TMLM-Channel-v2.1

//+------------------------------------------------------------------+
//|                                              TMLM_Channel-v1.mq4 |
//|                                 Copyright © 2007, Shurka & Kevin |
//|                            ANG3110@latchess.com, join frantacech |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, Shurka & Kevin, ANG3110@latchess.com"
#property link      ""
//----------------------------------
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
double ExtMapBuffer1[];
//----------------------------------
extern bool ShowComments = true;
//---- input parameters for MainChannel
extern int Trigger = 50;
extern int   Hours=720;
extern color MainAlert=Red;
extern color MainUpper=Gold;
extern color MainLower=Gold;
extern color MainMiddle=Magenta;
//---- input parameters for SHI
extern int   AllBars=240;
extern int   BarsForFract=0;

//---- internal parameters
string name = "WTL";
string entry = "";
bool OnlyLong = false, OnlyShort = false;

int CurrentBar=0;
double Step=0;
int B1=-1,B2=-1;
int UpDown=0;
double P1=0,P2=0,PP=0;
int i=0,AB=300,BFF=0;
int ishift=0;
double iprice=0;
datetime T1,T2;
//------------------
double lr,lr0,lrp;
double sx,sy,sxy,sx2,aa,bb;
int p,fs;
int f,f0,f1;
double dh,dl,dh_1,dl_1,dh_2,dl_2;
int ai_1,ai_2,bi_1,bi_2; 
double hai,lai,dhi,dli,dhm,dlm,ha0,hap,la0,lap;
double price_p1,price_p0,price_p2,price_01,price_00,price_02;
int p1,p0,p2,fp;

//*****************************************
int init() {
   p=Hours*60/Period();
   if (fs==0) {
       fs=1;
    }
//---- indicators SHI
   SetIndexStyle(0,DRAW_ARROW);
   SetIndexArrow(0,164);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexEmptyValue(0,0.0);
//----

   return(0);
}

//*******************************
int deinit() {
   ObjectDelete(name+"1");
   ObjectDelete(name+"0");
   ObjectDelete(name+"2"); }

