| blob | bb37aa67c358fc6128a69e864544a16034f07059 |
1 //+------------------------------------------------------------------+\r
2 //| Retracto.mq4 |\r
3 //| Copyright © 2011, Zarko Asenov |\r
4 //| http://jaltoh.6x.to |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "Copyright © 2011, Zarko Asenov"\r
7 #property link "http://jaltoh.6x.to"\r
8 \r
9 \r
10 #property indicator_separate_window\r
11 #property indicator_buffers 5\r
12 #property indicator_color1 Green\r
13 #property indicator_color2 DarkGray\r
14 #property indicator_color3 White\r
15 #property indicator_color4 Blue\r
16 #property indicator_color5 Red\r
17 \r
18 #define AVERAGE_RETRACEMENT_PIPS 0\r
19 #define AVERAGE_RETRACEMENT_PERCENT 1\r
20 #define MOVEMENT_COUNT 2\r
21 #define MOVEMENT_COUNT_RATIO 3\r
22 #define STRONGEST_PUSH_PIPS 4\r
23 #define STRONGEST_PUSH_PERCENT 5\r
24 \r
25 extern double Delta_Coefficient = 0.5;\r
26 \r
27 extern bool Log_Prices_Spread = false;\r
28 extern bool Display_Price_Persistence = false;\r
29 extern bool Opposite_Retracement_Only = true;\r
30 extern double Minimum_Movement_PIPs = 5.1;\r
31 extern double Recentness_Factor = 0.9;\r
32 \r
33 extern int Mode_of_Function = STRONGEST_PUSH_PERCENT;\r
34 \r
35 extern string Mode_of_Function_0 = "Average Retracement Pips";\r
36 extern string Mode_of_Function_1 = "Average Retracement Ratio";\r
37 extern string Mode_of_Function_2 = "Movement Count";\r
38 extern string Mode_of_Function_3 = "Movement Count Ratio";\r
39 extern string Mode_of_Function_4 = "Price Push in Pips";\r
40 extern string Mode_of_Function_5 = "Price Push Ratio";\r
41 \r
42 extern int Used_Price = PRICE_CLOSE;\r
43 \r
44 extern int Use_Close_Price = PRICE_CLOSE;\r
45 extern int Use_Median_Price = PRICE_MEDIAN;\r
46 extern int Use_Typical_Price = PRICE_TYPICAL;\r
47 extern int Use_Weighted_Price = PRICE_WEIGHTED;\r
48 \r
49 \r
50 //---- buffers\r
51 double Retracement_Range_Buffer[];\r
52 double Range_Delta_Buffer[];\r
53 double Spread_Monitor_Buffer[];\r
54 double Bulls_Buffer[];\r
55 double Bears_Buffer[];\r
56 \r
57 \r
58 //--- globals\r
59 #define NO_DIRECTION 0\r
60 #define DIRECTION_UP 1\r
61 #define DIRECTION_DOWN 2\r
62 \r
63 #define NO_PRICE -1.0\r
64 \r
65 \r
66 \r
67 int Last_Direction = NO_DIRECTION;\r
68 double Last_Direction_Change_Price = NO_PRICE;\r
69 double Last_Tick_Price = NO_PRICE;\r
70 double Average_Range;\r
71 int Ranges_Added;\r
72 double Average_Range_2;\r
73 int Ranges_Added_2;\r
74 \r
75 datetime Last_Tick_Time;\r
76 \r
77 double Tick_Overall_Movement;\r
78 double Max_Tick_Bears;\r
79 double Max_Tick_Bulls;\r
80 double Minimum_Bullish_Movement;\r
81 double Minimum_Bearish_Movement;\r
82 int Bullish_Movements;\r
83 int Bearish_Movements;\r
84 \r
85 int subperiods_ct;\r
86 \r
87 // Copies\r
88 double _Tick_Overall_Movement;\r
89 double _Max_Tick_Bears;\r
90 double _Max_Tick_Bulls;\r
91 double _Minimum_Bullish_Movement;\r
92 double _Minimum_Bearish_Movement;\r
