NRTR_extr_ZigZag

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

//|                                             NRTR_extr_ZigZag.mq5 |

//|                                        Copyright © 2005, Ramdass | 

//|                                                                  | 

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

#property copyright "Copyright © 2005, Ramdass" 

#property link      "" 

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

#property version   "1.00"

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

#property indicator_chart_window

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

#property indicator_chart_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> 2A53> 1 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20= ZIGZAG

#property indicator_type1   DRAW_ZIGZAG

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

#property indicator_label1  "NRTR_ZigZag"

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= DeepPink F25B

#property indicator_color1 clrDeepPink

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

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

#property indicator_width1  2

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

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

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

input uint iPeriod=10;  // 5@8>4 8=48:0B>@0

input int iDig=0;       //  07@O4

input int Shift=0;      // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

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

//---- >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 TrendUp[],TrendDown[];

double SignUp[],SignDown[];

double HighestBuffer[],LowestBuffer[];

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//---- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=int(iPeriod);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"NRTR_extr_ZigZag(",string(iPeriod),", ",string(Shift),")");

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//---- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);



//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

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

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,LowestBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,HighestBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(LowestBuffer,true);

   ArraySetAsSeries(HighestBuffer,true);



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

   SetIndexBuffer(2,TrendUp,INDICATOR_CALCULATIONS);

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

   ArraySetAsSeries(TrendUp,true);



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

   SetIndexBuffer(3,TrendDown,INDICATOR_CALCULATIONS);

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

   ArraySetAsSeries(TrendDown,true);



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

   SetIndexBuffer(4,SignUp,INDICATOR_CALCULATIONS);

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

   ArraySetAsSeries(SignUp,true);



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

   SetIndexBuffer(5,SignDown,INDICATOR_CALCULATIONS);

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

   ArraySetAsSeries(SignDown,true);

//----

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AG5B0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K 4;O @0AG5B0 8=48:0B>@0

                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 @0AG5B0

   if(rates_total<min_rates_total) return(0);



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

   double price,value,dK;

   static double price_prev,value_prev,lastlow,lasthigh;

   int limit,bar,trend;

   static int trend_prev,lastlowpos,lasthighpos;



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

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(close,true);



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1;               // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      trend_prev=0;

      price_prev=value_prev=close[limit];   

      lastlow=999999999.99999;

      lasthigh=NULL;

      lastlowpos=lasthighpos=0;  

     }

   else

     {

      limit=rates_total-prev_calculated;                 // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

     }

   trend=trend_prev;

   price=price_prev;

   value=value_prev;

   lastlowpos+=limit;

   lasthighpos+=limit;



//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      TrendUp[bar]=NULL;

      TrendDown[bar]=NULL;

      SignUp[bar]=NULL;

      SignDown[bar]=NULL;

      HighestBuffer[bar]=NULL;

      LowestBuffer[bar]=NULL;



      double AvgRange=NULL;

      for(int iii=0; iii<int(iPeriod); iii++) AvgRange+=MathAbs(high[bar+iii]-low[bar+iii]);

      dK=(AvgRange/iPeriod)/MathPow(10,SymbolInfoInteger("EURUSD",SYMBOL_DIGITS)-_Digits-iDig);



      if(trend>=0)

        {

         price=MathMax(price,high[bar]);

         value=MathMax(value,price*(1.0-dK));

         if(high[bar]<value)

           {

            price = high[bar];

            value = price*(1.0+dK);

            trend = -1;

           }

        }

      else if(trend<=0)

        {

         price=MathMin(price,low[bar]);

         value=MathMin(value,price*(1.0+dK));

         if(low[bar]>value)

           {

            price = low[bar];

            value = price*(1.0-dK);

            trend = +1;

           }

        }



      if(trend>0) TrendUp[bar]=value;

      if(trend<0) TrendDown[bar]=value;



      if(trend_prev<0 && trend>0) SignUp[bar]=TrendUp[bar];

      if(trend_prev>0 && trend<0) SignDown[bar]=TrendDown[bar];

      

      if(trend>0)

        {

         if(TrendUp[bar+1])

           {

            if(high[bar]>lasthigh)

              {

               HighestBuffer[bar]=lasthigh=high[bar];

               HighestBuffer[lasthighpos]=NULL;

               lasthighpos=bar;

              }

           }

         else

           {

            HighestBuffer[bar]=lasthigh=high[bar];

            lasthighpos=bar;

           }

        }



      if(trend<0)

        {

         if(TrendDown[bar+1])

           {

            if(low[bar]<lastlow)

              {

               LowestBuffer[bar]=lastlow=low[bar];

               LowestBuffer[lastlowpos]=NULL;

               lastlowpos=bar;

              }

           }

         else

           {

            LowestBuffer[bar]=lastlow=low[bar];

            lastlowpos=bar;

           }

        }



      if(bar)

        {

         trend_prev=trend;

         price_prev=price;

         value_prev=value;

        }

     }

//----     

   return(rates_total);

  }

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