//*******************************
int start() {
int i,n;
//------------------------------------------------------------------------------
if (f==1) { 
p1=iBarShift(Symbol(),Period(),ObjectGet(name+"1",OBJPROP_TIME1));
p0=iBarShift(Symbol(),Period(),ObjectGet(name+"0",OBJPROP_TIME1));
p2=iBarShift(Symbol(),Period(),ObjectGet(name+"2",OBJPROP_TIME1));
if (fp==0 && p!=p1) {p=p1; fp=1;}
if (fp==0 && p!=p0) {p=p0; fp=1;}
if (fp==0 && p!=p2) {p=p2; fp=1;}
}
//====================================================
sx=0; sy=0; sxy=0; sx2=0; 
for (n=0; n<=p; n++) {sx+=n; sy+=Close[n]; sxy+=n*Close[n]; sx2+=MathPow(n,2);}   
aa=(sx*sy-(p+1)*sxy)/(MathPow(sx,2)-(p+1)*sx2); bb=(sy-aa*sx)/(p+1);
//----------------------------------------------------
for (i=0; i<=p; i++) {
lr=bb+aa*i;
dh=High[i]-lr; dl=Low[i]-lr;
//----------------------------------------------------
if (i<p/2) {if (i==0) {dh_1=0.0; dl_1=0.0; ai_1=i; bi_1=i;} 
if (dh>=dh_1) {dh_1=dh; ai_1=i;}
if (dl<=dl_1) {dl_1=dl; bi_1=i;}}  
//----------------------------------------------------
if (i>=p/2) {if (i==p/2) {dh_2=0.0; dl_2=0.0; ai_2=i; bi_2=i;} 
if (dh>=dh_2) {dh_2=dh; ai_2=i;}
if (dl<=dl_2) {dl_2=dl; bi_2=i;}}} 
//-------------------------------------
lr0=bb; lrp=bb+aa*(i+p);
//===================================================
if (MathAbs(ai_1-ai_2)>MathAbs(bi_1-bi_2)) f=1;
if (MathAbs(ai_1-ai_2)<MathAbs(bi_1-bi_2)) f=2;
if (MathAbs(ai_1-ai_2)==MathAbs(bi_1-bi_2)) {if (MathAbs(dh_1-dh_2)<MathAbs(dl_1-dl_2)) f=1; if (MathAbs(dh_1-dh_2)>=MathAbs(dl_1-dl_2)) f=2;} 
//=================================================
if (f==1) {
for (n=0; n<=20; n++) { f1=0;
for (i=0; i<=p; i++) {hai=High[ai_1]*(i-ai_2)/(ai_1-ai_2)+High[ai_2]*(i-ai_1)/(ai_2-ai_1);  
if (i==0 || i==p/2) dhm=0.0; 
if (High[i]-hai>dhm && i<p/2) {ai_1=i; f1=1;}
if (High[i]-hai>dhm && i>=p/2) {ai_2=i; f1=1;} }
if (f==0) break;} 
//----------------------------
for (i=0; i<=p; i++) {hai=High[ai_1]*(i-ai_2)/(ai_1-ai_2)+High[ai_2]*(i-ai_1)/(ai_2-ai_1);  
dli=Low[i]-hai; 
if (i==0) dlm=0.0; if (dli<dlm) dlm=dli;}   
ha0=High[ai_1]*(0-ai_2)/(ai_1-ai_2)+High[ai_2]*(0-ai_1)/(ai_2-ai_1); 
hap=High[ai_1]*(p-ai_2)/(ai_1-ai_2)+High[ai_2]*(p-ai_1)/(ai_2-ai_1);
//----------------------------
//i have changed the code so the name of the trend does not change // Fadi
price_p1=hap;      
price_p0=hap+dlm/2;
price_p2=hap+dlm;
price_01=ha0;
price_00=ha0+dlm/2;
price_02=ha0+dlm;
}
//=================================================
if (f==2) {
for (n=0; n<=20; n++) { f1=0;
for (i=0; i<=p; i++) {lai=Low[bi_1]*(i-bi_2)/(bi_1-bi_2)+Low[bi_2]*(i-bi_1)/(bi_2-bi_1); 
if (i==0 || i==p/2) dlm=0.0; 
if (Low[i]-lai<dlm && i<p/2) {bi_1=i; f1=1;}
if (Low[i]-lai<dlm && i>=p/2) {bi_2=i; f1=1;}} 
if (f==0) break;}
//----------------------------
for (i=0; i<=p; i++) {lai=Low[bi_1]*(i-bi_2)/(bi_1-bi_2)+Low[bi_2]*(i-bi_1)/(bi_2-bi_1); 
dhi=High[i]-lai;
if (i==0) dhm=0.0; if (dhi>dhm) dhm=dhi;}   
la0=Low[bi_1]*(0-bi_2)/(bi_1-bi_2)+Low[bi_2]*(0-bi_1)/(bi_2-bi_1); 
lap=Low[bi_1]*(p-bi_2)/(bi_1-bi_2)+Low[bi_2]*(p-bi_1)/(bi_2-bi_1);
//----------------------------------------------------------------
//i have changed the code so the name of the trend does not change // Fadi
price_p1=lap;
price_p0=lap+dhm/2;
price_p2=lap+dhm;
price_01=la0;
price_00=la0+dhm/2;
price_02=la0+dhm;
}
//===================================================================================

if (price_02 > price_01)
  {
   ObjectCreate(name+"1",2, 0,Time[p],price_p1,Time[0],price_01);
   ObjectCreate(name+"0",2, 0,Time[p],price_p0,Time[0],price_00);
   ObjectCreate(name+"2",2, 0,Time[p],price_p2,Time[0],price_02);
   //-----------------------------------------------------------------
  
