FiboRetracement3_002

//+------------------------------------------------------------------+
//|                                              FiboRetracement.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//|                                 http://karakoyunlar.blogspot.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 Magenta
#property indicator_color2 Gold
#property indicator_color3 Gray
#property indicator_color4 Gray
#property indicator_color5 Gray
#property indicator_color6 Gray
#property indicator_color7 Gray
#property indicator_color8 Gray
//---- input parameters
extern int nLeft = 50;
extern int nRight = 50;
extern int filter = 10;
//---- buffers
double UpBuffer[];
double DnBuffer[];
double f_2[];
double f_3[];
double f_4[];
double f_5[];
double f_6[];
//----
int draw_begin1 = 0, draw_begin2 = 0, d_b3 = 0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   double nfUp;
//---- indicators
   SetIndexStyle(0, DRAW_LINE, 4, 4);
   SetIndexStyle(1, DRAW_LINE, 4, 4);
   SetIndexStyle(2, DRAW_LINE, 0);
   SetIndexStyle(3, DRAW_LINE, 0);
   SetIndexStyle(4, DRAW_LINE, 0);
   SetIndexStyle(5, DRAW_LINE, 0);
   SetIndexStyle(6, DRAW_LINE, 0);
   SetIndexBuffer(0, UpBuffer);
   SetIndexBuffer(1, DnBuffer);
   SetIndexBuffer(2, f_2);
   SetIndexBuffer(3, f_3);
   SetIndexBuffer(4, f_4);
   SetIndexBuffer(5, f_5);
   SetIndexBuffer(6, f_6);
//---- name for DataWindow and indicator subwindow label
   string short_name; //îáÿâëåíèå ïåðåìåííîé short_name òèïà "ñòðîêîâûé"
//ïåðåìåííîé short_name ïðèñâàèâàåì ñòðîêîâîå çíà÷åíèå ðàâíîå âûðàæåíèþ
   short_name = "rvmFractalsLevel(" + nLeft + "," + nRight + "," + filter + ")"; 
   IndicatorShortName(short_name); //äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì èíäèêàòîðó êðàòêîå
                                   //íàèìåíîâàíèå
//äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 0 áóôåðà èìÿ Up Channel
   SetIndexLabel(0, "Up Level (" + nLeft + "," + nRight + "," + filter + ")");
//äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 1 áóôåðà èìÿ Down Channel
   SetIndexLabel(1, "Down Level (" + nLeft + "," + nRight + "," + filter + ")");
   SetIndexLabel(2, "f_2 (" + nLeft + "," + nRight + "," + filter + ")");
   SetIndexLabel(3, "f_3 (" + nLeft + "," + nRight + "," + filter + ")");
   SetIndexLabel(4, "f_4 (" + nLeft + "," + nRight + "," + filter + ")");
   SetIndexLabel(5, "f_5 (" + nLeft + "," + nRight + "," + filter + ")");
   SetIndexLabel(6, "f_6 (" + nLeft + "," + nRight + "," + filter + ")");
//---- Çäåñü îïðåäåëèì íà÷àëüíûå òî÷êè äëÿ ïðîðèñîâêè èíäèêàòîðà
   int n, k, i, Range = nLeft + nRight + 1;
   //ïåðåáåðåì ñâå÷êè îò (âñåãî ñâå÷åê ìèíóñ ìèíèìóì ñâå÷åê ñëåâà) äî (ìèíèìóì ñâå÷åê ñïðàâà)
   for(n = Bars - 1 - nLeft; n >= nRight; n--)
     {
       //âåðõíèå ôðàêòàëû
       //åñëè íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ íå îïðåäåëåíî
       if(draw_begin1 == 0)
         {
           //òåêóùàÿ ñâå÷à ìàêñèìóì íà ëîêàëüíîì ïðîìåæóòêå?
           if(High[n] >= High[Highest(NULL, 0, MODE_HIGH, Range, n - nRight)])
             {
               int fRange = nvnLeft(n, nLeft) + nvnRight(n, nRight) + 1;
              //åñëè îíà æå - ôðàêòàë
              if(High[n] >= High[Highest(NULL, 0, MODE_HIGH, fRange, n - nvnRight(n, nRight))])
                {
                  draw_begin1 = Bars - n; //íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ îïðåäåëåíî
                  for(i = Bars - 1; i > draw_begin1; i--)
                    {
                      UpBuffer[i] = High[Bars - draw_begin1];
                    }
                }
             }//êîíåö äåéñòâèé åñëè if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)]=èñòèíà
         }//êîíåö óñëîâèÿ if(draw_begin1==0)
      
       //íèæíèå ôðàêòàëû
       //åñëè íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ íå îïðåäåëåíî
       if(draw_begin2 == 0)
         {
           //òåêóùàÿ ñâå÷à ìèíèìóì íà ëîêàëüíîì ïðîìåæóòêå?
