WolfWave_nen_v2

//+-----------------------------------------------------------------------+
//|                                 A WolfWave finder based on ZIGZAG.MQ4 |
//|                                     fukinagashi a t gmx p o i n t net |
//| Patched by Nen @  http://onix-trade.net/forum/index.php?showtopic=373 |
//|                                               Patched again by Maumax |
//|                                                                       |
//|                      Copyright © 1999-2008, MetaQuotes Software Corp. |
//|                                              http://www.metaquotes.ru | 
//+-----------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 SteelBlue
//----
#define MaxAnalyze 200
#define UpperDistance 15
#define LowerDistance 5
#define Title "WW"
//---- indicator parameters
extern int ExtDepth=12;
extern int ExtDeviation=3;
extern int ExtBackstep=2;
//---- indicator buffers
double ExtMapBuffer[];
double ExtMapBuffer2[];
int timeFirstBar=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorBuffers(2);
//---- drawing settings
   SetIndexStyle(0,DRAW_SECTION);
//---- indicator buffers mapping
   SetIndexBuffer(0,ExtMapBuffer);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(1,0.0);
//----
   ArraySetAsSeries(ExtMapBuffer,true);
   ArraySetAsSeries(ExtMapBuffer2,true);
//---- indicator short name
   IndicatorShortName("WolfWave");
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   for(int i=1;i<=5;i++)
     {
      ObjectDelete(Title + ""+i);
     }
   ObjectDelete(Title + "Line-2-4");
   ObjectDelete(Title + "Line-1-3");
   ObjectDelete(Title + "Line-1-4");
   ObjectDelete(Title + "Line-2-5");
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
   int    shift, back,lasthighpos,lastlowpos;
   double val,res;
   double curlow,curhigh,lasthigh,lastlow;
   int num=0;
   int Peak[MaxAnalyze],h,i,j;
   int Wolf[6];
   string WolfWave="None";
   double Winkel1, Winkel2;
   bool found=false;
//----+ ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ êîððåêòíîãî ðàñ÷¸òà èíäèêàòîðà
   if (Bars-1<ExtDepth)return(0);
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ ïàìÿòè äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ
   static int time2,time3,time4;
//----+ Ââåäåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ
   static  double ZigZag2,ZigZag3,ZigZag4;
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ äëÿ ïåðåñ÷¸òà èíäèêàòîðà òîëüêî íà íåïîäñ÷èòàííûõ áàðàõ è ïîëó÷åíèå óæå ïîäñ÷èòàííûõ áàðîâ
   int MaxBar,limit,supr2_bar,supr3_bar,supr4_bar;
//---- ïðîâåðêà íà âîçìîæíûå îøèáêè
   if (counted_bars<0)return(-1);
//---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí
   if (counted_bars>0) counted_bars--;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïîëûé ïåðåñ÷¸ò âñåõ áàðîâ
   MaxBar=Bars-ExtDepth;
//---- îïðåäåëåíèå íîìåðà ñòàðòîâîãî  áàðà â öèêëå, íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåäèòüñÿ  ïåðåñ÷¸ò íîâûõ áàðîâ
   if (counted_bars==0 || Bars-counted_bars>2)
     {
      limit=MaxBar;
     }
   else
     {
      //----
      supr2_bar=iBarShift(NULL,0,time2,TRUE);
      supr3_bar=iBarShift(NULL,0,time3,TRUE);
      supr4_bar=iBarShift(NULL,0,time4,TRUE);
      //----
      limit=supr3_bar;
      if ((supr2_bar<0)||(supr3_bar<0)||(supr4_bar<0))
        {
         limit=MaxBar;
        }
     }
//---- èíèöèàëèçàöèÿ íóëÿ
   if (limit>=MaxBar || timeFirstBar!=Time[Bars-1])
     {
      timeFirstBar=Time[Bars-1];
      for(shift=Bars-1; shift>0;shift--) {ExtMapBuffer[shift]=0.0; ExtMapBuffer2[shift]=0.0;}
