//+------------------------------------------------------------------+ //| Ind-Fractals-1.mq5 | //| Copyright © 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" #property description "Fractals of different time periods on one chart" //--- indicator version #property version "1.00" //--- drawing the indicator in the main window #property indicator_chart_window //--- number of indicator buffers is 8 #property indicator_buffers 8 //--- 8 graphical plots are used #property indicator_plots 8 //+--------------------------------------------+ //| Parameters of indicator drawing | //+--------------------------------------------+ //--- drawing the fractals as symbols #property indicator_type1 DRAW_ARROW #property indicator_type2 DRAW_ARROW #property indicator_type3 DRAW_ARROW #property indicator_type4 DRAW_ARROW #property indicator_type5 DRAW_ARROW #property indicator_type6 DRAW_ARROW #property indicator_type7 DRAW_ARROW #property indicator_type8 DRAW_ARROW //--- select the colors of the fractals #property indicator_color1 clrLime #property indicator_color2 clrLime #property indicator_color3 clrRed #property indicator_color4 clrRed #property indicator_color5 clrBlue #property indicator_color6 clrBlue #property indicator_color7 clrMagenta #property indicator_color8 clrMagenta //--- the width of fractals #property indicator_width1 5 #property indicator_width2 5 #property indicator_width3 3 #property indicator_width4 3 #property indicator_width5 2 #property indicator_width6 2 #property indicator_width7 1 #property indicator_width8 1 //+--------------------------------------------+ //| declaration of constants | //+--------------------------------------------+ #define RESET 0 // A constant for returning the indicator recalculation command to the terminal //+--------------------------------------------+ //| Indicator input parameters | //+--------------------------------------------+ input ENUM_TIMEFRAMES TimeFrame4=PERIOD_H4; // 4 indicator chart period input ENUM_TIMEFRAMES TimeFrame3=PERIOD_H1; // 3 indicator chart period input ENUM_TIMEFRAMES TimeFrame2=PERIOD_M30; // 2 indicator chart period input ENUM_TIMEFRAMES TimeFrame1=PERIOD_M15; // 1 indicator chart period input int Shift=0; // Horizontal shift of the indicator in bars //+--------------------------------------------+ //--- declaration of dynamic arrays that //--- will be used as Bollinger Bands indicator buffers double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[],ExtLineBuffer4[]; double ExtLineBuffer5[],ExtLineBuffer6[],ExtLineBuffer7[],ExtLineBuffer8[]; //--- declaration of integer variables for the indicators handles int ATR_Handle; //--- declaration of integer variables for the start of data calculation int min_rates_total,min_rates_; //+------------------------------------------------------------------+ //| Getting string timeframe | //+------------------------------------------------------------------+ string GetStringTimeframe(ENUM_TIMEFRAMES timeframe) {return(StringSubstr(EnumToString(timeframe),7,-1));} //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- initialization of global variables ENUM_TIMEFRAMES MaxTimeFrame=MathMax(MathMax(MathMax(TimeFrame1,TimeFrame2),TimeFrame3),TimeFrame4); int res=PeriodSeconds(MaxTimeFrame)/PeriodSeconds(PERIOD_CURRENT); min_rates_=int(res*2+MathCeil(res/2)); int ATR_Period=15; min_rates_total=int(MathMax(ATR_Period,min_rates_)); //--- Getting the handle of the ATR indicator ATR_Handle=iATR(NULL,0,ATR_Period); if(ATR_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the ATR indicator"); return(INIT_FAILED); } //--- set dynamic arrays as indicator buffers SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA); SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_DATA); SetIndexBuffer(2,ExtLineBuffer3,INDICATOR_DATA); SetIndexBuffer(3,ExtLineBuffer4,INDICATOR_DATA); SetIndexBuffer(4,ExtLineBuffer5,INDICATOR_DATA); SetIndexBuffer(5,ExtLineBuffer6,INDICATOR_DATA); SetIndexBuffer(6,ExtLineBuffer7,INDICATOR_DATA); SetIndexBuffer(7,ExtLineBuffer8,INDICATOR_DATA); //--- set the position, from which the Bollinger Bands drawing starts PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(7,PLOT_DRAW_BEGIN,min_rates_total); //--- create labels to display in Data Window PlotIndexSetString(0,PLOT_LABEL,"Up Fractals("+GetStringTimeframe(TimeFrame4)+")"); PlotIndexSetString(1,PLOT_LABEL,"Dn Fractals("+GetStringTimeframe(TimeFrame4)+")"); PlotIndexSetString(2,PLOT_LABEL,"Up