Pivot oscillator

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Pivot oscillator"

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

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   8

#property indicator_label8  "Price"

#property indicator_type8   DRAW_LINE

#property indicator_color8  clrDimGray

#property indicator_width8  2

//

//---

//

enum enTimeFrames

  {

   tf_cu  = PERIOD_CURRENT, // Current time frame

   tf_m1  = PERIOD_M1,      // 1 minute

   tf_m2  = PERIOD_M2,      // 2 minutes

   tf_m3  = PERIOD_M3,      // 3 minutes

   tf_m4  = PERIOD_M4,      // 4 minutes

   tf_m5  = PERIOD_M5,      // 5 minutes

   tf_m6  = PERIOD_M6,      // 6 minutes

   tf_m10 = PERIOD_M10,     // 10 minutes

   tf_m12 = PERIOD_M12,     // 12 minutes

   tf_m15 = PERIOD_M15,     // 15 minutes

   tf_m20 = PERIOD_M20,     // 20 minutes

   tf_m30 = PERIOD_M30,     // 30 minutes

   tf_h1  = PERIOD_H1,      // 1 hour

   tf_h2  = PERIOD_H2,      // 2 hours

   tf_h3  = PERIOD_H3,      // 3 hours

   tf_h4  = PERIOD_H4,      // 4 hours

   tf_h6  = PERIOD_H6,      // 6 hours

   tf_h8  = PERIOD_H8,      // 8 hours

   tf_h12 = PERIOD_H12,     // 12 hours

   tf_d1  = PERIOD_D1,      // daily

   tf_w1  = PERIOD_W1,      // weekly

   tf_mn  = PERIOD_MN1,     // monthly

   tf_cp1 = -1,             // Next higher time frame

   tf_cp2 = -2,             // Second higher time frame

   tf_cp3 = -3,             // Third higher time frame

   tf_cp4 = -4              // Fourth higher time frame

  };

input enTimeFrames       inpTimeFrame = tf_d1;         // Time frame

input color              inpColorSup  = clrLimeGreen;  // Support lines color

input color              inpColorRes  = clrRed;        // Resistance lines color

input color              inpColorPiv  = clrGray;       // Pivot line color

input ENUM_LINE_STYLE    inpSaRStyle  = STYLE_DOT;     // Pivot, support and resistance lines style

//

//--- buffers declarations

//

double PBuffer[],S1Buffer[],R1Buffer[],S2Buffer[],R2Buffer[],S3Buffer[],R3Buffer[],Price[],count[];

//

//--- misc

//

int     _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES _indicatorTimeFrame; string _indicatorName;

#define _mtfCall iCustom(_Symbol,_indicatorTimeFrame,_indicatorName,0)

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,PBuffer ,INDICATOR_DATA); PlotIndexSetInteger(0,PLOT_LINE_COLOR,inpColorPiv);

   SetIndexBuffer(1,S1Buffer,INDICATOR_DATA); PlotIndexSetInteger(1,PLOT_LINE_COLOR,inpColorSup);

   SetIndexBuffer(2,R1Buffer,INDICATOR_DATA); PlotIndexSetInteger(2,PLOT_LINE_COLOR,inpColorRes);

   SetIndexBuffer(3,S2Buffer,INDICATOR_DATA); PlotIndexSetInteger(3,PLOT_LINE_COLOR,inpColorSup);

   SetIndexBuffer(4,R2Buffer,INDICATOR_DATA); PlotIndexSetInteger(4,PLOT_LINE_COLOR,inpColorRes);

   SetIndexBuffer(5,S3Buffer,INDICATOR_DATA); PlotIndexSetInteger(5,PLOT_LINE_COLOR,inpColorSup);

   SetIndexBuffer(6,R3Buffer,INDICATOR_DATA); PlotIndexSetInteger(6,PLOT_LINE_COLOR,inpColorRes);

   SetIndexBuffer(7,Price,INDICATOR_DATA);

   SetIndexBuffer(8,count,INDICATOR_CALCULATIONS);

   for (int i=0; i<7; i++)

