Swing_line_1.1_v1

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#property copyright "© mladen, 2016, MetaQuotes Software Corp."

#property link      "www.forex-tsd.com, www.mql5.com"

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#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "Swing line"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrLimeGreen,clrPaleVioletRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  3



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input ENUM_TIMEFRAMES  TimeFrame       = PERIOD_CURRENT; // Time frame

input bool             AlertsOn        = false;          // Turn alerts on?

input bool             AlertsOnCurrent = true;           // Alert on current bar?

input bool             AlertsMessage   = true;           // Display messages on alerts?

input bool             AlertsSound     = false;          // Play sound on alerts?

input bool             AlertsEmail     = false;          // Send email on alerts?

input bool             AlertsNotify    = false;          // Send push notification on alerts?

input bool             Interpolate     = true;           // Interpolate in multi time frame mode?



double swli[],swlic[],count[];

ENUM_TIMEFRAMES _indicatorTimeFrame;

int _mtfHandle =INVALID_HANDLE;



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int OnInit()

{

   SetIndexBuffer(0,swli ,INDICATOR_DATA); 

   SetIndexBuffer(1,swlic,INDICATOR_COLOR_INDEX); 

   SetIndexBuffer(2,count,INDICATOR_CALCULATIONS); 

      _indicatorTimeFrame = MathMax(_Period,TimeFrame);

      if (_indicatorTimeFrame!=_Period)

      {

         _mtfHandle = iCustom(_Symbol,_indicatorTimeFrame,getName(),PERIOD_CURRENT,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify);

         if (_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);

      }         

   return(INIT_SUCCEEDED);

}



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double  work[][5];

#define hHi   0

#define hLo   1

#define lHi   2

#define lLo   3

#define trend 4





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[])

{

         if(_indicatorTimeFrame!=_Period)

         {

            double result[1]; if (CopyBuffer(_mtfHandle,2,0,1,result)<1) 

            { 

               for (int i=prev_calculated; i<rates_total; i++)

               {

                  Comment(StringSubstr(EnumToString((ENUM_TIMEFRAMES)_indicatorTimeFrame),7)+" data not ready\nnext attempt will be made on new tick");

               }

               return(prev_calculated); 

            }

            else if (StringFind(ChartGetString(0,CHART_COMMENT),"data not ready")>=0) Comment("");



            //

            //---

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            #define _mtfRatio (double)PeriodSeconds((ENUM_TIMEFRAMES)_indicatorTimeFrame)/PeriodSeconds(_Period)

            int  n,k,i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-int(result[0]*_mtfRatio)-1,0)),_prevMark=-99; datetime _prevTime;

            for(; i<rates_total && !_StopFlag; i++)

            {

               int _currMark = iBarShift(_Symbol,_indicatorTimeFrame,time[i]); if (_currMark<0) continue;

               if (_currMark!=_prevMark)

               {

                  _prevMark =_currMark;

                  _prevTime = time[i];

                  #define _mtfCopy(_buff,_buffNo) { if(CopyBuffer(_mtfHandle,_buffNo,_currMark,1,result)<1) break; _buff[i]=result[0]; }

                          _mtfCopy(swli ,0);

                          _mtfCopy(swlic,1);

               }

               else 

               {

                  #define _mtfCopyValue(_buff) _buff[i] = _buff[i-1]; 

                          _mtfCopyValue(swli);

                          _mtfCopyValue(swlic);

               }                  

               

               //

               //---

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               if(!Interpolate) continue;

                  int _nextMark = (i<rates_total-1) ? iBarShift(_Symbol,_indicatorTimeFrame,time[i+1]) : _prevMark+1; if(_nextMark==_prevMark) continue;               

                  for (n=1; (i-n)> 0 && time[i-n] >= _prevTime; n++) continue;

                  for (k=1; (i-k)>=0 && k<n; k++)

                  {

                     #define _mtfInterpolate(_buff) _buff[i-k]=_buff[i]+(_buff[i-n]-_buff[i])*k/n

                             _mtfInterpolate(swli);

                  }               

            }

            return(rates_total);

         }



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   if (ArrayRange(work,0)!=rates_total) ArrayResize(work,rates_total);

      for (int i=(int)MathMax(prev_calculated-1,0); i<rates_total; i++)

      {

         work[i][trend] = (i>0) ? work[i-1][trend] : -1;

         work[i][hHi]   = (i>0) ? work[i-1][hHi] : high[i];  work[i][hLo] = (i>0) ? work[i-1][hLo] : low[i]; 

         work[i][lHi]   = (i>0) ? work[i-1][lHi] : high[i];  work[i][lLo] = (i>0) ? work[i-1][lLo] : low[i]; 

         if (i>0 && work[i-1][trend] == 1)

         {

            work[i][hHi] = MathMax(work[i-1][hHi],high[i]);

            work[i][hLo] = MathMax(work[i-1][hLo],low[i]);

            if (high[i]<work[i][hLo]) { work[i][trend] = -1; work[i][lHi] = high[i]; work[i][lLo] = low[i]; }

         }

         if (i>0 && work[i-1][trend] == -1)

         {

            work[i][lHi] = MathMin(work[i-1][lHi],high[i]);

            work[i][lLo] = MathMin(work[i-1][lLo],low[i]);

            if (low[i]>work[i][lHi]) { work[i][trend] =  1; work[i][hHi] = high[i]; work[i][hLo] = low[i]; }

         }

         swli[i]  = (work[i][trend]==1) ? work[i][hLo] : (work[i][trend]==-1) ? work[i][lHi] : close[i];

         swlic[i] = (work[i][trend]==1) ? 1 : (work[i][trend]==-1) ? 2 : 0;

   }

   count[rates_total-1]=MathMax(rates_total-prev_calculated+1,1);

   manageAlerts(time,swlic,rates_total);

   return(rates_total);

}





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void manageAlerts(const datetime& time[], double& ttrend[], int bars)

{

   if (!AlertsOn) return;

      int whichBar = bars-1; if (!AlertsOnCurrent) whichBar = bars-2; datetime time1 = time[whichBar];

      if (ttrend[whichBar] != ttrend[whichBar-1])

      {

         if (ttrend[whichBar] == 1) doAlert(time1,"up");

         if (ttrend[whichBar] == 2) doAlert(time1,"down");

      }         

}   



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void doAlert(datetime forTime, string doWhat)

{

   static string   previousAlert="nothing";

   static datetime previousTime;

   string message;

   

   if (previousAlert != doWhat || previousTime != forTime) 

   {

      previousAlert  = doWhat;

      previousTime   = forTime;



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      #define timeFrameToString(_tf) StringSubstr(EnumToString((ENUM_TIMEFRAMES)_tf),7)

      message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" swing line state changed to "+doWhat;

         if (AlertsMessage) Alert(message);

         if (AlertsEmail)   SendMail(_Symbol+" swing line",message);

         if (AlertsNotify)  SendNotification(message);

         if (AlertsSound)   PlaySound("alert2.wav");

   }

}



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string getName()

{

   string _path=MQL5InfoString(MQL5_PROGRAM_PATH); StringToLower(_path);

   string _partsA[];

   int    _partsN = StringSplit(_path,StringGetCharacter("\\",0),_partsA);

   string name=_partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _partsA[n]!="indicators"; n--) name=_partsA[n]+"\\"+name;

   return(name);

}