ColorWPR_X20_Cloud_ZZ

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

//|                                        ColorWPR_X20_Cloud_ZZ.mq5 | 

//|                                  Copyright © 2010, Ivan Kornilov | 

//|                                                 excelf@gmail.com | 

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

#property copyright "Copyright © 2010, Ivan Kornilov"

#property link "excelf@gmail.com"

#property description "204F0BL 8=48:0B>@>2 WPR 2 >4=>< >:=5"

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

#property version   "1.40"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define LINES_TOTAL         20 // >=AB0=B0 4;O :>;8G5AB20 ;8=89 8=48:0B>@0

#define RESET               0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//---- 8A?>;L7>20=> 2A53> 3@0D8G5A:8E ?>AB@>5=89

#property indicator_buffers 46 //LINES_TOTAL*2+4+2

//---- 8A?>;L7>20=> 2A53> 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   23 //LINES_TOTAL+2+1

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

//| 0@0<5B@K >B@8A>2:8 25@E=53> >1;0:0          |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >1;0:0

#property indicator_type1   DRAW_FILLING

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B C'168,255,222'

#property indicator_color1 C'168,255,222'

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

#property indicator_label1  "Upper ColorWPR_X20_Cloud"

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

//| 0@0<5B@K >B@8A>2:8 =86=53> >1;0:0           |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >1;0:0

#property indicator_type2   DRAW_FILLING

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B C'255,185,255'

#property indicator_color2 C'255,185,255'

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

#property indicator_label2  "Lower ColorWPR_X20_Cloud"

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

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

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

//---- >B@8A>2:0 >AF8;;OB>@>2 2 2845 F25B=KE ;8=89

#property indicator_type3 DRAW_COLOR_LINE

//---- 2K1>@ F25B>2 ;8=89

#property indicator_color3 clrDodgerBlue,clrGray,clrRed

//---- ;8=88 - HB@8E?C=:B8@=K5 :@82K5

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=89 1

#property indicator_width3  1

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

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

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

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

#property indicator_type23   DRAW_ZIGZAG

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

#property indicator_label23  "ZigZag_NK"

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=5-D8>;5B>2K9 F25B

#property indicator_color23 clrBlueViolet

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

#property indicator_style23  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width23  3

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

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

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

input uint StartWPRPeriod=5;                       // AB0@B>2K9 ?5@8>4

input uint  step = 1;                              // H03 ?5@8>40

input int                 HighLevelM=-20;          // C@>25=L <0:A8<0;L=>9 ?5@5:C?;5==>AB8

input int                 HighLevel=-40;           // C@>25=L ?5@5:C?;5==>AB8

input int                 MidLevel=-50;            // C@>25=L A5@548=K

input int                 LowLevel=-60;            // C@>25=L ?5@5?@>40==>AB8

input int                 LowLevelM=-80;           // C@>25=L <8=8<0;L=>9 ?5@5?@>40==>AB8

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

//| E>4=K5 ?0@0<5B@K 7837030                    |

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

input uint ExtDepth=12;

input uint ExtDeviation=5;

input uint ExtBackstep =3;

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double UpUpBuffer[],UpDnBuffer[],DnUpBuffer[],DnDnBuffer[],HighestBuffer[],LowestBuffer[];

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

int Ind_Handle[LINES_TOTAL];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int  min_rates_total,min_rates_total1,min_rates_total2;

//---- 1JO2;5=85 ?5@5<5==KE ?0<OB8 4;O ?5@5AGQB0 8=48:0B>@0 B>;L:> =0 =5?>AG8B0==KE 10@0E

int LASTlowpos,LASThighpos;

double LASTlow0,LASTlow1,LASThigh0,LASThigh1,dExtDeviation;

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

//|  0AA82K ?5@5<5==KE 4;O A>740=8O 8=48:0B>@=KE 1CD5@>2            |

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

class CIndicatorsBuffers

  {

public: double    IndBuffer[];

public: double    ColorIndBuffer[];

  };

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

//| !>740=85 8=48:0B>@=KE 1CD5@>2                                    |

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

CIndicatorsBuffers Ind[LINES_TOTAL];

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

//| Custom indicator initialization function                         | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=int(StartWPRPeriod+step*(LINES_TOTAL-1))+1;

   uint Maxrange=StartWPRPeriod+LINES_TOTAL*(step-1+1)*2; 

   min_rates_total2=min_rates_total+int(ExtDepth+ExtBackstep);

   dExtDeviation=ExtDeviation*_Point;  

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(0,UpUpBuffer,INDICATOR_DATA);

   IndInit(1,UpDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(0,EMPTY_VALUE,min_rates_total,0);

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(2,DnUpBuffer,INDICATOR_DATA);

   IndInit(3,DnDnBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(1,EMPTY_VALUE,min_rates_total,0); 

