- //+------------------------------------------------------------------+
- //| TZ-Breaktout.mq4 |
- //| Shimodax |
- //| |
- //+------------------------------------------------------------------+
- #property copyright "Copyright Shimodax"
- #property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
- #property indicator_chart_window
- #property indicator_buffers 5
- #property indicator_color1 Red
- #property indicator_color2 Red
- #property indicator_color3 LightGray
- #property indicator_color4 LightGray
- #property indicator_color5 Blue
- //----
- extern int LocalTimeZone= 2;
- extern int DestTimeZone= 6;
- extern int PipsForEntry= 5;
- //----
- double Zone1Upper[];
- double Zone2Upper[];
- double Zone1Lower[];
- double Zone2Lower[];
- double SignalsBuffer[];
- //+------------------------------------------------------------------+
- //| Custom indicator initialization function |
- //+------------------------------------------------------------------+
- int init()
- {
- SetIndexStyle(0,DRAW_LINE);
- SetIndexBuffer(0,Zone1Upper);
- SetIndexEmptyValue(0, 0.0);
- SetIndexStyle(1,DRAW_LINE);
- SetIndexBuffer(1,Zone1Lower);
- SetIndexEmptyValue(1, 0.0);
- SetIndexStyle(2,DRAW_NONE);
- SetIndexBuffer(2,Zone2Upper);
- SetIndexEmptyValue(2, 0.0);
- SetIndexStyle(3,DRAW_NONE);
- SetIndexBuffer(3,Zone2Lower);
- SetIndexEmptyValue(3, 0.0);
- SetIndexStyle(4,DRAW_ARROW);
- SetIndexArrow(4, 156);
- SetIndexBuffer(4, SignalsBuffer);
- return(0);
- }
- //+------------------------------------------------------------------+
- //| |
- //+------------------------------------------------------------------+
- int deinit()
- {
- return(0);
- }
- //+------------------------------------------------------------------+
- //| Custom indicator iteration function |
- //+------------------------------------------------------------------+
- int start()
- {
- int counted_bars= IndicatorCounted(),
- lastbar, result;
- //----
- if (Bars<=100)
- return(0);
- if (counted_bars>0)
- counted_bars--;
- //----
- lastbar= Bars - counted_bars;
- //----
- BreakoutRanges(0, lastbar, LocalTimeZone, DestTimeZone);
- return(0);
- }
- //+------------------------------------------------------------------+
- //| Compute index of first/last bar of yesterday and today |
- //+------------------------------------------------------------------+
- int BreakoutRanges(int offset, int lastbar, int tzlocal, int tzdest)
- {
- int i, j, k,
- tzdiff= tzlocal - tzdest,
- tzdiffsec= tzdiff*3600,
- tidxstart[2]= { 0, 0},
- tidxend[2]= { 0, 0 };
- double thigh[2]= { 0.0, 0.0 },
- tlow[2]= { 99999.9, 99999.9 };
- string tfrom[3]= { "04:00", "08:00" , /*rest of day: */ "12:00"},
- tto[3]= { "08:00", "12:00", /*rest of day: */ "24:00" },
- tday;
- bool inperiod= -1;
- datetime timet;
- // search back for the beginning of the day
- tday= TimeToStr(Time[lastbar]-tzdiffsec, TIME_DATE);
- for( ;lastbar<Bars; lastbar++)
- {
- if (TimeToStr(Time[lastbar] - tzdiffsec, TIME_DATE)!=tday)
- {
- lastbar--;
- break;
- }
- }
- // find the high/low for the two periods and carry them forward through the day
- tday= "XXX";
- for(i= lastbar; i>=offset; i--)
- {
- timet= Time[i] - tzdiffsec; // time of this bar
- //----
- string timestr= TimeToStr(timet, TIME_MINUTES), // current time HH:MM
- thisday= TimeToStr(timet, TIME_DATE); // current date
- // for all three periods (first period, second period, rest of day)
- for(j= 0; j<3; j++)
- {
- if (tfrom[j]<=timestr && timestr<tto[j])
- { // Bar[i] in this period
- if (inperiod!=j)
- { // entered new period, so last one is completed
- if (j>0)
- { // now draw high/low back over the recently completed period
- for(k= tidxstart[j-1]; k>=tidxend[j-1]; k--)
- {
- if (j-1==0)
- {
- Zone1Upper[k]= thigh[j-1];
- Zone1Lower[k]= tlow[j-1];
- }
- if (j-1==1)
- {
- Zone2Upper[k]= thigh[j-1];
- Zone2Lower[k]= tlow[j-1];
- }
- }
- }
- inperiod= j; // remember current period
- }
- if (inperiod==2) // inperiod==2 (end of day) is just to check completion of zone 2
- break;
- // for the current period find idxstart, idxend and compute high/low
- if (tidxstart[j]==0)
- {
- tidxstart[j]= i;
- tday= thisday;
- }
- tidxend[j]= i;
- //----
- thigh[j]= MathMax(thigh[j], High[i]);
- tlow[j]= MathMin(tlow[j], Low[i]);
- }
- }
- // carry forward the periods for which we have definite high/lows
- if (inperiod>=1 && tday==thisday)
- { // first time period completed
- Zone1Upper[i]= thigh[0] + PipsForEntry*Point;
- Zone1Lower[i]= tlow[0] - PipsForEntry*Point;
- //----
- if (inperiod>=2)
- { // second period completed
- Zone2Upper[i]= thigh[1] + PipsForEntry*Point;
- Zone2Lower[i]= tlow[1] - PipsForEntry*Point;
- }
- }
- else
- { // none yet to carry forward (zero to clear old values, e.g. from switching timeframe)
- Zone1Upper[i]= 0;
- Zone1Lower[i]= 0;
- Zone2Upper[i]= 0;
- Zone2Lower[i]= 0;
- }
- // at the beginning of a new day reset everything
- if (tday!="XXX" && tday!=thisday)
- {
- Print("#", i, "new day ", thisday, "/", tday);
- //----
- tday= "XXX";
- //----
- inperiod= -1;
- //----
- for(j= 0; j<2; j++)
- {
- tidxstart[j]= 0;
- tidxend[j]= 0;
- thigh[j]= 0;
- tlow[j]= 99999;
- }
- }
- }
- return(0);
- }
- //+------------------------------------------------------------------+
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breakout-zones.mq4
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