#_i_Intra_day

//+------------------------------------------------------------------+
//|                                                    Intra_Day.mq4 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, klot."
#property link      "klot@mail.ru"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Aqua
#property indicator_color2 LightSkyBlue
#property indicator_color3 Blue
#property indicator_color4 Blue
//---- indicator parameters
extern int Hour_Begin_Day=21;
extern int Asian_end_hour=7;
extern int Europa_end_hour=15;
extern int ExtDepth=9;
extern int perATR=50;
extern int m = 1;
int i0 = 0;
extern double kkk = 0.88;
//---- indicator buffers
int begin,end;
datetime begin_time,end_time,asia_t,amer_t;
double low_asia,high_asia,low_day,high_day,atr;
double zzL[];
double zzH[];
double zz[];
//-----------------------
double fx[];
double fxH[];
double fxL[];
double a[10,10],b[10],x[10],sx[20];
double sum; 
int pp;
int nn;
int bar;
//*******************************************
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
 IndicatorBuffers(6);
//---- drawing settings
   SetIndexStyle(0,DRAW_SECTION);
//---- indicator buffers mapping
   SetIndexBuffer(0,zz);
   SetIndexBuffer(4,zzH);
   SetIndexBuffer(5,zzL);
   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(4,0.0);
   SetIndexEmptyValue(5,0.0);
//-------------------------
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,fx);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,fxH);
   SetIndexStyle(3,DRAW_LINE);
   SetIndexBuffer(3,fxL);
   nn=m+1;
//---- indicator short name
   IndicatorShortName("Intra_Day");
//---- initialization done
 
   return(0);
  }
  int deinit()
  {
//----
   obje_del();
//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
{
   int    asia_b,i;
   if ( Bars<(1440/Period()) ) return(0);
   
      datetime _cur_time=iTime(NULL,0,0);
      int      _nbar_day=iBarShift(NULL,PERIOD_D1,_cur_time);
                     
               begin_time=iTime(NULL,PERIOD_D1,_nbar_day)-(24-Hour_Begin_Day)*3600;
               begin=iBarShift(NULL,0,begin_time);
               asia_t=iTime(NULL,PERIOD_D1,_nbar_day)+(Asian_end_hour*3600);
               amer_t=iTime(NULL,PERIOD_D1,_nbar_day)+(Europa_end_hour*3600);
               end_time=iTime(NULL,PERIOD_D1,_nbar_day)+(Hour_Begin_Day*3600);
               asia_b=iBarShift(NULL,0,asia_t);
               end=iBarShift(NULL,0,end_time);
       //atr=iATR(NULL,PERIOD_D1,perATR,_nbar_day+1);
       atr=0;
       for(i=perATR; i>=1; i--)
        {
         atr+=iHigh(NULL,PERIOD_D1,_nbar_day+i)-iLow(NULL,PERIOD_D1,_nbar_day+i);
        }
        atr=atr/perATR;
      
       low_asia=Low[Lowest(NULL,0,MODE_LOW,(begin-asia_b),asia_b+1)];
       high_asia=High[Highest(NULL,0,MODE_HIGH,(begin-asia_b),asia_b+1)];
       
       low_day=High[Highest(NULL,0,MODE_HIGH,begin,0)]-atr;
       high_day=Low[Lowest(NULL,0,MODE_LOW,begin,0)]+atr;
       
       _ZigZag(begin);
       _reg_cannel(begin);
       obje_del();
       obje_creat();
       
    return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void obje_del()
{
   ObjectDelete("Begin");
   ObjectDelete("Asian");
   ObjectDelete("End");
   ObjectDelete("Amer");
   ObjectDelete("Open");
   ObjectDelete("High_asian");
   ObjectDelete("Low_asian");
   ObjectDelete("low_day");
   ObjectDelete("high_day");
}
void obje_creat()
{
   ObjectCreate("Begin",OBJ_VLINE,0,begin_time,0);
   ObjectCreate("Asian",OBJ_VLINE,0,asia_t,0);
   ObjectCreate("Amer",OBJ_VLINE,0,amer_t,0);
   ObjectCreate("End",OBJ_VLINE,0,end_time,0);
   //---------------------
   ObjectCreate("Open",OBJ_TREND,0,begin_time,Open[begin],Time[0],Open[begin]);
   ObjectSet("Open",OBJPROP_RAY,false);
   ObjectSet("Open",OBJPROP_STYLE,STYLE_DOT);
   
