Intraday channel breakout

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

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#property indicator_chart_window

#property indicator_buffers 7

#property indicator_plots   4

#property indicator_label1  "Channel zone filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrGainsboro,clrGainsboro

#property indicator_label2  "Upper limit"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrLimeGreen

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Lower limit"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrRed

#property indicator_style3  STYLE_DOT

#property indicator_label4  "Breakout bars"

#property indicator_type4   DRAW_COLOR_HISTOGRAM2

#property indicator_color4  clrLimeGreen,clrRed

#property indicator_width4  2

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input string    inpStartTime = "00:00"; // Start time

input string    inpEndTime   = "03:59"; // Ending time

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double  fillu[],filld[],limu[],limd[],histou[],histod[],histoc[];



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int OnInit()

{

   SetIndexBuffer(0,fillu ,INDICATOR_DATA);

   SetIndexBuffer(1,filld ,INDICATOR_DATA);

   SetIndexBuffer(2,limu  ,INDICATOR_DATA);

   SetIndexBuffer(3,limd  ,INDICATOR_DATA);

   SetIndexBuffer(4,histou,INDICATOR_DATA);

   SetIndexBuffer(5,histod,INDICATOR_DATA);

   SetIndexBuffer(6,histoc,INDICATOR_COLOR_INDEX);

//

//---

//

   if (_Period>=PERIOD_D1)

   {

      Alert("Indicator can work on time frames less than daily only");  return(INIT_FAILED);

   }

   IndicatorSetString(INDICATOR_SHORTNAME,"Channel "+inpStartTime+" "+inpEndTime+" breakout");

   return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { }



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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[])

{

   if (Bars(_Symbol,_Period)<rates_total) return(-1);

   int _secondsStart = (int)StringToTime("1970.01.01 "+inpStartTime);

   int _secondsEnd   = (int)StringToTime("1970.01.01 "+inpEndTime);

   int i=(int)MathMax(prev_calculated-1,0); for (; i<rates_total  && !_StopFlag; i++)

   {

      datetime _startTime = StringToTime(TimeToString(time[i],TIME_DATE))+_secondsStart;

      datetime _endTime   = StringToTime(TimeToString(time[i],TIME_DATE))+_secondsEnd;

      double max = ((i>0) ? limu[i-1] : high[i]), min = ((i>0) ? limd[i-1] : low[i]);

         if (_startTime<= time[i] && _endTime>=time[i])

         {

            max = high[i];

            min = low[i];

            for (int k=1; i-k>=0 && time[i-k]>=_startTime; k++)

            {

               max = MathMax(max,high[i-k]);

               min = MathMin(min,low[i-k]);

            }

         }                           

      limu[i] = max;

      limd[i] = min;

         if (_startTime<=time[i] && _endTime>=time[i])

         {

            fillu[i] = max;

            filld[i] = min;

            histou[i] = EMPTY_VALUE;

            histod[i] = EMPTY_VALUE;

         }

         else

         {

            fillu[i]  = (limu[i]+limd[i])/2.0;

            filld[i]  = (limu[i]+limd[i])/2.0;

            histou[i] = (close[i]>limu[i] || close[i]<limd[i]) ? high[i] : EMPTY_VALUE;

            histod[i] = (close[i]>limu[i] || close[i]<limd[i]) ? low[i]  : EMPTY_VALUE;

            histoc[i] = (close[i]>limu[i]) ? 0 : 1;

         }

   }      

   return(i);

}