multihighslowssignal

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

//|                                            MultiHighsLowsSignal.mq5 | 

//|                                  Copyright © 2014, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2014, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description ""

//--- indicator version

#property version   "1.60"

//--- drawing the indicator in a separate window

#property indicator_separate_window

//--- fixed height of the indicator subwindow in pixels 

#property indicator_height 90

//--- lower and upper scale limit of a separate indicator window

#property indicator_maximum +7.9

#property indicator_minimum +0.3

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

//| declaration of constants                     |

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

#define RESET 0                           // A constant for returning the indicator recalculation command to the terminal

#define INDTOTAL 7                        // A constant for the number of displayed indicators

#define INDICATOR_NAME "HighsLowsSignal"  // A constant for the indicator name

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

//---- number of indicator buffers

#property indicator_buffers 28 // INDTOTAL*4

//--- total plots used

#property indicator_plots   21 // INDTOTAL*3

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

//| Indicator 1 drawing parameters               |

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

//--- drawing indicator 1 as a line

#property indicator_type1   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color1 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style1  STYLE_SOLID

//--- indicator line width is 3

#property indicator_width1  3

//--- displaying the indicator label

#property indicator_label1  "Signal line 1"

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

//| Indicator 1 drawing parameters               |

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

//--- drawing the indicator 1 as a label

#property indicator_type2   DRAW_ARROW

//--- the color used as a label color

#property indicator_color2 clrBlue

//--- indicator line width is 5

#property indicator_width2  5

//--- displaying the indicator label

#property indicator_label2  "Up HighsLowsSignal 1"

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

//| Indicator 1 drawing parameters               |

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

//--- drawing the indicator 1 as a label

#property indicator_type3   DRAW_ARROW

//--- the color used as a label color

#property indicator_color3 clrRed

//--- indicator line width is 5

#property indicator_width3  5

//--- displaying the indicator label

#property indicator_label3  "Down HighsLowsSignal 1"

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

//| Indicator 2 drawing parameters               |

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

//--- drawing indicator 2 as a line

#property indicator_type4   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color4 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style4  STYLE_SOLID

//--- indicator line width is 3

#property indicator_width4  3

//--- displaying the indicator label

#property indicator_label4  "Signal line 2"

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

//| Indicator 2 drawing parameters               |

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

//--- drawing the indicator 2 as a label

#property indicator_type5   DRAW_ARROW

//--- the color used as a label color

#property indicator_color5 clrBlue

//--- indicator line width is 5

#property indicator_width5  5

//--- displaying the indicator label

#property indicator_label5  "Up HighsLowsSignal 2"

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

//| Indicator 2 drawing parameters               |

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

//--- drawing the indicator 2 as a label

#property indicator_type6   DRAW_ARROW

//--- the color used as a label color

#property indicator_color6 clrRed

//--- indicator line width is 5

#property indicator_width6  5

//--- displaying the indicator label

#property indicator_label6  "Down HighsLowsSignal 2"

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

//| Indicator 3 drawing parameters               |

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

//--- drawing indicator 3 as a line

#property indicator_type7   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color7 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style7  STYLE_SOLID

//--- indicator line width is 3

#property indicator_width7  3

//--- displaying the indicator label

#property indicator_label7  "Signal line 3"

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

//| Indicator 3 drawing parameters               |

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

//--- drawing the indicator 3 as a label

#property indicator_type8   DRAW_ARROW

//--- the color used as a label color

#property indicator_color8 clrBlue

//--- indicator line width is 5

#property indicator_width8  5

//--- displaying the indicator label

#property indicator_label8  "Up HighsLowsSignal 3"

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

//| Indicator 3 drawing parameters               |

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

//--- drawing the indicator 3 as a label

#property indicator_type9   DRAW_ARROW

//--- the color used as a label color

#property indicator_color9 clrRed

//--- indicator line width is 5

#property indicator_width9  5

//--- displaying the indicator label

#property indicator_label9  "Down HighsLowsSignal 3"

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

//| Indicator 4 drawing parameters               |

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

//--- drawing the indicator 4 as a line

#property indicator_type10   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color10 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style10 STYLE_SOLID

//--- indicator line width is 3

#property indicator_width10  3

//--- displaying the indicator label

#property indicator_label10  "Signal line 4"

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

//| Indicator 4 drawing parameters               |

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

//--- drawing the indicator 4 as a label

#property indicator_type11   DRAW_ARROW

//--- the color used as a label color

#property indicator_color11 clrBlue

//--- indicator line width is 5

#property indicator_width11  5

//--- displaying the indicator label

#property indicator_label11  "Up HighsLowsSignal 4"