//--- 8=8F80;870F8O 8=48:0B>@=KE 1CD5@>2  

   IndInit(44,LowestBuffer,INDICATOR_DATA);

   IndInit(45,HighestBuffer,INDICATOR_DATA);

//--- 8=8F80;870F8O 8=48:0B>@>2

   PlotInit(22,DBL_MIN,min_rates_total,0); 

//----

   uint period=StartWPRPeriod;

   for(int numb=0; numb<LINES_TOTAL; numb++)

     {

      period+=step;



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

      Ind_Handle[numb]=iWPR(Symbol(),0,period);

      if(Ind_Handle[numb]==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iWPR ",numb);



      string shortname="";

      StringConcatenate(shortname,"iWPR X",LINES_TOTAL,"*",period,")");

      int numb1=numb+2;

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

      PlotIndexSetString(numb1,PLOT_LABEL,shortname);

      //---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

      PlotIndexSetDouble(numb1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

      //---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

      PlotIndexSetInteger(numb1,PLOT_DRAW_BEGIN,min_rates_total);

      //---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

      SetIndexBuffer(2*numb+4,Ind[numb].IndBuffer,INDICATOR_DATA);

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

      ArraySetAsSeries(Ind[numb].IndBuffer,true);

      //---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

      SetIndexBuffer(2*numb+1+4,Ind[numb].ColorIndBuffer,INDICATOR_COLOR_INDEX);

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

      ArraySetAsSeries(Ind[numb].ColorIndBuffer,true);

      //---- :>?8@>20=85 A2>9AB2 ?5@2>9 ;8=88 8=48:0B>@0 4;O 2A5E >AB0;L=KE

      PlotIndexSetInteger(numb1,PLOT_DRAW_TYPE,PlotIndexGetInteger(2,PLOT_DRAW_TYPE));

      PlotIndexSetInteger(numb1,PLOT_LINE_STYLE,PlotIndexGetInteger(2,PLOT_LINE_STYLE));

      PlotIndexSetInteger(numb1,PLOT_LINE_WIDTH,PlotIndexGetInteger(2,PLOT_LINE_WIDTH));

      PlotIndexSetInteger(numb1,PLOT_COLOR_INDEXES,3);

      PlotIndexSetInteger(numb1,PLOT_LINE_COLOR,0,PlotIndexGetInteger(2,PLOT_LINE_COLOR,0));

      PlotIndexSetInteger(numb1,PLOT_LINE_COLOR,1,PlotIndexGetInteger(2,PLOT_LINE_COLOR,1));

      PlotIndexSetInteger(numb1,PLOT_LINE_COLOR,2,PlotIndexGetInteger(2,PLOT_LINE_COLOR,2));

      //---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

      PlotIndexSetInteger(numb1,PLOT_SHOW_DATA,false);

     }



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

   string shortname;

   StringConcatenate(shortname,"iWPR X",LINES_TOTAL,"_Cloud_ZZ(",StartWPRPeriod,",",step,")");

//--- 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,0);

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 5   

   IndicatorSetInteger(INDICATOR_LEVELS,5);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevelM);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,MidLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,LowLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,4,LowLevelM);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrDodgerBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrDodgerBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrBlueViolet);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,clrMagenta);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,4,clrMagenta);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20=K A?;>H=0O ;8=8O 8 :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_SOLID);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASH);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,STYLE_SOLID);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,4,STYLE_DASHDOTDOT);

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| =8F80;870F8O 8=48:0B>@=>3> 1CD5@0                               |

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

void IndInit(int Number,double &Buffer[],ENUM_INDEXBUFFER_TYPE Type)

  {

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

   SetIndexBuffer(Number,Buffer,Type);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88 

   ArraySetAsSeries(Buffer,true);

//---

  }

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

//| =8F80;870F8O 8=48:0B>@0                                         |

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

void PlotInit(int Number,double Empty_Value,int Draw_Begin,int nShift)

  {

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

   PlotIndexSetInteger(Number,PLOT_DRAW_BEGIN,Draw_Begin);

//--- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(Number,PLOT_EMPTY_VALUE,Empty_Value);

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

   PlotIndexSetInteger(Number,PLOT_SHIFT,nShift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(Number,PLOT_SHOW_DATA,false);

//---

  }

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

//| 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[],

                const double &low[],

                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 @0AGQB0

   if(rates_total<min_rates_total) return(RESET);

   for(int numb=0; numb<LINES_TOTAL; numb++) if(BarsCalculated(Ind_Handle[numb])<min_rates_total) return(RESET);   

   for(int numb=0; numb<LINES_TOTAL; numb++) if(BarsCalculated(Ind_Handle[numb])<rates_total) return(RESET);



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

   int to_copy,limit;



//---- @0AGQB =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-1;

     }

   else limit=rates_total-prev_calculated;