  ObjectSet(name+"2",OBJPROP_COLOR,MainUpper);
  ObjectSet(name+"1",OBJPROP_COLOR,MainLower);
  entry = "LONG&SHORT";
  OnlyLong = false;
  OnlyShort = false;

  if (NormalizeDouble((price_02 - Ask)/Point,0) < Trigger )
  {
     ObjectSet(name+"2",OBJPROP_COLOR,MainAlert);
     entry = "Only SHORT";
     OnlyShort = true;
  } 

  if (NormalizeDouble((Bid - price_01)/Point,0) < Trigger )
  {
     ObjectSet(name+"1",OBJPROP_COLOR,MainAlert);
     entry = "Only LONG";
     OnlyLong = true;
  } 
 
   ObjectSet(name+"0",OBJPROP_COLOR,MainMiddle);
   ObjectSet(name+"0",OBJPROP_STYLE,STYLE_DOT);
   
   ObjectSet(name+"0",OBJPROP_WIDTH,2);  // these vaules control the width of the line 
   ObjectSet(name+"1",OBJPROP_WIDTH,2);
   ObjectSet(name+"2",OBJPROP_WIDTH,2);
   //---------------------------------------------
   ObjectSet(name+"1",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"1",OBJPROP_PRICE1,price_p1);
   ObjectSet(name+"1",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"1",OBJPROP_PRICE2,price_01);
   ObjectSet(name+"0",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"0",OBJPROP_PRICE1,price_p0);
   ObjectSet(name+"0",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"0",OBJPROP_PRICE2,price_00);
   ObjectSet(name+"2",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"2",OBJPROP_PRICE1,price_p2);
   ObjectSet(name+"2",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"2",OBJPROP_PRICE2,price_02);
   } else
   {
   ObjectCreate(name+"2",2, 0,Time[p],price_p1,Time[0],price_01);
   ObjectCreate(name+"0",2, 0,Time[p],price_p0,Time[0],price_00);
   ObjectCreate(name+"1",2, 0,Time[p],price_p2,Time[0],price_02);
   //-----------------------------------------------------------------

  ObjectSet(name+"2",OBJPROP_COLOR,MainUpper);
  ObjectSet(name+"1",OBJPROP_COLOR,MainLower);
  entry = "LONG&SHORT";
  OnlyLong = false;
  OnlyShort = false;

  if (NormalizeDouble((price_01 - Ask)/Point,0) < Trigger )
  {
     ObjectSet(name+"2",OBJPROP_COLOR,MainAlert);
     entry = "Only SHORT";
     OnlyShort = true;
  }

  if (NormalizeDouble((Bid - price_02)/Point,0) < Trigger )
  {
     ObjectSet(name+"1",OBJPROP_COLOR,MainAlert);
     entry = "Only LONG";
     OnlyLong = true;
  } 
 
   ObjectSet(name+"0",OBJPROP_COLOR,MainMiddle);
   ObjectSet(name+"0",OBJPROP_STYLE,STYLE_DOT);

