ZigAndZag_001
Download script
Technical Logic Overview: ZigAndZagScalpel
The ZigAndZagScalpel is a sophisticated technical analysis tool designed to filter market noise and identify significant structural movements in price action. Rather than relying on simple moving averages or standard oscillators, this script employs a multi-layered "crusade" logic—a three-pass processing system that refines raw data into actionable trade signals.
1. The Multi-Pass Processing Logic
The indicator does not simply look at the current price; it processes historical data in three distinct stages to ensure accuracy:
- Phase 1: Foundation Identification. The script scans history to identify "Slalom" points—minor local highs and lows—and "KeelOver" points, which represent more significant structural pivots. It uses a "backstep" logic to ensure that if multiple peaks occur in rapid succession, only the most prominent ones are retained.
- Phase 2: Structural Cleaning. In this phase, the script performs a secondary refinement. It compares consecutive Slalom and KeelOver points, removing redundant or "weak" signals. If a new peak is lower than a previous one in an uptrend (or higher in a downtrend), the logic effectively "prunes" the weaker data point to maintain a clean, logical path of market progression.
- Phase 3: Trend Synthesis. The final historical pass constructs a long-term "Trend Line." It maps out the major structural pivots into a continuous thread. This allows the tool to understand the "big picture" trend before it attempts to make any specific trade suggestions.
2. Dynamic Price Calculation (The "Navel")
To determine the most accurate price for signals, the script calculates a custom value referred to in the logic as the "Navel." This is a weighted average of the current candle's Close, Open, High, and Low prices. By using this weighted center instead of just the raw Close price, the indicator achieves a more balanced view of the market's immediate sentiment.
3. Signal Generation & Execution Logic
Once the trend and structure are established, the "Scalpel" logic determines exactly where to interact with the market:
- Trend Alignment: The script identifies whether the overall market structure is currently in an Upward or Downward trend based on the major KeelOver pivots.
- Trade Execution (Arrows): When a minor "Slalom" point (a local peak or valley) occurs that aligns with the dominant trend, the script generates high-probability entry signals. These are visualized as arrows indicating where to enter a trade.
- Limit Orders (The Scalpel): In specific scenarios—particularly when price action contradicts the immediate trend but aligns with potential reversal structures—the logic identifies "Limit Order" points. These represent areas where the script suggests placing orders to catch a potential transition in momentum.
- Self-Correction: The logic includes built-in checks to "cancel" signals. If a new price movement invalidates a previous signal before it is triggered, the script automatically removes the visual marker from the chart to prevent false entries.
