ATRStops_v1.1_Alert

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

//|                                          ATRStops_v1.1_Alert.mq5 |

//|                                  Copyright © 2006, Forex-TSD.com |

//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   

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

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

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

#property copyright "Copyright © 2006, Forex-TSD.com "

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

#property link      "http://www.forex-tsd.com/"

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

#property version   "1.10"

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

#property indicator_chart_window

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 4 1CD5@0

#property indicator_buffers 4

//---- 8A?>;L7>20=> 4 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 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=88 8=48:0B>@0 8A?>;L7>20= Blue F25B

#property indicator_color1  clrBlue

//---- ;8=8O 8=48:0B>@0 1 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "Upper ATRStops_v1.1"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 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=88 8=48:0B>@0 8A?>;L7>20= F25B IndianRed

#property indicator_color2  clrIndianRed

//---- ;8=8O 8=48:0B>@0 2 - A?;>H=0O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 2

#property indicator_width2  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label2  "Lower ATRStops_v1.1"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 7=0G:0

#property indicator_type3   DRAW_ARROW

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

#property indicator_color3  clrBlue

//---- B>;I8=0 8=48:0B>@0 3 @02=0 4

#property indicator_width3  4

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

#property indicator_label3  "Buy ATRStops_v1.1"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 7=0G:0

#property indicator_type4   DRAW_ARROW

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

#property indicator_color4  clrRed

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

#property indicator_width4  4

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

#property indicator_label4  "Sell ATRStops_v1.1"

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

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

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

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

input uint   ATRPeriod=5;         // 5@8>4 8=48:0B>@0 ATR

input double Kv=2.5;              // >;0B8;L=>ABL ?> ATR

input int    Shift=0;             // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input uint NumberofBar=1;         // ><5@ 10@0 4;O ?>40G8 A83=0;0

input bool SoundON=true;          //  07@5H5=85 0;5@B0

input uint NumberofAlerts=2;      // >;8G5AB2> 0;5@B>2

input bool EMailON=false;         //  07@5H5=85 ?>GB>2>9 >B?@02:8 A83=0;0

input bool PushON=false;          //  07@5H5=85 >B?@02:8 A83=0;0 =0 <>18;L=K9

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5<

//---- 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtMapBufferUp[];

double ExtMapBufferDown[];

double ExtMapBufferUp1[];

double ExtMapBufferDown1[];

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

int ATR_Handle;

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   ATR_Handle=iATR(NULL,0,ATRPeriod);

   if(ATR_Handle==INVALID_HANDLE)

     {

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

      return(1);

     }



//---- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=int(ATRPeriod+Length);



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

   SetIndexBuffer(0,ExtMapBufferUp,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >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@0E, :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBufferUp,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,EMPTY_VALUE);



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

   SetIndexBuffer(1,ExtMapBufferDown,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >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@0E, :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtMapBufferDown,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,EMPTY_VALUE);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ExtMapBufferUp1[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,ExtMapBufferUp1,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 3

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(ExtMapBufferUp1,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,EMPTY_VALUE);

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

   PlotIndexSetInteger(2,PLOT_ARROW,175);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ExtMapBufferDown1[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(3,ExtMapBufferDown1,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 4

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(ExtMapBufferDown1,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,EMPTY_VALUE);

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

   PlotIndexSetInteger(3,PLOT_ARROW,175);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"ATRStops_v1.1(",Length,", ",ATRPeriod,", ",DoubleToString(Kv,4),", ",Shift,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//----

   return(0);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AG5B0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AG5B0 8=48:0B>@0

                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 @0AG5B0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(0);



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

   double ATR[];

   double smin0,smax0;

   int limit,to_copy,bar,trend0;

   static double smin1,smax1;

   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);

   ArraySetAsSeries(ATR,true);



//---- @0AG5B 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

      trend1=0;

      smin1=-999999;

      smax1=+999999;

     }

   else

     {

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

     }



   to_copy=int(limit+Length);

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

   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(0);



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

   for(bar=limit; bar>=0; bar--)

     {      

      ExtMapBufferUp[bar]=EMPTY_VALUE;

      ExtMapBufferDown[bar]=EMPTY_VALUE;

      ExtMapBufferUp1[bar]=EMPTY_VALUE;

      ExtMapBufferDown1[bar]=EMPTY_VALUE;

      

      smin0=-999999;

      smax0=+999999;

      

      for(int iii=0; iii<int(Length); iii++)

        {

         int barx=bar+iii;

         smin0=MathMax(smin0,high[barx]-Kv*ATR[barx]);

         smax0=MathMin(smax0,low[barx]+Kv*ATR[barx]);

        }

        

      trend0=trend1;

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

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



      if(trend0>0)

        {

         if(smin0<smin1) smin0=smin1;

         ExtMapBufferUp[bar]=smin0;

        }

        

      if(trend0<0)

        {

         if(smax0>smax1) smax0=smax1;

         ExtMapBufferDown[bar]=smax0;