   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 8=48:0B>@=K5 1CD5@K

   for(int numb=0; numb<LINES_TOTAL; numb++) if(CopyBuffer(Ind_Handle[numb],0,0,to_copy,Ind[numb].IndBuffer)<=0) return(RESET);



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

   for(int bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      UpUpBuffer[bar]=double(HighLevelM);

      UpDnBuffer[bar]=double(HighLevel);

      //----      

      DnUpBuffer[bar]=double(LowLevel);

      DnDnBuffer[bar]=double(LowLevelM);

      //---- 

      for(int numb=0; numb<LINES_TOTAL; numb++)

        { 

         int clr=1.0;

         if(Ind[numb].IndBuffer[bar]>HighLevel) clr=0.0;

         else if(Ind[numb].IndBuffer[bar]<LowLevel) clr=2.0;

         Ind[numb].ColorIndBuffer[bar]=clr;

        }

     }

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

   int limit2,bar,back,lasthighpos,lastlowpos;

   double curlow,curhigh,lasthigh0,lastlow0,lasthigh1,lastlow1,val,res;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2 8 AB0@B>20O 8=8F80;870F8O ?5@5<5==KE

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit2=rates_total-min_rates_total2; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      lastlow1=-1;

      lasthigh1=-1;

      lastlowpos=-1;

      lasthighpos=-1;

      lastlow0=low[limit2];

      lasthigh0=high[limit2];

     }

   else

     {

      limit2=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



      //---- 2>AAB0=02;8205< 7=0G5=8O ?5@5<5==KE

      lastlow0=LASTlow0;

      lasthigh0=LASThigh0;

      lastlow1=LASTlow1;

      lasthigh1=LASThigh1;     

      lastlowpos=LASTlowpos+limit;

      lasthighpos=LASThighpos+limit;

     }



//---- 5@2K9 1>;LH>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit2; bar>=0 && !IsStopped(); bar--)

     {

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(rates_total!=prev_calculated && bar==0)

        {

         LASTlow0=lastlow0;

         LASThigh0=lasthigh0;

        }



      //--- low

      val=Ind[0].IndBuffer[ArrayMinimum(Ind[0].IndBuffer,bar,ExtDepth)];

      if(val==lastlow0) val=DBL_MIN;

      else 

        { 

         lastlow0=val; 

         if(Ind[0].IndBuffer[bar]-val>ExtDeviation) val=DBL_MIN;

         else

           {

            for(back=1; back<=int(ExtBackstep); back++)

              {

               res=LowestBuffer[bar+back];

               if(res && res>val ) LowestBuffer[bar+back]=DBL_MIN; 

              }

           }

        } 

      LowestBuffer[bar]=val;

      

      //--- high

      val=Ind[0].IndBuffer[ArrayMaximum(Ind[0].IndBuffer,bar,ExtDepth)];

      if(val==lasthigh0) val=DBL_MIN;

      else 

        {

         lasthigh0=val;

         if(val-Ind[0].IndBuffer[bar]>ExtDeviation) val=DBL_MIN;

         else

           {

            for(back=1; back<=int(ExtBackstep); back++)

              {

               res=HighestBuffer[bar+back];

               if(res && res<val) HighestBuffer[bar+back]=DBL_MIN; 

              } 

           }

        }

      HighestBuffer[bar]=val;

      

     }



//---- B>@>9 1>;LH>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit2; bar>=0; bar--)

     {

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(rates_total!=prev_calculated && !bar)

        {

         LASTlow1=lastlow1;

         LASThigh1=lasthigh1;  

         LASTlowpos=lastlowpos;

         LASThighpos=lasthighpos;

        }



      curlow=LowestBuffer[bar];

      curhigh=HighestBuffer[bar];

      //---

      if(curlow==DBL_MIN && curhigh==DBL_MIN) continue;

      //---

      if(curhigh!=DBL_MIN)

        {

         if(lasthigh1!=-1 && lasthigh1!=-DBL_MIN) 

           {

            if(lasthigh1<curhigh) HighestBuffer[lasthighpos]=DBL_MIN;

            else HighestBuffer[bar]=DBL_MIN;

           }

         //---

         if(lasthigh1<curhigh || lasthigh1==-1)

           {

            lasthigh1=curhigh;

            lasthighpos=bar;

           }

         lastlow1=-1;

        }

      //----

      if(curlow!=DBL_MIN)

        {

         if(lastlow1!=-1 && lastlow1!=-DBL_MIN)

           {

            if(lastlow1>curlow) LowestBuffer[lastlowpos]=DBL_MIN;

            else LowestBuffer[bar]=DBL_MIN;

           }

         //---

         if(curlow<lastlow1 || lastlow1==-1)

           {

            lastlow1=curlow;

            lastlowpos=bar;

           } 

         lasthigh1=-1;

        }

     }

//----               

   return(rates_total);

  }

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