ArrZZx2 v3.9

//+------------------------------------------------------------------+
//|                                                      ArrZZx2.mq4 |
//|                          Copyright © 2008 Kirill, 2007 Bookkeeper|
//|                    StockProgrammer@mail.ru, yuzefovich@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008 Kirill, 2007 Bookkeeper"
#property link      "StockProgrammer@mail.ru, yuzefovich@gmail.com"

//----
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 1
#property indicator_buffers 8
#property indicator_color1  MediumBlue
#property indicator_color2  RoyalBlue
#property indicator_color3  Blue
#property indicator_color4  Blue
#property indicator_color5  DarkGreen
#property indicator_color6  Red
#property indicator_color7  DarkGreen
#property indicator_color8  Red
//--------------------------------------------------------------------
extern int    period       =  0;       //ïåðèîä äëÿ ðàñ÷¸òà. Íå ìîæåò áûòü ìåíüøå ïåðèîäà ãðàôèêà.
extern int    SR           =  3;       // =3..4
extern int    SRZZ         =  12;      // =4..12..20
extern int    MainRZZ      =  20;      // =12..20..54...
extern int    FP           =  21;
extern int    SMF          =  3;       // =1..5
extern bool   DrawZZ       =  false;
extern int    PriceConst   =  0;       // 0 - Close
                                       // 1 - Open
                                       // 2 - High
                                       // 3 - Low
                                       // 4 - (H+L)/2
                                       // 5 - (H+L+C)/3
                                       // 6 - (H+L+2*C)/4
//extern string Prefix="ArrZZx2"; 
//--------------------------------------------------------------------
double        Lmt[];
double        LZZ[];
double        SA[];
double        SM[];
double        Up[];
double        Dn[];
double        pUp[];
double        pDn[];