   ObjectCreate("High_asian",OBJ_TREND,0,begin_time,high_asia,Time[0],high_asia);
   ObjectSet("High_asian",OBJPROP_RAY,false); 
   ObjectSet("High_asian",OBJPROP_STYLE,STYLE_DASH);
   ObjectSet("High_asian",OBJPROP_COLOR,DarkOrange); 
   
   ObjectCreate("Low_asian",OBJ_TREND,0,begin_time,low_asia,Time[0],low_asia);
   ObjectSet("Low_asian",OBJPROP_RAY,false);
   ObjectSet("Low_asian",OBJPROP_STYLE,STYLE_DASH);
   ObjectSet("Low_asian",OBJPROP_COLOR,DarkOrange); 
   
   ObjectCreate("low_day",OBJ_TREND,0,Time[0]-900*Period(),low_day,Time[0]+900*Period(),low_day);
   ObjectSet("low_day",OBJPROP_RAY,false);
   ObjectSet("low_day",OBJPROP_COLOR,Yellow);
   
   ObjectCreate("high_day",OBJ_TREND,0,Time[0]-900*Period(),high_day,Time[0]+900*Period(),high_day);
   ObjectSet("high_day",OBJPROP_RAY,false);
   ObjectSet("high_day",OBJPROP_COLOR,Yellow);
}
void _ZigZag(int nbar)
{
int    i,shift,pos,lasthighpos,lastlowpos,curhighpos,curlowpos;
   double curlow,curhigh,lasthigh,lastlow,waveH,waveL;
   double min, max;
   ArrayInitialize(zz,0.0);
   ArrayInitialize(zzL,0.0);
   ArrayInitialize(zzH,0.0);
   
   lasthighpos=nbar; lastlowpos=nbar;
   lastlow=Low[lastlowpos];lasthigh=High[lasthighpos];
   zz[lastlowpos]=lastlow; zz[lasthighpos]=lasthigh;
   
  for(shift=nbar-ExtDepth; shift>=0; shift--)
    {
      curlowpos=Lowest(NULL,0,MODE_LOW,ExtDepth,shift);
      curlow=Low[curlowpos];
      curhighpos=Highest(NULL,0,MODE_HIGH,ExtDepth,shift);
      curhigh=High[curhighpos];
      //------------------------------------------------
      if( curlow>=lastlow ) { lastlow=curlow; }
      else
         { 
            //èäåì âíèç
            if( lasthighpos>curlowpos  ) 
            { 
            zzL[curlowpos]=curlow;
              ///*
              min=100000; pos=lasthighpos;
               for(i=lasthighpos; i>=curlowpos; i--)
                  { 
                    if (zzL[i]==0.0) continue;
                    if (zzL[i]<min) { min=zzL[i]; pos=i; }
                    zz[i]=0.0;
                  } 
               zz[pos]=min;
               //*/
            } 
          lastlowpos=curlowpos;
          lastlow=curlow; 
         }
      //--- high
      if( curhigh<=lasthigh )  { lasthigh=curhigh;}
      else
         {  
            // èäåì ââåðõ
            if( lastlowpos>curhighpos ) 
            {  
            zzH[curhighpos]=curhigh;
           ///*
               max=-100000; pos=lastlowpos;
               for(i=lastlowpos; i>=curhighpos; i--)
                  { 
                    if (zzH[i]==0.0) continue;
                    if (zzH[i]>max) { max=zzH[i]; pos=i; }
                    zz[i]=0.0;
                  } 
               zz[pos]=max;
           //*/     
            }  
         lasthighpos=curhighpos;
         lasthigh=curhigh;    
         }       
    //----------------------------------------------------------------------
    }
 return(0);
}
//+------------------------------------------------------------------+
void _reg_cannel(int p)
{
   int i,n,k;
//**********************************************************
   double val0,val1,val2,val3,val4;
   int kk;
   
