Simple Pattern Finder

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

//|                                Copyright 2017, Vladimir V. Tkach |

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

#property version "1.0"

#property copyright "Copyright © 2017, Vladimir V. Tkach"

#property description "This utilit finds in history similar price movement,"

#property description "plots farther movement with the color by its force (similarity)."

#property link      "https://www.mql5.com/ru/users/net/news"

#property strict



extern int

barA=10,                   //Seek patterns for bars

bar0=0,                    //...start from this bar 

barD=10,                   //Draw predicted bars

barH=2000,                 //Use History (bars)

color_force=100;          //Pattern force by bars color (%)



input ENUM_TIMEFRAMES timeframe=60;     //Pattern Timeframe



double

delta[100],

price[100];



int 

bar,

patterns,

progress;



string

str1,

str2,

str3;



color Clr;

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

//|Initialisation function                                           |

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

int OnInit()

  {

   bar=(int)iTime(Symbol(),timeframe,1);   

   

   //create colored markers

   for(int i=30; i<100; i+=10)

      {

         ObjectCreate(IntegerToString(i),OBJ_LABEL,0,0,0);

         ObjectSet(IntegerToString(i),OBJPROP_XDISTANCE,10);

         ObjectSet(IntegerToString(i),OBJPROP_YDISTANCE,55+(100-i));

         

         Clr=Purple;                  

         if(i==40) Clr=Blue;

         if(i==50) Clr=Aqua;

         if(i==60) Clr=Green;

         if(i==70) Clr=Yellow;

         if(i==80) Clr=Orange;

         if(i==90) Clr=Red;

                  

         ObjectSet(IntegerToString(i),OBJPROP_COLOR,Clr);

         ObjectSet(IntegerToString(i),OBJPROP_CORNER,0);

         ObjectSetText(IntegerToString(i),">"+IntegerToString(i)+"%");

         ObjectSet(IntegerToString(i),OBJPROP_FONTSIZE,8);

      }

                      

   return(INIT_SUCCEEDED);

  }

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

//|Deinitialisation function                                         |

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

void OnDeinit(const int reason)

  {

   //delete all graphics

   DeleteOldLines();

   ObjectDelete("90");

   ObjectDelete("80");

   ObjectDelete("70");

   ObjectDelete("60");

   ObjectDelete("50");

   ObjectDelete("40");

   ObjectDelete("30");   

   Comment("");

   return;

  }

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

//|Custom comment function                                           |

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

void Comment2()

  {

     Comment(

      str1,"\n",

      str2,"\n",

      str3,"\n"

      );

      

   return;

  }  

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

//|                                                                  |

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

void OnTick()

  {

  

   if(bar!=(int)iTime(Symbol(),timeframe,0))

      { 

         bar=(int)iTime(Symbol(),timeframe,0);

         DeleteOldLines();

         patterns=0;

         progress=0;

         if(color_force!=0) {str3=""; FindPattern(); str1="Searching for patterns: 100% done"; Comment2();}

         else (str3="NO CRITERIA!");

      }



   return;

  }

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

//|                                                                  |

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

void FindPattern()

   {

      double 

      O=2.0, C=2.0, H=1.0, L=1.0, //weights for prices

      dev=O+C+H+L;

      

      //averaged price

      price[0]=(O*iOpen(Symbol(),timeframe,bar0)+C*iClose(Symbol(),timeframe,bar0)+H*iHigh(Symbol(),timeframe,bar0)+L*iLow(Symbol(),timeframe,bar0))/dev;

      

      for(int i=bar0+barA; i<barH-barA; i++)

         {

            progress=i+barA;

            str1="Searching for patterns: "+StringSubstr(DoubleToString(1.0*progress/(1.0*barH)*100.0),0,3)+"% done";

            Comment2();

            

            int cf=0;

            double rcf=0.0;

            

            //compare colors

            for(int e=0; e<barA; e++)

               {

                  if( (iOpen(Symbol(),timeframe,bar0+e)>iClose(Symbol(),timeframe,bar0+e) && iOpen(Symbol(),timeframe,i+e)>iClose(Symbol(),timeframe,i+e)) ||

                  (iOpen(Symbol(),timeframe,bar0+e)<iClose(Symbol(),timeframe,bar0+e) && iOpen(Symbol(),timeframe,i+e)<iClose(Symbol(),timeframe,i+e))) 

                     {

                        cf+=1; //colors are similar

                     }

               }

            

            rcf=1.0*cf/(1.0*barA)*100.0;  //rate of similarity in colors, %

                                  

            if(rcf>=color_force && patterns<100) 

               {

                  patterns+=1; 

                  str2="Found patterns: "+IntegerToString(patterns);

                  Comment2(); 

                  

                  //save further movement of a found pattern

                  for(int e2=0; e2<100; e2++)

                     {

                        if(e2>=barD || i-e2-1<1) {delta[e2]=0.0; continue;}

                        

                        delta[e2]=(O*iOpen(Symbol(),timeframe,i-e2-1)+C*iClose(Symbol(),timeframe,i-e2-1)+H*iHigh(Symbol(),timeframe,i-e2-1)+L*iLow(Symbol(),timeframe,i-e2-1)*L)/dev-

                        (O*iOpen(Symbol(),timeframe,i-e2)+C*iClose(Symbol(),timeframe,i-e2)+H*iHigh(Symbol(),timeframe,i-e2)+L*iLow(Symbol(),timeframe,i-e2))/dev;

                     }      

                                              

                  Clr=Purple;                  

                  if(rcf>40) Clr=Blue;

                  if(rcf>50) Clr=Aqua;

                  if(rcf>60) Clr=Green;

                  if(rcf>70) Clr=Yellow;

                  if(rcf>80) Clr=Orange;

                  if(rcf>90) Clr=Red;

                  

                  //plot further movement

                  PlotPattern(Clr);

               }               

         }

   

      return;

   }

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

//|                                                                  |

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

void PlotPattern(color Clr2)

   {

      string name;

      int gap=0, prevtime=0;

      

      for(int i=1; i<=barD; i++)

         {

            if(delta[i]==0.0) {break;}

            

            if(i==1) prevtime=(int)iTime(Symbol(),timeframe,bar0);

            price[i]=price[i-1]+delta[i-1];

          

            name="Pattern Line "+IntegerToString(ObjectsTotal());

            

            //make correction if weekends

            gap=0;

            if(TimeDayOfWeek(iTime(Symbol(),timeframe,bar0)+i*timeframe*60)==0) gap=1*24*60*60;

            if(TimeDayOfWeek(iTime(Symbol(),timeframe,bar0)+i*timeframe*60)==6) gap=2*24*60*60;

            

            //plot colored line

            ObjectCreate(name,OBJ_TREND,0,

            prevtime,

            price[i-1],

            iTime(Symbol(),timeframe,bar0)+i*timeframe*60+gap,

            price[i]);

            

            prevtime=(int)iTime(Symbol(),timeframe,bar0)+i*timeframe*60+gap;

            

            ObjectSet(name,OBJPROP_WIDTH,1);

            ObjectSet(name,OBJPROP_RAY_RIGHT,false); 

            ObjectSet(name,OBJPROP_COLOR,Clr2);

         }

   

      return;

   }

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

//|                                                                  |

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

void DeleteOldLines()

  {

   for(int i=ObjectsTotal()-1; i>-1; i--)

     {

      if(StringFind(ObjectName(i),"Pattern Line ",0)==-1) continue;

      ObjectDelete(ObjectName(i));

     }

   return;

  }

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