93 int _Bullish_Movements;\r
94 int _Bearish_Movements;\r
95 int _Last_Direction;\r
96 double _Last_Direction_Change_Price;\r
97 double _Last_Tick_Price;\r
98 double _Average_Range;\r
99 int _Ranges_Added;\r
100 double _Average_Range_2;\r
101 int _Ranges_Added_2;\r
102 \r
103 \r
104 \r
105 // Used for price accounting\r
106 #define PRICE_VALUE 0\r
107 #define TOTAL_TIME_ACTIVE 1\r
108 #define LAST_LEFT_TIME 2\r
109 #define LAST_VISIT_TIME 3\r
110 #define NUM_PROPERTIES 4\r
111 \r
112 int Tick_Price_Time[][NUM_PROPERTIES];\r
113 double spread = 0.0;\r
114 double stop_level = 0.0;\r
115 \r
116 \r
117 void\r
118 reset_counters()\r
119 {\r
120 spread = MarketInfo(Symbol(), MODE_SPREAD);\r
121 stop_level = MarketInfo(Symbol(), MODE_STOPLEVEL);\r
122 \r
123 RefreshRates();\r
124 \r
125 Bullish_Movements = 0;\r
126 Bearish_Movements = 0;\r
127 Average_Range = NO_PRICE;\r
128 Ranges_Added = 0;\r
129 Average_Range_2 = NO_PRICE;\r
130 Ranges_Added_2 = 0;\r
131 \r
132 Last_Direction = NO_DIRECTION;\r
133 Last_Direction_Change_Price = NO_PRICE;\r
134 \r
135 Tick_Overall_Movement = 0.0;\r
136 Max_Tick_Bulls = 0.0;\r
137 Max_Tick_Bears = 0.0;\r
138 \r
139 Bullish_Movements = 0;\r
140 Bearish_Movements = 0;\r
141 \r
142 ArrayResize(Tick_Price_Time, 0);\r
143 }\r
144 \r
145 void\r
146 save_counters()\r
147 {\r
148 _Bullish_Movements = Bullish_Movements;\r
149 _Bearish_Movements = Bearish_Movements;\r
150 _Average_Range = Average_Range;\r
151 _Ranges_Added = Ranges_Added;\r
152 _Average_Range_2 = Average_Range_2;\r
153 _Ranges_Added_2 = Ranges_Added_2;\r
154 \r
155 _Last_Direction = Last_Direction;\r
156 _Last_Direction_Change_Price = Last_Direction_Change_Price;\r
157 \r
158 _Tick_Overall_Movement = Tick_Overall_Movement;\r
159 _Max_Tick_Bulls = Max_Tick_Bulls;\r
160 _Max_Tick_Bears = Max_Tick_Bears;\r
161 \r
162 _Bullish_Movements = Bullish_Movements;\r
163 _Bearish_Movements = Bearish_Movements;\r
164 }\r
165 \r
166 void\r
167 restore_counters()\r
168 {\r
169 Bullish_Movements = _Bullish_Movements;\r
170 Bearish_Movements = _Bearish_Movements;\r
171 Average_Range = _Average_Range;\r
172 Ranges_Added = _Ranges_Added;\r
173 Average_Range_2 = _Average_Range_2;\r
174 Ranges_Added_2 = _Ranges_Added_2;\r
175 \r
176 Last_Direction = _Last_Direction;\r
177 Last_Direction_Change_Price = _Last_Direction_Change_Price;\r
178 \r
179 Tick_Overall_Movement = _Tick_Overall_Movement;\r
180 Max_Tick_Bulls = _Max_Tick_Bulls;\r
181 Max_Tick_Bears = _Max_Tick_Bears;\r
182 \r
183 Bullish_Movements = _Bullish_Movements;\r
184 Bearish_Movements = _Bearish_Movements;\r
185 }\r
186 \r
187 int\r
188 get_accounted_price_index(double requested_price)\r
189 {\r
190 if (requested_price < 0.0) return (-1);\r
191 \r
192 int requested_price_int = requested_price / Point;\r
193 int price_ix = 0;\r
194 int price_ct = ArrayRange(Tick_Price_Time, 0);\r
195 \r
196 while (price_ix < price_ct) {\r