        }



      if(ExtMapBufferUp[bar+1]==EMPTY_VALUE && ExtMapBufferUp[bar]!=EMPTY_VALUE) ExtMapBufferUp1[bar]=ExtMapBufferUp[bar];

      if(ExtMapBufferDown[bar+1]==EMPTY_VALUE && ExtMapBufferDown[bar]!=EMPTY_VALUE) ExtMapBufferDown1[bar]=ExtMapBufferDown[bar];



      if(bar>0)

        {

         smin1=smin0;

         smax1=smax0;

         trend1=trend0;

        }

     }

//---     

   BuySignal("ATRStops_v1.1_Alert",ExtMapBufferUp1,rates_total,prev_calculated,close,spread);

   SellSignal("ATRStops_v1.1_Alert",ExtMapBufferDown1,rates_total,prev_calculated,close,spread);

//---     

   return(rates_total);

  }

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

//| Buy signal function                                              |

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

void BuySignal(string SignalSirname,      // B5:AB 8<5=8 8=48:0B>@0 4;O ?>GB>2KE 8 ?CH-A83=0;>2

               double &BuyArrow[],        // 8=48:0B>@=K9 1CD5@ A A83=0;0<8 4;O ?>:C?:8

               const int Rates_total,     // B5:CI55 :>;8G5AB2> 10@>2

               const int Prev_calculated, // :>;8G5AB2> 10@>2 =0 ?@54K4CI5< B8:5

               const double &Close[],     // F5=0 70:@KB8O

               const int &Spread[])       // A?@54

  {

//---

   static uint counter=0;

   if(Rates_total!=Prev_calculated) counter=0;



   bool BuySignal=false;

   bool SeriesTest=ArrayGetAsSeries(BuyArrow);

   int index;

   if(SeriesTest) index=int(NumberofBar);

   else index=Rates_total-int(NumberofBar)-1;

   if(NormalizeDouble(BuyArrow[index],_Digits) && BuyArrow[index]!=EMPTY_VALUE) BuySignal=true;

   if(BuySignal && counter<=NumberofAlerts)

     {

      counter++;

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      string text=TimeToString(TimeCurrent(),TIME_DATE)+" "+string(tm.hour)+":"+string(tm.min);

      SeriesTest=ArrayGetAsSeries(Close);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      double Ask=Close[index];

      double Bid=Close[index];

      SeriesTest=ArrayGetAsSeries(Spread);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      Bid+=Spread[index]*_Point;

      string sAsk=DoubleToString(Ask,_Digits);

      string sBid=DoubleToString(Bid,_Digits);

      string sPeriod=GetStringTimeframe(ChartPeriod());

      if(SoundON) Alert("BUY signal \n Ask=",Ask,"\n Bid=",Bid,"\n currtime=",text,"\n Symbol=",Symbol()," Period=",sPeriod);

      if(EMailON) SendMail(SignalSirname+": BUY signal alert","BUY signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

      if(PushON) SendNotification(SignalSirname+": BUY signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

     }



//---

  }

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

//| Sell signal function                                             |

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

void SellSignal(string SignalSirname,      // B5:AB 8<5=8 8=48:0B>@0 4;O ?>GB>2KE 8 ?CH-A83=0;>2

                double &SellArrow[],       // 8=48:0B>@=K9 1CD5@ A A83=0;0<8 4;O ?>:C?:8

                const int Rates_total,     // B5:CI55 :>;8G5AB2> 10@>2

                const int Prev_calculated, // :>;8G5AB2> 10@>2 =0 ?@54K4CI5< B8:5

                const double &Close[],     // F5=0 70:@KB8O

                const int &Spread[])       // A?@54

  {

//---

   static uint counter=0;

   if(Rates_total!=Prev_calculated) counter=0;



   bool SellSignal=false;

   bool SeriesTest=ArrayGetAsSeries(SellArrow);

   int index;

   if(SeriesTest) index=int(NumberofBar);

   else index=Rates_total-int(NumberofBar)-1;

   if(NormalizeDouble(SellArrow[index],_Digits) && SellArrow[index]!=EMPTY_VALUE) SellSignal=true;

   if(SellSignal && counter<=NumberofAlerts)

     {

      counter++;

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      string text=TimeToString(TimeCurrent(),TIME_DATE)+" "+string(tm.hour)+":"+string(tm.min);

      SeriesTest=ArrayGetAsSeries(Close);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      double Ask=Close[index];

      double Bid=Close[index];

      SeriesTest=ArrayGetAsSeries(Spread);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      Bid+=Spread[index]*_Point;

      string sAsk=DoubleToString(Ask,_Digits);

      string sBid=DoubleToString(Bid,_Digits);

      string sPeriod=GetStringTimeframe(ChartPeriod());

      if(SoundON) Alert("SELL signal \n Ask=",Ask,"\n Bid=",Bid,"\n currtime=",text,"\n Symbol=",Symbol()," Period=",sPeriod);

      if(EMailON) SendMail(SignalSirname+": SELL signal alert","SELL signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

      if(PushON) SendNotification(SignalSirname+": SELL signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

     }

//---

  }

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

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

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {

//----

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

//----

  }

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