Donchian_Channels_System_v1

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

//|                                     Donchian_Channels_System.mq5 |

//|                               Copyright © 2013, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2013, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "@>1>9=0O A8AB5<0 A 8A?>;L7>20=85< 8=48:0B>@0 Donchian_Channels"

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

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 452OBL 1CD5@>2

#property indicator_buffers 9

//---- 8A?>;L7>20=> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >4=>F25B=>3> >1;0:0

#property indicator_type1   DRAW_FILLING

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

#property indicator_color1  clrWhiteSmoke

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

#property indicator_label1  "Donchian_Channels"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= MediumSeaGreen F25B

#property indicator_color2  clrMediumSeaGreen

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#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 1KG59 <5B:8 8=48:0B>@0

#property indicator_label2  "Upper Donchian_Channels"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 3            |

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 ;8=88

#property indicator_type3   DRAW_LINE

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= Magenta F25B

#property indicator_color3  clrMagenta

//---- ;8=8O 8=48:0B>@0 3 - =5?@5@K2=0O :@820O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 3 @02=0 2

#property indicator_width3  2

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label3  "Lower Donchian_Channels"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 4            |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=KE A25G

#property indicator_type4 DRAW_COLOR_CANDLES

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

#property indicator_color4 clrDeepPink,clrPurple,clrGray,clrMediumBlue,clrDodgerBlue

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

#property indicator_style4 STYLE_SOLID

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

#property indicator_width4 2

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

#property indicator_label4 "Donchian_Channels_BARS"

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

//|  1JO2;5=85 ?5@5G8A;5=8O                     |

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

enum Applied_Extrem //"8? M:AB@5<C<>2

  {

   HIGH_LOW,

   HIGH_LOW_OPEN,

   HIGH_LOW_CLOSE,

   OPEN_HIGH_LOW,

   CLOSE_HIGH_LOW

  };

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

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

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

input uint DonchianPeriod=20;           // 5@8>4 CA@54=5=8O

input Applied_Extrem Extremes=HIGH_LOW; // "8? M:AB@5<C<>2

input int Margins=-2;

input uint   Shift=2;                   // A4283 :0=0;0 ?> 3>@87>=B0;8 2 10@0E 

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

//---- >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 Up1Buffer[],Dn1Buffer[];

double Up2Buffer[],Dn2Buffer[];

double ExtOpenBuffer[],ExtHighBuffer[],ExtLowBuffer[],ExtCloseBuffer[],ExtColorBuffer[];

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

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   min_rates_total=int(DonchianPeriod+1+Shift);



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

   SetIndexBuffer(0,Up1Buffer,INDICATOR_DATA);

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

   ArraySetAsSeries(Up1Buffer,true);



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

   SetIndexBuffer(1,Dn1Buffer,INDICATOR_DATA);

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

   ArraySetAsSeries(Dn1Buffer,true);



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

   SetIndexBuffer(2,Up2Buffer,INDICATOR_DATA);

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

   ArraySetAsSeries(Up2Buffer,true);



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

   SetIndexBuffer(3,Dn2Buffer,INDICATOR_DATA);

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

   ArraySetAsSeries(Dn2Buffer,true);



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

   SetIndexBuffer(4,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(5,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(7,ExtCloseBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(8,ExtColorBuffer,INDICATOR_COLOR_INDEX);

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

   ArraySetAsSeries(ExtColorBuffer,true);



//---- >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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);



//---- >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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2 =0 min_rates_total

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);



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

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 3 =0 min_rates_total

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);



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

   PlotIndexSetInteger(3,PLOT_SHIFT,0);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 4 =0 min_rates_total

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//---- 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,0);



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

   string shortname;

   StringConcatenate(shortname,"Donchian_Channels(",DonchianPeriod,")");

//--- 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);

//----

  }

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

//| 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(0);



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int limit;

//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double smin,smax,SsMax=NULL,SsMin=NULL;



//---- @0AGQBK AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

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

     {

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

     }

   else

     {

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

     }



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {



      switch(Extremes)

        {

         case HIGH_LOW:

            SsMax=high[ArrayMaximum(high,bar,DonchianPeriod)];

            SsMin=low[ArrayMinimum(low,bar,DonchianPeriod)];

            break;



         case HIGH_LOW_OPEN:

            SsMax=(open[ArrayMaximum(open,bar,DonchianPeriod)]+high[ArrayMaximum(high,bar,DonchianPeriod)])/2;

            SsMin=(open[ArrayMinimum(open,bar,DonchianPeriod)]+low[ArrayMinimum(low,bar,DonchianPeriod)])/2;

            break;



         case HIGH_LOW_CLOSE:

            SsMax=(close[ArrayMaximum(close,bar,DonchianPeriod)]+high[ArrayMaximum(high,bar,DonchianPeriod)])/2;

            SsMin=(close[ArrayMinimum(close,bar,DonchianPeriod)]+low[ArrayMinimum(low,bar,DonchianPeriod)])/2;

            break;



         case OPEN_HIGH_LOW:

            SsMax=open[ArrayMaximum(open,bar,DonchianPeriod)];

            SsMin=open[ArrayMinimum(open,bar,DonchianPeriod)];

            break;



         case CLOSE_HIGH_LOW:

            SsMax=close[ArrayMaximum(close,bar,DonchianPeriod)];

            SsMin=close[ArrayMinimum(close,bar,DonchianPeriod)];

            break;

        }



      smin=SsMin+(SsMax-SsMin)*Margins/100;

      smax=SsMax-(SsMax-SsMin)*Margins/100;



      Up1Buffer[bar]=smax;

      Dn1Buffer[bar]=smin;

      Up2Buffer[bar]=smax;

      Dn2Buffer[bar]=smin;

     }



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) limit-=int(Shift);

//---- A=>2=>9 F8:; @0A:@0A:8 10@>2 8=48:0B>@0

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

     {

      int clr=2;

      ExtOpenBuffer[bar]=0.0;

      ExtCloseBuffer[bar]=0.0;

      ExtHighBuffer[bar]=0.0;

      ExtLowBuffer[bar]=0.0;



      if(close[bar]>Up1Buffer[bar+Shift])

        {

         if(open[bar]<=close[bar]) clr=4;

         else clr=3;

         ExtOpenBuffer[bar]=open[bar];

         ExtCloseBuffer[bar]=close[bar];

         ExtHighBuffer[bar]=high[bar];

         ExtLowBuffer[bar]=low[bar];

        }



      if(close[bar]<Dn1Buffer[bar+Shift])

        {

         if(open[bar]>close[bar]) clr=0;

         else clr=1;

         ExtOpenBuffer[bar]=open[bar];

         ExtCloseBuffer[bar]=close[bar];

         ExtHighBuffer[bar]=high[bar];

         ExtLowBuffer[bar]=low[bar];

        }



      ExtColorBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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