197 if (Tick_Price_Time[price_ix][PRICE_VALUE] == requested_price_int) break;\r
198 price_ix++;\r
199 }\r
200 \r
201 if (price_ix < price_ct) return (price_ix);\r
202 else return (-1);\r
203 }\r
204 \r
205 int\r
206 add_accounted_price(\r
207 double price_value, \r
208 datetime total_time, \r
209 datetime last_left, \r
210 datetime last_visit)\r
211 {\r
212 int price_value_int = price_value / Point;\r
213 int price_ct = ArrayRange(Tick_Price_Time, 0);\r
214 int price_ix = price_ct;\r
215 \r
216 price_ct++;\r
217 price_ct = ArrayResize(Tick_Price_Time, price_ct);\r
218 \r
219 if (price_ct < 1 || price_ix < 0) return(-1);\r
220 \r
221 Tick_Price_Time[price_ix][PRICE_VALUE] = price_value_int; \r
222 Tick_Price_Time[price_ix][TOTAL_TIME_ACTIVE] = total_time; \r
223 Tick_Price_Time[price_ix][LAST_LEFT_TIME] = last_left; \r
224 Tick_Price_Time[price_ix][LAST_VISIT_TIME] = last_visit;\r
225 \r
226 return(price_ix);\r
227 }\r
228 \r
229 datetime\r
230 retime_accounted_price(int price_ix, datetime last_left)\r
231 {\r
232 int price_ct = ArrayRange(Tick_Price_Time, 0);\r
233 if (price_ix < 0 || price_ix >= price_ct) return (-1);\r
234 \r
235 datetime last_visit = Tick_Price_Time[price_ix][LAST_VISIT_TIME];\r
236 if (last_visit > last_left) return (-1);\r
237 \r
238 datetime total_time = last_left - last_visit;\r
239 \r
240 Tick_Price_Time[price_ix][TOTAL_TIME_ACTIVE] += total_time;\r
241 Tick_Price_Time[price_ix][LAST_LEFT_TIME] = last_left;\r
242 \r
243 return (total_time);\r
244 }\r
245 \r
246 datetime\r
247 visit_accounted_price(int price_ix, datetime last_visit)\r
248 {\r
249 int price_ct = ArrayRange(Tick_Price_Time, 0);\r
250 if (price_ix < 0 || price_ix >= price_ct) return (-1);\r
251 \r
252 Tick_Price_Time[price_ix][LAST_VISIT_TIME] = last_visit;\r
253 Tick_Price_Time[price_ix][LAST_LEFT_TIME] = 0;\r
254 \r
255 return (Tick_Price_Time[price_ix][TOTAL_TIME_ACTIVE]);\r
256 }\r
257 \r
258 void\r
259 update_price_stats(double current_price, double previous_price)\r
260 {\r
261 int price_ix = 0;\r
262 int price_ct = ArrayRange(Tick_Price_Time, 0);\r
263 datetime current_time = TimeCurrent();\r
264 \r
265 // Update price just left\r
266 price_ix = get_accounted_price_index(previous_price);\r
267 if (price_ix < 0) add_accounted_price(previous_price, 0, current_time, current_time);\r
268 else retime_accounted_price(price_ix, current_time);\r
269 \r
270 // Update newly visited price \r
271 price_ix = get_accounted_price_index(current_price);\r
272 if (price_ix < 0) add_accounted_price(current_price, 0, 0, current_time);\r
273 else visit_accounted_price(price_ix, current_time);\r
274 }\r
275 \r
276 double\r
277 get_current_change_range(double current_price)\r
278 {\r
279 // Detect movement\r
280 int direction;\r
281 double price_difference;\r
282 \r
283 if (Last_Direction_Change_Price == NO_PRICE) \r
284 Last_Direction_Change_Price = current_price;\r
285 \r
286 price_difference = current_price - Last_Direction_Change_Price;\r
