MTF_Fractals

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

//|                                                 MTF_Fractals.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 "Multitimeframe fractals"

#property indicator_chart_window

#property indicator_buffers 16

#property indicator_plots   8

//--- plot Up1

#property indicator_label1  "Up 1"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Dn1

#property indicator_label2  "Dn 1"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrGray

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Up2

#property indicator_label3  "Up 2"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrRed

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot Dn2

#property indicator_label4  "Dn 2"

#property indicator_type4   DRAW_ARROW

#property indicator_color4  clrRed

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- plot Up3

#property indicator_label5  "Up 3"

#property indicator_type5   DRAW_ARROW

#property indicator_color5  clrGreen

#property indicator_style5  STYLE_SOLID

#property indicator_width5  1

//--- plot Dn3

#property indicator_label6  "Dn 3"

#property indicator_type6   DRAW_ARROW

#property indicator_color6  clrGreen

#property indicator_style6  STYLE_SOLID

#property indicator_width6  1

//--- plot Up4

#property indicator_label7  "Up 4"

#property indicator_type7   DRAW_ARROW

#property indicator_color7  clrBlue

#property indicator_style7  STYLE_SOLID

#property indicator_width7  1

//--- plot Dn4

#property indicator_label8  "Dn 4"

#property indicator_type8   DRAW_ARROW

#property indicator_color8  clrBlue

#property indicator_style8  STYLE_SOLID

#property indicator_width8  1

//--- enums

enum ENUM_DRAW_MODE

  {

   DRAW_MODE_STEPS,  // Steps

   DRAW_MODE_SLOPE   // Slope

  };

//---

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1,    // Yes

   INPUT_NO    =  0     // No

  };

//--- input parameters

input ENUM_TIMEFRAMES      InpTimeframe1  =  PERIOD_M15;    // First Fractals timeframe

input ENUM_INPUT_YES_NO    InpShowFract1  =  INPUT_YES;     // Show first fractals



input ENUM_TIMEFRAMES      InpTimeframe2  =  PERIOD_H1;     // Second Fractals timeframe

input ENUM_INPUT_YES_NO    InpShowFract2  =  INPUT_YES;     // Show second fractals



input ENUM_TIMEFRAMES      InpTimeframe3  =  PERIOD_H4;     // Third Fractals timeframe

input ENUM_INPUT_YES_NO    InpShowFract3  =  INPUT_YES;     // Show third fractals



input ENUM_TIMEFRAMES      InpTimeframe4  =  PERIOD_D1;     // Fourth Fractals timeframe

input ENUM_INPUT_YES_NO    InpShowFract4  =  INPUT_YES;     // Show fourth fractals

//--- indicator buffers

double            BufferUp1[];

double            BufferDn1[];

double            BufferUp2[];

double            BufferDn2[];

double            BufferUp3[];

double            BufferDn3[];

double            BufferUp4[];

double            BufferDn4[];

double            BufferUp1tmp[];

double            BufferDn1tmp[];

double            BufferUp2tmp[];

double            BufferDn2tmp[];

double            BufferUp3tmp[];

double            BufferDn3tmp[];

double            BufferUp4tmp[];

double            BufferDn4tmp[];

//--- global variables

ENUM_TIMEFRAMES   timeframe1;

ENUM_TIMEFRAMES   timeframe2;

ENUM_TIMEFRAMES   timeframe3;

ENUM_TIMEFRAMES   timeframe4;

int               handle_fr1;

int               handle_fr2;

int               handle_fr3;

int               handle_fr4;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- timer

   EventSetTimer(90);

//--- set global variables

   timeframe1=(InpTimeframe1>Period() ? InpTimeframe1 : Period());

   timeframe2=(InpTimeframe2>Period() ? InpTimeframe2 : Period());

   timeframe3=(InpTimeframe3>Period() ? InpTimeframe3 : Period());

   timeframe4=(InpTimeframe4>Period() ? InpTimeframe4 : Period());

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUp1,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDn1,INDICATOR_DATA);

   SetIndexBuffer(2,BufferUp2,INDICATOR_DATA);

   SetIndexBuffer(3,BufferDn2,INDICATOR_DATA);

   SetIndexBuffer(4,BufferUp3,INDICATOR_DATA);

   SetIndexBuffer(5,BufferDn3,INDICATOR_DATA);

   SetIndexBuffer(6,BufferUp4,INDICATOR_DATA);

   SetIndexBuffer(7,BufferDn4,INDICATOR_DATA);

