Fractal_Channel

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

//|                                              Fractal_Channel.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 "Fractal Channel indicator"

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot Upper

#property indicator_label1  "Upper"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Lower

#property indicator_label2  "Lower"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint     InpFrames=5;    // Frame

//--- indicator buffers

double         BufferUpper[];

double         BufferLower[];

//--- global variables

int            frames;

int            shift;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   frames=int(InpFrames<3 ? 3 : InpFrames);

   shift=(frames-1)/2;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUpper,INDICATOR_DATA);

   SetIndexBuffer(1,BufferLower,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Fractal channel ("+(string)frames+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUpper,true);

   ArraySetAsSeries(BufferLower,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-shift-3;

      ArrayInitialize(BufferUpper,EMPTY_VALUE);

      ArrayInitialize(BufferLower,EMPTY_VALUE);

     }



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

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

     {

      bool UpFr=true;

      bool DnFr=true;

      for(int j=1;j<=shift;j++)

        {

         if(high[i+shift]<=high[i+shift-j] || high[i+shift]<=high[i+shift+j])

            UpFr=false;

         if(low[i+shift]>=low[i+shift-j] || low[i+shift]>=low[i+shift+j])

            DnFr=false;

        }

      if(UpFr)

        {

         for(int j=0;j<=shift;j++)

            BufferUpper[i+shift-j]=high[i+shift];

        }

      else

         for(int j=0;j<=shift;j++)

            BufferUpper[i+shift-j]=BufferUpper[i+shift+1-j];

      if(DnFr)

        {

         for(int j=0;j<=shift;j++)

            BufferLower[i+shift-j]=low[i+shift];

        }

      else

         for(int j=0;j<=shift;j++)

            BufferLower[i+shift-j]=BufferLower[i+shift+1-j];

     }



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

   return(rates_total);

  }

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