uINDIo_SDX-ZoneBreakout-Lud-Z1-v2

//+------------------------------------------------------------------+
//|  TZ-Breaktout-Z1.mq4                                             |
//|  Shimodax                                                        |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright Shimodax"
#property link      "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
/*
 Introduction:
   Draw ranges for "Simple Combined Breakout System for EUR/USD and GBP/USD" thread
   (see http://www.strategybuilderfx.com/forums/showthread.php?t=15439)
   TimeZoneOfData: TimeZone for which MT4 shows your local time, 
                  e.g. 1 or 2 for Europe (GMT+1 or GMT+2 (daylight 
                  savings time).  Use zero for no adjustment.
                  
                  The MetaQuotes demo server uses GMT +2.   
   Enjoy  :-)
   Markus
*/
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 clrRed
#property indicator_color2 clrGreen
#property indicator_color3 clrRed
#property indicator_color4 clrGreen
#property indicator_color5 clrRed
#property indicator_color6 clrGreen
#property indicator_color7 clrBlack
#property indicator_color8 clrBlack
//----
extern bool DoEntryAlerts= false;
extern int TimeZoneOfData=3;  // time zone of metatrader charts
extern int PipsForEntry=5;
extern int PipsTarget=80;
extern int PipsStop=50;
extern int ShowTarget=1;
extern int ShowStop=1;
//----
int DestTimeZone=0;   // dest time zone for time computation (leave as zero (GMT))
double Zone1Upper[];
double Zone1Lower[];
double Zone1UpperTarget[];
double Zone1LowerTarget[];
double Zone1UpperStop[];
double Zone1LowerStop[];
double EntryUpperSignalsBuffer[];
double EntryLowerSignalsBuffer[];
bool Zone1UpperBreakout=False;
bool Zone1LowerBreakout=False;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,Zone1Upper);
   SetIndexEmptyValue(0,0.0);
   SetIndexLabel(0,"Z1 Upper");
//
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,Zone1Lower);
   SetIndexEmptyValue(1,0.0);
   SetIndexLabel(1,"Z1 Lower");
//
   SetIndexStyle(2,DRAW_LINE,STYLE_DASH,1);
   SetIndexBuffer(2,Zone1UpperTarget);
   SetIndexEmptyValue(2,0.0);
   SetIndexLabel(2,"Z1 Upper Target");
//
   SetIndexStyle(3,DRAW_LINE,STYLE_DASH,1);
   SetIndexBuffer(3,Zone1LowerTarget);
   SetIndexEmptyValue(3,0.0);
   SetIndexLabel(3,"Z1 Lower Target");
//
   SetIndexStyle(4,DRAW_LINE,STYLE_DASHDOTDOT,1);
   SetIndexBuffer(4,Zone1UpperStop);
   SetIndexEmptyValue(4,0.0);
   SetIndexLabel(4,"Z1 Upper Stop");
//
   SetIndexStyle(5,DRAW_LINE,STYLE_DASHDOTDOT,1);
   SetIndexStyle(5,DRAW_LINE);
   SetIndexBuffer(5,Zone1LowerStop);
   SetIndexEmptyValue(5,0.0);
   SetIndexLabel(5,"Z1 Lower Stop");
//
   SetIndexStyle(6,DRAW_ARROW);
   SetIndexArrow(6,162);
   SetIndexBuffer(6,EntryUpperSignalsBuffer);
   SetIndexEmptyValue(6,0.0);
   SetIndexLabel(6,"Z1 Upper Breakout");
//
   SetIndexStyle(7,DRAW_ARROW);
   SetIndexArrow(7,162);
   SetIndexBuffer(7,EntryLowerSignalsBuffer);
   SetIndexEmptyValue(7,0.0);
   SetIndexLabel(7,"Z1 Lower Breakout");
//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars=IndicatorCounted(),
   lastbar;
   if(Bars<=100)
      return(0);
   if(counted_bars>0)
      counted_bars--;
   lastbar=Bars-counted_bars-1;
// compute ranges
   BreakoutRanges(0,lastbar,TimeZoneOfData,DestTimeZone);
/*
   // check alerts   