   SetIndexBuffer(8,BufferUp1tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(9,BufferDn1tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(10,BufferUp2tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(11,BufferDn2tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(12,BufferUp3tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(13,BufferDn3tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(14,BufferUp4tmp,INDICATOR_CALCULATIONS);

   SetIndexBuffer(15,BufferDn4tmp,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   string label=TimeframeToString(timeframe1)+","+TimeframeToString(timeframe2)+","+TimeframeToString(timeframe3)+","+TimeframeToString(timeframe4)+" Fractals";

   IndicatorSetString(INDICATOR_SHORTNAME,label);

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetString(0,PLOT_LABEL,TimeframeToString(timeframe1)+" Upper Fractal");

   PlotIndexSetString(1,PLOT_LABEL,TimeframeToString(timeframe1)+" Lower Fractal");

   PlotIndexSetString(2,PLOT_LABEL,TimeframeToString(timeframe2)+" Upper Fractal");

   PlotIndexSetString(3,PLOT_LABEL,TimeframeToString(timeframe2)+" Lower Fractal");

   PlotIndexSetString(4,PLOT_LABEL,TimeframeToString(timeframe3)+" Upper Fractal");

   PlotIndexSetString(5,PLOT_LABEL,TimeframeToString(timeframe3)+" Lower Fractal");

   PlotIndexSetString(6,PLOT_LABEL,TimeframeToString(timeframe4)+" Upper Fractal");

   PlotIndexSetString(7,PLOT_LABEL,TimeframeToString(timeframe4)+" Lower Fractal");

   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,(InpShowFract1 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,(InpShowFract1 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(2,PLOT_DRAW_TYPE,(InpShowFract2 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(3,PLOT_DRAW_TYPE,(InpShowFract2 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(4,PLOT_DRAW_TYPE,(InpShowFract3 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(5,PLOT_DRAW_TYPE,(InpShowFract3 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(6,PLOT_DRAW_TYPE,(InpShowFract4 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(7,PLOT_DRAW_TYPE,(InpShowFract4 ? DRAW_ARROW : DRAW_NONE));

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,InpShowFract1);

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,InpShowFract1);

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,InpShowFract2);

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,InpShowFract2);

   PlotIndexSetInteger(4,PLOT_SHOW_DATA,InpShowFract3);

   PlotIndexSetInteger(5,PLOT_SHOW_DATA,InpShowFract3);

   PlotIndexSetInteger(6,PLOT_SHOW_DATA,InpShowFract4);

   PlotIndexSetInteger(7,PLOT_SHOW_DATA,InpShowFract4);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   for(int i=0;i<8;i++)

      PlotIndexSetInteger(i,PLOT_ARROW,GetCode(i)); // 115 || 167

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUp1,true);

   ArraySetAsSeries(BufferDn1,true);

   ArraySetAsSeries(BufferUp2,true);

   ArraySetAsSeries(BufferDn2,true);

   ArraySetAsSeries(BufferUp3,true);

   ArraySetAsSeries(BufferDn3,true);

   ArraySetAsSeries(BufferUp4,true);

   ArraySetAsSeries(BufferDn4,true);

   ArraySetAsSeries(BufferUp1tmp,true);

   ArraySetAsSeries(BufferDn1tmp,true);

   ArraySetAsSeries(BufferUp2tmp,true);

   ArraySetAsSeries(BufferDn2tmp,true);

   ArraySetAsSeries(BufferUp3tmp,true);

   ArraySetAsSeries(BufferDn3tmp,true);

   ArraySetAsSeries(BufferUp4tmp,true);

   ArraySetAsSeries(BufferDn4tmp,true);

//--- create MA's handles

   ResetLastError();

   handle_fr1=iFractals(NULL,timeframe1);

   if(handle_fr1==INVALID_HANDLE)

     {

      Print("The iFractals(",TimeframeToString(timeframe1),") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_fr2=iFractals(NULL,timeframe2);

   if(handle_fr2==INVALID_HANDLE)

     {

      Print("The iFractals(",TimeframeToString(timeframe2),") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_fr3=iFractals(NULL,timeframe3);

   if(handle_fr3==INVALID_HANDLE)

     {

      Print("The iFractals(",TimeframeToString(timeframe3),") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   handle_fr4=iFractals(NULL,timeframe4);

   if(handle_fr4==INVALID_HANDLE)

     {

      Print("The iFractals(",TimeframeToString(timeframe4),") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//--- get timeframe