   ObjectSet(name+"0",OBJPROP_WIDTH,2);  // these vaules control the width of the line 
   ObjectSet(name+"2",OBJPROP_WIDTH,2);
   ObjectSet(name+"1",OBJPROP_WIDTH,2);
   //---------------------------------------------
   ObjectSet(name+"2",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"2",OBJPROP_PRICE1,price_p1);
   ObjectSet(name+"2",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"2",OBJPROP_PRICE2,price_01);
   ObjectSet(name+"0",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"0",OBJPROP_PRICE1,price_p0);
   ObjectSet(name+"0",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"0",OBJPROP_PRICE2,price_00);
   ObjectSet(name+"1",OBJPROP_TIME1,Time[p]);
   ObjectSet(name+"1",OBJPROP_PRICE1,price_p2);
   ObjectSet(name+"1",OBJPROP_TIME2,Time[0]);
   ObjectSet(name+"1",OBJPROP_PRICE2,price_02);   
   }
//==================================================================
f=1; p1=p; p0=p; p2=p; fp=0; 
//*************************************************************************************
//----
   int    counted_bars=IndicatorCounted();
//---- 
	if ((AllBars==0) || (Bars<AllBars)) AB=Bars; else AB=AllBars; //AB-êîëè÷åñòâî îáñ÷èòûâàåìûõ áàðîâ
	if (BarsForFract>0) 
		BFF=BarsForFract; 
	else
	{
		switch (Period())
		{
			case 1: BFF=12; break;
			case 5: BFF=48; break;
			case 15: BFF=24; break;
			case 30: BFF=24; break;
			case 60: BFF=12; break;
			case 240: BFF=15; break;
			case 1440: BFF=10; break;
			case 10080: BFF=6; break;
			default: DelObj(); return(-1); break;
		}
	}
	CurrentBar=2; //ñ÷èòàåì ñ òðåòüåãî áàðà, ÷òîáû ôðàêòàë "çàêðåïèëñÿ
	B1=-1; B2=-1; UpDown=0;
	while(((B1==-1) || (B2==-1)) && (CurrentBar<AB))
	{
		//UpDown=1 çíà÷èò ïåðâûé ôðàêòàë íàéäåí ñâåðõó, UpDown=-1 çíà÷èò ïåðâûé ôðàêòàë
		//íàéäåí ñíèçó, UpDown=0 çíà÷èò ôðàêòàë åù¸ íå íàéäåí.
		//Â1 è Â2 - íîìåðà áàðîâ ñ ôðàêòàëàìè, ÷åðåç íèõ ñòðîèì îïîðíóþ ëèíèþ.
		//Ð1 è Ð2 - ñîîòâåòñòâåííî öåíû ÷åðåç êîòîðûå áóäåì ëèíèþ ïðîâîäèòü

		if((UpDown<1) && (CurrentBar==Lowest(Symbol(),Period(),MODE_LOW,BFF*2+1,CurrentBar-BFF))) 
		{
			if(UpDown==0) { UpDown=-1; B1=CurrentBar; P1=Low[B1]; }
			else { B2=CurrentBar; P2=Low[B2];}
		}
		if((UpDown>-1) && (CurrentBar==Highest(Symbol(),Period(),MODE_HIGH,BFF*2+1,CurrentBar-BFF))) 
		{
			if(UpDown==0) { UpDown=1; B1=CurrentBar; P1=High[B1]; }
			else { B2=CurrentBar; P2=High[B2]; }
		}
		CurrentBar++;
	}
	if((B1==-1) || (B2==-1)) {DelObj(); return(-1);} // Çíà÷èò íå íàøëè ôðàêòàëîâ ñðåäè 300 áàðîâ 8-)
	Step=(P2-P1)/(B2-B1);//Âû÷èñëèëè øàã, åñëè îí ïîëîæèòåëüíûé, òî êàíàë íèñõîäÿùèé
	P1=P1-B1*Step; B1=0;//ïåðåñòàâëÿåì öåíó è ïåðâûé áàð ê íóëþ
	//À òåïåðü îïîðíóþ òî÷êó ïðîòèâîïîëîæíîé ëèíèè êàíàëà.
	ishift=0; iprice=0;
	if(UpDown==1)
	{ 
		PP=Low[2]-2*Step;
		for(i=3;i<=B2;i++) 
		{
			if(Low[i]<PP+Step*i) { PP=Low[i]-i*Step; }
		}
		if(Low[0]<PP) {ishift=0; iprice=PP;}
		if(Low[1]<PP+Step) {ishift=1; iprice=PP+Step;}
		if(High[0]>P1) {ishift=0; iprice=P1;}
		if(High[1]>P1+Step) {ishift=1; iprice=P1+Step;}
	} 
	else
	{ 
		PP=High[2]-2*Step;
		for(i=3;i<=B2;i++) 
		{
			if(High[i]>PP+Step*i) { PP=High[i]-i*Step;}
		}
		if(Low[0]<P1) {ishift=0; iprice=P1;}
		if(Low[1]<P1+Step) {ishift=1; iprice=P1+Step;}
		if(High[0]>PP) {ishift=0; iprice=PP;}
		if(High[1]>PP+Step) {ishift=1; iprice=PP+Step;}
	}
	//Òåïåðü ïåðåñòàâèì êîíå÷íóþ öåíó è áàð íà ÀÂ, ÷òîáû ëèíèè êàíàëà ðèñîâàëèñü ïîäëèííåå
	P2=P1+AB*Step;
	T1=Time[B1]; T2=Time[AB];