      limit=MaxBar;
     }
//----  
   for(shift=Bars-ExtDepth; shift>=0; shift--)
     {
      val=Low[Lowest(NULL,0,MODE_LOW,ExtDepth,shift)];
      if(val==lastlow) val=0.0;
      else
        {
         lastlow=val;
         if((Low[shift]-val)>(ExtDeviation*Point)) val=0.0;
         else
           {
            for(back=1; back<=ExtBackstep; back++)
              {
               res=ExtMapBuffer[shift+back];
               if((res!=0)&&(res>val)) ExtMapBuffer[shift+back]=0.0;
              }
           }
        }
      if (Low[shift]==val) ExtMapBuffer[shift]=val;
      //--- high
      val=High[Highest(NULL,0,MODE_HIGH,ExtDepth,shift)];
      if(val==lasthigh) val=0.0;
      else
        {
         lasthigh=val;
         if((val-High[shift])>(ExtDeviation*Point)) val=0.0;
         else
           {
            for(back=1; back<=ExtBackstep; back++)
              {
               res=ExtMapBuffer2[shift+back];
               if((res!=0)&&(res<val)) ExtMapBuffer2[shift+back]=0.0;
              }
           }
        }
      if (High[shift]==val) ExtMapBuffer2[shift]=val;
     }
   // final cutting 
   lasthigh=-1; lasthighpos=-1;
   lastlow=-1;  lastlowpos=-1;
//----
   for(shift=Bars-ExtDepth; shift>=0; shift--)
     {
      curlow=ExtMapBuffer[shift];
      curhigh=ExtMapBuffer2[shift];
      if((curlow==0)&&(curhigh==0)) continue;
      //---
      if(curhigh!=0)
        {
         if(lasthigh>0)
           {
            if(lasthigh<curhigh) ExtMapBuffer2[lasthighpos]=0;
            else ExtMapBuffer2[shift]=0;
           }
         //---
         if(lasthigh<curhigh || lasthigh<0)
           {
            lasthigh=curhigh;
            lasthighpos=shift;
           }
         lastlow=-1;
        }
      //----
      if(curlow!=0)
        {
         if(lastlow>0)
           {
            if(lastlow>curlow) ExtMapBuffer[lastlowpos]=0;
            else ExtMapBuffer[shift]=0;
           }
         //---
         if((curlow<lastlow)||(lastlow<0))
           {
            lastlow=curlow;
            lastlowpos=shift;
           }
         lasthigh=-1;
        }
     }
   for(shift=Bars-1; shift>=0; shift--)
     {
      if(shift>=Bars-ExtDepth) ExtMapBuffer[shift]=0.0;
      else
        {
         res=ExtMapBuffer2[shift];
         //if(res!=0.0) ExtMapBuffer[shift]=res;
         if(res>0.0) ExtMapBuffer[shift]=res;
        }
     }
   // Ïðîâåðêà ïåðâîãî ëó÷à
   i=0;j=0;
   res=0;
   for(shift=0;i<3;shift++)
     {
      if (ExtMapBuffer[shift]>0)
        {
         i++;
         if (i==1 && ExtMapBuffer[shift]==High[shift])
           {
            j=shift;
            res=ExtMapBuffer[shift];
           }
         if (i==2 && res>0 && ExtMapBuffer[shift]==High[shift])
           {
            if (ExtMapBuffer[shift]>=ExtMapBuffer[j]) ExtMapBuffer[j]=0; else ExtMapBuffer[shift]=0;
            res=0;
            i=0;
            j=0;
            shift=0;
           }
        }
     }
   //+--- Âîññòàíîâëåíèå çíà÷åíèé èíäèêàòîðíîãî áóôôåðà, êîòîðûå ìîãëè áûòü óòåðÿíû 
   if (limit<MaxBar)
     {
      ExtMapBuffer[supr2_bar]=ZigZag2;
      ExtMapBuffer[supr3_bar]=ZigZag3;
      ExtMapBuffer[supr4_bar]=ZigZag4;
      for(int qqq=supr4_bar-1; qqq>supr3_bar; qqq--)ExtMapBuffer[qqq]=0;
      for(int ggg=supr3_bar-1; ggg>supr2_bar; ggg--)ExtMapBuffer[ggg]=0;
     }
   //+-----------------------------------------------------------------+
   //+--- èñïðàâëåíèå âîçíèêàþùèõ ãîðáîâ 
   double vel1, vel2, vel3, vel4;