   Time(NULL,timeframe1,1);

   Time(NULL,timeframe2,1);

   Time(NULL,timeframe3,1);

   Time(NULL,timeframe4,1);

//---

   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[])

  {

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<4) return 0;

   if(Time(NULL,timeframe1,1)==0 || Time(NULL,timeframe2,1)==0 || Time(NULL,timeframe3,1)==0 || Time(NULL,timeframe4,1)==0)

      return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferUp1,EMPTY_VALUE);

      ArrayInitialize(BufferDn1,EMPTY_VALUE);

      ArrayInitialize(BufferUp2,EMPTY_VALUE);

      ArrayInitialize(BufferDn2,EMPTY_VALUE);

      ArrayInitialize(BufferUp3,EMPTY_VALUE);

      ArrayInitialize(BufferDn3,EMPTY_VALUE);

      ArrayInitialize(BufferUp4,EMPTY_VALUE);

      ArrayInitialize(BufferDn4,EMPTY_VALUE);

      ArrayInitialize(BufferUp1tmp,0);

      ArrayInitialize(BufferDn1tmp,0);

      ArrayInitialize(BufferUp2tmp,0);

      ArrayInitialize(BufferDn2tmp,0);

      ArrayInitialize(BufferUp3tmp,0);

      ArrayInitialize(BufferDn3tmp,0);

      ArrayInitialize(BufferUp4tmp,0);

      ArrayInitialize(BufferDn4tmp,0);

     }

//--- >43>B>2:0 40==KE

   

   int bars1=(timeframe1==Period() ? rates_total : Bars(NULL,timeframe1));

   int bars2=(timeframe2==Period() ? rates_total : Bars(NULL,timeframe2));

   int bars3=(timeframe3==Period() ? rates_total : Bars(NULL,timeframe3));

   int bars4=(timeframe4==Period() ? rates_total : Bars(NULL,timeframe4));

   

   int count1=(limit>1 ? fmin(bars1,rates_total) : 4),copied=0;

   copied=CopyBuffer(handle_fr1,UPPER_LINE,0,count1,BufferUp1tmp);

   if(copied!=count1) return 0;

   copied=CopyBuffer(handle_fr1,LOWER_LINE,0,count1,BufferDn1tmp);

   if(copied!=count1) return 0;

   int count2=(limit>1 ? fmin(bars2,rates_total) : 4);

   copied=CopyBuffer(handle_fr2,UPPER_LINE,0,count2,BufferUp2tmp);

   if(copied!=count2) return 0;

   copied=CopyBuffer(handle_fr2,LOWER_LINE,0,count2,BufferDn2tmp);

   if(copied!=count2) return 0;

   

   int count3=(limit>1 ? fmin(bars3,rates_total) : 4);

   copied=CopyBuffer(handle_fr3,UPPER_LINE,0,count3,BufferUp3tmp);

   if(copied!=count3) return 0;

   copied=CopyBuffer(handle_fr3,LOWER_LINE,0,count3,BufferDn3tmp);

   if(copied!=count3) return 0;

   

   int count4=(limit>1 ? fmin(bars4,rates_total) : 4);

   copied=CopyBuffer(handle_fr4,UPPER_LINE,0,count4,BufferUp4tmp);

   if(copied!=count4) return 0;

   copied=CopyBuffer(handle_fr4,LOWER_LINE,0,count4,BufferDn4tmp);

   if(copied!=count4) return 0;



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

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

     {

      BufferUp1[i]=BufferDn1[i]=BufferUp2[i]=BufferDn2[i]=BufferUp3[i]=BufferDn3[i]=BufferUp4[i]=BufferDn4[i]=EMPTY_VALUE;

      int n=(limit>1 ? i : 3);

      if(InpShowFract1) DataConversion(rates_total,NULL,timeframe1,n,BufferUp1tmp,BufferUp1,DRAW_MODE_STEPS);

      if(InpShowFract1) DataConversion(rates_total,NULL,timeframe1,n,BufferDn1tmp,BufferDn1,DRAW_MODE_STEPS);

      if(InpShowFract2) DataConversion(rates_total,NULL,timeframe2,n,BufferUp2tmp,BufferUp2,DRAW_MODE_STEPS);

      if(InpShowFract2) DataConversion(rates_total,NULL,timeframe2,n,BufferDn2tmp,BufferDn2,DRAW_MODE_STEPS);

      if(InpShowFract3) DataConversion(rates_total,NULL,timeframe3,n,BufferUp3tmp,BufferUp3,DRAW_MODE_STEPS);

      if(InpShowFract3) DataConversion(rates_total,NULL,timeframe3,n,BufferDn3tmp,BufferDn3,DRAW_MODE_STEPS);

      if(InpShowFract4) DataConversion(rates_total,NULL,timeframe4,n,BufferUp4tmp,BufferUp4,DRAW_MODE_STEPS);

      if(InpShowFract4) DataConversion(rates_total,NULL,timeframe4,n,BufferDn4tmp,BufferDn4,DRAW_MODE_STEPS);