           if(Low[n] <= Low[Lowest(NULL, 0, MODE_LOW, Range, n - nRight)])
             {
               fRange = nvnLeft(n, nLeft) + nvnRight(n, nRight) + 1;
               //åñëè îíà æå - ôðàêòàë
               if(Low[n] <= Low[Lowest(NULL, 0, MODE_HIGH, fRange, n - nvnRight(n, nRight))]) 
                 {
                   draw_begin2 = Bars - n; //íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ îïðåäåëåíî
                   for(i = Bars - 1; i > draw_begin2; i--)
                     {
                       DnBuffer[i] = Low[Bars - draw_begin2];
                     }
                 }
             }//êîíåö óñëîâèÿ if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])=true
         }//êîíåö óñëîâèÿ if(draw_begin2==0)
       //åñëè îáà íà÷àëà îòðèñîâêè óðîâíåé îïðåäåëåíû, âûõîäèì èç öèêëà for(n=Bars-1-nLeft;n>=nRight;n--)
       if(draw_begin1 > 0 && draw_begin2 > 0) 
           break;
     }//êîíåö öèêëà for(n=Bars-1-nLeft;n>=nRight;n--)
//----
   if(draw_begin1 > draw_begin2)
     {
       d_b3 = draw_begin1;
     }
   else
     {
       d_b3 = draw_begin2;
     }
   SetIndexDrawBegin(0, draw_begin1); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 0 áóôåðà
   SetIndexDrawBegin(1, draw_begin2); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 1 áóôåðà
   SetIndexDrawBegin(2, d_b3);
   SetIndexDrawBegin(3, d_b3);
   SetIndexDrawBegin(4, d_b3);
   SetIndexDrawBegin(5, d_b3);
   SetIndexDrawBegin(6, d_b3);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   double UpStage = 0.0, DnStage = 0.0;
   int i, j, fRange, Range = nLeft + nRight + 1;
   int counted_bars = IndicatorCounted();
//---- 
   //ïåðåáèðàåì ñâå÷êè îò (Bars-counted_bars-nLeft) äî (nRight) âêëþ÷èòåëüíî
   for(i = Bars - 1 - counted_bars - nLeft; i >= nRight; i--)
     {
       //åñëè ñâå÷à ëîêàëüíûé ìàêñèìóì
       if(High[i] >= High[Highest(NULL, 0, MODE_HIGH, Range, i - nRight)])
         {
           //Print(TimeToStr(Time[i]), "******Ëîêàëüíûé ìàêñèìóì");
           fRange = nvnLeft(i, nLeft) + nvnRight(i, nRight) + 1;
           //åñëè îíà æå - ôðàêòàë
           if(High[i] >= High[Highest(NULL, 0, MODE_HIGH, fRange, i - nvnRight(i, nRight))])
             {
               UpStage = High[i];
               //Print("    îíà æå ôðàêòàë");
             }
           else
             {
               if(High[i] <= UpBuffer[i+1])
                 {
                   UpStage = UpBuffer[i+1];
                   //Print("    íå ôðàêòàë, íî íèæå ïðåäûäóùåãî óðîâíÿ");
                 }
               else
                 {
                   UpStage = nfUp(i);
                   //Print("    íå ôðàêòàë, âûøå ïðåäûäóùåãî óðîâíÿ");
                 }
             }
         }
       else
         {
           //Print(TimeToStr(Time[i]), "******íå ëîêàëüíûé ìàêñèìóì");
           if(High[i] <= UpBuffer[i+1])
             {
               UpStage = UpBuffer[i+1];
               //Print("    íèæå ïðåäûäóùåãî óðîâíÿ");
             }
           else
             {
               UpStage = nfUp(i);
               //Print("    âûøå ïðåäûäóùåãî óðîâíÿ");
             }
         }
       //åñëè ñâå÷à ëîêàëüíûé ìèíèìóì
       if(Low[i] <= Low[Lowest(NULL, 0, MODE_LOW, Range, i - nRight)])
         {
           fRange = nvnLeft(i, nLeft) + nvnRight(i, nRight) + 1;
           //Print(TimeToStr(Time[i])," ",nvnLeft(i,nLeft)," ",nvnRight(i,nRight)+1);
           //åñëè îíà æå - ôðàêòàë
           if(Low[i] <= Low[Lowest(NULL, 0, MODE_HIGH, fRange, i - nvnRight(i, nRight))]) 
             {
               DnStage = Low[i];
             }
           else
             {
               if(Low[i] >= DnBuffer[i+1])
                 {
                   DnStage = DnBuffer[i+1];
                 }
               else
                 {
                   DnStage = nfDn(i);
                 }
             }
         }
       else
         {
           if(Low[i] >= DnBuffer[i+1])
             {
               DnStage = DnBuffer[i+1];
             }
           else
             {
               DnStage = nfDn(i);
             }
         }
       UpBuffer[i] = UpStage;
       DnBuffer[i] = DnStage;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
       f_2[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 6, 4);
       f_3[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 3, 4);
