Darvas_Box

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

//|                                                   Darvas_Box.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Darvas Box indicator"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "Box Top"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN

#property indicator_label2  "Box Bottom"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

double         BufferState[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

   SetIndexBuffer(2,BufferState,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Darvas Box");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,true);

   ArraySetAsSeries(BufferState,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

      ArrayInitialize(BufferState,0);

      BufferState[limit]=1;

     }



//---  0AGQB 8=48:0B>@0

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

     {

      double box_top=BufferUP[i+1];

      double box_bottom=BufferDN[i+1];

      double state=BufferState[i+1];



      if(state==1)

         box_top=high[i];

      else

        {

         if(state==2)

           {

            if(box_top<=high[i])

               box_top=high[i];

           }

         else

           {

            if(state==3)

              {

               if(box_top>high[i])

                  box_bottom=high[i];

               else

                  box_top=high[i];

              }

            else

              {

               if(state==4)

                 {

                  if(box_top>high[i])

                    {

                     if(box_bottom>=low[i])

                        box_bottom=low[i];

                    }

                  else

                     box_top=high[i];

                 }

               else

                 {

                  if(box_top>high[i])

                    {

                     if(box_bottom>=low[i])

                        box_bottom=low[i];

                    }

                  else

                     box_top=high[i];

                  state=0;

                 }

              }

           }

        }

      state++;

      BufferState[i]=state;

      BufferUP[i]=box_top;

      BufferDN[i]=box_bottom;

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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