iFreeNumFractals

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

//|                                             iFreeNumFractals.mq5 |

//|            Copyright © 2017, Artem A. Trishkin, Skype artmedia70 |

//|                      https://login.mql5.com/ru/users/artmedia70/ |

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2017, Artem A. Trishkin, Skype artmedia70"

//---- AAK;:0 =0 A09B 02B>@0

#property link      "https://login.mql5.com/ru/users/artmedia70/"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "3.00"

//---- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//---- 8A?>;L7>20=> 2A53> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  0@0<5B@K >B@8A>2:8 25@E=53> 8=48:0B>@0     |

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 A8<2>;0

#property indicator_type1   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= @>7>2K9 F25B

#property indicator_color1  clrMagenta

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 3

#property indicator_width1  3

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "Up Fractal"

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

//|  0@0<5B@K >B@8A>2:8 =86=53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 A8<2>;0

#property indicator_type2   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color2  clrBlueViolet

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 3

#property indicator_width2  3

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2 "Down Fractal"

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_TYPE_FRACTAL

  {

   TYPE_FRACTAL_ACCURATE   =  0,    // Accurate fractal

   TYPE_FRACTAL_INACCURATE =  1,    // Inaccurate fractal

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input ENUM_TYPE_FRACTAL TypeFractals   =  TYPE_FRACTAL_ACCURATE;  // Type of fractal

input uint              LeftNumUp=2;                              // The number of bars on the left for upper fractals

int leftNumUp; // >;8G5AB2> 10@>2 A;520 4;O 25@E=53> D@0:B0;0

input uint              RightNumUp=2;                             // The number of bars on the right for upper fractals

int rightNumUp;// >;8G5AB2> 10@>2 A?@020 4;O 25@E=53> D@0:B0;0

input uint              LeftNumDn=2;                              // The number of bars on the left for lower fractals

int leftNumDn; // >;8G5AB2> 10@>2 A;520 4;O =86=53> D@0:B0;0

input uint              RightNumDn=2;                             // The number of bars on the right for lower fractals

int rightNumDn;// >;8G5AB2> 10@>2 A?@020 4;O =86=53> D@0:B0;0

input uint              UpLable=217;                              // ;5910 25@E=53> D@0:B0;0

input uint              DnLable=218;                              // ;5910 =86=53> D@0:B0;0

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



//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double UpBuffer[],DnBuffer[];

//---

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//---- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   min_rates_total=int(MathMax(LeftNumUp+RightNumUp,LeftNumDn+RightNumDn));   

   leftNumUp=(int(LeftNumUp)<1?1:int(LeftNumUp));

   rightNumUp=(int(RightNumUp)<1?1:int(RightNumUp));

   leftNumDn=(int(LeftNumDn)<1?1:int(LeftNumDn));

   rightNumDn=(int(RightNumDn)<1?1:int(RightNumDn));



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,UpBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"Up Fractal");

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_ARROW,UpLable);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpBuffer,true);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,DnBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(1,PLOT_LABEL,"Down Fractal");

//---- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_ARROW,DnLable);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnBuffer,true);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 8<O 4;O >:>= 40==KE 8 ;M910 4;O AC1J>:>= 

   string short_name=MQLInfoString(MQL_PROGRAM_NAME)+"("+(string)leftNumUp+","+(string)rightNumUp+")("+(string)leftNumDn+","+(string)rightNumDn+")";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//----   

  }

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

//| 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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(0);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(int bar=limit; bar>fmin(rightNumUp,rightNumDn) && !IsStopped(); bar--)

     {

      UpBuffer[bar]=EMPTY_VALUE;

      DnBuffer[bar]=EMPTY_VALUE;

      

      if(GetFreeUpperFractal(rates_total,high,bar,leftNumUp,rightNumUp)>0) UpBuffer[bar]=high[bar];

      if(GetFreeLowerFractal(rates_total,low,bar,leftNumDn,rightNumDn)>0) DnBuffer[bar]=low[bar];

     }

//----     

   return(rates_total);

  }

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

//| GetFreeUpperFractal() iteration function                         |

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

double GetFreeUpperFractal(const int Rates_Total,const double &High[],int shift,int left_dimension=2,int right_dimension=2)

  {

//---

   if(left_dimension<1) left_dimension=1;

   if(right_dimension<1) right_dimension=1;

   if(shift-right_dimension<1 || shift+left_dimension>Rates_Total-1) return(-1);

   if(TypeFractals==TYPE_FRACTAL_ACCURATE) 

     {

      for(int iii=shift-1; iii>=shift-right_dimension; iii--) if(High[iii]>High[iii+1]) return(-1);

      for(int iii=shift+1; iii<=shift+left_dimension; iii++)  if(High[iii]>High[iii-1]) return(-1);

     }

   else 

     {

      for(int iii=shift-1; iii>=shift-right_dimension; iii--) if(High[iii]>High[shift]) return(-1);

      for(int iii=shift+1; iii<=shift+left_dimension; iii++)  if(High[iii]>High[shift]) return(-1);

     }

//---

   return(High[shift]);

  }

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

//| GetFreeLowerFractal() iteration function                         |

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

double GetFreeLowerFractal(const int Rates_Total,const double &Low[],int shift,int left_dimension=2,int right_dimension=2)

  {

//---

   if(left_dimension<1) left_dimension=1;

   if(right_dimension<1) right_dimension=1;

   if(shift-right_dimension<1 || shift+left_dimension>Rates_Total-1) return(-1);

   if(TypeFractals==TYPE_FRACTAL_ACCURATE) 

     {

      for(int iii=shift-1; iii>=shift-right_dimension; iii--) if(Low[iii]<Low[iii+1]) return(-1);

      for(int iii=shift+1; iii<=shift+left_dimension; iii++)  if(Low[iii]<Low[iii-1]) return(-1);

     }

   else 

     {

      for(int iii=shift-1; iii>=shift-right_dimension; iii--) if(Low[iii]<Low[shift]) return(-1);

      for(int iii=shift+1; iii<=shift+left_dimension; iii++)  if(Low[iii]<Low[shift]) return(-1);

     }

//---

   return(Low[shift]);

  }

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