Summary for the User
Essentially, this tool acts like a filter that ignores "market chatter." It waits for the market to establish a clear structural path (the Trend), identifies the significant turning points (the KeelOver/Slalom points), and then provides precise "scalpel-like" instructions on where to enter (Arrows) or set orders (Limit Points) based on whether the current price movement is supporting or resisting that primary trend.
Miscellaneous
7
Views
0
Downloads
0
Favorites
ZigAndZag_001
//+------------------------------------------------------------------+
//| ZigAndZagScalpel.mq4 |
//| Bookkeeper, 2006, yuzefovich@gmail.com |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
//+------------------------------------------------------------------+
#property indicator_chart_window
#property indicator_buffers 7 // Èëè 8 - äëÿ testBuffer
#property indicator_color1 White
#property indicator_color2 Black
#property indicator_color3 Black
#property indicator_color4 Black
#property indicator_color5 White
#property indicator_color6 Red
#property indicator_color7 Red
//#property indicator_color8 Yellow // Äëÿ ïîäáîðà ÷åãî-íèáóäü
extern int KeelOver=55; // Äëÿ M15
extern int Slalom=17; // Äëÿ M15
double KeelOverZigAndZagSECTION[];
double KeelOverZagBuffer[];
double SlalomZigBuffer[];
double SlalomZagBuffer[];
double LimitOrdersBuffer[];
double BuyOrdersBuffer[];
double SellOrdersBuffer[];
//double testBuffer[];
//+------------------------------------------------------------------+
int shift,back,CountBar,Backstep=3;
int LastSlalomZagPos,LastSlalomZigPos,LastKeelOverZagPos,LastKeelOverZigPos;
double Something,LimitPoints,Navel;
double CurKeelOverZig,CurKeelOverZag,CurSlalomZig,CurSlalomZag;
double LastSlalomZag,LastSlalomZig,LastKeelOverZag,LastKeelOverZig;
bool TrendUp,SetBuyOrder,SetLimitOrder,SetSellOrder,Second=false;
string LastZigOrZag="None";
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0,KeelOverZigAndZagSECTION);
SetIndexStyle(0,DRAW_SECTION,STYLE_DOT);//DRAW_SECTION èëè DRAW_NONE
SetIndexEmptyValue(0,0.0);
SetIndexBuffer(1,KeelOverZagBuffer);
SetIndexStyle(1,DRAW_NONE);
SetIndexEmptyValue(1,0.0);
SetIndexBuffer(2,SlalomZigBuffer);
SetIndexStyle(2,DRAW_NONE);
SetIndexEmptyValue(2,0.0);
SetIndexBuffer(3,SlalomZagBuffer);
SetIndexStyle(3,DRAW_NONE);
SetIndexEmptyValue(3,0.0);
SetIndexBuffer(4,LimitOrdersBuffer);
SetIndexStyle(4,DRAW_ARROW);
SetIndexArrow(4,108);
SetIndexEmptyValue(4,0.0);
SetIndexBuffer(5,BuyOrdersBuffer);
SetIndexStyle(5,DRAW_ARROW);
SetIndexArrow(5,233);
SetIndexEmptyValue(5,0.0);
SetIndexBuffer(6,SellOrdersBuffer);
SetIndexStyle(6,DRAW_ARROW);
SetIndexArrow(6,234);
SetIndexEmptyValue(6,0.0);
// SetIndexStyle(7,DRAW_SECTION);
// SetIndexBuffer(7,testBuffer);
// SetIndexEmptyValue(7,0.0);
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int start()
{
CountBar=Bars-KeelOver;
LimitPoints=Ask-Bid;
if(CountBar<=3*KeelOver) return(-1); // Ìàëîâàòî áóäåò
