Price Data Components
Indicators Used
Miscellaneous
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channelsfibo_mtf_ad
//+------------------------------------------------------------------+
//| ChannelsFIBO_MTF_AD.mq4 |
//| Copyright 2016, Scriptong |
//| http://advancetools.net |
//+------------------------------------------------------------------+
#property copyright "Scriptong"
#property link "http://advancetools.net"
#property description "English: Dynamic channel, which is calculated based on the maximum distance between the price and MA. Multi timeframe version.\nRussian: Äèíàìè÷åñêèé êàíàë, ðàññ÷èòàííûé íà îñíîâàíèè ìàêñèìàëüíîãî ðàññòîÿíèÿ ìåæäó öåíîé è MA. Ìóëüòèïåðèîäíàÿ âåðñèÿ."
#property strict
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 clrRed
#property indicator_color2 clrDarkOrange
#property indicator_color3 clrYellow
#property indicator_color4 clrAquamarine
#property indicator_color5 clrMagenta
#property indicator_color6 clrYellow
#property indicator_color7 clrDarkOrange
#property indicator_color8 clrRed
#property indicator_width4 2
#property indicator_width5 2
#property indicator_style1 STYLE_DOT
#property indicator_style2 STYLE_DOT
#property indicator_style3 STYLE_DOT
#property indicator_style6 STYLE_DOT
#property indicator_style7 STYLE_DOT
#property indicator_style8 STYLE_DOT
input ENUM_TIMEFRAMES i_tf = PERIOD_H1; // Source data timeframe / Òàéìôðåéì èñõîäíûõ äàííûõ
input uint i_extremumDepth = 78; // Depth extremum search / Ãëóáèíà ïîèñêà ýêñòðåìóìà
input uint i_maPeriod = 100; // MA period / Ïåðèîä MA
input ENUM_MA_METHOD i_maMethod = MODE_SMA; // MA method / Ìåòîä ðàñ÷åòà ÌÀ
input ENUM_APPLIED_PRICE i_maPrice = PRICE_CLOSE; // MA price / Öåíà ðàñ÷åòà ÌÀ
input double i_fiboLevel1 = 23.6; // Fibo level 1 / Óðîâåíü Ôèáî 1
input double i_fiboLevel2 = 38.2; // Fibo level 2 / Óðîâåíü Ôèáî 2
input double i_fiboLevel3 = 50.0; // Fibo level 3 / Óðîâåíü Ôèáî 3
input double i_fiboLevel4 = 61.8; // Fibo level 4 / Óðîâåíü Ôèáî 4
input int i_indBarsCount = 10000; // Number of bars to display / Êîë-âî áàðîâ îòîáðàæåíèÿ
#define PREFIX "CHAFIB_"
#define FONT_NAME "Tahoma"
#define FONT_SIZE 8
bool g_activate;
int g_priceShiftMaxIndex; // Index of element with maximum value in array g_priceShift
double g_fiboLevel[4],
g_priceShifts[],
g_point,
g_delta;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum ENUM_MESSAGE_CODE
{
MESSAGE_CODE_WRONG_DEPTH,
MESSAGE_CODE_WRONG_MA_PERIOD,
MESSAGE_CODE_TERMINAL_FATAL_ERROR1,
MESSAGE_CODE_ENOUGH_MEMORY,
MESSAGE_CODE_FIBO_EQUALS,
MESSAGE_CODE_TIMEFRAME,
MESSAGE_CODE_BIND_ERROR
};
// The indicator's buffers
double g_buffHigh1[];
double g_buffHigh2[];
double g_buffHigh3[];
double g_buffHigh4[];
double g_buffLow1[];
double g_buffLow2[];
double g_buffLow3[];
double g_buffLow4[];
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Custom indicator initialization function |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int OnInit()
{
g_activate=false;
if(!TuningParameters())
return INIT_FAILED;
if(!BuffersBind())
return INIT_FAILED;
if(i_tf<Period())
{
Print(GetStringByMessageCode(MESSAGE_CODE_TIMEFRAME));
return INIT_SUCCEEDED;
}
iTime(NULL,i_tf,1);
g_activate=true;
return INIT_SUCCEEDED;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Checking the correctness of values of tuning parameters |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool TuningParameters()
{
string name=WindowExpertName();
if(i_extremumDepth<1)
{
