rvmFractalsLevel

//+------------------------------------------------------------------+
//|                                             rvmFractalsLevel.mq4 |
//|                                        Copyright © 2005, Profi_R |
//|                                               rvm_fam@fromru.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Profi_R"
#property link      "rvm_fam@fromru.com"

#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 DeepSkyBlue
#property indicator_color2 DeepSkyBlue
#property indicator_color3 Black
#property indicator_color4 Black
#property indicator_color5 Black
#property indicator_color6 Black
#property indicator_color7 Black
#property indicator_color8 Black
//---- input parameters
extern int nLeft=50;
extern int nRight=50;
extern int filter=10;
//---- buffers
double UpBuffer[];
double DnBuffer[];
double f_2[];
double f_3[];
double f_4[];
double f_5[];
double f_6[];

//----
int draw_begin1=0, draw_begin2=0, d_b3=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   double nfUp;
//---- indicators
   IndicatorBuffers(8);
   SetIndexStyle(0,DRAW_LINE,0,3);
   SetIndexStyle(1,DRAW_LINE,0,3);
   SetIndexStyle(2,DRAW_LINE,2);
   SetIndexStyle(3,DRAW_LINE,2);
   SetIndexStyle(4,DRAW_LINE,2);
   SetIndexStyle(5,DRAW_LINE,2);
   SetIndexStyle(6,DRAW_LINE,2);
   SetIndexBuffer(0,UpBuffer);
   SetIndexBuffer(1,DnBuffer);
   SetIndexBuffer(2,f_2);
   SetIndexBuffer(3,f_3);
   SetIndexBuffer(4,f_4);
   SetIndexBuffer(5,f_5);
   SetIndexBuffer(6,f_6);

//---- name for DataWindow and indicator subwindow label
   string short_name; //îáÿâëåíèå ïåðåìåííîé short_name òèïà "ñòðîêîâûé"
   //ïåðåìåííîé short_name ïðèñâàèâàåì ñòðîêîâîå çíà÷åíèå ðàâíîå âûðàæåíèþ
   short_name="rvmFractalsLevel("+nLeft+","+nRight+","+filter+")"; 
   IndicatorShortName(short_name); //äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì èíäèêàòîðó êðàòêîå
                                   //íàèìåíîâàíèå
   //äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 0 áóôåðà èìÿ Up Channel
   SetIndexLabel(0,"Up Level ("+nLeft+","+nRight+","+filter+")");
   //äëÿ îòîáðàæåíèÿ íà ãðàôèêå ïðèñâîèì ìåòêå îòîáðàæàþùåé çíà÷åíèÿ 1 áóôåðà èìÿ Down Channel
   SetIndexLabel(1,"Down Level ("+nLeft+","+nRight+","+filter+")");
   SetIndexLabel(2,"f_2 ("+nLeft+","+nRight+","+filter+")");
   SetIndexLabel(3,"f_3 ("+nLeft+","+nRight+","+filter+")");
   SetIndexLabel(4,"f_4 ("+nLeft+","+nRight+","+filter+")");
   SetIndexLabel(5,"f_5 ("+nLeft+","+nRight+","+filter+")");
   SetIndexLabel(6,"f_6 ("+nLeft+","+nRight+","+filter+")");

