Level_Trading

//+------------------------------------------------------------------+
//|                                                Level Trading.mq4 |
//|                                                         by Accel |
//+------------------------------------------------------------------+

#property copyright "Accel"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue

extern color TrendUpColor=Blue;
extern color TrendDownColor=Red;
extern bool SnapExtremumsToLevelOnChar=True;
extern int FractalBarsOnEachSide=5;
extern int ProceedMaxHistoryBars=1000;
extern int LevelActuality=160;
extern bool RestDefaultTimeframeValues=1;
extern int ExtremumToLevelMaxGap=100;
extern double PriceDeltaFor1Bar=20;

int LevelLength[];
int LevelWidth[];
int PriceCrossedLevel;
double long[];
double short[];

int init()
{
IndicatorBuffers(2);
SetIndexBuffer(0,long);
SetIndexBuffer(1,short);
return(0);
}

int deinit()
{
int i=0;

for (i=Bars-1;i>=0;i--)
   if (ObjectFind("Level_"+i)!=-1)
      ObjectDelete("Level_"+i);
for (i=Bars-1;i>=0;i--)
   if (ObjectFind("Trend_"+i)!=-1)
      ObjectDelete("Trend_"+i);
return(0);
}

int LastBarWasHighLow(int LELB, int LEHB)
{
if (LELB==-1 && LEHB!=-1)
   return(1);   
if (LELB!=-1 && LEHB==-1)
   return(-1); 
if (LELB!=-1 && LEHB!=-1 && LELB>LEHB) 
   return(1);
if (LELB!=-1 && LEHB!=-1 && LELB<LEHB) 
   return(-1);
return(0);
}

int start()
{
int i,j;
int BarsToCheck;
int Stop;
int CurrState; //CurrState=0 - íå íàøëè ïåðåñå÷åíèÿ, 1-ïåðåñå÷åíèå ââåðõ, -1-ïåðåñå÷åíèå âíèç
int LastExtremumHighBar=-1;
int LastExtremumLowBar=-1;
int LastExtremumBar=-1;
double iFractalValue=0,jFractalValue=0;

SetIndexStyle(0,DRAW_ARROW,0,3);
SetIndexArrow(0,159);
SetIndexStyle(1,DRAW_ARROW,0,3);
SetIndexArrow(1,159);
ArrayInitialize(long,0);
ArrayInitialize(short,0);

if (RestDefaultTimeframeValues==1)
   {
   switch (Period())
      {
      case 1:
         {
         ExtremumToLevelMaxGap=2;
         PriceDeltaFor1Bar=0.2;
         break;
         }      
      case 5:
         {
         ExtremumToLevelMaxGap=5;
         PriceDeltaFor1Bar=0.2;
         break;
         }
      case 15:
         {
         ExtremumToLevelMaxGap=8;
         PriceDeltaFor1Bar=0.2;
         break;
         }
      case 30:
         {
         ExtremumToLevelMaxGap=10;
         PriceDeltaFor1Bar=0.3;
         break;
         }
      case 60:
         {
         ExtremumToLevelMaxGap=15;
         PriceDeltaFor1Bar=0.4;
         break;
         }
      case 240:
         {
         ExtremumToLevelMaxGap=25;
         PriceDeltaFor1Bar=0.4;
         break;
         }
      case 1440:
         {
         ExtremumToLevelMaxGap=75;
         PriceDeltaFor1Bar=1.5;
         break;
         }
      case 10080:
         {
         ExtremumToLevelMaxGap=150;
         PriceDeltaFor1Bar=5;
         break;
         }         
      case 43200:
         {
         ExtremumToLevelMaxGap=300;
         PriceDeltaFor1Bar=24;
         break;
         }
      }
   }
   
PriceCrossedLevel=ExtremumToLevelMaxGap*2;

ArrayResize(LevelLength,Bars);
ArrayInitialize(LevelLength,0);
ArrayResize(LevelWidth,Bars);
ArrayInitialize(LevelWidth,1);

if (FractalBarsOnEachSide<=0)
   FractalBarsOnEachSide=1;

