tangoline_v1.2

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

//|                                               TangoLine_v1.2.mq4 |

//| TangoLine v1.2                            Copyright 2015, fxborg |

//|                                   http://fxborg-labo.hateblo.jp/ |

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

#property copyright "Copyright 2015, fxborg"

#property link      "http://fxborg-labo.hateblo.jp/"

#property version   "1.2"

#property strict



#property indicator_chart_window

#property indicator_buffers 5

//--- plot Label1

#property indicator_label1  "TangoLine"

#property indicator_type1 DRAW_LINE

#property indicator_type2 DRAW_LINE

#property indicator_type3 DRAW_LINE

#property indicator_type4 DRAW_ARROW

#property indicator_type5 DRAW_ARROW



//---

#property indicator_color1 DeepPink

#property indicator_color2 DarkViolet

#property indicator_color3 DarkViolet

#property indicator_color4 Red

#property indicator_color5 Blue



#property indicator_label1 "TangoLine"

#property indicator_label2 "Upper Channel"

#property indicator_label3 "Lower Channel"

#property indicator_label4 "Reversal Bar"

#property indicator_label5 "Reversal Bar"

//---

#property indicator_width1 2

#property indicator_width2 1

#property indicator_width3 1

#property indicator_width4 2

#property indicator_width5 2



#property indicator_style1 STYLE_SOLID

#property indicator_style2 STYLE_DASH

#property indicator_style3 STYLE_DASH



//--- input parameters

input  int InpPeriod=20;  // Channel Period

input  double InpReversalNoiseFilter=5;  // NoiseFilter (Minimam Reversal Spread) 

double RevNoiseFilter=InpReversalNoiseFilter*Point;



//---

int min_rates_total;



//--- indicator buffers

double LineBuffer[];

double HighBuffer[];

double LowBuffer[];

double TopBuffer[];

double BtmBuffer[];

//---- for calc 

double HighesBuffer[];

double LowesBuffer[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- Initialization of variables of data calculation starting point

   min_rates_total=1+InpPeriod+1;



//--- indicator buffers mapping

   IndicatorBuffers(14);



//--- indicator buffers

   SetIndexBuffer(0,LineBuffer);

   SetIndexBuffer(1,HighBuffer);

   SetIndexBuffer(2,LowBuffer);

   SetIndexBuffer(3,TopBuffer);

   SetIndexBuffer(4,BtmBuffer);



//--- calc buffers

   SetIndexBuffer(5,HighesBuffer);

   SetIndexBuffer(6,LowesBuffer);



   SetIndexArrow(3,159);

   SetIndexArrow(4,159);



   SetIndexShift(0,1);

   SetIndexShift(1,1);

   SetIndexShift(2,1);



//---

   string short_name="Tango Line v1.2("+IntegerToString(InpPeriod)+")";

   IndicatorShortName(short_name);

//---

   return(INIT_SUCCEEDED);

  }

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

//| De-initialization                                                |

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

int deinit()

  {

   string short_name="Tango Line v1.2("+IntegerToString(InpPeriod)+")";

   IndicatorShortName(short_name);

   return(0);

  }

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

//| 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[])

  {

//---

   int i,j,k,first;

//--- check for bars count

   if(rates_total<=min_rates_total)

      return(0);



//--- indicator buffers

   ArraySetAsSeries(LineBuffer,false);

   ArraySetAsSeries(HighBuffer,false);

   ArraySetAsSeries(LowBuffer,false);

   ArraySetAsSeries(TopBuffer,false);

   ArraySetAsSeries(BtmBuffer,false);



//--- calc buffers

   ArraySetAsSeries(HighesBuffer,false);

   ArraySetAsSeries(LowesBuffer,false);

//--- rate data

   ArraySetAsSeries(high,false);

   ArraySetAsSeries(low,false);

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

//|Set High Low Buffeer                                |

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

   first=InpPeriod-1;

   if(first+1<prev_calculated)

      first=prev_calculated-2;

   else

     {

      for(i=0; i<first; i++)

        {

         LowesBuffer[i]=0.0;

         HighesBuffer[i]=0.0;

        }

     }



   for(i=first; i<rates_total && !IsStopped(); i++)

     {

      //--- calculate range spread

      double dmin=1000000.0;

      double dmax=-1000000.0;

      //---      

      for(k=i-InpPeriod+1; k<=i; k++)

        {

         if(dmin>low[k]) dmin=low[k];

         if(dmax<high[k]) dmax=high[k];

        }

      //---

      LowesBuffer[i]=dmin;

      HighesBuffer[i]=dmax;

     }

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

//|Set Tango Line Buffeer                              |

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

   first=InpPeriod-1;

   if(first+1<prev_calculated)first=prev_calculated-2;

   for(i=first; i<rates_total && !IsStopped(); i++)

     {

      //--- 

      int btm_pos=NULL;

      int top_pos=NULL;

      //--- serach reversal bar

      for(j=i-1;j>1;j--)

        {

         if(LowesBuffer[j-2]-RevNoiseFilter*Point>LowesBuffer[j-1]

            && LowesBuffer[j-1]==LowesBuffer[j])

           {

            //--- reversal of top 

            btm_pos=j-1;

            BtmBuffer[btm_pos]=LowesBuffer[btm_pos];

            break;

           }

         //--- reversal of bottom

         if(HighesBuffer[j-2]+RevNoiseFilter*Point<HighesBuffer[j-1]

            && HighesBuffer[j-1]==HighesBuffer[j])

           {

            top_pos=j-1;

            TopBuffer[top_pos]=HighesBuffer[top_pos];

            break;

           }

        }

      //--- turnning point

      int turn_pos=NULL;

      if(btm_pos!=NULL || top_pos!=NULL)

        {

         //---

         if(btm_pos!=NULL) turn_pos=btm_pos;

         else turn_pos=top_pos;

         //--- 

         double range_lo=1000000.0;

         double range_hi=-1000000.0;

         for(j=turn_pos; j<i;j++)

           {

            if(range_hi<high[j])range_hi=high[j];

            if(range_lo>low[j])range_lo=low[j];

           }

         //--- set channel data

         double prev_high=MathMax(MathMax(MathMax(high[turn_pos-4],

                                  high[turn_pos-3]),high[turn_pos-2]),high[turn_pos-1]);

         double prev_low=MathMin(MathMin(MathMin(low[turn_pos-4],

                                 low[turn_pos-3]),low[turn_pos-2]),low[turn_pos-1]);

         HighBuffer[i]=MathMax(range_hi,prev_high);

         LineBuffer[i]=(range_hi+range_lo)/2;

         LowBuffer[i]=MathMin(range_lo,prev_low);

        }

     }

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

   return(rates_total);

  }

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