Valid_Swing_HighLow

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

//|                                          Valid_Swing_HighLow.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Valid Swing HighLow indicator"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "Fractal Up"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN

#property indicator_label2  "Fractal Down"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- enums

enum ENUM_DRAW_BAR

  {

   BAR_SIGNAL,    // Signal bar

   BAR_FRACTAL    // Fractal bar

  };

//--- input parameters

input ENUM_DRAW_BAR  InpDrawBar  =  BAR_SIGNAL;    // Bar of drawing

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

double         BufferLast[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

   SetIndexBuffer(2,BufferLast,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(0,PLOT_ARROW,119);

   PlotIndexSetInteger(1,PLOT_ARROW,119);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Valid Swing HighLow");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,true);

   ArraySetAsSeries(BufferLast,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<5) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-5;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

      ArrayInitialize(BufferLast,0);

     }



//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int curr=i+2;

      int bar=(InpDrawBar==BAR_SIGNAL ? i : curr);

      BufferLast[curr]=0;

      BufferUP[i]=BufferDN[i]=EMPTY_VALUE;

      if(high[curr]>high[curr-1] && high[curr]>high[curr-2] && high[curr]>high[curr+1] && high[curr]>high[curr+2])

        {

         BufferUP[bar]=(InpDrawBar==BAR_SIGNAL ? open[i] : high[bar]);

         BufferLast[curr]=1;

         Previous(rates_total,i,1,high,low);

        }

      if(low[curr]<low[curr-1] && low[curr]<low[curr-2] && low[curr]<low[curr+1] && low[curr]<low[curr+2])

        {

         BufferDN[bar]=(InpDrawBar==BAR_SIGNAL ? open[i] : low[bar]);

         BufferLast[curr]=-1;

         Previous(rates_total,i,-1,high,low);

        }

     }



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

   return(rates_total);

  }

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

//|                                                                  |

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

void Previous(const int rates_total,const int index,int flag,const double &high[],const double &low[])

  {

   int limit=rates_total-2;



   for(int i=index+1; i<=limit; i++)

     {

      if(BufferLast[i]==flag)

        {

         if(flag==1 && high[i]<high[index])

           {

            BufferLast[i]=0;

            break;

           }

         else if(flag==-1 && low[i]>low[index])

           {

            BufferLast[i]=0;

            break;

           }

        }

     }

  }

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