Description
//+------------------------------------------------------------------+
//| 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 Aqua
#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 White // 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)&&(SomethingLimitPoints) 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)&&(Something0; shift--)
{
CurSlalomZig=SlalomZigBuffer[shift];
CurSlalomZag=SlalomZagBuffer[shift];
if((CurSlalomZig==0)&&(CurSlalomZag==0)) continue;
if(CurSlalomZag!=0)
{
if(LastSlalomZag>0)
{
if(LastSlalomZag0)
{
if(LastSlalomZig>CurSlalomZig) SlalomZigBuffer[LastSlalomZigPos]=0;
else SlalomZigBuffer[shift]=0;
}
if((CurSlalomZig0)
{
if(LastKeelOverZag0)
{
if(LastKeelOverZig>CurSlalomZig)
KeelOverZigAndZagSECTION[LastKeelOverZigPos]=0;
else KeelOverZigAndZagSECTION[shift]=0;
}
if((CurKeelOverZig0; 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--+
//+------------------------------------------------------------------+
using System;
using cAlgo.API;
using cAlgo.API.Internals;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class ZigZag : Indicator
{
[Parameter(DefaultValue = 12)]
public int Depth { get; set; }
[Parameter(DefaultValue = 5)]
public int Deviation { get; set; }
[Parameter(DefaultValue = 3)]
public int BackStep { get; set; }
[Output("ZigZag", Color = Colors.OrangeRed)]
public IndicatorDataSeries Result { get; set; }
#region Private fields
private double _lastLow;
private double _lastHigh;
private double _low;
private double _high;
private int _lastHighIndex;
private int _lastLowIndex;
private int _type;
private double _point;
private double _currentLow;
private double _currentHigh;
private IndicatorDataSeries _highZigZags;
private IndicatorDataSeries _lowZigZags;
#endregion
protected override void Initialize()
{
_highZigZags = CreateDataSeries();
_lowZigZags = CreateDataSeries();
_point = Symbol.PointSize;
}
public override void Calculate(int index)
{
if (index < Depth)
{
Result[index] = 0;
_highZigZags[index] = 0;
_lowZigZags[index] = 0;
return;
}
_currentLow = Functions.Minimum(MarketSeries.Low, Depth);
if (Math.Abs(_currentLow - _lastLow) < double.Epsilon)
_currentLow = 0.0;
else
{
_lastLow = _currentLow;
if ((MarketSeries.Low[index] - _currentLow) > (Deviation * _point))
_currentLow = 0.0;
else
{
for (int i = 1; i <= BackStep; i++)
{
if (Math.Abs(_lowZigZags[index - i]) > double.Epsilon && _lowZigZags[index - i] > _currentLow)
_lowZigZags[index - i] = 0.0;
}
}
}
if (Math.Abs(MarketSeries.Low[index] - _currentLow) < double.Epsilon)
_lowZigZags[index] = _currentLow;
else
_lowZigZags[index] = 0.0;
_currentHigh = MarketSeries.High.Maximum(Depth);
if (Math.Abs(_currentHigh - _lastHigh) < double.Epsilon)
_currentHigh = 0.0;
else
{
_lastHigh = _currentHigh;
if ((_currentHigh - MarketSeries.High[index]) > (Deviation * _point))
_currentHigh = 0.0;
else
{
for (int i = 1; i <= BackStep; i++)
{
if (Math.Abs(_highZigZags[index - i]) > double.Epsilon && _highZigZags[index - i] < _currentHigh)
_highZigZags[index - i] = 0.0;
}
}
}
if (Math.Abs(MarketSeries.High[index] - _currentHigh) < double.Epsilon)
_highZigZags[index] = _currentHigh;
else
_highZigZags[index] = 0.0;
switch (_type)
{
case 0:
if (Math.Abs(_low - 0) < double.Epsilon && Math.Abs(_high - 0) < double.Epsilon)
{
if (Math.Abs(_highZigZags[index]) > double.Epsilon)
{
_high = MarketSeries.High[index];
_lastHighIndex = index;
_type = -1;
Result[index] = _high;
}
if (Math.Abs(_lowZigZags[index]) > double.Epsilon)
{
_low = MarketSeries.Low[index];
_lastLowIndex = index;
_type = 1;
Result[index] = _low;
}
}
break;
case 1:
if (Math.Abs(_lowZigZags[index]) > double.Epsilon && _lowZigZags[index] < _low && Math.Abs(_highZigZags[index] - 0.0) < double.Epsilon)
{
Result[_lastLowIndex] = double.NaN;
_lastLowIndex = index;
_low = _lowZigZags[index];
Result[index] = _low;
}
if (Math.Abs(_highZigZags[index] - 0.0) > double.Epsilon && Math.Abs(_lowZigZags[index] - 0.0) < double.Epsilon)
{
_high = _highZigZags[index];
_lastHighIndex = index;
Result[index] = _high;
_type = -1;
}
break;
case -1:
if (Math.Abs(_highZigZags[index]) > double.Epsilon && _highZigZags[index] > _high && Math.Abs(_lowZigZags[index] - 0.0) < double.Epsilon)
{
Result[_lastHighIndex] = double.NaN;
_lastHighIndex = index;
_high = _highZigZags[index];
Result[index] = _high;
}
if (Math.Abs(_lowZigZags[index]) > double.Epsilon && Math.Abs(_highZigZags[index]) <= double.Epsilon)
{
_low = _lowZigZags[index];
_lastLowIndex = index;
Result[index] = _low;
_type = 1;
}
break;
default:
return;
}
}
}
}
AL
aleandroiacovelli
Joined on 08.01.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: ZigZag.algo
- Rating: 0
- Installs: 6925
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