//Èùåì ôðàêòàëû  
for (i=MathMin(ProceedMaxHistoryBars,Bars-FractalBarsOnEachSide-1);i>=FractalBarsOnEachSide;i--)
   {
   //Èùåì íèæíèé ôðàêòàë
   if (i==Lowest(Symbol(),Period(),MODE_LOW,FractalBarsOnEachSide*2+1,i-FractalBarsOnEachSide))
      {
      switch (LastBarWasHighLow(LastExtremumLowBar,LastExtremumHighBar))
         {
         case -1:
            {
            if (Low[i]<Low[LastExtremumLowBar])
               {
               long[i]=Low[i];
               long[LastExtremumLowBar]=0;
               LastExtremumLowBar=i;
               }
            break;
            }
         case 1:
            {
            if (Low[i]<High[LastExtremumHighBar])
               {
               long[i]=Low[i];
               LastExtremumLowBar=i;
               }
            break;
            }
         case 0:
            {
            long[i]=Low[i];
            LastExtremumLowBar=i;
            break;
            }
         }
      }
   //Èùåì âåðõíèé ôðàêòàë
   if (i==Highest(Symbol(),Period(),MODE_HIGH,FractalBarsOnEachSide*2+1,i-FractalBarsOnEachSide) && long[i]==0)
      {
      switch (LastBarWasHighLow(LastExtremumLowBar,LastExtremumHighBar))
         {
         case 1:
            {
            if (High[i]>High[LastExtremumHighBar])
               {
               short[i]=High[i];
               short[LastExtremumHighBar]=0;
               LastExtremumHighBar=i;
               }
            break;
            }
         case -1:
            {
            if (High[i]>Low[LastExtremumLowBar])
               {
               short[i]=High[i];
               LastExtremumHighBar=i;
               }
            break;
            }
         case 0:
            {
            short[i]=High[i];
            LastExtremumHighBar=i;
            break;
            }
         }
      }
   } 

//Èùåì, ãäå çàêàí÷èâàþòñÿ óðîâíè ôðàêòàëîâ (äâîéíîå ïåðåñå÷åíèå öåíîé óðîâíÿ)
for (i=MathMin(ProceedMaxHistoryBars,Bars-FractalBarsOnEachSide-1);i>=FractalBarsOnEachSide;i--)
   {
   if (long[i]==Low[i])
      {
      Stop=-1;
      CurrState=0;
      for (j=i-1;j>=0 && Stop==-1;j--)
         {
         if (CurrState==-1)
            if (High[j]>Low[i]+(i-j)*PriceDeltaFor1Bar*Point+PriceCrossedLevel*Point)
               Stop=j;
         if (CurrState==0)
            if (Low[j]<Low[i]+(i-j)*PriceDeltaFor1Bar*Point-PriceCrossedLevel*Point)
               CurrState=-1;
         }
      if (Stop!=-1)
         LevelLength[i]=i-Stop;
      else
         LevelLength[i]=i;
      }

   if (short[i]==High[i])
      {
      Stop=-1;
      CurrState=0;
      for (j=i-1;j>=0 && Stop==-1;j--)
         {
         if (CurrState==1)
            if (Low[j]<High[i]+(i-j)*PriceDeltaFor1Bar*Point-PriceCrossedLevel*Point)
               Stop=j;
         if (CurrState==0)
            if (High[j]>High[i]+(i-j)*PriceDeltaFor1Bar*Point+PriceCrossedLevel*Point)
               CurrState=1;
         }
      if (Stop!=-1)
         LevelLength[i]=i-Stop;
      else
         LevelLength[i]=i;
      }
   }