//**********************************************************
  
  sx[1]=p+1;
  SetIndexDrawBegin(1,Bars-p);
  SetIndexDrawBegin(2,Bars-p);
  SetIndexDrawBegin(3,Bars-p);
  //----------------------sx---------------------
  for(i=1; i<=nn*2-2; i++) 
  {
    sum=0.0; 
    for(n=i0; n<=i0+p; n++) {sum+=MathPow(n,i);} 
    sx[i+1]=sum;
  }  
  //----------------------syx--------------------
  for(i=1; i<=nn; i++) 
  {
    sum=0.0; 
    for(n=i0; n<=i0+p; n++) 
    {
      if (i==1) sum+=Close[n]; 
      else 
      sum+=Close[n]*MathPow(n,i-1);
    } 
    b[i]=sum;
  } 
  //===============Matrix========================
  for(int j=1; j<=nn; j++) 
  {
    for(i=1; i<=nn; i++) 
    {
      k=i+j-1; 
      a[i,j]=sx[k];
    }
  }  
  //===============Gauss=========================
  af_Gauss(nn,a,b,x);
  //=============================================
  for (i=i0; i<=i0+p; i++) 
  {
    sum=0; 
    for(k=1; k<=m; k++) sum+=x[k+1]*MathPow(i,k); 
    fx[i]=x[1]+sum;
  } 
//-------------------------------------------------------------
//*************************************************************
  for (i=i0; i<=i0+p; i++) 
  {
  if ( fx[p]>fx[0] ) 
      { 
         val1=0; val2=0; val3=0; val4=0;
         for (kk=i0;kk<=i0+p;kk++)
            {
            val3=fx[kk]-iClose(NULL,0,kk);
            val1=iClose(NULL,0,kk)-fx[kk]; 
            val2=MathMax(val2,val1);
            val4=MathMax(val4,val3);
            }
      }
    if ( fx[p]<=fx[0] ) 
      { 
         val1=0; val2=0; val3=0; val4=0;
         for (kk=i0;kk<=i0+p;kk++)
            {
            val1=iClose(NULL,0,kk)-fx[kk];
            val3=fx[kk]-iClose(NULL,0,kk);
            val2=MathMax(val2,val1);
            val4=MathMax(val4,val3);
            }
         
      }
            val0=MathMin(val2,val4);
            fxH[i]=fx[i]+val0*kkk;
            fxL[i]=fx[i]-val0*kkk;
  }
  //-------------------------------------------------------------
  //*************************************************************
//  Comment( " p = ",p,"  pp = ",pp);
  return(0);
}
//*************************************************************** 
void af_Gauss(int n, double& a[][],double& b[], double& x[])
{
  int i,j,k,l;
  double q,m,t;

  for(k=1; k<=n-1; k++) 
  {
    l=0; 
    m=0; 
    for(i=k; i<=n; i++) 
    {
      if (MathAbs(a[i,k])>m) {m=MathAbs(a[i,k]); l=i;}
    } 
    if (l==0) return(0);   

    if (l!=k) 
    {
      for(j=1; j<=n; j++) 
      {
        t=a[k,j]; 
        a[k,j]=a[l,j]; 
        a[l,j]=t;
      } 
      t=b[k]; 
      b[k]=b[l]; 
      b[l]=t;
    }  

    for(i=k+1;i<=n;i++) 
    {
      q=a[i,k]/a[k,k]; 
      for(j=1;j<=n;j++) 
      {
        if (j==k) a[i,j]=0; 
        else 
        a[i,j]=a[i,j]-q*a[k,j];
      } 
      b[i]=b[i]-q*b[k];
    }
  }  
  
  x[n]=b[n]/a[n,n]; 
  
  for(i=n-1;i>=1;i--) 
  {
    t=0; 
    for(j=1;j<=n-i;j++) 
    {
      t=t+a[i,i+j]*x[i+j]; 
      x[i]=(1/a[i,i])*(b[i]-t);
    }
  }
  return;
}
//**********************************************************************