   int bar1, bar2, bar3, bar4;
   int count;
   if (limit==MaxBar)supr4_bar=MaxBar;
   for(int bar=supr4_bar; bar>=0; bar--)
     {
      if (ExtMapBuffer[bar]!=0)
        {
         count++;
         vel4=vel3;bar4=bar3;
         vel3=vel2;bar3=bar2;
         vel2=vel1;bar2=bar1;
         vel1=ExtMapBuffer[bar];bar1=bar;
         if (count<3)continue;
         if ((vel3<vel2)&&(vel2<vel1)){ExtMapBuffer[bar2]=0;bar=bar3+1;}
         if ((vel3>vel2)&&(vel2>vel1)){ExtMapBuffer[bar2]=0;bar=bar3+1;}
         if ((vel2==vel1)&&(vel1!=0 )){ExtMapBuffer[bar1]=0;bar=bar3+1;}
        }
     }
   //+--- çàïîìèíàíèå âðåìåíè òð¸õ ïîñëåäíèõ ïåðåãèáîâ Çèãçàãà è çíà÷åíèé èíäèêàòîðà â ýòèõ òî÷êàõ 
   time2=Time[bar2];
   time3=Time[bar3];
   time4=Time[bar4];
   ZigZag2=vel2;
   ZigZag3=vel3;
   ZigZag4=vel4;
   //+---          
   // Basic Modification ==>
   i=0;
   for(h=0; h<Bars && i<MaxAnalyze; h++)
     {
      if ((ExtMapBuffer[h]!=0) || (ExtMapBuffer2[h]!=0))
        {
         Peak[i]= h;
         i++;
        }
     }
   for(j=0;j<i && j<MaxAnalyze && found==false;j++)
     {
      Wolf[1]=Peak[j+4]; // 1 High
      Wolf[2]=Peak[j+3]; // 2 Low
      Wolf[3]=Peak[j+2]; // 3 High 
      Wolf[4]=Peak[j+1]; // 4 Low 
      Wolf[5]=Peak[j+0]; // 5 High
      if(// Buy Wolfwave
         Low[Wolf[1]]<High[Wolf[2]] &&  // 1. + 3.a.//1-3
         Low[Wolf[3]]<Low[Wolf[1]] &&   // 2. + 3.b. //3-1
         Low[Wolf[3]]<High[Wolf[4]]  // 4//3-4
              )
        {
         WolfWave="Buy";
        }
      else if
            (// Sell Wolfwave
                 High[Wolf[1]]>Low[Wolf[2]] &&  // 1. + 3.a.
                 High[Wolf[3]]>High[Wolf[1]] &&   // 2. + 3.b. 
                 High[Wolf[3]]>Low[Wolf[4]]  // 4
                      )
           {
            WolfWave="Sell";
           }
         else
           {
            WolfWave="Not";
           }
      if(WolfWave=="Buy")
        {
         ObjectCreate(Title + "Line-1-3", OBJ_TREND, 0, Time[Wolf[1]],Low[Wolf[1]], Time[Wolf[3]],Low[Wolf[3]] );
         //	ObjectSet(Title + "Line-1-3",OBJPROP_RAY,0);
         ObjectSet(Title + "Line-1-3", OBJPROP_COLOR, Lime);
         ObjectSet(Title + "Line-1-3", OBJPROP_WIDTH, 2);
         //	ObjectSet(Title + "Line-1-3",OBJPROP_BACK,1);
         if (ObjectGetValueByShift(Title + "Line-1-3", Wolf[3])>=Low[Wolf[3]])
           {
            ObjectCreate(Title + "1", OBJ_TEXT, 0, Time[Wolf[1]],Low[Wolf[1]]-LowerDistance*Point );
            ObjectSetText(Title + "1", ""+DoubleToStr(1,0), 10, "Arial", Blue);
            ObjectCreate(Title + "2", OBJ_TEXT, 0, Time[Wolf[2]],High[Wolf[2]]+UpperDistance*Point );
            ObjectSetText(Title + "2", ""+DoubleToStr(2,0), 10, "Arial", Blue);
            ObjectCreate(Title + "3", OBJ_TEXT, 0, Time[Wolf[3]],Low[Wolf[3]]-LowerDistance*Point );
            ObjectSetText(Title + "3", ""+DoubleToStr(3,0), 10, "Arial", Blue);
            ObjectCreate(Title + "4", OBJ_TEXT, 0, Time[Wolf[4]],High[Wolf[4]]+UpperDistance*Point );
            ObjectSetText(Title + "4", ""+DoubleToStr(4,0), 10, "Arial", Blue);
            ObjectCreate(Title + "5", OBJ_TEXT, 0, Time[Wolf[5]],Low[Wolf[5]]-LowerDistance*Point );
            ObjectSetText(Title + "5", ""+DoubleToStr(5,0), 10, "Arial", Blue);
            //----
            ObjectCreate(Title + "Line-1-4", OBJ_TREND, 0, Time[Wolf[1]],Low[Wolf[1]], Time[Wolf[4]],High[Wolf[4]] );
            ObjectSet(Title + "Line-1-4", OBJPROP_COLOR, Red);
            //	ObjectSet(Title + "Line-1-4",OBJPROP_RAY,0);