if(KeelOver<=2*Slalom) return(-1); // Òùàòåëüíåå íàäî
// Çà÷èñòêà íåïðàâèëüíîé èñòîðèè
for(shift=Bars-1; shift>Bars-KeelOver; shift--)
{
SlalomZagBuffer[shift]=0.0;
SlalomZigBuffer[shift]=0.0;
KeelOverZagBuffer[shift]=0.0;
KeelOverZigAndZagSECTION[shift]=0.0;
LimitOrdersBuffer[shift]=0.0;
BuyOrdersBuffer[shift]=0.0;
SellOrdersBuffer[shift]=0.0;
// testBuffer[shift]=0.0;
}
//+---Ïåðâûé ïîõîä ïî èñòîðèè----------------------------------------+
The_First_Crusade();
//+---Âòîðîé ïðîõîä ïî èñòîðè÷åñêèì ìåñòàì---------------------------+
//+---ñ öåëüþ ïîä÷èñòêè íåâåðíî ïîíÿòûõ ñîáûòèé----------------------+
LastSlalomZag=-1; LastSlalomZagPos=-1;
LastSlalomZig=-1; LastSlalomZigPos=-1;
LastKeelOverZag=-1; LastKeelOverZagPos=-1;
LastKeelOverZig=-1; LastKeelOverZigPos=-1;
The_Second_Crusade();
//+---Òðåòèé èñòîðè÷åñêèé ýêñêóðñ - ïîñòðîåíèå "òðåíäà"--------------+
//+---è ðàññòàíîâêà "òîðãîâûõ ñèãíàëîâ"------------------------------+
LastSlalomZag=-1; LastSlalomZagPos=-1;
LastSlalomZig=-1; LastSlalomZigPos=-1;
LastZigOrZag="None";
The_Third_Crusade();
//+---À ÷åãî ìû òåïåðü áóäåì èìåòü çäåñü è ñåé÷àñ?-------------------+
Shift_Zerro();
return(0);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void The_First_Crusade()
{
for(shift=CountBar; shift>0; shift--)
{
// Ïîèñê òî÷åê "âñòàë â ïîçó" - "óøåë ñ ðûíêà"
CurSlalomZig=Low[Lowest(NULL,0,MODE_LOW,Slalom,shift)];
CurSlalomZag=High[Highest(NULL,0,MODE_HIGH,Slalom,shift)];
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÑëàëîìÇèãà äëÿ âõîäà
// â ïîêóïêó èëè äëÿ âûõîäà èç ïðîäàæè
if(CurSlalomZig==LastSlalomZig) CurSlalomZig=0.0;
else
{
LastSlalomZig=CurSlalomZig;
if((Low[shift]-CurSlalomZig)>LimitPoints) CurSlalomZig=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çèã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=SlalomZigBuffer[shift+back];
if((Something!=0)&&(Something>CurSlalomZig))
SlalomZigBuffer[shift+back]=0.0;
}
}
}
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÑëàëîìÇàãà äëÿ âõîäà âíèç
// èëè äëÿ âûõîäà èç ïîêóïêè
if(CurSlalomZag==LastSlalomZag) CurSlalomZag=0.0;
else
{
LastSlalomZag=CurSlalomZag;
if((CurSlalomZag-High[shift])>LimitPoints) CurSlalomZag=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çàã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=SlalomZagBuffer[shift+back];
if((Something!=0)&&(Something<CurSlalomZag))
SlalomZagBuffer[shift+back]=0.0;
}
}
}
// Âñå, ÷òî íàøëè íîâåíüêîãî è ïóñòûøêè - êëàäåì â áóôåðà ñëàëîìà
SlalomZigBuffer[shift]=CurSlalomZig;
SlalomZagBuffer[shift]=CurSlalomZag;
// Èùåì òî÷êè ðàçâîðîòà äëÿ ïîñòðîåíèÿ "ëèíåéíîãî òðåíäà", ïðè ýòîì
// â áóôåð ðàçâîðîòîâ ZigAndZag ïîêà ÷òî áóäåì êëàñòü òîëüêî ÎâåðêèëüÇèãè
CurKeelOverZig=Low[Lowest(NULL,0,MODE_LOW,KeelOver,shift)];
CurKeelOverZag=High[Highest(NULL,0,MODE_HIGH,KeelOver,shift)];
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÎâåðêèëüÇèãà
if(CurKeelOverZig==LastKeelOverZig) CurKeelOverZig=0.0;
else
{
LastKeelOverZig=CurKeelOverZig;
if((Low[shift]-CurKeelOverZig)>LimitPoints) CurKeelOverZig=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çèã,
