ReverseMinMax

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

//|                                                ReverseMinMax.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 "Reverse Min Max indicator"

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   4

//--- plot RevMin

#property indicator_label1  "Reverse Min"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot RevMax

#property indicator_label2  "Reverse Max"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Min

#property indicator_label3  "Min"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrBlue

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot Max

#property indicator_label4  "Max"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrBlue

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpPeriodRev   =  5;          // Reverse period

input ENUM_INPUT_YES_NO InpShowMinMax  =  INPUT_NO;   // Show Min/Max lines

input uint              InpPeriodMM    =  20;         // Min/Max period

//--- indicator buffers

double         BufferRevMin[];

double         BufferRevMax[];

double         BufferMin[];

double         BufferMax[];

//--- global variables

int            period_mm;

int            period_rev;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_rev=int(InpPeriodRev<2 ? 2 : InpPeriodRev);

   period_mm=int(InpPeriodMM<2 ? 2 : InpPeriodMM);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferRevMin,INDICATOR_DATA);

   SetIndexBuffer(1,BufferRevMax,INDICATOR_DATA);

   SetIndexBuffer(2,BufferMin,INDICATOR_DATA);

   SetIndexBuffer(3,BufferMax,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Reverse Min Max ("+(string)period_rev+","+(string)period_mm+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferRevMin,true);

   ArraySetAsSeries(BufferRevMax,true);

   ArraySetAsSeries(BufferMin,true);

   ArraySetAsSeries(BufferMax,true);

//---

   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 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<4) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferRevMin,EMPTY_VALUE);

      ArrayInitialize(BufferRevMax,EMPTY_VALUE);

      ArrayInitialize(BufferMin,EMPTY_VALUE);

      ArrayInitialize(BufferMax,EMPTY_VALUE);

     }

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

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

     {

      int highest_low=HighestLow(period_rev-1,i+1);

      int lowest_high=LowestHigh(period_rev-1,i+1);

      if(highest_low==WRONG_VALUE || lowest_high==WRONG_VALUE)

         continue;

      BufferRevMax[i]=high[lowest_high];

      BufferRevMin[i]=low[highest_low];

      if(InpShowMinMax)

        {

         int highest_high=HighestHigh(period_mm-1,i+1);

         int lowest_low=LowestLow(period_mm-1,i+1);

         if(highest_high==WRONG_VALUE || lowest_low==WRONG_VALUE)

            continue;

         BufferMax[i]=high[highest_high];

         BufferMin[i]=low[lowest_low];

        }

      else

        {

         BufferMax[i]=EMPTY_VALUE;

         BufferMin[i]=EMPTY_VALUE;

        }

     }



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

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int HighestHigh(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 Low           |

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

int HighestLow(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 High           |

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

int LowestHigh(const int count,const int start)



  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMinimum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 Low            |

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

int LowestLow(const int count,const int start)



  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMinimum(array)+start;

   return WRONG_VALUE;

  }

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