            ObjectSet(Title,OBJPROP_STYLE,STYLE_DOT);
            ObjectSet(Title + "Line-1-4", OBJPROP_WIDTH, 0);
            ObjectSet(Title + "Line-1-4",OBJPROP_BACK,0);
            ObjectSet(Title + "Line-2-5",OBJPROP_BACK,0);
            //	ObjectCreate(Title + "Line-2-5", OBJ_TREND, 0, Time[Wolf[2]],High[Wolf[2]], Time[Wolf[5]],Low[Wolf[5]] );
            //ObjectSet(Title,OBJPROP_STYLE,STYLE_DOT);
            // ObjectSet(Title + "Line-2-5",OBJPROP_RAY,0);
            //ObjectSet(Title + "Line-2-5", OBJPROP_COLOR, Lime);
            // ObjectSet(Title + "Line-2-5", OBJPROP_WIDTH, 1);
            //	Comment("Buy Wolfwave (" + TimeToStr(Time[Wolf[5]],TIME_DATE|TIME_MINUTES) + ") at " + (ObjectGetValueByShift("Line-1-3", Wolf[5])-5*Point) + " SL " + High[Wolf[5]]);
            // found=true;
            //}
            //else 
            //{
            // ObjectDelete(Title + "Line-1-3");
           }
        }
      else if (WolfWave=="Sell")
           {
            ObjectCreate(Title + "Line-1-3", OBJ_TREND, 0, Time[Wolf[1]],High[Wolf[1]], Time[Wolf[3]],High[Wolf[3]] );
            //ObjectSet(Title + "Line-1-3",OBJPROP_RAY,0);
            ObjectSet(Title + "Line-1-3", OBJPROP_COLOR, Lime);
            ObjectSet(Title + "Line-1-3", OBJPROP_WIDTH, 2);
            //	ObjectSet(Title + "Line-1-3",OBJPROP_BACK,1);
            if(ObjectGetValueByShift(Title + "Line-1-3", Wolf[3])<=High[Wolf[3]])
              {
               ObjectCreate(Title + "1", OBJ_TEXT, 0, Time[Wolf[1]],High[Wolf[1]]+UpperDistance*Point );
               ObjectSetText(Title + "1", ""+DoubleToStr(1,0), 10, "Arial", Blue);
               ObjectCreate(Title + "2", OBJ_TEXT, 0, Time[Wolf[2]],Low[Wolf[2]]-LowerDistance*Point );
               ObjectSetText(Title + "2", ""+DoubleToStr(2,0), 10, "Arial", Blue);
               ObjectCreate(Title + "3", OBJ_TEXT, 0, Time[Wolf[3]],High[Wolf[3]]+UpperDistance*Point );
               ObjectSetText(Title + "3", ""+DoubleToStr(3,0), 10, "Arial", Blue);
               ObjectCreate(Title + "4", OBJ_TEXT, 0, Time[Wolf[4]],Low[Wolf[4]]-LowerDistance*Point );
               ObjectSetText(Title + "4", ""+DoubleToStr(4,0), 10, "Arial", Blue);
               ObjectCreate(Title + "5", OBJ_TEXT, 0, Time[Wolf[5]],High[Wolf[5]]+UpperDistance*Point );
               ObjectSetText(Title + "5", ""+DoubleToStr(5,0), 10, "Arial", Blue);
               ObjectCreate(Title + "Line-1-4", OBJ_TREND, 0, Time[Wolf[1]],High[Wolf[1]], Time[Wolf[4]],Low[Wolf[4]] );
               ObjectSet(Title + "Line-1-4", OBJPROP_COLOR, Red);
               //ObjectSet(Title + "Line-1-4",OBJPROP_RAY,0);
               ObjectSet(Title,OBJPROP_STYLE,STYLE_DOT);
               ObjectSet(Title + "Line-1-4", OBJPROP_WIDTH, 0);
               ObjectSet(Title + "Line-1-4",OBJPROP_BACK,0);
               // ObjectCreate(Title + "Line-2-5", OBJ_TREND, 0, Time[Wolf[2]],Low[Wolf[2]], Time[Wolf[5]],High[Wolf[5]] );
               //// ObjectSet(Title,OBJPROP_STYLE,STYLE_DOT);
               // ObjectSet(Title + "Line-2-5",OBJPROP_RAY,0);
               // ObjectSet(Title + "Line-2-5", OBJPROP_COLOR, Yellow);
               // ObjectSet(Title + "Line-2-5", OBJPROP_WIDTH, 1);
               //  ObjectSet(Title + "Line-2-5",OBJPROP_BACK,0);
               // found=true;
              }//else {
            //ObjectDelete(Title + "Line-1-3");
            ObjectsRedraw();
            //}
           }
     }
   return(0);
  }
//+------------------------------------------------------------------+