// îñòàâëÿåì òîëüêî ïîñëåäíèé, áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=KeelOverZigAndZagSECTION[shift+back];
if((Something!=0)&&(Something>CurKeelOverZig))
KeelOverZigAndZagSECTION[shift+back]=0.0;
}
}
}
// Ïðîâåðÿåì shift íà íàëè÷èå î÷åðåäíîãî ÎâåðêèëüÇàãà
if(CurKeelOverZag==LastKeelOverZag) CurKeelOverZag=0.0;
else
{
LastKeelOverZag=CurKeelOverZag;
if((CurKeelOverZag-High[shift])>LimitPoints) CurKeelOverZag=0.0;
else
{
// Íà èíòåðâàëå Backstep ìîæåò áûòü òîëüêî îäèí Çàã,
// áîëåå ðàííèå óáèðàåì
for(back=1; back<=Backstep; back++)
{
Something=KeelOverZagBuffer[shift+back];
if((Something!=0)&&(Something<CurKeelOverZag))
KeelOverZagBuffer[shift+back]=0.0;
}
}
}
// Âñå, ÷òî íàøëè èëè íå íàøëè - êëàäåì â áóôåðà ðàçâîðîòîâ
KeelOverZigAndZagSECTION[shift]=CurKeelOverZig;
KeelOverZagBuffer[shift]=CurKeelOverZag;
}
return;
}
//+------------------------------------------------------------------+
void The_Second_Crusade()
{
// Ïðîñòî ïîä÷èñòêà ëèøíåãî
for(shift=CountBar; shift>0; shift--)
{
CurSlalomZig=SlalomZigBuffer[shift];
CurSlalomZag=SlalomZagBuffer[shift];
if((CurSlalomZig==0)&&(CurSlalomZag==0)) continue;
if(CurSlalomZag!=0)
{
if(LastSlalomZag>0)
{
if(LastSlalomZag<CurSlalomZag) SlalomZagBuffer[LastSlalomZagPos]=0;
else SlalomZagBuffer[shift]=0;
}
if(LastSlalomZag<CurSlalomZag || LastSlalomZag<0)
{
LastSlalomZag=CurSlalomZag;
LastSlalomZagPos=shift;
}
LastSlalomZig=-1;
}
if(CurSlalomZig!=0)
{
if(LastSlalomZig>0)
{
if(LastSlalomZig>CurSlalomZig) SlalomZigBuffer[LastSlalomZigPos]=0;
else SlalomZigBuffer[shift]=0;
}
if((CurSlalomZig<LastSlalomZig)||(LastSlalomZig<0))
{
LastSlalomZig=CurSlalomZig;
LastSlalomZigPos=shift;
}
LastSlalomZag=-1;
}
CurKeelOverZig=KeelOverZigAndZagSECTION[shift];
CurKeelOverZag=KeelOverZagBuffer[shift];
if((CurKeelOverZig==0)&&(CurKeelOverZag==0)) continue;
if(CurKeelOverZag !=0)
{
if(LastKeelOverZag>0)
{
if(LastKeelOverZag<CurKeelOverZag)
KeelOverZagBuffer[LastKeelOverZagPos]=0;
else KeelOverZagBuffer[shift]=0.0;
}
if(LastKeelOverZag<CurKeelOverZag || LastKeelOverZag<0)
{
LastKeelOverZag=CurKeelOverZag;
LastKeelOverZagPos=shift;
}
LastKeelOverZig=-1;
}
if(CurKeelOverZig!=0)
{
if(LastKeelOverZig>0)
{
if(LastKeelOverZig>CurSlalomZig)
KeelOverZigAndZagSECTION[LastKeelOverZigPos]=0;
else KeelOverZigAndZagSECTION[shift]=0;
}
if((CurKeelOverZig<LastKeelOverZig)||(LastKeelOverZig<0))
{
LastKeelOverZig=CurKeelOverZig;
LastKeelOverZigPos=shift;
}
LastKeelOverZag=-1;
}
}
return;
}
//+------------------------------------------------------------------+
void The_Third_Crusade()
{
bool first=true;
for(shift=CountBar; shift>0; shift--)
{
// Íèçâåãàåì ïðåæíèõ ïðîðîêîâ
LimitOrdersBuffer[shift]=0.0;
BuyOrdersBuffer[shift]=0.0;
SellOrdersBuffer[shift]=0.0;
// Çàäàåì öåíòð ìèðîçäàíüÿ èíòåðâàëà shift (ïî ëþáîìó -
// ñïîñîá áîëüøîãî ïîëèòè÷åñêîãî âåñà íå èìååò)
Navel=(5*Close[shift]+2*Open[shift]+High[shift]+Low[shift])/9;
// Åñëè îâåðêèëü - ñìîòðèì,
// êóäà (ìîæåò áûòü) äàëüøå ñåéìîìåíòíî ïîéäåì: ââåðõ èëè âíèç
if(KeelOverZigAndZagSECTION[shift]!=0.0)
