Gann_Multi_Trend

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

//|                                             Gann_Multi_Trend.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 "Gann multi trend indicator"

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   6

//--- plot UP1

#property indicator_label1  "First up"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot UP2

#property indicator_label2  "Second up"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrYellowGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  2

//--- plot UP3

#property indicator_label3  "Third up"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrGreen

#property indicator_style3  STYLE_SOLID

#property indicator_width3  2

//--- plot DN1

#property indicator_label4  "First down"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrRed

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- plot DN2

#property indicator_label5  "Second down"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrOrange

#property indicator_style5  STYLE_SOLID

#property indicator_width5  2

//--- plot DN3

#property indicator_label6  "Third down"

#property indicator_type6   DRAW_LINE

#property indicator_color6  clrRed

#property indicator_style6  STYLE_SOLID

#property indicator_width6  2

//--- input parameters

input uint     InpPeriod1  =  1;    // Short term period

input uint     InpPeriod2  =  2;    // Medium term period

input uint     InpPeriod3  =  3;    // Long term period

input int      InpDev      =  15;   // Deviation

//--- indicator buffers

double         BufferUP1[];

double         BufferUP2[];

double         BufferUP3[];

double         BufferDN1[];

double         BufferDN2[];

double         BufferDN3[];

//--- global variables

int            period_1;

int            period_2;

int            period_3;

int            period_max;

double         k2;

double         k3;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_1=int(InpPeriod1<1 ? 1 : InpPeriod1);

   period_2=int(InpPeriod2<1 ? 1 : InpPeriod2);

   period_3=int(InpPeriod3<1 ? 1 : InpPeriod3);

   period_max=fmax(period_1,fmax(period_2,period_3));

   k2=InpDev*Point();

   k3=2*InpDev*Point();

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP1,INDICATOR_DATA);

   SetIndexBuffer(1,BufferUP2,INDICATOR_DATA);

   SetIndexBuffer(2,BufferUP3,INDICATOR_DATA);

   SetIndexBuffer(3,BufferDN1,INDICATOR_DATA);

   SetIndexBuffer(4,BufferDN2,INDICATOR_DATA);

   SetIndexBuffer(5,BufferDN3,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Gann multi trend ("+(string)period_1+","+(string)period_2+","+(string)period_3+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetString(0,PLOT_LABEL,"First up("+(string)period_1+")");

   PlotIndexSetString(1,PLOT_LABEL,"Second up("+(string)period_2+")");

   PlotIndexSetString(2,PLOT_LABEL,"Third up("+(string)period_3+")");

   

   PlotIndexSetString(3,PLOT_LABEL,"First down("+(string)period_1+")");

   PlotIndexSetString(4,PLOT_LABEL,"Second down("+(string)period_2+")");

   PlotIndexSetString(5,PLOT_LABEL,"Third down("+(string)period_3+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP1,true);

   ArraySetAsSeries(BufferUP2,true);

   ArraySetAsSeries(BufferUP3,true);

   ArraySetAsSeries(BufferDN1,true);

   ArraySetAsSeries(BufferDN2,true);

   ArraySetAsSeries(BufferDN3,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);

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<period_max) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_max-1;

      ArrayInitialize(BufferUP1,EMPTY_VALUE);

      ArrayInitialize(BufferUP2,EMPTY_VALUE);

      ArrayInitialize(BufferUP3,EMPTY_VALUE);

      ArrayInitialize(BufferDN1,EMPTY_VALUE);

      ArrayInitialize(BufferDN2,EMPTY_VALUE);

      ArrayInitialize(BufferDN3,EMPTY_VALUE);

     }



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

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

     {

      if(!CalcData(i,period_1,BufferUP1,BufferDN1,high,low,0))  continue;

      if(!CalcData(i,period_2,BufferUP2,BufferDN2,high,low,k2)) continue;

      if(!CalcData(i,period_3,BufferUP3,BufferDN3,high,low,k3)) continue;

     }



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

   return(rates_total);

  }

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

//|                                                                  |

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

bool CalcData(const int index,const int period,

              double &array_up[],double &array_dn[],

              const double &high[],const double &low[],

              const double distance)

  {

   int bh=Highest(period,index+period);

   int bl=Lowest(period,index+period);

   if(bh==WRONG_VALUE || bl==WRONG_VALUE)

      return false;

   double max=high[bh];

   double min=low[bl];



   if(high[index]>max && low[index]>min)

     {

      array_up[index]=low[index]-distance;

      array_up[index+1]=low[index+1]-distance;

      array_dn[index]=EMPTY_VALUE;

     }

   else

     {

      if(high[index]<max && low[index]<min)

        {

         array_dn[index]=high[index]+distance;

         array_dn[index+1]=high[index+1]+distance;

         array_up[index]=EMPTY_VALUE;

        }

      else

        {

         if(high[index]<max && low[index]>min)

           {

            array_up[index]=array_up[index+1];

            array_dn[index]=array_dn[index+1];

           }

         else

           {

            array_up[index]=EMPTY_VALUE;

            array_dn[index]=EMPTY_VALUE;

            array_up[index+1]=EMPTY_VALUE;

            array_dn[index+1]=EMPTY_VALUE;

           }

        }

     }

   return true;

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int Highest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   return(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMaximum(array)+start : WRONG_VALUE);

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 Low            |

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

int Lowest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   return(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count ? ArrayMinimum(array)+start : WRONG_VALUE);

   return WRONG_VALUE;

  }

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