ZigZag_Oscillator

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

//|                                            ZigZag_Oscillator.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 "ZigZag Oscillator"

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   1

//--- plot ZZOsc

#property indicator_label1  "ZigZag Osc"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrLimeGreen,clrBurlyWood,clrOrangeRed,clrLightSeaGreen,clrDarkGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  6

//--- input parameters

input uint     InpDepth       =  12;   // ZigZag Depth

input uint     InpDeviation   =  5;    // ZigZag Deviation

input uint     InpBackstep    =  3;    // ZigZag Backstep

input uchar    InpPivotPoint  =  1;    // ZigZag pivot point

//--- indicator buffers

double         BufferZZOsc[];

double         BufferColors[];

double         BufferZZ[];

double         BufferZZUP[];

double         BufferZZDN[];

double         BufferHigh[];

double         BufferLow[];

//--- global variables

int            depth;

int            deviation;

int            backstep;

int            pivot;

int            handle_zz;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   backstep=int(InpBackstep<1 ? 1 : InpBackstep);

   depth=int((int)InpDepth<backstep ? backstep : InpDepth<1 ? 1 : InpDepth);

   deviation=int(InpDeviation<1 ? 1 : InpDeviation);

   pivot=(int)InpPivotPoint;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferZZOsc,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferZZ,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferZZUP,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferZZDN,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferHigh,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,BufferLow,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"ZigZag Oscillator ("+(string)depth+","+(string)deviation+","+(string)backstep+", Pivot "+(string)pivot+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   PlotIndexSetString(0,PLOT_LABEL,"ZZOsc("+(string)depth+","+(string)deviation+","+(string)backstep+","+(string)pivot+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferZZOsc,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferZZ,true);

   ArraySetAsSeries(BufferZZUP,true);

   ArraySetAsSeries(BufferZZDN,true);

   ArraySetAsSeries(BufferHigh,true);

   ArraySetAsSeries(BufferLow,true);

//--- create ZZ handles

   ResetLastError();

   handle_zz=iCustom(NULL,PERIOD_CURRENT,"Examples\\ZigZag",depth,deviation,backstep);

   if(handle_zz==INVALID_HANDLE)

     {

      Print("The iCustom(MQL5/Indicators/Examples/ZigZag (",(string)depth,",",(string)deviation,",",(string)backstep,")) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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(close,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(depth,4) || Point()==0) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>0)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferZZOsc,EMPTY_VALUE);

      ArrayInitialize(BufferColors,4);

      ArrayInitialize(BufferZZ,0);

      ArrayInitialize(BufferZZUP,0);

      ArrayInitialize(BufferZZDN,0);

      ArrayInitialize(BufferHigh,0);

      ArrayInitialize(BufferLow,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>0 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_zz,0,0,count,BufferZZ);

   if(copied!=count) return 0;



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

   double last_zz=0;

   int index=0;

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

     {

      index=GetIndexExtremumZZ(rates_total,i,pivot,BufferZZ);

      if(index==WRONG_VALUE)

         continue;

      last_zz=BufferZZ[index];

      BufferZZOsc[i]=(last_zz!=0 ? 100*(close[i]-last_zz)/last_zz : 0);

      BufferColors[i]=

        (

         BufferZZOsc[i]>0 ? (BufferZZOsc[i]>BufferZZOsc[i+1] ? 0 : BufferZZOsc[i]<BufferZZOsc[i+1] ? 1 : 4) :

         BufferZZOsc[i]<0 ? (BufferZZOsc[i]<BufferZZOsc[i+1] ? 2 : BufferZZOsc[i]>BufferZZOsc[i+1] ? 3 : 4) : 4

        );

     }



   return(rates_total);



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

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A 7040==>3> M:AB@5<C<0 8=48:0B>@0 ZigZag         |

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

int GetIndexExtremumZZ(const int rates_total,const int shift,const int pivot_num,const double &buffer_zz[]) 

  {

   int k_ext=0, index=WRONG_VALUE;

   for(int i=shift; i<rates_total; i++) 

     {

      if(buffer_zz[i]!=0) 

        {

         k_ext++;

         if(k_ext>pivot_num)

           {

            index=i;

            break;

           }

        }

     }

   return index;

  }

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