{
TrendUp=true;
first=false;
}
if(KeelOverZagBuffer[shift]!=0.0)
{
TrendUp=false;
first=false;
}
// Ñîáèðàåì â KeelOverZigAndZagSECTION è ÎâåðêèëüÇèãè, è ÎâåðêèëüÇàãè,
// è ïóñòûøêè - âñå â îäíó êó÷êó, òàêèì îáðàçîì ïîëó÷àåì äîëãîèãðàþùèé
// ZigAndZag, íàòÿãèâàÿ íèòü "òðåíäà" íà ïóïêè ðàçâîðîòíûõ ñâå÷åê
if(KeelOverZagBuffer[shift]!=0.0 || KeelOverZigAndZagSECTION[shift]!=0.0)
{
KeelOverZigAndZagSECTION[shift]=Navel;
}
else KeelOverZigAndZagSECTION[shift]=0.0;
// Ïðîâåðÿåì shift íà íàëè÷èå ÑëàëîìÇèãà èëè ÑëàëîìÇàãà
if(SlalomZigBuffer[shift]!=0.0)
{
LastZigOrZag="Zig";
LastSlalomZig=Navel;
SetBuyOrder=false;
SetLimitOrder=false;
SetSellOrder=false;
}
if(SlalomZagBuffer[shift]!=0.0)
{
LastZigOrZag="Zag";
LastSlalomZag=Navel;
SetBuyOrder=false;
SetLimitOrder=false;
SetSellOrder=false;
}
// è, åñëè íè ÑëàëîìÇèãà, íè ÑëàëîìÇàãà óæå íåò,
// à îâåðêèëü óæå áûë - ñìîòðèì, à ÷òî åñòü ïî âõîäó-âûõîäó
if(SlalomZigBuffer[shift]==0.0 &&
SlalomZagBuffer[shift]==0.0 &&
first==false) Slalom_With_A_Scalpel();
}
return;
}
//+------------------------------------------------------------------+
void Shift_Zerro()
{
shift=0;
Navel=(5*Close[0]+2*Open[0]+High[0]+Low[0])/9;
Slalom_With_A_Scalpel();
KeelOverZigAndZagSECTION[0]=Navel;
return;
}
//+------------------------------------------------------------------+
void Slalom_With_A_Scalpel()
{
// Ïðîâåðÿåì ñóùåñòâóþùèé ñèãíàë íà èìååò ïðàâî áûòü
// èëè íà åñëè íå ñòîèò, à õîòåëîñü áû:
// åñëè õîä ÷èñòî êîíêðåòíî ïî æèçíè - çàáèâàåì Ñòðåëêó íà äåíüãè,
// åñëè ïðîòèâ - ñòàâèì íà øóõåð Øàðèêà Äåëàé-Íîãè
if(LastZigOrZag=="Zig")
{
if(TrendUp==true)
{
if((Navel-LastSlalomZig)>=LimitPoints && SetBuyOrder==false)
{
SetBuyOrder=true;
BuyOrdersBuffer[shift]=Low[shift+1];
LastSlalomZigPos=shift;
}
if(Navel<=LastSlalomZig && SetBuyOrder==true)
{
SetBuyOrder=false;
BuyOrdersBuffer[LastSlalomZigPos]=0.0;
LastSlalomZigPos=-1;
}
}
if(TrendUp==false)
{
if(Navel>LastSlalomZig && SetLimitOrder==false)
{
SetLimitOrder=true;
LimitOrdersBuffer[shift]=Navel;
// LimitOrdersBuffer[shift]=Close[shift];
LastSlalomZigPos=shift;
}
if(Navel<=LastSlalomZig && SetLimitOrder==true)
{
SetLimitOrder=false;
LimitOrdersBuffer[LastSlalomZigPos]=0.0;
LastSlalomZigPos=-1;
}
}
}
if(LastZigOrZag=="Zag")
{
if(TrendUp==false)
{
if((LastSlalomZag-Navel)>=LimitPoints && SetSellOrder==false)
{
SetSellOrder=true;
SellOrdersBuffer[shift]=High[shift+1];
LastSlalomZagPos=shift;
}
if(Navel>=LastSlalomZag && SetSellOrder==true)
{
SetSellOrder=false;
SellOrdersBuffer[LastSlalomZagPos]=0.0;
LastSlalomZagPos=-1;
}
}
if(TrendUp==true)
{
if(LastSlalomZag>Navel && SetLimitOrder==false)
{
SetLimitOrder=true;
LimitOrdersBuffer[shift]=Navel;
// LimitOrdersBuffer[shift]=Close[shift];
LastSlalomZagPos=shift;
}
if(Navel>=LastSlalomZag && SetLimitOrder==true)
{
SetLimitOrder=false;
LimitOrdersBuffer[LastSlalomZagPos]=0.0;
LastSlalomZagPos=-1;
}
}
}
return;
}
//+--Ñîáñòâåííî, ÿ âñå ñêàçàë. Çàáàâíî, åñëè âñå ýòî ðàáîòàòü áóäåò--+
//+------------------------------------------------------------------+
Comments