuffer[bar]=Line-Percentage/100.0*Step*_Point;

        }



      else

        {

         smax0=MathMin(smax0,smax1);

         DnBuffer[bar]=smax0;

         Line=smax0-Step*_Point;

         LineBuffer[bar]=Line+Percentage/100.0*Step*_Point;

        }



      if(bar)

        {

         smin1=smin0;

         smax1=smax0;

         ATRmax1=ATRmax0;

         ATRmin1=ATRmin0;

         trend1=trend0;

        }

     }



//---- ?5@5AGQB AB0@B>2>3> =><5@0 4;O @0AGQB0 2A5E 10@>2

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

      limit--;



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

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

     {

      //---- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AGQB0

      BuyBuffer[bar]=SellBuffer[bar]=NULL;



      if(UpBuffer[bar+1] && DnBuffer[bar]) BuyBuffer [bar]=DnBuffer[bar];

      if(DnBuffer[bar+1] && UpBuffer[bar]) SellBuffer[bar]=UpBuffer[bar];

     }

//----     

   return(rates_total);

  }

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