       f_4[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 2, 4);
       f_5[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i])*2 / 3, 4);
       f_6[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i])*5 / 6, 4);
     }//êîíåö öèêëà for(i=Bars-counted_bars-nLeft;i>=nRight;i--)
   for(i = nRight - 1; i >= 0; i--)
     {
       if(High[i] <= UpBuffer[i+1])
         {
           UpStage = UpBuffer[i+1];
         }
       else
         {
           UpStage = nfUp(i);
         }
       //----
       if(Low[i] >= DnBuffer[i+1])
         {
           DnStage = DnBuffer[i+1];
         }
       else
         {
           DnStage = nfDn(i);
         }
       UpBuffer[i] = UpStage;
       DnBuffer[i] = DnStage;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
       f_2[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 6, 4);
       f_3[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 3, 4);
       f_4[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i]) / 2, 4);
       f_5[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i])*2 / 3, 4);
       f_6[i] = NormalizeDouble(DnBuffer[i] + (UpBuffer[i] - DnBuffer[i])*5 / 6, 4);

     }
//---- ïîñòðîåíèå âååðà Ôèáîíà÷÷è
   double LastUp, LastDn, st_h, st_l, st_3, y1, y2, y3;
   int tmp, x1=0, x2=0, x3=0, cb, dn_x, up_x;
   string fibo = "Fibo 1", fibo2 = "Fibo 2";
   LastDn = DnBuffer[0];
   for(cb = 1; cb <= Bars - 1; cb++)
     {
       if(tmp != 1 && LastDn > DnBuffer[cb])
         {
           tmp = 1;
           continue;
         }
       if(tmp == 1 && DnBuffer[cb] > DnBuffer[cb-1])
         {
           tmp = 0;
           dn_x = cb - 1;
           break;
         }
     }
   LastUp = UpBuffer[0];
   for(cb = 1; cb <= Bars - 1; cb++)
     {
       if(tmp != 1 && LastUp < UpBuffer[cb])
         {
           tmp = 1;
           continue;
         }
       if(tmp == 1 && UpBuffer[cb] < UpBuffer[cb-1])
         {
           tmp = 0;
           up_x = cb - 1;
           break;
         }
     }
   st_h = High[Highest(NULL, 0, MODE_HIGH, MathMax(dn_x, up_x),0)];
   st_l = Low[Lowest(NULL, 0, MODE_LOW, MathMax(dn_x, up_x), 0)];
   //y1=MathMin(Open[x1],Close[x1]);
   //y1=MathMax(Open[x1],Close[x1]);
   for(cb = MathMax(dn_x, up_x) - 1; cb >= 0; cb--)
     {
       if(High[cb] == st_h || Low[cb] == st_l)
         {
           if(High[cb] == st_h && (x1 == 0 || x2 == 0))
             {
               if(x1 == 0)
                 {
                   x1 = cb;
                   y1 = High[x1];
                   continue;
                 }
               else
                 {
                   x2 = cb;
                   y2 = High[x2];
                   break;
                 }
             }
           else
             {
               if(x1 == 0)
                 {
                   x1 = cb;
                   y1 = Low[x1];
                   continue;
                 }
               else
                 {
                   x2 = cb;
                   y2 = Low[x2];
                   break;
                 }
             }
         }
     }
   //Print("x1="+x1+" y1="+y1+" x2="+x2+" y2="+y2);
   if(ObjectFind(fibo) != -1 )
     {
        ObjectSet(fibo, OBJPROP_TIME1, Time[x1]);
        ObjectSet(fibo, OBJPROP_PRICE1, y1);
        ObjectSet(fibo, OBJPROP_TIME2, Time[x2]);
        ObjectSet(fibo, OBJPROP_PRICE2, y2);
     }
   else
     {
       ObjectCreate(fibo, OBJ_FIBO,0, Time[x1], y1, Time[x2], y2);
       ObjectSet(fibo, OBJPROP_COLOR, DodgerBlue);
       ObjectSet(fibo, OBJPROP_LEVELCOLOR, Green);       
       ObjectSet(fibo, OBJPROP_STYLE, STYLE_DOT);
//       ObjectSet(fibo, OBJPROP_LEVELSTYLE, STYLE_DASHDOT);       
     }
//----- à ýòî îòðèñîâêà âñïîìîãàòåëüíîãî âååðà ôèáîíà÷÷è
   if(y2 > y1)
     {
       st_3 = Low[Lowest(NULL, 0, MODE_LOW, x2, 0)];
     }
   else
     {
       st_3 = High[Highest(NULL, 0, MODE_HIGH, x2, 0)];
     }
//----
   for(cb = 0; cb < x2; cb++)
     {
       if(y2 > y1 && Low[cb] == st_3)
         {
           x3 = cb;
           y3 = Low[cb];
           break;
         }
       else
         {
           if(y2 < y1 && High[cb] == st_3)
             {
               x3 = cb;
               y3 = High[cb];
               break;
             }
         }
     }
   if(ObjectFind(fibo2) != -1 )