   if (DoEntryAlerts && lastalerttime!=Time[0] && EntrySignalsBuffer[0]!=0 && EntrySignalsBuffer[0]!=lastalertprice) 
   {
      Alert("ZoneBreakout signals entry!");
      lastalerttime= Time[0];
      lastalertprice= EntrySignalsBuffer[0];
   } 
   else 
   {
      lastalerttime= 0;
      lastalertprice= 0.0;
   }
*/
   return(0);
  }
//+------------------------------------------------------------------+
//| Compute Breakout ranges for daily time periods                   |
//+------------------------------------------------------------------+
int BreakoutRanges(int offset,int lastbar,int tzlocal,int tzdest)
  {
   int i,j,k,
   tzdiff=tzlocal-tzdest,
   tzdiffsec=tzdiff*3600,
   tidxstart[2]={ 0,0},
   tidxend[2]={ 0,0 };
   double thigh[2]={ 0.0,0.0 },
   tlow[2]={ 99999.9,99999.9 };
   string tfrom[3]={ "04:00","08:00",/*rest of day: */ "12:00"},
   tto[3]={ "08:00","12:00",/*rest of day: */ "24:00" },
   tday;
   bool inperiod=-1;
   datetime timet;
// search back for the beginning of the day
   tday=TimeToStr(Time[lastbar]-tzdiffsec,TIME_DATE);
   for(;lastbar<Bars; lastbar++)
     {
      if(TimeToStr(Time[lastbar]-tzdiffsec,TIME_DATE)!=tday)
        {
         lastbar--;
         break;
        }
     }
// find the high/low for the two periods and carry them forward through the day
   tday="XXX";
   for(i=lastbar-1; i>=offset; i--)
     {
      timet=Time[i]-tzdiffsec;   // time of this bar
      //----
      string timestr=TimeToStr(timet,TIME_MINUTES),// current time HH:MM
      thisday=TimeToStr(timet,TIME_DATE);       // current date
      EntryUpperSignalsBuffer[i]= 0;
      EntryLowerSignalsBuffer[i]= 0;
      // for all three periods (first period, second period, rest of day)
      for(j=0; j<2; j++)
        {
         if(tfrom[j]<=timestr && timestr<tto[j])
           {   // Bar[i] in this period
            if(inperiod!=j)
              { // entered new period, so last one is completed
               if(j>0)
                 {      // now draw high/low back over the recently completed period
                  for(k=tidxstart[j-1]; k>=tidxend[j-1]; k--)
                    {
                     if(j-1==0)
                       {
                        Zone1Upper[k]= thigh[j-1];
                        Zone1Lower[k]= tlow[j-1];
                       }
                    }
                 }
               inperiod=j;   // remember current period
              }
            if(inperiod==2) // inperiod==2 (end of day) is just to check completion of zone 2
               break;
            // for the current period find idxstart, idxend and compute high/low
            if(tidxstart[j]==0)
              {
               tidxstart[j]=i;
               tday=thisday;
              }
            tidxend[j]=i;
            thigh[j]=MathMax(thigh[j],High[i]);
            tlow[j]=MathMin(tlow[j],Low[i]);
           }
        }
      // carry forward the periods for which we have definite high/lows
      if(inperiod>=1 && tday==thisday)
        { // first time period completed
         Zone1Upper[i]= thigh[0] + PipsForEntry*Point;
         Zone1Lower[i]= tlow[0] - PipsForEntry*Point;
         if(ShowTarget==1)
           {
            Zone1UpperTarget[i]= thigh[0] + PipsForEntry*Point+PipsTarget*Point;
            Zone1LowerTarget[i]= tlow[0] - PipsForEntry*Point-PipsTarget*Point;
           }
         if(ShowStop==1)
           {
            if(Zone1Upper[i]-Zone1Lower[i]>PipsStop*Point)
              {
               Zone1UpperStop[i]= Zone1Upper[i]-PipsStop*Point;
               Zone1LowerStop[i]= Zone1Lower[i]+PipsStop*Point;
              }
            else
              {
               Zone1UpperStop[i]= 0;
               Zone1LowerStop[i]= 0;
              }
           }
         CheckSignal(i,Zone1Upper[i],OP_BUY,EntryUpperSignalsBuffer);
         CheckSignal(i,Zone1Lower[i],OP_SELL,EntryLowerSignalsBuffer);
        }
      else
        {   // none yet to carry forward (zero to clear old values, e.g. from switching timeframe)
         Zone1Upper[i]= 0;
         Zone1Lower[i]= 0;
         Zone1UpperTarget[i]= 0;
         Zone1LowerTarget[i]= 0;
         Zone1UpperStop[i]= 0;
         Zone1LowerStop[i]= 0;
        }
      // at the beginning of a new day reset everything
      if((tday!="XXX" && tday!=thisday) || TimeToStr(timet,TIME_MINUTES)>=tto[2])
        {
         // Print("#", i, "new day ", thisday, "/", tday);
         tday="XXX";
         Zone1UpperBreakout=False;
         Zone1LowerBreakout=False;
         inperiod=-1;
         for(j=0; j<2; j++)
           {
            tidxstart[j]=0;
            tidxend[j]=0;
            thigh[j]=0;
            tlow[j]=99999;
           }
        }
     }
//----     
   return(0);
  }
//+------------------------------------------------------------------+
//| Check price break                                                |
//+------------------------------------------------------------------+
bool CheckSignal(int shift,double price,int type,double &signalbuffer[])
  {
   if(shift==Bars-1) shift--;
   bool signal=false;
   if(Zone1UpperBreakout==False && type==OP_BUY && ((Open[shift]<price && High[shift]>price) || (Close[shift+1]<price && Open[shift]>price)))
     {
      signalbuffer[shift]=price;
      signal=true;
      Zone1UpperBreakout=True;
     }
   if(Zone1LowerBreakout==False && type==OP_SELL && ((Open[shift]>price && Low[shift]<price) || (Close[shift+1]>price && Open[shift]<price)))
     {
      signalbuffer[shift]=price;
      signal=true;
      Zone1LowerBreakout=True;
     }
//----     
   return(signal);
  }
//+------------------------------------------------------------------+