Donchian channel (sl)

ÿþ//------------------------------------------------------------------

#property copyright "© mladen, 2019"

#property link      "mladenfx@gmail.com"

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

#property indicator_chart_window

#property indicator_buffers 8

#property indicator_plots   6



#property indicator_label1  "High fill"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'220,235,220'

#property indicator_label2  "Low fill"

#property indicator_type2   DRAW_FILLING

#property indicator_color2  C'235,220,220'

#property indicator_label3  "Highest high"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrMediumSeaGreen

#property indicator_label4  "Lowest high"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrMediumSeaGreen

#property indicator_style4  STYLE_DOT

#property indicator_label5  "Lowest low"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrOrangeRed

#property indicator_label6  "Highest low"

#property indicator_type6   DRAW_LINE

#property indicator_color6  clrOrangeRed

#property indicator_style6  STYLE_DOT

//

//--- input parameters

//

input int inpChannelPeriod=20; // Period

//

//--- indicator buffers

//

double valuu[],valud[],valdd[],valdu[],filluu[],fillud[],filldd[],filldu[];



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

//

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

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,filluu,INDICATOR_DATA);

         SetIndexBuffer(1,fillud,INDICATOR_DATA);

         SetIndexBuffer(2,filldu,INDICATOR_DATA);

         SetIndexBuffer(3,filldd,INDICATOR_DATA);

         SetIndexBuffer(4,valuu ,INDICATOR_DATA);

         SetIndexBuffer(5,valud ,INDICATOR_DATA);

         SetIndexBuffer(6,valdd ,INDICATOR_DATA);

         SetIndexBuffer(7,valdu ,INDICATOR_DATA);

   return(INIT_SUCCEEDED);

}



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

//

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

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[])

{

   static int    prev_i = -1;

   static double prev_hh,prev_hl,prev_ll,prev_lh;

   

   //

   //

   //

   

   int i = prev_calculated; for (; i<rates_total && !_StopFlag; i++)

   {

      if (prev_i != i)

      {

         int start = i-inpChannelPeriod; if (start<0) start=0;

            prev_hh = high[ArrayMaximum(high,start,inpChannelPeriod)];

            prev_hl = low [ArrayMaximum(low ,start,inpChannelPeriod)];

            prev_ll = low [ArrayMinimum(low ,start,inpChannelPeriod)];

            prev_lh = high[ArrayMinimum(high,start,inpChannelPeriod)];

      }         

      valuu[i]=filluu[i]=prev_hh;

      valud[i]=fillud[i]=prev_hl;

      valdd[i]=filldd[i]=prev_ll;

      valdu[i]=filldu[i]=prev_lh;

   }

   return(i);

}

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