	//Åñëè íå áûëî ïåðåñå÷åíèÿ êàíàëà, òî 0, èíà÷å ñòàâèì ïñèñó.
	if(iprice!=0) ExtMapBuffer1[ishift]=iprice;
	DelObj();
	//Comment (PP,P1);
	
	if (PP<P1)
	{
   if (OnlyShort == false)
     {
	   ObjectCreate("TL1",OBJ_TREND,0,T2,PP+Step*AB,T1,PP); 
		ObjectSet("TL1",OBJPROP_COLOR,Lime); 
		ObjectSet("TL1",OBJPROP_WIDTH,2); 
		ObjectSet("TL1",OBJPROP_STYLE,STYLE_SOLID); 
	  }
   
   if (OnlyLong == false)
     {
	   ObjectCreate("TL2",OBJ_TREND,0,T2,P2,T1,P1); 
		ObjectSet("TL2",OBJPROP_COLOR,Lime); 
		ObjectSet("TL2",OBJPROP_WIDTH,2); 
		ObjectSet("TL2",OBJPROP_STYLE,STYLE_SOLID); 
	  }

	   ObjectCreate("MIDL",OBJ_TREND,0,T2,(P2+PP+Step*AB)/2,T1,(P1+PP)/2);
		ObjectSet("MIDL",OBJPROP_COLOR,Lime); 
		ObjectSet("MIDL",OBJPROP_WIDTH,1); 
		ObjectSet("MIDL",OBJPROP_STYLE,STYLE_DOT);
		}
		if (PP>P1)
	{
   if (OnlyLong == false)
     {
	   ObjectCreate("TL2",OBJ_TREND,0,T2,PP+Step*AB,T1,PP); 
		ObjectSet("TL2",OBJPROP_COLOR,Lime); 
		ObjectSet("TL2",OBJPROP_WIDTH,2); 
		ObjectSet("TL2",OBJPROP_STYLE,STYLE_SOLID); 
	  }

   if (OnlyShort == false)
     {
	   ObjectCreate("TL1",OBJ_TREND,0,T2,P2,T1,P1); 
		ObjectSet("TL1",OBJPROP_COLOR,Lime); 
		ObjectSet("TL1",OBJPROP_WIDTH,2); 
		ObjectSet("TL1",OBJPROP_STYLE,STYLE_SOLID); 
	  }

   	ObjectCreate("MIDL",OBJ_TREND,0,T2,(P2+PP+Step*AB)/2,T1,(P1+PP)/2);
		ObjectSet("MIDL",OBJPROP_COLOR,Lime); 
		ObjectSet("MIDL",OBJPROP_WIDTH,1); 
		ObjectSet("MIDL",OBJPROP_STYLE,STYLE_DOT);
		}
		//Comment(" Channel size = ", DoubleToStr(MathAbs(PP - P1)/Point,0), " Slope = ", DoubleToStr(-Step/Point, 2));
//----
//----

if (ShowComments)
 {
 Comment(" Main Channel size: ", DoubleToStr(MathAbs(price_02 - price_01)/Point,0), ", Entry: ",entry, ", Trigger: ", DoubleToStr(Trigger,0), "\n"," Channel size = ", DoubleToStr(MathAbs(PP - P1)/Point,0), " Slope = ", DoubleToStr(-Step/Point, 2));
 }
//if (ShowComments) Comment(" Main Channel size = ", DoubleToStr(MathAbs(price_02 - price_01)/Point,0), " Slope = ");
//Comment( "Ask:", Ask,", Bid:", Bid,"\n","price_02: ",price_02, "\n","price_01: ",price_01, "\n",entry);
//Sleep(10000);
//RefreshRates();
return(0);}
//=====================================================================================

void DelObj()
{
	ObjectDelete("TL1");
	ObjectDelete("TL2");
	ObjectDelete("MIDL");
}