//---- Çäåñü îïðåäåëèì íà÷àëüíûå òî÷êè äëÿ ïðîðèñîâêè èíäèêàòîðà
   int n,k,i,Range=nLeft+nRight+1;
   //ïåðåáåðåì ñâå÷êè îò (âñåãî ñâå÷åê ìèíóñ ìèíèìóì ñâå÷åê ñëåâà) äî (ìèíèìóì ñâå÷åê ñïðàâà)
   for(n=Bars-1-nLeft;n>=nRight;n--)
   {
      //âåðõíèå ôðàêòàëû
      //åñëè íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ íå îïðåäåëåíî
      if(draw_begin1==0)
      {
      //òåêóùàÿ ñâå÷à ìàêñèìóì íà ëîêàëüíîì ïðîìåæóòêå?
      if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)])
      {
         int fRange=nvnLeft(n,nLeft)+nvnRight(n,nRight)+1;
         //åñëè îíà æå - ôðàêòàë
         if(High[n]>=High[Highest(NULL,0,MODE_HIGH,fRange,n-nvnRight(n,nRight))])
         {
            draw_begin1=Bars-n;//íà÷àëî îòðèñîâêè âåðõíåãî óðîâíÿ îïðåäåëåíî
            for(i=Bars-1;i>draw_begin1;i--)
            {
               UpBuffer[i]=High[Bars-draw_begin1];
            }
         }
      }//êîíåö äåéñòâèé åñëè if(High[n]>=High[Highest(NULL,0,MODE_HIGH,Range,n-nRight)]=èñòèíà
      }//êîíåö óñëîâèÿ if(draw_begin1==0)
      
      //íèæíèå ôðàêòàëû
      //åñëè íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ íå îïðåäåëåíî
      if(draw_begin2==0)
      {
      //òåêóùàÿ ñâå÷à ìèíèìóì íà ëîêàëüíîì ïðîìåæóòêå?
      if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])
      {
         fRange=nvnLeft(n,nLeft)+nvnRight(n,nRight)+1;
         //åñëè îíà æå - ôðàêòàë
         if(Low[n]<=Low[Lowest(NULL,0,MODE_HIGH,fRange,n-nvnRight(n,nRight))]) 
         {
            draw_begin2=Bars-n;//íà÷àëî îòðèñîâêè íèæíåãî óðîâíÿ îïðåäåëåíî
            for(i=Bars-1;i>draw_begin2;i--)
            {
               DnBuffer[i]=Low[Bars-draw_begin2];
            }
         }
      }//êîíåö óñëîâèÿ if(Low[n]<=Low[Lowest(NULL,0,MODE_LOW,Range,n-nRight)])=true
      }//êîíåö óñëîâèÿ if(draw_begin2==0)
      
      //åñëè îáà íà÷àëà îòðèñîâêè óðîâíåé îïðåäåëåíû, âûõîäèì èç öèêëà for(n=Bars-1-nLeft;n>=nRight;n--)
      if(draw_begin1>0&&draw_begin2>0) break;
   }//êîíåö öèêëà for(n=Bars-1-nLeft;n>=nRight;n--)
//----
   if(draw_begin1>draw_begin2)
   {
      d_b3=draw_begin1;
   }
   else
   {
      d_b3=draw_begin2;
   }
   SetIndexDrawBegin(0,draw_begin1); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 0 áóôåðà
   SetIndexDrawBegin(1,draw_begin2); //óñòàíîâêà íà÷àëüíîé òî÷êè ïðîðèñîâêè äëÿ 1 áóôåðà
   SetIndexDrawBegin(2,d_b3);
   SetIndexDrawBegin(3,d_b3);
   SetIndexDrawBegin(4,d_b3);
   SetIndexDrawBegin(5,d_b3);
   SetIndexDrawBegin(6,d_b3);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   double UpStage=0.0,DnStage=0.0;
   int i,j,fRange,Range=nLeft+nRight+1;
   int counted_bars=IndicatorCounted();
//---- 
   //ïåðåáèðàåì ñâå÷êè îò (Bars-counted_bars-nLeft) äî (nRight) âêëþ÷èòåëüíî
   for(i=Bars-1-counted_bars-nLeft;i>=nRight;i--)
   {
      //åñëè ñâå÷à ëîêàëüíûé ìàêñèìóì
      if(High[i]>=High[Highest(NULL,0,MODE_HIGH,Range,i-nRight)])
      {
         //Print(TimeToStr(Time[i]), "******Ëîêàëüíûé ìàêñèìóì");
         fRange=nvnLeft(i,nLeft)+nvnRight(i,nRight)+1;
         //åñëè îíà æå - ôðàêòàë
         if(High[i]>=High[Highest(NULL,0,MODE_HIGH,fRange,i-nvnRight(i,nRight))])
         {
            UpStage=High[i];
            //Print("    îíà æå ôðàêòàë");
         }
         else
         {
            if(High[i]<=UpBuffer[i+1])
            {
               UpStage=UpBuffer[i+1];
               //Print("    íå ôðàêòàë, íî íèæå ïðåäûäóùåãî óðîâíÿ");
            }
            else
            {
               UpStage=nfUp(i);
               //Print("    íå ôðàêòàë, âûøå ïðåäûäóùåãî óðîâíÿ");
            }
         }
      }
      else
      {
         //Print(TimeToStr(Time[i]), "******íå ëîêàëüíûé ìàêñèìóì");
         if(High[i]<=UpBuffer[i+1])
         {
            UpStage=UpBuffer[i+1];
            //Print("    íèæå ïðåäûäóùåãî óðîâíÿ");
         }
         else
         {
            UpStage=nfUp(i);
            //Print("    âûøå ïðåäûäóùåãî óðîâíÿ");
         }
      }
      