Alert(name,GetStringByMessageCode(MESSAGE_CODE_WRONG_DEPTH));
return false;
}
if(ArrayResize(g_priceShifts,i_extremumDepth)<0)
{
Alert(name,GetStringByMessageCode(MESSAGE_CODE_ENOUGH_MEMORY));
return false;
}
if(i_maPeriod<1)
{
Alert(name,GetStringByMessageCode(MESSAGE_CODE_WRONG_MA_PERIOD));
return false;
}
g_point = Point;
g_delta = -g_point / 10;
if(g_point==0)
{
Alert(name,GetStringByMessageCode(MESSAGE_CODE_TERMINAL_FATAL_ERROR1));
return false;
}
g_fiboLevel[0] = i_fiboLevel1;
g_fiboLevel[1] = i_fiboLevel2;
g_fiboLevel[2] = i_fiboLevel3;
g_fiboLevel[3] = i_fiboLevel4;
if(!IsFiboLevelsUnique())
return false;
ArraySort(g_fiboLevel);
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Are unique the specified fibo levels? |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool IsFiboLevelsUnique()
{
for(int i=0; i<3; i++)
for(int j=i+1; j<4; j++)
if(MathAbs(g_fiboLevel[i]-g_fiboLevel[j])<=DBL_EPSILON)
{
Alert(WindowExpertName(),GetStringByMessageCode(MESSAGE_CODE_FIBO_EQUALS));
return false;
}
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void OnDeinit(const int reason)
{
ObjectsDeleteAll(0,PREFIX);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Binding of array and the indicator buffers |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
bool BuffersBind()
{
string name=WindowExpertName();
if(!SetIndexBuffer(0,g_buffHigh1) ||
!SetIndexBuffer(1,g_buffHigh2) ||
!SetIndexBuffer(2,g_buffHigh3) ||
!SetIndexBuffer(3,g_buffHigh4) ||
!SetIndexBuffer(4,g_buffLow1) ||
!SetIndexBuffer(5,g_buffLow2) ||
!SetIndexBuffer(6,g_buffLow3) ||
!SetIndexBuffer(7,g_buffLow4))
{
Alert(name,GetStringByMessageCode(MESSAGE_CODE_BIND_ERROR),GetLastError());
return false;
}
for(int i=0; i<8; i++)
{
SetIndexStyle(i,DRAW_LINE);
if(i<4)
SetIndexLabel(i,"Upper "+DoubleToString(g_fiboLevel[3-i],2)+"%");
else
SetIndexLabel(i,"Lower "+DoubleToString(g_fiboLevel[i-4],2)+"%");
}
return true;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Initialize of all indicator buffers |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void BuffersInitializeAll()
{
ArrayInitialize(g_buffHigh4,EMPTY_VALUE);
ArrayInitialize(g_buffHigh3,EMPTY_VALUE);
ArrayInitialize(g_buffHigh2,EMPTY_VALUE);
ArrayInitialize(g_buffHigh1,EMPTY_VALUE);
ArrayInitialize(g_buffLow1,EMPTY_VALUE);
ArrayInitialize(g_buffLow2,EMPTY_VALUE);
ArrayInitialize(g_buffLow3,EMPTY_VALUE);
ArrayInitialize(g_buffLow4,EMPTY_VALUE);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Determination of bar index which needed to recalculate |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
int GetRecalcIndex(int &total,const int ratesTotal,const int prevCalculated)
{
total=ratesTotal-int(i_extremumDepth+i_maPeriod);
if(i_indBarsCount>0 && i_indBarsCount<total)
total=MathMin(i_indBarsCount,total);
if(prevCalculated<ratesTotal-1)
{
BuffersInitializeAll();
return total;
}
return (MathMin(ratesTotal - prevCalculated, total));
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculate of price shift at the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
double GetPriceShift(int barIndex)
{
double ma=iMA(NULL,i_tf,i_maPeriod,0,i_maMethod,i_maPrice,barIndex);
double highShift= MathAbs(ma-iHigh(NULL,i_tf,barIndex));
double lowShift = MathAbs(ma-iLow(NULL,i_tf,barIndex));
return MathMax(highShift, lowShift);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Primary filling of array of price shifts |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void InitializePriceShifts(int limit)