string name;
//---------------------------------------------------------------------
int LTF[6]={0,0,0,0,0,0},STF[5]={0,0,0,0,0}; 
int MaxBar, nSBZZ, nLBZZ, SBZZ, LBZZ;
bool First=true;
int prevBars=0;
//---------------------------------------------------------------------
void MainCalculation(int Pos) {
if((Bars-Pos)>(SR+1)) SACalc(Pos); else SA[Pos]=0; 
if((Bars-Pos)>(FP+SR+2)) SMCalc(Pos); else SM[Pos]=0; return; }
//---------------------------------------------------------------------
void SACalc(int Pos) { int sw, i, w, ww, Shift; double sum; 
switch(PriceConst) {
case  0: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_CLOSE,Pos);
  break;
case  1: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_OPEN,Pos);
  break;
/*case  2: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_HIGH,Pos);
  break;
case  3: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_LOW,Pos);
  break;*/
case  4: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_MEDIAN,Pos);
  break;
case  5: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_TYPICAL,Pos);
  break;
case  6: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_WEIGHTED,Pos);
  break;
default: 
  SA[Pos]=iMA(NULL,0,SR+1,0,MODE_LWMA,PRICE_OPEN,Pos);
  break; }
for(Shift=Pos+SR+2;Shift>Pos;Shift--) { sum=0.0; sw=0; i=0; w=Shift+SR;
ww=Shift-SR; if(ww<Pos) ww=Pos;
while(w>=Shift) {i++; sum=sum+i*SnakePrice(w); sw=sw+i; w--; }
while(w>=ww) { i--; sum=sum+i*SnakePrice(w); sw=sw+i; w--; }
SA[Shift]=sum/sw; } return; }
//----
double SnakePrice(int Shift) {
switch(PriceConst) {
   case  0: return(Close[Shift]);
   case  1: return(Open[Shift]);
   /*case  2: return(High[Shift]);
   case  3: return(Low[Shift]);*/
   case  4: return((High[Shift]+Low[Shift])/2);
   case  5: return((Close[Shift]+High[Shift]+Low[Shift])/3);
   case  6: return((2*Close[Shift]+High[Shift]+Low[Shift])/4);
   default: return(Open[Shift]); } }
//---------------------------------------------------------------------
void SMCalc(int i) { double t, b;
for(int Shift=i+SR+2;Shift>=i;Shift--) {
t=SA[ArrayMaximum(SA,FP,Shift)]; b=SA[ArrayMinimum(SA,FP,Shift)];
SM[Shift]=(2*(2+SMF)*SA[Shift]-(t+b))/2/(1+SMF); } return; }
//---------------------------------------------------------------------
void LZZCalc(int Pos) { 
int i,RBar,LBar,ZZ,NZZ,NZig,NZag; 
i=Pos-1; NZig=0; NZag=0;
while(i<MaxBar && ZZ==0) { i++; LZZ[i]=0; RBar=i-MainRZZ; 
if(RBar<Pos) RBar=Pos; LBar=i+MainRZZ;
if(i==ArrayMinimum(SM,LBar-RBar+1,RBar)) { ZZ=-1; NZig=i; }
if(i==ArrayMaximum(SM,LBar-RBar+1,RBar)) { ZZ=1;NZag=i; } }
if(ZZ==0) return; NZZ=0;
if(i>Pos) { if(SM[i]>SM[Pos]) { if(ZZ==1) {
if(i>=Pos+MainRZZ && NZZ<5) { NZZ++; LTF[NZZ]=i; } NZag=i; 
LZZ[i]=SM[i]; } }
else { if(ZZ==-1) { if(i>=Pos+MainRZZ && NZZ<5) { NZZ++; LTF[NZZ]=i; }
NZig=i; LZZ[i]=SM[i]; } } }
while(i<LBZZ || NZZ<5) {  LZZ[i]=0; RBar=i-MainRZZ; 
if(RBar<Pos) RBar=Pos; LBar=i+MainRZZ;
if(i==ArrayMinimum(SM,LBar-RBar+1,RBar)) {
if(ZZ==-1 && SM[i]<SM[NZig]) { 
if(i>=Pos+MainRZZ && NZZ<5) LTF[NZZ]=i; LZZ[NZig]=0; LZZ[i]=SM[i]; 
NZig=i; }
if(ZZ==1) { if(i>=Pos+MainRZZ && NZZ<5) { NZZ++; LTF[NZZ]=i; } 
LZZ[i]=SM[i]; ZZ=-1; NZig=i; } }
if(i==ArrayMaximum(SM,LBar-RBar+1,RBar)) {
if(ZZ==1 && SM[i]>SM[NZag]) { 
if(i>=Pos+MainRZZ && NZZ<5) LTF[NZZ]=i; LZZ[NZag]=0; LZZ[i]=SM[i]; 
NZag=i; }
if(ZZ==-1) { if(i>=Pos+MainRZZ && NZZ<5) { NZZ++; LTF[NZZ]=i; } 
LZZ[i]=SM[i]; ZZ=1; NZag=i; } } i++; if(i>MaxBar) return; } 
nLBZZ=Bars-LTF[5]; LZZ[Pos]=SM[Pos]; return; }
//----
void SZZCalc(int Pos) { 
int i,RBar,LBar,ZZ,NZZ,NZig,NZag; 
i=Pos-1; NZig=0; NZag=0;
while(i<=LBZZ && ZZ==0) { i++; pDn[i]=0; pUp[i]=0; Dn[i]=0; Up[i]=0; 
Lmt[i]=0; RBar=i-SRZZ; if(RBar<Pos) RBar=Pos; LBar=i+SRZZ;
if(i==ArrayMinimum(SM,LBar-RBar+1,RBar)) { ZZ=-1; NZig=i; }
if(i==ArrayMaximum(SM,LBar-RBar+1,RBar)) { ZZ=1; NZag=i; } }
if(ZZ==0) return; NZZ=0;
if(i>Pos) { if(SM[i]>SM[Pos]) { if(ZZ==1) {
if(i>=Pos+SRZZ && NZZ<4) { NZZ++; STF[NZZ]=i; } NZag=i; 
Dn[i-1]=1; } }
else { if(ZZ==-1) { if(i>=Pos+SRZZ && NZZ<4) { NZZ++; STF[NZZ]=i; }
NZig=i; Up[i-1]=1; } } }
while(i<=LBZZ || NZZ<4) { pDn[i]=0; pUp[i]=0; Dn[i]=0; Up[i]=0; 
Lmt[i]=0; RBar=i-SRZZ; if(RBar<Pos) RBar=Pos; LBar=i+SRZZ;
if(i==ArrayMinimum(SM,LBar-RBar+1,RBar)) {
if(ZZ==-1 && SM[i]<SM[NZig]) { 
if(i>=Pos+SRZZ && NZZ<4) STF[NZZ]=i; Up[NZig-1]=0; Up[i-1]=1; 
NZig=i; } if(ZZ==1) { if(i>=Pos+SRZZ && NZZ<4) { NZZ++; STF[NZZ]=i; } 
Up[i-1]=1; ZZ=-1; NZig=i;  } }
if(i==ArrayMaximum(SM,LBar-RBar+1,RBar)) {
if(ZZ==1 && SM[i]>SM[NZag]) { 
if(i>=Pos+SRZZ && NZZ<4) STF[NZZ]=i; Dn[NZag-1]=0; Dn[i-1]=1; 
NZag=i; } if(ZZ==-1) { if(i>=Pos+SRZZ && NZZ<4) { NZZ++; STF[NZZ]=i; } 
Dn[i-1]=1; ZZ=1; NZag=i; } } i++; if(i>LBZZ) return; } 
nSBZZ=Bars-STF[4]; return; }
//---------------------------------------------------------------------
void ArrCalc() { int i,j,k,n,z=0; double p, b;
i=LBZZ; while(LZZ[i]==0) i--; j=i; p=LZZ[i]; i--; while(LZZ[i]==0) i--; 
if(LZZ[i]>p) z=1; if(LZZ[i]>0 && LZZ[i]<p) z=-1; p=LZZ[j]; i=j-1;  
while(i>0) { if(LZZ[i]>p) { z=-1; p=LZZ[i]; }
if(LZZ[i]>0 && LZZ[i]<p) { z=1;  p=LZZ[i]; }
if(z>0 && Dn[i]>0) { Lmt[i]=1; Dn[i]=0; }
if(z<0 && Up[i]>0) { Lmt[i]=1; Up[i]=0; }
if(z>0 && Up[i]>0) { if(i>1) { j=i-1; k=j-SRZZ+1; if(k<0) k=0; 
n=j; while(n>=k && Dn[n]==0) { pUp[n]=Up[i]; pDn[n]=0; n--; } } 
if(i==1) pUp[0]=Up[i]; } 
if(z<0 && Dn[i]>0) { if(i>1) { j=i-1; k=j-SRZZ+1; if(k<0) k=0; 
n=j; while(n>=k && Up[n]==0) { pDn[n]=Dn[i]; pUp[n]=0; n--; } } 
if(i==1) pDn[0]=Dn[i]; } 
i--; } return; }
//---------------------------------------------------------------------
void deinit() { 
return; }
//---------------------------------------------------------------------
int init() { 
   name = WindowExpertName();

