SDX-ZoneBreakout-Lud-Z1-v2_v1

/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|  TZ-Breaktout-Z1.mq4                                             |
//|  Shimodax                                                        |
//|                                                                  |
//+------------------------------------------------------------------+

#property copyright "Copyright Shimodax"
#property link      "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"


/* Introduction:

   Draw ranges for "Simple Combined Breakout System for EUR/USD and GBP/USD" thread
   (see http://www.strategybuilderfx.com/forums/showthread.php?t=15439)

   TimeZoneOfData: TimeZone for which MT4 shows your local time, 
                  e.g. 1 or 2 for Europe (GMT+1 or GMT+2 (daylight 
                  savings time).  Use zero for no adjustment.
                  
                  The MetaQuotes demo server uses GMT +2.   
   Enjoy  :-)
   
   Markus

*/


#property indicator_chart_window
#property indicator_buffers 8
#property indicator_color1 Red
#property indicator_color2 Orange
#property indicator_color3 Red
#property indicator_color4 Orange
#property indicator_color5 Red
#property indicator_color6 Orange
#property indicator_color7 Gold
#property indicator_color8 Gold


extern bool DoEntryAlerts= false;
extern int TimeZoneOfData= 3;  // time zone of metatrader charts
extern int PipsForEntry= 5;
extern int PipsTarget = 80;
extern int PipsStop= 50;
extern int ShowTarget= 1;
extern int ShowStop= 1;

int DestTimeZone= 0;   // dest time zone for time computation (leave as zero (GMT))




double Zone1Upper[];
double Zone1Lower[];
double Zone1UpperTarget[];
double Zone1LowerTarget[];
double Zone1UpperStop[];
double Zone1LowerStop[];
double EntryUpperSignalsBuffer[];
double EntryLowerSignalsBuffer[];
bool Zone1UpperBreakout=False;
bool Zone1LowerBreakout=False;




//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,Zone1Upper);
   SetIndexEmptyValue(0, 0.0);
	SetIndexLabel(0, "Z1 Upper");

   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,Zone1Lower);
   SetIndexEmptyValue(1, 0.0);
   SetIndexLabel(1, "Z1 Lower");

   SetIndexStyle(2,DRAW_LINE, STYLE_DASH, 1);
   SetIndexBuffer(2,Zone1UpperTarget);
   SetIndexEmptyValue(2, 0.0);
	SetIndexLabel(2, "Z1 Upper Target");

   SetIndexStyle(3,DRAW_LINE, STYLE_DASH, 1);
   SetIndexBuffer(3,Zone1LowerTarget);
   SetIndexEmptyValue(3, 0.0);
   SetIndexLabel(3, "Z1 Lower Target");

   SetIndexStyle(4,DRAW_LINE, STYLE_DASHDOTDOT, 1);
   SetIndexBuffer(4,Zone1UpperStop);
   SetIndexEmptyValue(4, 0.0);
	SetIndexLabel(4, "Z1 Upper Stop");

   SetIndexStyle(5,DRAW_LINE, STYLE_DASHDOTDOT, 1);
   SetIndexStyle(5,DRAW_LINE);
   SetIndexBuffer(5,Zone1LowerStop);
   SetIndexEmptyValue(5, 0.0);
   SetIndexLabel(5, "Z1 Lower Stop");

   SetIndexStyle(6,DRAW_ARROW);
   SetIndexArrow(6, 162);
   SetIndexBuffer(6, EntryUpperSignalsBuffer);
   SetIndexEmptyValue(6, 0.0);
   SetIndexLabel(6, "Z1 Upper Breakout");

   SetIndexStyle(7,DRAW_ARROW);
   SetIndexArrow(7, 162);
   SetIndexBuffer(7, EntryLowerSignalsBuffer);
   SetIndexEmptyValue(7, 0.0);
   SetIndexLabel(7, "Z1 Lower Breakout");

   return(0);
}

int deinit()
{

   return(0);
}
  
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
   int counted_bars= IndicatorCounted(),
         lastbar, result;

   if (Bars<=100) 
      return(0);
      
   if (counted_bars>0)
      counted_bars--;
      
   lastbar= Bars - counted_bars;
   
   
   //
   // compute ranges
   //
   BreakoutRanges(0, lastbar, TimeZoneOfData, DestTimeZone);
   
   
   //
   // check alerts   
   //
   static datetime lastalerttime;
   static double lastalertprice;

/*
   if (DoEntryAlerts && lastalerttime!=Time[0] && EntrySignalsBuffer[0]!=0 && EntrySignalsBuffer[0]!=lastalertprice) {
      Alert("ZoneBreakout signals entry!");
      lastalerttime= Time[0];
      lastalertprice= EntrySignalsBuffer[0];
   } 
   else {
      lastalerttime= 0;
      lastalertprice= 0.0;
   }
*/

   return(0);
}

 
//+------------------------------------------------------------------+
//| Compute Breakout ranges for daily time periods                   |
//+------------------------------------------------------------------+
int BreakoutRanges(int offset, int lastbar, int tzlocal, int tzdest)
{     
   int i, j, k,
       tzdiff= tzlocal - tzdest,
       tzdiffsec= tzdiff*3600, 
       tidxstart[2]= { 0, 0}, 
       tidxend[2]= { 0, 0 };
   double thigh[2]= { 0.0, 0.0 }, 
           tlow[2]= { 99999.9, 99999.9 };
   string tfrom[3]= { "04:00", "08:00" ,  /*rest of day: */ "12:00"},
          tto[3]=   { "08:00", "12:00",   /*rest of day: */ "24:00" },
          tday;
   bool inperiod= -1;
   datetime timet;
   