     }



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

   return(rates_total);

  }

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

//| Custom indicator timer function                                  |

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

void OnTimer()

  {

   Time(NULL,timeframe1,1);

   Time(NULL,timeframe2,1);

   Time(NULL,timeframe3,1);

   Time(NULL,timeframe4,1);

  }

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

//| Transfering data from the source timeframe to current timeframe  |

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

void DataConversion(const int rates_total,

                    const string symbol_name,

                    const ENUM_TIMEFRAMES timeframe_src,

                    const int shift,

                    const double &buffer_src[],

                    double &buffer_dest[],

                    ENUM_DRAW_MODE mode=DRAW_MODE_STEPS

                   )

  {

   if(timeframe_src==Period())

     {

      buffer_dest[shift]=buffer_src[shift];

      return;

     }

   int bar_curr=BarToCurrent(symbol_name,timeframe_src,shift);

   if(bar_curr>rates_total-1)

      return;

   int bar_prev=BarToCurrent(symbol_name,timeframe_src,shift+1);

   int bar_next=(shift>0 ? BarToCurrent(symbol_name,timeframe_src,shift-1) : 0);

   if(bar_prev==WRONG_VALUE || bar_curr==WRONG_VALUE || bar_next==WRONG_VALUE)

      return;

   buffer_dest[bar_curr]=buffer_src[shift];

   if(mode==DRAW_MODE_STEPS)

      for(int j=bar_curr; j>=bar_next; j--)

         buffer_dest[j]=buffer_dest[bar_curr];

   else

     {

      if(bar_prev>rates_total-1) return;

      for(int j=bar_prev; j>=bar_curr; j--)

         buffer_dest[j]=EquationDirect(bar_prev,buffer_dest[bar_prev],bar_curr,buffer_dest[bar_curr],j);

      if(shift==0)

         for(int j=bar_curr; j>=0; j--)

            buffer_dest[j]=buffer_dest[bar_curr];

     }

  }

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

//| >72@0I05B 10@ 7040==>3> B09<D@59<0 :0: 10@ B5:CI53> B09<D@59<0  |

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

int BarToCurrent(const string symbol_name,const ENUM_TIMEFRAMES timeframe_src,const int shift,bool exact=false)

  {

   datetime time=Time(symbol_name,timeframe_src,shift);

   return(time!=0 ? BarShift(symbol_name,Period(),time,exact) : WRONG_VALUE);

  }

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

//| >72@0I05B A<5I5=85 10@0 ?> 2@5<5=8                              |

//| https://www.mql5.com/ru/forum/743/page11#comment_7010041         |

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

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false)

  {

   int res=Bars(symbol_name,timeframe,time+1,UINT_MAX);

   if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE);

   return res;

  }

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

//| >72@0I05B Time                                                  |

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

datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift)

  {

   datetime array[];

   ArraySetAsSeries(array,true);

   return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0);

  }

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

//| #@02=5=85 ?@O<>9                                                 |

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

double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search)

  {

   return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price);

  }

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

//| Timeframe to string                                              |

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

string TimeframeToString(const ENUM_TIMEFRAMES timeframe)

  {

   return StringSubstr(EnumToString((timeframe==PERIOD_CURRENT ? Period() : timeframe)),7);

  }

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

//|                                                                  |

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

uchar GetCode(const int index)

  {

   uchar code=115;

   switch(index)

     {

      case 0 : 

      case 1 : code=(timeframe1==Period() ? 115 : 167); break;

      case 2 : 

      case 3 : code=(timeframe2==Period() ? 115 : 167); break;

      case 4 : 

      case 5 : code=(timeframe3==Period() ? 115 : 167); break;

      case 6 : 

      case 7 : code=(timeframe4==Period() ? 115 : 167); break;

      default: code=167; break;

     }

   

   return code;

  }  

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