      //åñëè ñâå÷à ëîêàëüíûé ìèíèìóì
      if(Low[i]<=Low[Lowest(NULL,0,MODE_LOW,Range,i-nRight)])
      {
         fRange=nvnLeft(i,nLeft)+nvnRight(i,nRight)+1;
         //Print(TimeToStr(Time[i])," ",nvnLeft(i,nLeft)," ",nvnRight(i,nRight)+1);
         //åñëè îíà æå - ôðàêòàë
         if(Low[i]<=Low[Lowest(NULL,0,MODE_HIGH,fRange,i-nvnRight(i,nRight))]) 
         {
            DnStage=Low[i];
         }
         else
         {
            if(Low[i]>=DnBuffer[i+1])
            {
               DnStage=DnBuffer[i+1];
            }
            else
            {
               DnStage=nfDn(i);
            }
         }
      }
      else
      {
         if(Low[i]>=DnBuffer[i+1])
         {
            DnStage=DnBuffer[i+1];
         }
         else
         {
            DnStage=nfDn(i);
         }
      }
      UpBuffer[i]=UpStage;
      DnBuffer[i]=DnStage;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
      f_2[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/6,4);
      f_3[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/3,4);
      f_4[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/2,4);
      f_5[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*2/3,4);
      f_6[i]=NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*5/6,4);

   }//êîíåö öèêëà for(i=Bars-counted_bars-nLeft;i>=nRight;i--)
   for(i=nRight-1;i>=0;i--)
   {
      if(High[i]<=UpBuffer[i+1])
      {
         UpStage=UpBuffer[i+1];
      }
      else
      {
         UpStage=nfUp(i);
      }
      if(Low[i]>=DnBuffer[i+1])
      {
         DnStage=DnBuffer[i+1];
      }
      else
      {
         DnStage=nfDn(i);
      }
      UpBuffer[i]=UpStage;
      DnBuffer[i]=DnStage;
//---- ðàñ÷åò îñòàëüíûõ áóôåðîâ
      f_2[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/6,4);
      f_3[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/3,4);
      f_4[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])/2,4);
      f_5[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*2/3,4);
      f_6[i] =NormalizeDouble(DnBuffer[i]+(UpBuffer[i]-DnBuffer[i])*5/6,4);