{
int tfLimit=iBarShift(NULL,i_tf,iTime(NULL,0,limit));
for(int i=int(tfLimit+i_extremumDepth-1); i>=tfLimit; i--)
g_priceShifts[i-tfLimit]=GetPriceShift(i);
g_priceShiftMaxIndex=ArrayMaximum(g_priceShifts);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Moving up the elements in array g_priceShifts |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void MovePriceShifts()
{
for(int i=int(i_extremumDepth)-1; i>0; i--)
g_priceShifts[i]=g_priceShifts[i-1];
if(g_priceShiftMaxIndex == int(i_extremumDepth) - 1)
g_priceShiftMaxIndex = ArrayMaximum(g_priceShifts);
else
g_priceShiftMaxIndex++;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Îòîáðàæåíèå îáúåêòà "Òåêñò" |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ShowText(string name,datetime time,double price,string text,color clr)
{
if(ObjectFind(0,name)<0)
{
ObjectCreate(0,name,OBJ_TEXT,0,time,price);
ObjectSetString(0,name,OBJPROP_FONT,FONT_NAME);
ObjectSetInteger(0,name,OBJPROP_FONTSIZE,FONT_SIZE);
ObjectSetString(0,name,OBJPROP_TEXT,text);
ObjectSetString(0,name,OBJPROP_TOOLTIP,"\n");
ObjectSetInteger(0,name,OBJPROP_COLOR,clr);
ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_LEFT);
ObjectSetInteger(0,name,OBJPROP_HIDDEN,true);
ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false);
return;
}
ObjectMove(0,name,0,time,price);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Show the descriptions for each Fibo level |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ShowDescriptions()
{
datetime time=iTime(NULL,0,0)+PeriodSeconds();
ShowText(PREFIX+"HIGH1",time,g_buffHigh1[0],DoubleToString(g_fiboLevel[3],2)+"%",indicator_color1);
ShowText(PREFIX+"HIGH2",time,g_buffHigh2[0],DoubleToString(g_fiboLevel[2],2)+"%",indicator_color2);
ShowText(PREFIX+"HIGH3",time,g_buffHigh3[0],DoubleToString(g_fiboLevel[1],2)+"%",indicator_color3);
ShowText(PREFIX+"HIGH4",time,g_buffHigh4[0],DoubleToString(g_fiboLevel[0],2)+"%",indicator_color4);
ShowText(PREFIX+"LOW1",time,g_buffLow1[0],DoubleToString(g_fiboLevel[0],2)+"%",indicator_color5);
ShowText(PREFIX+"LOW2",time,g_buffLow2[0],DoubleToString(g_fiboLevel[1],2)+"%",indicator_color6);
ShowText(PREFIX+"LOW3",time,g_buffLow3[0],DoubleToString(g_fiboLevel[2],2)+"%",indicator_color7);
ShowText(PREFIX+"LOW4",time,g_buffLow4[0],DoubleToString(g_fiboLevel[3],2)+"%",indicator_color8);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Show the channels values at the specified bar |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void ShowChannel(int barIndex,int tfBarIndex)
{
double ma=iMA(NULL,i_tf,i_maPeriod,0,i_maMethod,i_maPrice,tfBarIndex);
double shift=g_priceShifts[g_priceShiftMaxIndex];
g_buffHigh1[barIndex] = ma + shift * g_fiboLevel[3] / 100.0;
g_buffHigh2[barIndex] = ma + shift * g_fiboLevel[2] / 100.0;
g_buffHigh3[barIndex] = ma + shift * g_fiboLevel[1] / 100.0;
g_buffHigh4[barIndex] = ma + shift * g_fiboLevel[0] / 100.0;
g_buffLow1[barIndex] = ma - shift * g_fiboLevel[0] / 100.0;
g_buffLow2[barIndex] = ma - shift * g_fiboLevel[1] / 100.0;
g_buffLow3[barIndex] = ma - shift * g_fiboLevel[2] / 100.0;
g_buffLow4[barIndex] = ma - shift * g_fiboLevel[3] / 100.0;
if(barIndex==0)
ShowDescriptions();
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Calculation of indicators values |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
void CalcIndicatorData(int limit,int total)
{
if(limit>1)
InitializePriceShifts(limit);
int lastTFBarIndex=-1;
for(int i=limit; i>=0; i--)
{