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

//|  Indicator 4 drawing parameters              |

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

//--- drawing the indicator 4 as a label

#property indicator_type12   DRAW_ARROW

//--- the color used as a label color

#property indicator_color12 clrRed

//--- indicator line width is 5

#property indicator_width12  5

//--- displaying the indicator label

#property indicator_label12  "Down HighsLowsSignal 4"

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

//| Indicator 5 drawing parameters               |

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

//--- drawing the indicator 5 as a line

#property indicator_type13   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color13 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style13 STYLE_SOLID

//--- indicator line width is 3

#property indicator_width13  3

//--- displaying the indicator label

#property indicator_label13  "Signal line 5"

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

//| Indicator 5 drawing parameters               |

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

//--- drawing the indicator 5 as a label

#property indicator_type14   DRAW_ARROW

//--- the color used as a label color

#property indicator_color14 clrBlue

//--- indicator line width is 5

#property indicator_width14  5

//--- displaying the indicator label

#property indicator_label14  "Up HighsLowsSignal 5"

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

//| Indicator 5 drawing parameters               |

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

//--- drawing the indicator 5 as a label

#property indicator_type15   DRAW_ARROW

//--- the color used as a label color

#property indicator_color15 clrRed

//--- indicator line width is 5

#property indicator_width15  5

//--- displaying the indicator label

#property indicator_label15  "Down HighsLowsSignal 5"

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

//| Indicator 6 drawing parameters               |

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

//--- Drawing indicator 6 as line

#property indicator_type16   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color16 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style16 STYLE_SOLID

//--- indicator line width is 3

#property indicator_width16  3

//--- displaying the indicator label

#property indicator_label16  "Signal line 6"

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

//| Indicator 6 drawing parameters               |

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

//--- drawing the indicator 6 as a label

#property indicator_type17   DRAW_ARROW

//--- the color used as a label color

#property indicator_color17 clrBlue

//--- indicator line width is 5

#property indicator_width17  5

//--- displaying the indicator label

#property indicator_label17  "Up HighsLowsSignal 6"

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

//| Indicator 6 drawing parameters               |

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

//--- drawing the indicator 6 as a label

#property indicator_type18   DRAW_ARROW

//--- the color used as a label color

#property indicator_color18 clrRed

//--- indicator line width is 5

#property indicator_width18  5

//--- displaying the indicator label

#property indicator_label18  "Down HighsLowsSignal 6"

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

//| Indicator 7 drawing parameters               |

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

//--- drawing the indicator 7 as a line

#property indicator_type19   DRAW_COLOR_LINE

//--- the following colors are used for the indicator line

#property indicator_color19 clrGray,clrMagenta,clrBlue

//--- the indicator line is dashed

#property indicator_style19 STYLE_SOLID

//--- indicator line width is 3

#property indicator_width19  3

//--- displaying the indicator label

#property indicator_label19  "Signal line 7"

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

//| Indicator 7 drawing parameters               |

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

//--- drawing the indicator 7 as a label

#property indicator_type20   DRAW_ARROW

//--- the color used as a label color

#property indicator_color20 clrBlue

//--- indicator line width is 5

#property indicator_width20  5

//--- displaying the indicator label

#property indicator_label20  "Up HighsLowsSignal 7"

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

//| Indicator 7 drawing parameters               |

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

//--- drawing the indicator 7 as a label

#property indicator_type21   DRAW_ARROW

//--- the color used as a label color

#property indicator_color21 clrRed

//--- indicator line width is 5

#property indicator_width21  5

//--- displaying the indicator label

#property indicator_label21  "Down HighsLowsSignal 7"

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

//| Indicator input parameters                   |

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

input ENUM_TIMEFRAMES TimeFrame0=PERIOD_D1;  // 1 Chart period

input ENUM_TIMEFRAMES TimeFrame1=PERIOD_H12; // 2 Chart period

input ENUM_TIMEFRAMES TimeFrame2=PERIOD_H8;  // 3 Chart period

input ENUM_TIMEFRAMES TimeFrame3=PERIOD_H6;  // 4 Chart period

input ENUM_TIMEFRAMES TimeFrame4=PERIOD_H4;  // 5 Chart period

input ENUM_TIMEFRAMES TimeFrame5=PERIOD_H3;  // 6 Chart period

input ENUM_TIMEFRAMES TimeFrame6=PERIOD_H1;  // 7 Chart period

input uint HowManyCandles=3;                 // The number of candlesticks of a directed price change

