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Fractal.mqh
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Fractal.mqh
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//+--------------------------------------------------------------------+
//| Copyright: (C) 2016 Forex Software Ltd. |
//| Website: http://forexsb.com/ |
//| Support: http://forexsb.com/forum/ |
//| License: Proprietary under the following circumstances: |
//| |
//| This code is a part of Forex Strategy Builder. It is free for |
//| use as an integral part of Forex Strategy Builder. |
//| One can modify it in order to improve the code or to fit it for |
//| personal use. This code or any part of it cannot be used in |
//| other applications without a permission. |
//| The contact information cannot be changed. |
//| |
//| NO LIABILITY FOR CONSEQUENTIAL DAMAGES |
//| |
//| In no event shall the author be liable for any damages whatsoever |
//| (including, without limitation, incidental, direct, indirect and |
//| consequential damages, damages for loss of business profits, |
//| business interruption, loss of business information, or other |
//| pecuniary loss) arising out of the use or inability to use this |
//| product, even if advised of the possibility of such damages. |
//+--------------------------------------------------------------------+
#property copyright "Copyright (C) 2016 Forex Software Ltd."
#property link "http://forexsb.com"
#property version "2.00"
#property strict
#include <Forexsb.com/Indicator.mqh>
#include <Forexsb.com/Enumerations.mqh>
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class Fractal : public Indicator
{
public:
Fractal(SlotTypes slotType);
virtual void Calculate(DataSet &dataSet);
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Fractal::Fractal(SlotTypes slotType)
{
SlotType = slotType;
IndicatorName = "Fractal";
WarningMessage = "";
IsAllowLTF = true;
ExecTime = ExecutionTime_DuringTheBar;
IsSeparateChart = false;
IsDiscreteValues = false;
IsDefaultGroupAll = false;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Fractal::Calculate(DataSet &dataSet)
{
Data=GetPointer(dataSet);
double epsiolon=Epsilon();
bool isVisible=ListParam[1].Text=="Visible";
double shift=NumParam[0].Value*Data.Point;
const int firstBar=8;
double upFractals[]; ArrayResize(upFractals,Data.Bars); ArrayInitialize(upFractals,0);
double downFractals[]; ArrayResize(downFractals,Data.Bars); ArrayInitialize(downFractals,0);
for(int bar=8; bar<Data.Bars-1; bar++)
{
if(Data.High[bar-1]<Data.High[bar-2] && Data.High[bar]<Data.High[bar-2])
{
// Fractal type 1
if(Data.High[bar-4]<Data.High[bar-2] &&
Data.High[bar-3]<Data.High[bar-2])
upFractals[bar+1]=Data.High[bar-2];
// Fractal type 2
if(Data.High[bar-5]<Data.High[bar-2] &&
Data.High[bar-4]<Data.High[bar-2] &&
MathAbs(Data.High[bar-3]-Data.High[bar-2])<epsiolon)
upFractals[bar+1]=Data.High[bar-2];
// Fractal type 3, 4
if(Data.High[bar-6]<Data.High[bar-2] &&
Data.High[bar-5]<Data.High[bar-2] &&
MathAbs(Data.High[bar-4]-Data.High[bar-2])<epsiolon &&
Data.High[bar-3]<= Data.High[bar-2])
upFractals[bar+1]= Data.High[bar-2];
// Fractal type 5
if(Data.High[bar-7]<Data.High[bar-2] &&
Data.High[bar-6]<Data.High[bar-2] &&
MathAbs(Data.High[bar-5]-Data.High[bar-2])<epsiolon &&
Data.High[bar-4]<Data.High[bar-2] &&
MathAbs(Data.High[bar-3]-Data.High[bar-2])<epsiolon)
upFractals[bar+1]=Data.High[bar-2];
// Fractal type 6
if(Data.High[bar-7]<Data.High[bar-2] &&
Data.High[bar-6]<Data.High[bar-2] &&
MathAbs(Data.High[bar-5]-Data.High[bar-2])<epsiolon &&
MathAbs(Data.High[bar-4]-Data.High[bar-2])<epsiolon &&
Data.High[bar-3]<Data.High[bar-2])
upFractals[bar+1]=Data.High[bar-2];
// Fractal type 7
if(Data.High[bar-8]<Data.High[bar-2] &&
Data.High[bar-7]<Data.High[bar-2] &&
MathAbs(Data.High[bar-6]-Data.High[bar-2])<epsiolon &&
Data.High[bar-5]<Data.High[bar-2] &&
MathAbs(Data.High[bar-6]-Data.High[bar-2])<epsiolon &&