if(g_priceShiftMaxIndex<0 || g_priceShiftMaxIndex>=int(i_extremumDepth))
return;
int tfBarIndex = iBarShift(NULL, i_tf, iTime(NULL, 0, i));
if(tfBarIndex != lastTFBarIndex)
{
double curShift=GetPriceShift(tfBarIndex);
if(curShift-g_priceShifts[g_priceShiftMaxIndex]>DBL_EPSILON)
g_priceShiftMaxIndex=0;
g_priceShifts[0]=curShift;
}
ShowChannel(i,tfBarIndex);
if(i>0 && tfBarIndex!=lastTFBarIndex)
MovePriceShifts();
lastTFBarIndex=tfBarIndex;
}
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| 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[])
{
if(!g_activate)
return rates_total;
iTime(NULL,i_tf,1);
if(GetLastError()!=ERR_NO_ERROR)
return prev_calculated;
int total;
int limit=GetRecalcIndex(total,rates_total,prev_calculated);
CalcIndicatorData(limit,total);
return rates_total;
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Getting string by code of message and terminal language |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetStringByMessageCode(ENUM_MESSAGE_CODE messageCode)
{
string language=TerminalInfoString(TERMINAL_LANGUAGE);
if(language=="Russian")
return GetRussianMessage(messageCode);
return GetEnglishMessage(messageCode);
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Getting string by code of message for russian language |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetRussianMessage(ENUM_MESSAGE_CODE messageCode)
{
switch(messageCode)
{
case MESSAGE_CODE_WRONG_DEPTH: return ": ïåðèîä ïîèñêà ýêñòðåìóìà äîëæåí áûòü áîëåå 0. Èíäèêàòîð îòêëþ÷åí.";
case MESSAGE_CODE_WRONG_MA_PERIOD: return ": ïåðèîä ðàñ÷åòà ÌÀ äîëæåí áûòü áîëåå 0. Èíäèêàòîð îòêëþ÷åí.";
case MESSAGE_CODE_TERMINAL_FATAL_ERROR1: return ": ôàòàëüíàÿ îøèáêà òåðìèíàëà - ïóíêò ðàâåí íóëþ. Èíäèêàòîð îòêëþ÷åí.";
case MESSAGE_CODE_ENOUGH_MEMORY: return ": îøèáêà ðàñïðåäåëåíèÿ ïàìÿòè äëÿ ìàññèâà. Èíäèêàòîð îòêëþ÷åí.";
case MESSAGE_CODE_FIBO_EQUALS: return ": ñðåäè óêàçàííûõ Ôèáî-óðîâíåé îáíàðóæåíû ïîâòîðåíèÿ çíà÷åíèé. Èíäèêàòîð îòêëþ÷åí.";
case MESSAGE_CODE_BIND_ERROR: return ": îøèáêà ñâÿçûâàíèÿ ìàññèâîâ ñ áóôåðàìè èíäèêàòîðà. Îøèáêà ¹";
case MESSAGE_CODE_TIMEFRAME: return "íåâîçìîæíî îòîáðàçèòü äàííûå ìëàäøåãî òàéìôðåéìà íà ãðàôèêå ñòðàøåãî òàéìôðåìà. Èíäèêàòîð âðåìåííî îñòàíîâëåí.";
}
return "";
}
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
//| Getting string by code of message for english language |
//+---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------+
string GetEnglishMessage(ENUM_MESSAGE_CODE messageCode)
{
switch(messageCode)
{
case MESSAGE_CODE_WRONG_DEPTH: return ": the depth of extremum search must be greater than 0. The indicator is turned off.";
case MESSAGE_CODE_WRONG_MA_PERIOD: return ": MA calculation period must be greater than 0. The indicator is turned off.";
case MESSAGE_CODE_TERMINAL_FATAL_ERROR1: return ": terminal fatal error - point equals to zero. The indicator is turned off.";
case MESSAGE_CODE_ENOUGH_MEMORY: return ": not enough of memory for array. The indicator is turned off.";
case MESSAGE_CODE_FIBO_EQUALS: return ": two or more Fibo levels are equals. The indicator is turned off.";
case MESSAGE_CODE_BIND_ERROR: return ": error of binding of the arrays and the indicator buffers. Error N";
case MESSAGE_CODE_TIMEFRAME: return ":unable to display the data of a junior timeframe at the chart of senior timeframe. Indicator temporarily stopped.";
}
return "";
}
//+------------------------------------------------------------------+
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