   }
//---- ïîñòðîåíèå âååðà Ôèáîíà÷÷è
   double LastUp, LastDn, st_h, st_l, st_3, y1, y2, y3;
   int tmp, x1=0, x2=0, x3=0, cb, dn_x, up_x;
   string fibo="Fibo 1", fibo2="Fibo 2";
   LastDn=DnBuffer[0];
   for(cb=1;cb<=Bars-1;cb++)
   {
      if(tmp!=1 && LastDn>DnBuffer[cb])
      {
         tmp=1;
         continue;
      }
      if(tmp==1 && DnBuffer[cb]>DnBuffer[cb-1])
      {
         tmp=0;
         dn_x=cb-1;
         break;
      }
   }
   LastUp=UpBuffer[0];
   for(cb=1;cb<=Bars-1;cb++)
   {
      if(tmp!=1 && LastUp<UpBuffer[cb])
      {
         tmp=1;
         continue;
      }
      if(tmp==1 && UpBuffer[cb]<UpBuffer[cb-1])
      {
         tmp=0;
         up_x=cb-1;
         break;
      }
   }
   st_h=High[Highest(NULL,0,MODE_HIGH,MathMax(dn_x,up_x),0)];
   st_l=Low[Lowest(NULL,0,MODE_LOW,MathMax(dn_x,up_x),0)];
   //y1=MathMin(Open[x1],Close[x1]);
   //y1=MathMax(Open[x1],Close[x1]);
   for(cb=MathMax(dn_x,up_x)-1;cb>=0;cb--)
   {
      if(High[cb]==st_h || Low[cb]==st_l)
      {
         if(High[cb]==st_h && (x1==0 || x2==0) )
         {
            if(x1==0)
            {
               x1=cb;
               y1=High[x1];
               continue;
            }
            else
            {
               x2=cb;
               y2=High[x2];
               break;
            }
         }
         else
         {
            if(x1==0)
            {
               x1=cb;
               y1=Low[x1];
               continue;
            }
            else
            {
               x2=cb;
               y2=Low[x2];
               break;
            }
         }
      }
   }
   //Print("x1="+x1+" y1="+y1+" x2="+x2+" y2="+y2);
   if( ObjectFind(fibo)!=-1 )
   {
      ObjectSet(fibo,OBJPROP_TIME1,Time[x1]);
      ObjectSet(fibo,OBJPROP_PRICE1,y1);
      ObjectSet(fibo,OBJPROP_TIME2,Time[x2]);
      ObjectSet(fibo,OBJPROP_PRICE2,y2);
   }
   else
   {
      ObjectCreate(fibo,OBJ_FIBOFAN,0,Time[x1],y1,Time[x2],y2);
      ObjectSet(fibo,OBJPROP_COLOR,DodgerBlue);
      ObjectSet(fibo,OBJPROP_STYLE,STYLE_DOT);
   }
//----- à ýòî îòðèñîâêà âñïîìîãàòåëüíîãî âååðà ôèáîíà÷÷è
   if(y2>y1)
   {
      st_3=Low[Lowest(NULL,0,MODE_LOW,x2,0)];
   }
   else
   {
      st_3=High[Highest(NULL,0,MODE_HIGH,x2,0)];
   }

   for(cb=0;cb<x2;cb++)
   {
      if(y2>y1 && Low[cb]==st_3)
      {
         x3=cb;
         y3=Low[cb];
         break;
      }
      else
      {
         if(y2<y1 && High[cb]==st_3)
         {
            x3=cb;
            y3=High[cb];
            break;
         }
      }
   }
   if( ObjectFind(fibo2)!=-1 )
   {
      ObjectSet(fibo2,OBJPROP_TIME1,Time[x2]);
      ObjectSet(fibo2,OBJPROP_PRICE1,y2);
      ObjectSet(fibo2,OBJPROP_TIME2,Time[x3]);
      ObjectSet(fibo2,OBJPROP_PRICE2,y3);
   }
   else
   {
      ObjectCreate(fibo2,OBJ_FIBOFAN,0,Time[x2],y2,Time[x3],y3);
      ObjectSet(fibo2,OBJPROP_COLOR,Yellow);
      ObjectSet(fibo2,OBJPROP_STYLE,STYLE_DOT);
   }

//----
   return(0);
}
//+------------------------------------------------------------------+