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

//--- declaration of integer variables for the start of data calculation

int min_rates_total;

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

//| Getting a timeframe as a line                                    |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Indicator buffer class                                           |

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

class CIndBuffers

  {

   //---

public:

   double            m_UpBuffer[];

   double            m_DnBuffer[];

   double            m_LineBuffer[];

   double            m_ColorLineBuffer[];

   int               m_Handle;

   ENUM_TIMEFRAMES   m_TimeFrame;

   //--- 

  };

//--- declaration of dynamic arrays that

//--- will be used as indicator buffers

CIndBuffers Ind[INDTOTAL];

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

//| HighsLowsSignal indicator initialization function                | 

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

bool IndInit(uint Number)

  {

//--- checking correctness of the chart periods

   if(Ind[Number].m_TimeFrame<Period() && Ind[Number].m_TimeFrame!=PERIOD_CURRENT)

     {

      Print("IndInit(",Number,"): The HighsLowsSignal indicator chart period cannot be less than the current chart period");

      return(false);

     }

//--- Receiving indicator handles  

   Ind[Number].m_Handle=iCustom(Symbol(),Ind[Number].m_TimeFrame,"HighsLowsSignal",HowManyCandles);

//---

   if(Ind[Number].m_Handle==INVALID_HANDLE)

     {

      Print("IndInit(",Number,"): Failed to get the HighsLowsSignal indicator handle");

      return(false);

     }

   uint BIndex=Number*4+0;

   uint PIndex=Number*3+0;

   InitTsIndBuffer(BIndex,PIndex,Ind[Number].m_LineBuffer,EMPTY_VALUE,min_rates_total);

   InitTsIndColorBuffer(BIndex+1,PIndex,Ind[Number].m_ColorLineBuffer,min_rates_total);

   InitTsIndArrBuffer(BIndex+2,PIndex+1,Ind[Number].m_UpBuffer,EMPTY_VALUE,min_rates_total);

   InitTsIndArrBuffer(BIndex+3,PIndex+2,Ind[Number].m_DnBuffer,EMPTY_VALUE,min_rates_total);

//---   

   string tmf=GetStringTimeframe(Ind[Number].m_TimeFrame);

   PlotIndexSetString(PIndex+0,PLOT_LABEL,INDICATOR_NAME+"("+tmf+")");

   PlotIndexSetString(PIndex+1,PLOT_LABEL,INDICATOR_NAME+"Up("+tmf+")");

   PlotIndexSetString(PIndex+2,PLOT_LABEL,INDICATOR_NAME+"Down("+tmf+")");

//--- end of initialization of one indicator

   return(true);

  }

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

//| Initialization of time series indicator buffer                   |

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

void InitTsIndBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndBuffer,true);

//---

  }

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

//| Initialization of time series indicator buffer                   |

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

void InitTsIndArrBuffer(uint Number,uint Plot,double &IndBuffer[],double Empty_Value,uint Draw_Begin)

  {

//--- set dynamic array as an indicator buffer

   SetIndexBuffer(Number,IndBuffer,INDICATOR_DATA);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);

//--- setting the indicator values that won't be visible on a chart

   PlotIndexSetDouble(Plot,PLOT_EMPTY_VALUE,Empty_Value);

//--- selecting symbol for drawing

   PlotIndexSetInteger(Plot,PLOT_ARROW,171);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndBuffer,true);

//---

  }

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

//| Initialization of time series color indicator buffer             |

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

void InitTsIndColorBuffer(uint Number,uint Plot,double &IndColorBuffer[],uint Draw_Begin)

  {

//--- set dynamic array as a color index buffer   

   SetIndexBuffer(Number,IndColorBuffer,INDICATOR_COLOR_INDEX);

//--- shifting the start of drawing of the indicator

   PlotIndexSetInteger(Plot,PLOT_DRAW_BEGIN,Draw_Begin);

//--- indexing elements in the buffer as in timeseries

   ArraySetAsSeries(IndColorBuffer,true);

//---

  }

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

//| IndOnCalculate                                                   | 

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

bool IndOnCalculate(int Number,int Limit,const datetime &Time[],uint Rates_Total,uint Prev_Calculated)

  {

//--- Declaration of integer variables

   int limit_;

//--- declaration of variables with a floating point  

   double Sell[1],Buy[1];

   datetime Time_[1],Time0;

   static int LastCountBar[INDTOTAL];