Fractals("+GetStringTimeframe(TimeFrame3)+")"); PlotIndexSetString(3,PLOT_LABEL,"Dn Fractals("+GetStringTimeframe(TimeFrame3)+")"); PlotIndexSetString(4,PLOT_LABEL,"Up Fractals("+GetStringTimeframe(TimeFrame2)+")"); PlotIndexSetString(5,PLOT_LABEL,"Dn Fractals("+GetStringTimeframe(TimeFrame2)+")"); PlotIndexSetString(6,PLOT_LABEL,"Up Fractals("+GetStringTimeframe(TimeFrame1)+")"); PlotIndexSetString(7,PLOT_LABEL,"Dn Fractals("+GetStringTimeframe(TimeFrame1)+")"); //--- restriction to draw empty values for the indicator PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(7,PLOT_EMPTY_VALUE,EMPTY_VALUE); //--- indicator symbol PlotIndexSetInteger(0,PLOT_ARROW,159); PlotIndexSetInteger(1,PLOT_ARROW,159); PlotIndexSetInteger(2,PLOT_ARROW,159); PlotIndexSetInteger(3,PLOT_ARROW,159); PlotIndexSetInteger(4,PLOT_ARROW,159); PlotIndexSetInteger(5,PLOT_ARROW,159); PlotIndexSetInteger(6,PLOT_ARROW,159); PlotIndexSetInteger(7,PLOT_ARROW,159); //---- Indexing buffer elements as timeseries ArraySetAsSeries(ExtLineBuffer1,true); ArraySetAsSeries(ExtLineBuffer2,true); ArraySetAsSeries(ExtLineBuffer3,true); ArraySetAsSeries(ExtLineBuffer4,true); ArraySetAsSeries(ExtLineBuffer5,true); ArraySetAsSeries(ExtLineBuffer6,true); ArraySetAsSeries(ExtLineBuffer7,true); ArraySetAsSeries(ExtLineBuffer8,true); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,"Ind-Fractals-1"); //--- determining the accuracy of the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //--- initialization end return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// amount of history in bars at the previous tick 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[]) { //--- checking if the number of bars is enough for the calculation if(BarsCalculated(ATR_Handle)rates_total || prev_calculated<=0)// checking for the first start of calculation of an indicator { limit=rates_total-min_rates_total-1; // starting index for the calculation of all bars } else { limit=rates_total-prev_calculated+min_rates_; // starting index for the calculation of new bars } to_copy=limit+1; //---- copy newly appeared data in the ATR[] array if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); //--- apply timeseries indexing to array elements ArraySetAsSeries(ATR,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); //--- main calculation loop of the indicator for(bar=limit; bar>=0 && !IsStopped(); bar--) { ExtLineBuffer1[bar]=EMPTY_VALUE; ExtLineBuffer2[bar]=EMPTY_VALUE; ExtLineBuffer3[bar]=EMPTY_VALUE; ExtLineBuffer4[bar]=EMPTY_VALUE; ExtLineBuffer5[bar]=EMPTY_VALUE; ExtLineBuffer6[bar]=EMPTY_VALUE; ExtLineBuffer7[bar]=EMPTY_VALUE; ExtLineBuffer8[bar]=EMPTY_VALUE; //--- if(FindUpFractal(rates_total,TimeFrame1,high,bar)) ExtLineBuffer1[bar]=high[bar]+ATR[bar]*3/8; if(FindDnFractal(rates_total,TimeFrame1,low,bar)) ExtLineBuffer2[bar]=low[bar]-ATR[bar]*3/8; //--- if(FindUpFractal(rates_total,TimeFrame2,high,bar)) ExtLineBuffer3[bar]=high[bar]+ATR[bar]*3/8; if(FindDnFractal(rates_total,TimeFrame2,low,bar)) ExtLineBuffer4[bar]=low[bar]-ATR[bar]*3/8; //--- if(FindUpFractal(rates_total,TimeFrame3,high,bar)) ExtLineBuffer5[bar]=high[bar]+ATR[bar]*3/8; if(FindDnFractal(rates_total,TimeFrame3,low,bar)) ExtLineBuffer6[bar]=low[bar]-ATR[bar]*3/8; //--- if(FindUpFractal(rates_total,TimeFrame4,high,bar)) ExtLineBuffer7[bar]=high[bar]+ATR[bar]*3/8; if(FindDnFractal(rates_total,TimeFrame4,low,bar)) ExtLineBuffer8[bar]=low[bar]-ATR[bar]*3/8; } //--- return(rates_total); } //+------------------------------------------------------------------+ //| FindUpFractal | //+------------------------------------------------------------------+ bool FindUpFractal(int Bars_,ENUM_TIMEFRAMES period,const double &High[],int index) { //--- int res=PeriodSeconds(period)/PeriodSeconds(PERIOD_CURRENT); int Per=int(res*2+MathCeil(res/2)); if(indexBars_-Per) return(false); for(int iii=1; iii<=Per; iii++) { if(index+iii>=Bars_ || index-iii<0) return(false); if(High[index+iii]>High[index]) return(false); if(High[index-iii]>=High[index]) return(false); } //--- return(true); } //+------------------------------------------------------------------+ //| FindDnFractal | //+------------------------------------------------------------------+ bool FindDnFractal(int Bars_,ENUM_TIMEFRAMES period,const double &Low[],int index) { //--- int res=PeriodSeconds(period)/PeriodSeconds(PERIOD_CURRENT); int Per=int(res*2+MathCeil(res/2)); if(indexBars_-Per) return(false); for(int iii=1; iii<=Per; iii++) { if(index+iii>=Bars_ || index-iii<0) return(false); if(Low[index+iii]