//****************************************************************************//
// Ôóíêöèÿ nfUp âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å çíà÷åíèå áóôåðà //
// èíäèêàòîðà, áîëüøåå èëè ðàâíîå çíà÷åíèþ High(Close) äëÿ ïåðåäàííîé ñâå÷è   //
//****************************************************************************//
double nfUp(int i)
   {
   int l,flag=0;
   double Price=0.0;
//----------
   for(l=i+1;l<Bars-draw_begin1-1;l++)
   {
      if(filter>0)
      {
         if(Close[i]<=UpBuffer[l]+(UpBuffer[l]-DnBuffer[l])*filter/100)
         {
            Price=UpBuffer[l];
            flag=1;
            //Print(TimeToStr(Time[i])," ",l," ",Bars," ",Price," ",UpBuffer[l]);
         }
      }
      else
      {
         if(High[i]<=UpBuffer[l])
         {
            Price=UpBuffer[l];
            flag=1;
         }
      }
      if(Price>0) break;
   }
   if(flag==0) Price=High[i];
//----------
   return(Price);
   }
//+------------------------------------------------------------------+

//****************************************************************************//
// Ôóíêöèÿ nfDn âîçâðàùàåò áëèæàéøåå ñëåâà ê ïåðåäàííîé ñâå÷å çíà÷åíèå áóôåðà //
// èíäèêàòîðà, ìåíüøåå èëè ðàâíîå çíà÷åíèþ Low(Close) äëÿ ïåðåäàííîé ñâå÷è    //
//****************************************************************************//
double nfDn(int i)
   {
   int l,flag=0;
   double Price=0.0;
//----------
   for(l=i+1;l<Bars-draw_begin2-1;l++)
   {
      if(filter>0)
      {
         if(Close[i]>=DnBuffer[l]-(UpBuffer[l]-DnBuffer[l])*filter/100)
         {
            Price=DnBuffer[l];
            flag=1;
         }
      }
      else
      {
         if(Low[i]>=DnBuffer[l])
         {
            Price=DnBuffer[l];
            flag=1;
         }
      }
      if(Price>0) break;
   }
   if(flag==0) Price=Low[i];
//----------
   return(Price);
   }
//+------------------------------------------------------------------+

//*****************************************************************************************//
// Ôóíêöèÿ âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è, ìèíèìàëüíîå êîëè÷åñòâî ñâå÷åé ñëåâà         //
// âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå //
// áûëî íå ìåíüøå, ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå                                         //
//*****************************************************************************************//
int nvnLeft(int i,int n)
   {
   int k=0,l;
   for(l=i+1;l<=Bars-1;l++)
   {
      if(High[l]<High[l+1]&&Low[l]>Low[l+1]) continue;
      k++;
      if(k==n)
      {
         k=l-i;
         break;
      }
   }
//----------
   return(k);
   }
//+------------------------------------------------------------------+

//*****************************************************************************************//
// Ôóíêöèÿ âîçâðàùàåò äëÿ ïåðåäàííîé åé ñâå÷è, ìèíèìàëüíîå êîëè÷åñòâî ñâå÷åé ñïðàâà        //
// âêëþ÷àÿ "âíóòðåííèå", äëÿ òîãî, ÷òîáû ÷èñëî íå âíóòðåííèõ ñâå÷åé â ïîëó÷åííîì äèàïàçîíå //
// áûëî íå ìåíüøå, ÷åì óêàçàíî âî âòîðîì ïàðàìåòðå                                         //
//*****************************************************************************************//
int nvnRight(int i,int n)
   {
   int k=0,l;
   for(l=i-1;l>=0;l--)
   {
      if(High[l]<High[l+1]&&Low[l]>Low[l+1]) continue;
      k++;
      if(k==n)
      {
         k=i-l;
         break;
      }
   }
//----------
   return(k);
   }

//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   string fibo="Fibo 1", fibo2="Fibo 2";
   ObjectDelete(fibo);
   ObjectDelete(fibo2);
//----
   return(0);
  }