//--- calculations of the necessary amount of data to be copied

//--- and the 'limit' starting index for the bars recalculation loop

   if(Prev_Calculated>Rates_Total || Prev_Calculated<=0)// checking for the first start of the indicator calculation

     {

      limit_=Limit;

      LastCountBar[Number]=limit_;

     }

   else limit_=int(MathMin(LastCountBar[Number]+Limit,Rates_Total-2)); // starting index for calculating new bars

//--- main indicator calculation loop

   for(int bar=int(limit_); bar>=0 && !IsStopped(); bar--)

     {

      //---- reset the contents of the indicator buffers for calculation

      Ind[Number].m_UpBuffer[bar]=EMPTY_VALUE;

      Ind[Number].m_DnBuffer[bar]=EMPTY_VALUE;



      Ind[Number].m_LineBuffer[bar]=Number+1.0;



      Ind[Number].m_ColorLineBuffer[bar]=0;

      Time0=Time[bar];

      //--- copy newly appeared data in the array

      if(CopyTime(Symbol(),Ind[Number].m_TimeFrame,Time0,1,Time_)<=0) return(RESET);



      if(Time0>=Time_[0] && Time[bar+1]<Time_[0])

        {

         LastCountBar[Number]=bar;

         //--- copy newly appeared data in the arrays

         if(CopyBuffer(Ind[Number].m_Handle,0,Time0,1,Sell)<=0) return(RESET);

         if(CopyBuffer(Ind[Number].m_Handle,1,Time0,1,Buy)<=0) return(RESET);

         //---

         if(Buy[0])

           {

            Ind[Number].m_UpBuffer[bar]=Number+1.0;

            Ind[Number].m_ColorLineBuffer[bar]=2;

           }

         //---

         if(Sell[0])

           {

            Ind[Number].m_DnBuffer[bar]=Number+1.0;

            Ind[Number].m_ColorLineBuffer[bar]=1;

           }

         //---

         if(!Buy[0] && !Sell[0]) Ind[Number].m_ColorLineBuffer[bar]=Ind[Number].m_ColorLineBuffer[bar+1];

        }

      if(Ind[Number].m_ColorLineBuffer[bar+1] && !Ind[Number].m_ColorLineBuffer[bar])

         Ind[Number].m_ColorLineBuffer[bar]=Ind[Number].m_ColorLineBuffer[bar+1];

     }

//--- end of calculation of one indicator    

   return(true);

  }

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

//| HighsLowsSignal indicator initialization function                | 

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

int OnInit()

  {

//--- initialization of variables of data calculation start

   min_rates_total=3;

//--- initialization of variables 

   Ind[0].m_TimeFrame=TimeFrame0;

   Ind[1].m_TimeFrame=TimeFrame1;

   Ind[2].m_TimeFrame=TimeFrame2;

   Ind[3].m_TimeFrame=TimeFrame3;

   Ind[4].m_TimeFrame=TimeFrame4;

   Ind[5].m_TimeFrame=TimeFrame5;

   Ind[6].m_TimeFrame=TimeFrame6;

//--- Initialization of indicator buffers

   for(int count=0; count<INDTOTAL; count++) if(!IndInit(count)) return(INIT_FAILED);

//--- creation of the name to be displayed in a separate sub-window and in a pop up help

   IndicatorSetString(INDICATOR_SHORTNAME,"MultiHighsLowsSignal");

//--- determining the accuracy of the indicator values

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- initialization end

   return(INIT_SUCCEEDED);

  }

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

//| HighsLowsSignal iteration function                               | 

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

int OnCalculate(const int rates_total,    // number of bars in history at the current tick

                const int prev_calculated,// amount of history in bars at the previous tick

                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[])

  {

//--- checking if the number of bars is enough for the calculation

   if(rates_total<min_rates_total) return(RESET);

//--- declaration of integer variables

   int limit;

//--- calculation of the 'limit' starting index for the bars recalculation loop

   if(prev_calculated>rates_total || prev_calculated<=0)// Checking for the first start of the indicator calculation

      limit=rates_total-min_rates_total-1; // Starting index for calculation of all bars

   else limit=rates_total-prev_calculated; // Starting index for the calculation of new bars 

//--- apply timeseries indexing to array elements  

   ArraySetAsSeries(time,true);

   for(int count=0; count<INDTOTAL; count++) if(!IndOnCalculate(count,limit,time,rates_total,prev_calculated)) return(RESET);

//---   

   return(rates_total);

  }

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