   //
   // search back for the beginning of the day
   //
   tday= TimeToStr(Time[lastbar]-tzdiffsec, TIME_DATE);   
   for (  ; lastbar<Bars; lastbar++) {
      if (TimeToStr(Time[lastbar] - tzdiffsec, TIME_DATE)!=tday) {
         lastbar--;
         break;      
      }
   }   



   //
   // find the high/low for the two periods and carry them forward through the day
   //
   tday= "XXX";
   for (i= lastbar; i>=offset; i--) {
   
      timet= Time[i] - tzdiffsec;   // time of this bar
      
      string timestr= TimeToStr(timet, TIME_MINUTES),    // current time HH:MM
             thisday= TimeToStr(timet, TIME_DATE);       // current date
          
      EntryUpperSignalsBuffer[i]= 0;   
      EntryLowerSignalsBuffer[i]= 0;   
          
      //
      // for all three periods (first period, second period, rest of day)
      //
      for (j= 0; j<3; j++) {
      
         if (tfrom[j]<=timestr && timestr<tto[j]) {   // Bar[i] in this period
      
            if (inperiod!=j) { // entered new period, so last one is completed
                                 
               if (j>0) {      // now draw high/low back over the recently completed period
               
                  for (k= tidxstart[j-1]; k>=tidxend[j-1]; k--) {
                     if (j-1==0) {
                        Zone1Upper[k]= thigh[j-1];
                        Zone1Lower[k]= tlow[j-1];
                     }
                  }
               }
               
               inperiod= j;   // remember current period
            }
            
            if (inperiod==2)   // inperiod==2 (end of day) is just to check completion of zone 2
               break;


            // for the current period find idxstart, idxend and compute high/low
            if (tidxstart[j]==0) {
               tidxstart[j]= i;
               tday= thisday;
            }
         
            tidxend[j]= i;
      
            thigh[j]= MathMax(thigh[j], High[i]);
            tlow[j]= MathMin(tlow[j], Low[i]);
         }
      }
      
      
      // 
      // carry forward the periods for which we have definite high/lows
      //
      if (inperiod>=1 && tday==thisday) { // first time period completed
         Zone1Upper[i]= thigh[0] + PipsForEntry*Point;
         Zone1Lower[i]= tlow[0] - PipsForEntry*Point;
         if (ShowTarget==1)
           {
            Zone1UpperTarget[i]= thigh[0] + PipsForEntry*Point+PipsTarget*Point;
            Zone1LowerTarget[i]= tlow[0] - PipsForEntry*Point-PipsTarget*Point;
           }
         if (ShowStop==1)
           {
            if(Zone1Upper[i]-Zone1Lower[i]>PipsStop*Point)
              {
               Zone1UpperStop[i]= Zone1Upper[i]-PipsStop*Point;  
               Zone1LowerStop[i]= Zone1Lower[i]+PipsStop*Point;  
              }
            else
              {
               Zone1UpperStop[i]= 0;  
               Zone1LowerStop[i]= 0;  
              }
           }
         
         CheckSignal(i, Zone1Upper[i], OP_BUY, EntryUpperSignalsBuffer);
         CheckSignal(i, Zone1Lower[i], OP_SELL, EntryLowerSignalsBuffer);
      }
      else {   // none yet to carry forward (zero to clear old values, e.g. from switching timeframe)
         Zone1Upper[i]= 0;
         Zone1Lower[i]= 0;
         Zone1UpperTarget[i]= 0;
         Zone1LowerTarget[i]= 0;
         Zone1UpperStop[i]= 0;
         Zone1LowerStop[i]= 0;
      }
     

      //
      // at the beginning of a new day reset everything
      //
      if (tday!="XXX" && tday!=thisday || TimeToStr(timet, TIME_MINUTES)>=tto[2]) {
         // Print("#", i, "new day ", thisday, "/", tday);
      
         tday= "XXX";
         
         Zone1UpperBreakout = False;
         Zone1LowerBreakout = False;        
         
         inperiod= -1;
         
         for (j= 0; j<2; j++) {
            tidxstart[j]= 0;
            tidxend[j]= 0;
         
            thigh[j]= 0;
            tlow[j]= 99999;
         }
      }
   }

   return (0);       
}




//+------------------------------------------------------------------+
//| Check price break                                                |
//+------------------------------------------------------------------+
bool CheckSignal(int shift, double price, int type, double &signalbuffer[]) 
{
   bool signal= false;

   if (Zone1UpperBreakout==False && type==OP_BUY && ((Open[shift]<price && High[shift]>price) || (Close[shift+1]<price && Open[shift]>price)) ) {
      signalbuffer[shift]= price;
      signal= true;
      Zone1UpperBreakout=True;
  }

   if (Zone1LowerBreakout==False && type==OP_SELL && (Open[shift]>price && Low[shift]<price) || (Close[shift+1]>price && Open[shift]<price)) {
      signalbuffer[shift]= price;
      signal= true;
      Zone1LowerBreakout=True;
  }
  
  return (signal);
}