本帖最后由 CJL 于 2019-5-5 19:52 编辑
//+------------------------------------------------------------------+
//| ZigZag TP.mq4 |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Yellow
#property indicator_width1 1
//---- indicator parameters
extern int ExtDepth = 12;
extern int ExtDeviation = 5;
extern int ExtBackstep = 3;
//---- indicator buffers
double ZigzagBuffer[];
double HighMapBuffer[];
double LowMapBuffer[];
int level=3;
bool downloadhistory=false;
double acehigh[];
double high;
double acelow[];
double low;
void PrintText (string text, string objName, double textColor, double row, double column)
{
int rowHeight = 10;
ObjectCreate( objName, OBJ_LABEL, 0, 0, 0 );
ObjectSet( objName, OBJPROP_COLOR, textColor );
ObjectSet( objName, OBJPROP_CORNER, 3 );
ObjectSet( objName, OBJPROP_XDISTANCE, column );
ObjectSet( objName, OBJPROP_YDISTANCE, row*rowHeight);
ObjectSetText( objName, text, 10, "Terminal" );
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(3);
//---- drawing settings
SetIndexStyle(0,DRAW_SECTION);
//---- indicator buffers mapping
SetIndexBuffer(0,ZigzagBuffer);
SetIndexBuffer(1,HighMapBuffer);
SetIndexBuffer(2,LowMapBuffer);
SetIndexEmptyValue(0,0.0);
//---- indicator short name
IndicatorShortName("ZigZag("+ExtDepth+","+ExtDeviation+","+ExtBackstep+")");
//---- initialization done
return(0);
}
int deinit()
{
int i;
for (i=1;i<=3;i++)
{
ObjectDelete("item"+i);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
double vertices[10];
double vertexPos[10];
int vertexIndex;
ObjectDelete("high");
ObjectDelete("low");
int i, counted_bars = IndicatorCounted();
int limit,counterZ,whatlookfor;
int shift,back,lasthighpos,lastlowpos;
double val,res;
double curlow,curhigh,lasthigh,lastlow;
if (counted_bars==0 && downloadhistory) // history was downloaded
{
ArrayInitialize(ZigzagBuffer,0.0);
ArrayInitialize(HighMapBuffer,0.0);
ArrayInitialize(LowMapBuffer,0.0);
}
if (counted_bars==0)
{
limit=Bars-ExtDepth;
downloadhistory=true;
}
if (counted_bars>0)
{
while (counterZ<level && i<100)
{
res=ZigzagBuffer;
if (res!=0) counterZ++;
i++;
}
i--;
limit=i;
if (LowMapBuffer!=0)
{
curlow=LowMapBuffer;
whatlookfor=1;
}
else
{
curhigh=HighMapBuffer;
whatlookfor=-1;
}
for (i=limit-1;i>=0;i--)
{
ZigzagBuffer=0.0;
LowMapBuffer=0.0;
HighMapBuffer=0.0;
}
}
for(shift=limit; shift>=0; shift--)
{
val=Low[iLowest(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=LowMapBuffer[shift+back];
if((res!=0)&&(res>val)) LowMapBuffer[shift+back]=0.0;
}
}
}
if (Low[shift]==val) LowMapBuffer[shift]=val; else LowMapBuffer[shift]=0.0;
//--- high
val=High[iHighest(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=HighMapBuffer[shift+back];
if((res!=0)&&(res<val)) HighMapBuffer[shift+back]=0.0;
}
}
}
if (High[shift]==val) HighMapBuffer[shift]=val; else HighMapBuffer[shift]=0.0;
}
// final cutting
if (whatlookfor==0)
{
lastlow=0;
lasthigh=0;
}
else
{
lastlow=curlow;
lasthigh=curhigh;
}
for (shift=limit;shift>=0;shift--)
{
res=0.0;
switch(whatlookfor)
{
case 0: // look for peak or lawn
if (lastlow==0 && lasthigh==0)
{
if (HighMapBuffer[shift]!=0)
{
lasthigh=High[shift];
lasthighpos=shift;
whatlookfor=-1;
ZigzagBuffer[shift]=lasthigh;
res=1;
acehigh = lasthigh;
}
if (LowMapBuffer[shift]!=0)
{
lastlow=Low[shift];
lastlowpos=shift;
whatlookfor=1;
ZigzagBuffer[shift]=lastlow;
res=1;
acelow = lastlow;
}
}
break;
case 1: // look for peak
if (LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0)
{
ZigzagBuffer[lastlowpos]=0.0;
lastlowpos=shift;
lastlow=LowMapBuffer[shift];
ZigzagBuffer[shift]=lastlow;
res=1;
}
if (HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
{
lasthigh=HighMapBuffer[shift];
lasthighpos=shift;
ZigzagBuffer[shift]=lasthigh;
whatlookfor=-1;
res=1;
}
break;
case -1: // look for lawn
if (HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0)
{
ZigzagBuffer[lasthighpos]=0.0;
lasthighpos=shift;
lasthigh=HighMapBuffer[shift];
ZigzagBuffer[shift]=lasthigh;
}
if (LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
{
lastlow=LowMapBuffer[shift];
lastlowpos=shift;
ZigzagBuffer[shift]=lastlow;
whatlookfor=1;
}
break;
default: return;
}
}
vertexIndex = 0;
for (i=0;i<Bars;i++)
{
if (ZigzagBuffer != 0.0)
{
vertices [vertexIndex] = ZigzagBuffer ;
vertexPos [vertexIndex] = i;
vertexIndex++;
if (vertexIndex == 10)
{
break;
}
}
}
PrintText (" ZZ = "+DoubleToStr(MathAbs(vertices[1]-vertices[2])/Point,0)+" pips", "item1", DarkGray, 1, 10);
if (vertices[1] > vertices [2])
{
high = vertices[1];
lasthighpos = vertexPos[1];
low = vertices[2];
lastlowpos = vertexPos[2];
}
else
{
high = vertices[2];
lasthighpos = vertexPos[2];
low = vertices[1];
lastlowpos = vertexPos[1];
}
ObjectCreate("high", OBJ_TREND, 0, Time[lasthighpos], high, Time[0],high);
ObjectSet("high", OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("high", OBJPROP_COLOR, Lime);
ObjectSet("high", OBJPROP_WIDTH, 1);
ObjectSet("high", OBJPROP_RAY, true);
ObjectSet("high", OBJPROP_BACK,true);
ObjectCreate("low", OBJ_TREND, 0, Time[lastlowpos], low, Time[0],low);
ObjectSet("low", OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("low", OBJPROP_COLOR, Red);
ObjectSet("low", OBJPROP_WIDTH, 1);
ObjectSet("low", OBJPROP_RAY, true);
ObjectSet("low", OBJPROP_BACK,true);
return(0);
}
//+------------------------------------------------------------------+
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