   {

      PlotIndexSetInteger(i,PLOT_DRAW_TYPE,DRAW_LINE);

      PlotIndexSetInteger(i,PLOT_LINE_STYLE,inpSaRStyle);

   }

   _indicatorTimeFrame = MathMax(timeFrameGet((int)inpTimeFrame),_Period);

   _indicatorName      = getIndicatorName();

   if(_indicatorTimeFrame!=_Period)

     {

      _mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);

     }

   

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Pivot oscillator ("+timeFrameToString(_indicatorTimeFrame)+")");

//---

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   int _prevMark=0,_tfSeconds=PeriodSeconds(_indicatorTimeFrame),i=(int)MathMax(prev_calculated-1,0); 

   double P=0,R1=0,S1=0,R2=0,S2=0,R3=0,S3=0;

      if (_mtfHandle!=INVALID_HANDLE)

      {

         double result[1];

         if(BarsCalculated(_mtfHandle)<0)            return(prev_calculated);

         if(CopyBuffer(_mtfHandle,8,0,1,result)!= 1) return(prev_calculated);



         //

         //---

         //

      

         #define _mtfRatio (double)PeriodSeconds((ENUM_TIMEFRAMES)_indicatorTimeFrame)/PeriodSeconds(_Period)

         i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-int(result[0]*_mtfRatio)-1,0));

      }     

      for(; i<rates_total && !_StopFlag; i++)

      {

         int _currMark=int(double(time[i]/_tfSeconds));

         if (_currMark!=_prevMark)

         {

            MqlRates _rates[]; 

                     int _ratesCopied = CopyRates(_Symbol,_indicatorTimeFrame,time[i],2,_rates);

                     double LastHigh  = (_ratesCopied==2) ? _rates[0].high  : 0;

                     double LastLow   = (_ratesCopied==2) ? _rates[0].low   : 0;

                     double LastClose = (_ratesCopied==2) ? _rates[0].close : 0;

               

             //

             //---

             //



             if (_ratesCopied==2)

             {               

                P  = (LastHigh+LastLow+LastClose)/3;

                R1 = (2*P)-LastLow;

                S1 = (2*P)-LastHigh;

                R2 = P+(LastHigh - LastLow);

                S2 = P-(LastHigh - LastLow);

                R3 = (2*P)+(LastHigh-(2*LastLow));

                S3 = (2*P)-((2* LastHigh)-LastLow); 

            }               

         }             



         //

         //---

         //

         

         double lower = S3;

         double range = R3-S3;

               if (range!=0)

               {

                  R3Buffer[i] =  1;

                  S3Buffer[i] = -1;

                  R1Buffer[i] = 2.0*((R1      -lower)/range-0.5);

                  S1Buffer[i] = 2.0*((S1      -lower)/range-0.5);

                  R2Buffer[i] = 2.0*((R2      -lower)/range-0.5);

                  S2Buffer[i] = 2.0*((S2      -lower)/range-0.5);

                  PBuffer[i]  = 2.0*((P       -lower)/range-0.5);

                  Price[i]    = 2.0*((close[i]-lower)/range-0.5);

               }



     }

   return (rates_total);

  }

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

//| Custom functions                                                 |

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

ENUM_TIMEFRAMES _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};

string          _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};

//

//---

//

string timeFrameToString(int period)

  {

   if(period==PERIOD_CURRENT)

      period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;

   return(_tfsStr[i]);

  }

//

//---

//

ENUM_TIMEFRAMES timeFrameGet(int period)

  {

   int _shift=(period<0?MathAbs(period):0);

   if(_shift>0 || period==tf_cu) period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;



   return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);

  }

//

//---

//

string getIndicatorName()

  {

   string _path=MQL5InfoString(MQL5_PROGRAM_PATH); StringToLower(_path);

   string _partsA[];

   ushort _partsS=StringGetCharacter("\\",0);

   int    _partsN= StringSplit(_path,_partsS,_partsA);

   string name=_partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _partsA[n]!="indicators"; n--) name=_partsA[n]+"\\"+name;

   return(name);

  }