Data.High[bar-3]<Data.High[bar-2])
upFractals[bar+1]=Data.High[bar-2];
}
if(Data.Low[bar-1]>Data.Low[bar-2] && Data.Low[bar]>Data.Low[bar-2])
{
// Fractal type 1
if(Data.Low[bar-4]>Data.Low[bar-2] &&
Data.Low[bar-3]>Data.Low[bar-2])
downFractals[bar+1]=Data.Low[bar-2];
// Fractal type 2
if(Data.Low[bar-5]>Data.Low[bar-2] &&
Data.Low[bar-4]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-3]-Data.Low[bar-2])<epsiolon)
downFractals[bar+1]=Data.Low[bar-2];
// Fractal type 3, 4
if(Data.Low[bar-6]>Data.Low[bar-2] &&
Data.Low[bar-5] > Data.Low[bar-2] &&
MathAbs(Data.Low[bar-4]-Data.Low[bar-2])<epsiolon &&
Data.Low[bar-3]>=Data.Low[bar-2])
downFractals[bar+1]=Data.Low[bar-2];
// Fractal type 5
if(Data.Low[bar-7]>Data.Low[bar-2] &&
Data.Low[bar-6]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-5]-Data.Low[bar-2])<epsiolon &&
Data.Low[bar-4]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-3]-Data.Low[bar-2])<epsiolon)
downFractals[bar+1]=Data.Low[bar-2];
// Fractal type 6
if(Data.Low[bar-7]>Data.Low[bar-2] &&
Data.Low[bar-6]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-5]-Data.Low[bar-2])<epsiolon &&
MathAbs(Data.Low[bar-4]-Data.Low[bar-2])<epsiolon &&
Data.Low[bar-3]>Data.Low[bar-2])
downFractals[bar+1]=Data.Low[bar-2];
// Fractal type 7
if(Data.Low[bar-8]>Data.Low[bar-2] &&
Data.Low[bar-7]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-6]-Data.Low[bar-2])<epsiolon &&
Data.Low[bar-5]>Data.Low[bar-2] &&
MathAbs(Data.Low[bar-4]-Data.Low[bar-2])<epsiolon &&
Data.Low[bar-3]>Data.Low[bar-2])
downFractals[bar+1]=Data.Low[bar-2];
}
}
if(isVisible)
{
for(int bar=firstBar; bar<Data.Bars; bar++)
{
if(upFractals[bar]<epsiolon && upFractals[bar-1]>Data.High[bar-1])
upFractals[bar]=upFractals[bar-1];
if(downFractals[bar]<epsiolon && downFractals[bar-1]<Data.Low[bar-1])
downFractals[bar]=downFractals[bar-1];
}
}
else
{
for(int bar=firstBar; bar<Data.Bars; bar++)
{
if(upFractals[bar]<epsiolon)
upFractals[bar]=upFractals[bar-1];
if(downFractals[bar]<epsiolon)
downFractals[bar]=downFractals[bar-1];
}
}
ArrayResize(Component[0].Value,Data.Bars);
Component[0].CompName = "Up Fractal";
Component[0].DataType = IndComponentType_IndicatorValue;
Component[0].FirstBar = firstBar;
ArrayCopy(Component[0].Value,upFractals);
ArrayResize(Component[1].Value,Data.Bars);
Component[1].CompName = "Down Fractal";
Component[1].DataType = IndComponentType_IndicatorValue;
Component[1].FirstBar = firstBar;
ArrayCopy(Component[1].Value,downFractals);
ArrayResize(Component[2].Value,Data.Bars);
ArrayInitialize(Component[2].Value,0);
Component[2].FirstBar=firstBar;
ArrayResize(Component[3].Value,Data.Bars);
ArrayInitialize(Component[3].Value,0);
Component[3].FirstBar=firstBar;
if(SlotType==SlotTypes_Open)
{
Component[2].CompName = "Long position entry price";
Component[2].DataType = IndComponentType_OpenLongPrice;
Component[3].CompName = "Short position entry price";
Component[3].DataType = IndComponentType_OpenShortPrice;
}
else if(SlotType==SlotTypes_Close)
{
Component[2].CompName = "Long position closing price";
Component[2].DataType = IndComponentType_CloseLongPrice;
Component[3].CompName = "Short position closing price";
Component[3].DataType = IndComponentType_CloseShortPrice;
}
if(ListParam[0].Text=="Enter long at Up Fractal" ||
ListParam[0].Text=="Exit long at Up Fractal")
for(int bar=firstBar; bar<Data.Bars; bar++)
{
if(upFractals[bar]>epsiolon)
Component[2].Value[bar]=upFractals[bar]+shift;
if(downFractals[bar]>epsiolon)
Component[3].Value[bar]=downFractals[bar]-shift;
}
if(ListParam[0].Text=="Enter long at Down Fractal" ||
ListParam[0].Text=="Exit long at Down Fractal")
for(int bar=firstBar; bar<Data.Bars; bar++)
{
if(downFractals[bar]>epsiolon)
Component[2].Value[bar]=downFractals[bar]-shift;
if(upFractals[bar]>epsiolon)
Component[3].Value[bar]=upFractals[bar]+shift;
}
}
//+------------------------------------------------------------------+