     {
       ObjectSet(fibo2, OBJPROP_TIME1, Time[x2]);
       ObjectSet(fibo2, OBJPROP_PRICE1, y2);
       ObjectSet(fibo2, OBJPROP_TIME2, Time[x3]);
       ObjectSet(fibo2, OBJPROP_PRICE2, y3);
     }
   else
     {
       ObjectCreate(fibo2, OBJ_FIBO, 0, Time[x2], y2, Time[x3], y3);
       ObjectSet(fibo2, OBJPROP_COLOR, Yellow);
       ObjectSet(fibo2, OBJPROP_LEVELCOLOR, Brown);  
       ObjectSet(fibo2, OBJPROP_STYLE, STYLE_DOT);
//       ObjectSet(fibo2, OBJPROP_LEVELSTYLE, STYLE_DASHDOT);  
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nfUp âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å       |
//| çíà÷åíèå áóôåðà èíäèêàòîðà, áîëüøåå èëè ðàâíîå çíà÷åíèþ          |
//| High(Close) äëÿ ïåðåäàííîé ñâå÷è.                                |
//+------------------------------------------------------------------+
double nfUp(int i)
  {
   int l, flag = 0;
   double Price = 0.0;
//----------
   for(l = i + 1; l < Bars - draw_begin1 - 1; l++)
     {
       if(filter > 0)
         {
           if(Close[i] <= UpBuffer[l] + (UpBuffer[l] - DnBuffer[l])*filter / 100)
             {
               Price = UpBuffer[l];
               flag = 1;
               //Print(TimeToStr(Time[i])," ",l," ",Bars," ",Price," ",UpBuffer[l]);
             }
         }
       else
         {
           if(High[i] <= UpBuffer[l])
             {
               Price = UpBuffer[l];
               flag = 1;
             }
         }
       //----
       if(Price > 0) 
           break;
     }
   if(flag == 0) 
       Price = High[i];
//----------
   return(Price);
  }
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nfDn âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å       |
//| çíà÷åíèå áóôåðà èíäèêàòîðà, ìåíüøåå èëè ðàâíîå çíà÷åíèþ          |
//| Low(Close) äëÿ ïåðåäàííîé ñâå÷è.                                 |
//+------------------------------------------------------------------+
double nfDn(int i)
  {
   int l, flag = 0;
   double Price = 0.0;
//----------
   for(l = i + 1; l < Bars - draw_begin2 - 1; l++)
     {
       if(filter > 0)
         {
           if(Close[i] >= DnBuffer[l] - (UpBuffer[l] - DnBuffer[l])*filter / 100)
             {
               Price = DnBuffer[l];
               flag = 1;
             }
         }
       else
         {
           if(Low[i] >= DnBuffer[l])
             {
               Price = DnBuffer[l];
               flag = 1;
             }
         }
       //----
       if(Price > 0) 
           break;
     }
   if(flag == 0) 
       Price = Low[i];
//----------
   return(Price);
  }
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nvnLeft âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è ìèíèìàëüíîå   |
//| êîëè÷åñòâî ñâå÷åé ñëåâà, âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû   |
//| ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå áûëî íå ìåíüøå,| 
//| ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå.                                 |
//+------------------------------------------------------------------+
int nvnLeft(int i, int n)
  {
   int k = 0, l;
   for(l = i + 1; l <= Bars - 1; l++)
     {
       if(High[l] < High[l+1] && Low[l] > Low[l+1]) 
           continue;
       k++;
       if(k == n)
         {
           k = l - i;
           break;
         }
     }
//----------
   return(k);
  }
//+------------------------------------------------------------------+
//| Ôóíêöèÿ nvnRight âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è ìèíèìàëüíîå  |
//| êîëè÷åñòâî ñâå÷åé ñïðàâà, âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû  |
//| ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå áûëî íå ìåíüøå,| 
//| ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå.                                 |                                   |
//+------------------------------------------------------------------+
int nvnRight(int i, int n)
  {
   int k = 0, l;
   for(l = i - 1; l >= 0; l--)
     {
       if(High[l] < High[l+1] && Low[l] > Low[l+1]) 
           continue;
       k++;
       if(k == n)
         {
           k = i - l;
           break;
         }
     }
//----------
   return(k);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   string fibo = "Fibo 1", fibo2 = "Fibo 2";
   ObjectDelete(fibo);
   ObjectDelete(fibo2);
//----
   return(0);
  }