IndicatorBuffers(8);
SetIndexBuffer(0,Lmt);
SetIndexStyle(0,DRAW_HISTOGRAM,EMPTY,2); 
SetIndexEmptyValue(0,0.0);
SetIndexBuffer(1,LZZ);
if(DrawZZ) {
SetIndexStyle(1,DRAW_SECTION,EMPTY,2);
SetIndexEmptyValue(1,0.0); }
else SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(2,SA); SetIndexStyle(2,DRAW_NONE);
SetIndexBuffer(3,SM); SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(4,Up); SetIndexStyle(4,DRAW_HISTOGRAM,EMPTY,1);
SetIndexArrow(4,233); SetIndexEmptyValue(4,0.0);
SetIndexBuffer(5,Dn); SetIndexStyle(5,DRAW_HISTOGRAM,EMPTY,1);
SetIndexArrow(5,234); SetIndexEmptyValue(5,0.0);
SetIndexBuffer(6,pUp); SetIndexStyle(6,DRAW_HISTOGRAM);
SetIndexArrow(6,217); SetIndexEmptyValue(6,0.0);
SetIndexBuffer(7,pDn); SetIndexStyle(7,DRAW_HISTOGRAM);
SetIndexArrow(7,218); SetIndexEmptyValue(7,0.0); return(0); }
//---------------------------------------------------------------------
bool alertflag = 0;
int start() 
{ 
int counted_bars;
int limit,i,j,n;

