FloatPivot

//+------------------------------------------------------------------+
//|                                                   FloatPivot.mq5 |
//|                                 Copyright © 2006, Nick A. Zhilin |
//|                                              rebus@dialup.etr.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Nick A. Zhilin"
#property link      "rebus@dialup.etr.ru"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//--- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî ñåìü áóôåðîâ
#property indicator_buffers 7
//--- èñïîëüçîâàíî ïÿòü ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   5
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè îáëàêà                  |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí PaleGreen
#property indicator_color1  clrPaleGreen
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Upper Cloud"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè âåðõíåé ãðàíèöû         |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2   DRAW_LINE
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí LimeGreen
#property indicator_color2  clrLimeGreen
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå áû÷åé ìåòêè èíäèêàòîðà
#property indicator_label2  "Upper FloatPivot"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè ñðåäíåé ëèíèè           |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 3 â âèäå ëèíèè
#property indicator_type3   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí SlateBlue
#property indicator_color3  clrSlateBlue
//---- ëèíèÿ èíäèêàòîðà 3 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style3  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 3 ðàâíà 2
#property indicator_width3  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label3  "Middle FloatPivot"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè íèæíåé ãðàíèöû          |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 4 â âèäå ëèíèè
#property indicator_type4   DRAW_LINE
//---- â êà÷åñòâå öâåòà ìåäâåæüåé ëèíèè èíäèêàòîðà èñïîëüçîâàí Magenta
#property indicator_color4  clrMagenta
//---- ëèíèÿ èíäèêàòîðà 4 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style4  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 4 ðàâíà 2
#property indicator_width4  2
//---- îòîáðàæåíèå ìåäâåæüåé ìåòêè èíäèêàòîðà
#property indicator_label4  "Lower FloatPivot"
//+----------------------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè îáëàêà                  |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type5   DRAW_FILLING
//---- â êà÷åñòâå öâåòà îáëàêà èñïîëüçîâàí Violet
#property indicator_color5  clrViolet
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label5  "Lower Cloud"
//+----------------------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ                |
//+----------------------------------------------+
input int IPeriod=100; // Ïåðèîä ïîèñêà ýêñòðåìóìîâ
input int Shift=0;     // ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtUp1Buffer[];
double ExtUp2Buffer[];
double ExtABuffer[];
double ExtBBuffer[];
double ExtCBuffer[];
double ExtDn1Buffer[];
double ExtDn2Buffer[];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int  min_rates_total;
//+------------------------------------------------------------------+
//|  searching index of the highest bar                              |
//+------------------------------------------------------------------+
int iHighest(
             const double &array[],// ìàññèâ äëÿ ïîèñêà èíäåêñà ìàêñèìàëüíîãî ýëåìåíòà
             int count,// ÷èñëî ýëåìåíòîâ ìàññèâà (â íàïðàâëåíèè îò òåêóùåãî áàðà â ñòîðîíó óáûâàíèÿ èíäåêñà), 
             // ñðåäè êîòîðûõ äîëæåí áûòü ïðîèçâåäåí ïîèñê.
             int startPos //èíäåêñ (ñìåùåíèå îòíîñèòåëüíî òåêóùåãî áàðà) íà÷àëüíîãî áàðà, 
             // ñ êîòîðîãî íà÷èíàåòñÿ ïîèñê íàèáîëüøåãî çíà÷åíèÿ
             )
  {
//----+
   int index=startPos;

//---- ïðîâåðêà ñòàðòîâîãî èíäåêñà íà êîððåêòíîñòü
   if(startPos<0)
     {
      Print("Íåâåðíîå çíà÷åíèå â ôóíêöèè iHighest, startPos = ",startPos);
      return(0);
     }

//---- ïðîâåðêà çíà÷åíèÿ startPos íà êîððåêòíîñòü
   if(startPos-count<0)
      count=startPos;

   double max=array[startPos];

//---- ïîèñê èíäåêñà
   for(int i=startPos; i>startPos-count; i--)
     {
      if(array[i]>max)
        {
         index=i;
         max=array[i];
        }
     }
//----+ âîçâðàò èíäåêñà íàèáîëüøåãî áàðà
   return(index);
  }
//+------------------------------------------------------------------+
//|  searching index of the lowest bar                               |
//+------------------------------------------------------------------+
int iLowest(
            const double &array[],// ìàññèâ äëÿ ïîèñêà èíäåêñà ìèíèìàëüíîãî ýëåìåíòà
            int count,// ÷èñëî ýëåìåíòîâ ìàññèâà (â íàïðàâëåíèè îò òåêóùåãî áàðà â ñòîðîíó óáûâàíèÿ èíäåêñà), 
            // ñðåäè êîòîðûõ äîëæåí áûòü ïðîèçâåäåí ïîèñê.
            int startPos //èíäåêñ (ñìåùåíèå îòíîñèòåëüíî òåêóùåãî áàðà) íà÷àëüíîãî áàðà, 
            // ñ êîòîðîãî íà÷èíàåòñÿ ïîèñê íàèìåíüøåãî çíà÷åíèÿ
            )
  {
//----+
   int index=startPos;

//---- ïðîâåðêà ñòàðòîâîãî èíäåêñà íà êîððåêòíîñòü
   if(startPos<0)
     {
      Print("Íåâåðíîå çíà÷åíèå â ôóíêöèè iLowest, startPos = ",startPos);
      return(0);
     }

//---- ïðîâåðêà çíà÷åíèÿ startPos íà êîððåêòíîñòü
   if(startPos-count<0)
      count=startPos;

   double min=array[startPos];

//---- ïîèñê èíäåêñà
   for(int i=startPos; i>startPos-count; i--)
     {
      if(array[i]<min)
        {
         index=i;
         min=array[i];
        }
     }
//----+ âîçâðàò èíäåêñà íàèìåíüøåãî áàðà
   return(index);
  }
//+------------------------------------------------------------------+    
//| FloatPivot Channel indicator initialization function             | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_total=int(MathMax(3,IPeriod));
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtUp1Buffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtUp2Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(2,ExtABuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(3,ExtBBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(4,ExtCBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(5,ExtDn1Buffer,INDICATOR_DATA);
   SetIndexBuffer(6,ExtDn2Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè
   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"FloatPivot( IPeriod = ",IPeriod,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| FloatPivot Channel iteration function                            | 
//+------------------------------------------------------------------+  
int OnCalculate(
                const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[]
                )
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total) return(0);

//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ
   int first,bar;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated==0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      first=prev_calculated-1;// ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
     }

//---- Îñíîâíîé öèêë ðàñ÷¸òà êàíàëà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      double max=high[iHighest(high,IPeriod,bar)];
      double min=low[iLowest(low,IPeriod,bar)];
      double pivot=(close[bar-1]+close[bar-2]+close[bar-3])/3;
      // Pivot
      double res=(max+min+pivot)/3;
      // (R1 - Pivot) / 2
      ExtABuffer[bar]=ExtUp1Buffer[bar]=((2*res-min)+res)/2;
      ExtCBuffer[bar]=ExtDn2Buffer[bar]=(res+(2*res-max))/2;      
      ExtBBuffer[bar]=ExtUp2Buffer[bar]=ExtDn1Buffer[bar]=res;
     }
//----    
   return(rates_total);
  }
//+------------------------------------------------------------------+