//Îáúåäèíÿåì áëèçêèå óðîâíè ðàçíûõ ôðàêòàëîâ   
for (i=MathMin(ProceedMaxHistoryBars,Bars-FractalBarsOnEachSide-1);i>=FractalBarsOnEachSide;i--)
   { 
   if (LevelLength[i]>0)
      {
      if (long[i]!=0)
         iFractalValue=long[i];
      if (short[i]!=0)
         iFractalValue=short[i];
      BarsToCheck=MathMin(LevelActuality,LevelLength[i]);
      j=i-1;
      LevelLength[i]=BarsToCheck;
      while (BarsToCheck>0)
         {         
         if (LevelLength[j]>0)
            {
            if (long[j]!=0)
               jFractalValue=long[j];
            if (short[j]!=0)
               jFractalValue=short[j];
               
            if (MathAbs(iFractalValue+(i-j)*PriceDeltaFor1Bar*Point-jFractalValue)<ExtremumToLevelMaxGap*Point)
               {
               BarsToCheck=MathMin(LevelActuality,LevelLength[j]);
               LevelLength[i]=i-j+BarsToCheck;
               LevelLength[j]=0;
               LevelWidth[i]++;
               if (SnapExtremumsToLevelOnChar==1)
                  {
                  if (long[j]!=0)
                     {
                     long[j]=iFractalValue+(i-j)*PriceDeltaFor1Bar*Point;
                     }
                  if (short[j]!=0)
                     {
                     short[j]=iFractalValue+(i-j)*PriceDeltaFor1Bar*Point;
                     }
                  }
               }
            }
         BarsToCheck--;
         j--;
         }
      }
   }
   
//Ðèñóåì ëîìàííóþ
for (i=MathMin(ProceedMaxHistoryBars,Bars-FractalBarsOnEachSide-1);i>=FractalBarsOnEachSide;i--)
   {
   if (long[i]!=0 || short[i]!=0)
      {
      if (LastExtremumBar!=-1)
         {
         if (long[i]!=0)
            {
            ObjectCreate(StringConcatenate("Trend_",i),OBJ_TREND,0,
               Time[LastExtremumBar],short[LastExtremumBar],Time[i],long[i]);
            ObjectSet(StringConcatenate("Trend_",i),OBJPROP_COLOR,TrendDownColor);
            }
         if (short[i]!=0)
            {
            ObjectCreate(StringConcatenate("Trend_",i),OBJ_TREND,0,
               Time[LastExtremumBar],long[LastExtremumBar],Time[i],short[i]);
            ObjectSet(StringConcatenate("Trend_",i),OBJPROP_COLOR,TrendUpColor);
            }
         ObjectSet(StringConcatenate("Trend_",i),OBJPROP_RAY,0);
         ObjectSet(StringConcatenate("Trend_",i),OBJPROP_WIDTH,1);
         }
      LastExtremumBar=i;
      }
   }

//Ðèñóåì óðîâíè
for (i=MathMin(ProceedMaxHistoryBars,Bars-FractalBarsOnEachSide-1);i>=FractalBarsOnEachSide;i--)
   {   
   if (LevelLength[i]!=0)
      {
      if (long[i]!=0)
         iFractalValue=long[i];
      if (short[i]!=0)
         iFractalValue=short[i];

      ObjectCreate(StringConcatenate("Level_",i),OBJ_TREND,0,
            Time[i],iFractalValue,Time[i-LevelLength[i]],iFractalValue+LevelLength[i]*PriceDeltaFor1Bar*Point);
      ObjectSet(StringConcatenate("Level_",i),OBJPROP_RAY,0);
      if (LevelWidth[i]>1)
         {
         ObjectSet(StringConcatenate("Level_",i),OBJPROP_WIDTH,MathMin(LevelWidth[i],5));
         if (LevelWidth[i]==2)
            ObjectSet(StringConcatenate("Level_",i),OBJPROP_COLOR,LightGray);
         if (LevelWidth[i]==3)
            ObjectSet(StringConcatenate("Level_",i),OBJPROP_COLOR,Silver);
         if (LevelWidth[i]==4)
            ObjectSet(StringConcatenate("Level_",i),OBJPROP_COLOR,DarkGray);
         if (LevelWidth[i]>=5)
            ObjectSet(StringConcatenate("Level_",i),OBJPROP_COLOR,Gray);
         }
      else
         {
         ObjectSet(StringConcatenate("Level_",i),OBJPROP_COLOR,LightGray);
         ObjectSet(StringConcatenate("Level_",i),OBJPROP_STYLE,STYLE_DOT);
         }
      }
   }
   
return(0);
}