IndicatorShortName("ArrZZx2 period: "+DoubleToStr(period, 0));

if(period == Period() || period == 0)
{
   alertflag = 0;
   
   counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1); 
   if(counted_bars>0) counted_bars--;
   if(First==true) 
   { 
      if(SR<2) SR=2; 
      if(Bars<=2*(MainRZZ+FP+SR+2)) return(-1); 
      if(SRZZ<=SR) SRZZ=SR+1; 
      MaxBar=Bars-(MainRZZ+FP+SR+2);
      LBZZ=MaxBar; 
      SBZZ=LBZZ; 
      prevBars=Bars; 
      First=false; 
   }
   limit=Bars-counted_bars; 
   for(i=limit;i>=0;i--) 
   { 
      MainCalculation(i); 
   }
   if(prevBars!=Bars) 
   { 
      SBZZ=Bars-nSBZZ; 
      LBZZ=Bars-nLBZZ; 
      prevBars=Bars; 
   }
    
   SZZCalc(0); 
   LZZCalc(0); 
   ArrCalc(); 
   
   return(0); 
}
else if(period < Period() && period != 0)
{
   if(alertflag == 0) {Alert("Parameter \"period\" is less than period of current graph. Please enter different period"); alertflag = 1;}
   return(0);
}
else     //òóò íà÷èíàåòñÿ ÌÎÇà !
{
   alertflag = 0;
   
   double pos; int Pos;
   
   double tab = period /Period(); //ñêîëüêî áàðîâ ìëàäøåãî ÒÔ ñîäåðæàòñÿ â îäíîì áàðå ñòàðøåãî ÒÔ.
   
   int popr_coeff = 0;
   int error = 0;
   datetime period_time_0;
   static datetime recount = 0;
   static bool recount_flag = 0;

   period_time_0 = iTime(NULL, period, 0);
   error=GetLastError();
   if(recount==0 && error==4066)
   {
      Alert("Error 4066: Data for period = ", period, " not loaded. Loading data... Indicator will be totally recounted in 1 minute.");
      recount = TimeCurrent() + 60;
   }
   else if(recount>0 && TimeCurrent()>recount)
   {
      Alert("Processing total recalculation of indicator.");
      recount = 0;
      recount_flag = 1;
   }
   else if(recount_flag == 2)
   {
      recount_flag = 0;
      Alert("Data for period = ", period, " loaded. Indicator recalculated totally.");
   }
      
   
   
   datetime diff  = Time[0] - iTime(NULL, period, 0);  //ðàñ÷èòûâàåì ñìåùåíèå 0-áàðà òåê. òô îòí. 0-áàðà òô period
   double   delta = MathRound((diff/60)/Period()) + 1; //ñêîëüêî áàðîâ òåê. òô óæå åñòü (âêëþ÷àÿ òåê. áàð) â 0-áàðå òô period
       
      
   counted_bars=IndicatorCounted();
   
   if(recount_flag == 1)
   {
      counted_bars = 1;
      recount_flag = 2;
   }
   
//---- check for possible errors
   if(counted_bars<0) return(-1); 
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   pos=0;
   while(pos<=Bars-counted_bars-1)
   {
 	   int m = MathFloor((pos + popr_coeff - delta)/tab) + 1;
 	   Pos = MathRound(pos); //ôîðìàëüíîñòü
 	   
 	   	   
 	   if(Time[Pos] <  iTime(NULL, period, m)) {popr_coeff++; continue;}      //íà ñëó÷. ñóáá. è âîñêð. (òàì ïðîïàäàåò îäèí áàð H1) [êîíòðîëü ñëåâà]
 	   if(m>=1 && Time[Pos] >= iTime(NULL, period, m-1)) {popr_coeff--; continue;}      //íà ñëó÷. ñóáá. è âîñêð. (òàì ïðîïàäàåò îäèí áàð H1) [êîíòðîëü ñïðàâà]
 	    
 	   Lmt[Pos] = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 0, m);
 	   LZZ[Pos] = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 1, m);
      SA[Pos]  = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 2, m);
      SM[Pos]  = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 3, m);
      Up[Pos]  = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 4, m);
      Dn[Pos]  = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 5, m);
      pUp[Pos] = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 6, m);
      pDn[Pos] = iCustom(NULL, period, name, period, SR, SRZZ, MainRZZ, FP, SMF, DrawZZ, PriceConst, 7, m);
 	   
 
      pos++;
   }
}   
   
}


//---------------------------------------------------------------------