287 \r
288 if (price_difference > Minimum_Bullish_Movement) {\r
289 direction = DIRECTION_UP;\r
290 Bullish_Movements++;\r
291 } else if (price_difference < Minimum_Bearish_Movement) {\r
292 direction = DIRECTION_DOWN;\r
293 Bearish_Movements++;\r
294 } else {\r
295 direction = NO_DIRECTION;\r
296 }\r
297 // update_price_stats(Current_Price, Last_Price);\r
298 \r
299 // no retracement here nothing to see \r
300 if (direction == NO_DIRECTION || direction == Last_Direction) \r
301 return (NO_PRICE);\r
302 \r
303 double current_range = (current_price - Last_Direction_Change_Price) / Point;\r
304 Last_Direction = direction;\r
305 Last_Direction_Change_Price = current_price;\r
306 \r
307 return (current_range);\r
308 }\r
309 \r
310 void\r
311 update_retracement_pct(double current_range, int period_index)\r
312 {\r
313 // Find strongest retracement\r
314 Tick_Overall_Movement = Recentness_Factor * Tick_Overall_Movement + current_range;\r
315 if (Tick_Overall_Movement > Max_Tick_Bulls) \r
316 Max_Tick_Bulls = Tick_Overall_Movement;\r
317 else if (Tick_Overall_Movement < Max_Tick_Bears) \r
318 Max_Tick_Bears = Tick_Overall_Movement;\r
319 \r
320 double Max_Push_Difference = Max_Tick_Bulls + Max_Tick_Bears;\r
321 \r
322 // Calculate bull bear ratio\r
323 if (Max_Push_Difference < 0.0) {\r
324 Bears_Buffer[period_index] = -100.0 * Max_Push_Difference / Max_Tick_Bears;\r
325 Bulls_Buffer[period_index] = 0.0;\r
326 Range_Delta_Buffer[period_index] = Bears_Buffer[period_index];\r
327 } else if (Max_Push_Difference > 0.0) {\r
328 Bulls_Buffer[period_index] = 100.0 * Max_Push_Difference / Max_Tick_Bulls;\r
329 Bears_Buffer[period_index] = 0.0;\r
330 Range_Delta_Buffer[period_index] = Bulls_Buffer[period_index];\r
331 }\r
332 \r
333 }\r
334 \r
335 void\r
336 update_retracement_pips(double current_range, int period_index)\r
337 {\r
338 // Find strongest retracement\r
339 Tick_Overall_Movement = Recentness_Factor * Tick_Overall_Movement + current_range;\r
340 if (Tick_Overall_Movement > Max_Tick_Bulls) Max_Tick_Bulls = Tick_Overall_Movement;\r
341 else if (Tick_Overall_Movement < Max_Tick_Bears) Max_Tick_Bears = Tick_Overall_Movement;\r
342 \r
343 double Max_Push_Difference = Max_Tick_Bulls + Max_Tick_Bears;\r
344 \r
345 // Calculate bull bear push ratio\r
346 Bears_Buffer[period_index] = Max_Tick_Bears;\r
347 Bulls_Buffer[period_index] = Max_Tick_Bulls;\r
348 }\r
349 \r
350 #define MAX_HISTORY 256\r
351 \r
352 double Bulls_Buffer_History[MAX_HISTORY];\r
353 double Bears_Buffer_History[MAX_HISTORY];\r
354 \r
355 void\r
356 update_movement_count(int period_index)\r
357 {\r
358 Bulls_Buffer[period_index] = Bullish_Movements;\r
359 Bears_Buffer[period_index] = -1.0 * Bearish_Movements;\r
360 }\r
361 \r
362 void\r
363 update_movement_ratio(int period_index)\r
364 {\r
365 double retracement_ratio;\r
366 \r
367 if (Bullish_Movements > Bearish_Movements) {\r
368 \r
369 retracement_ratio = 1.0 - (1.0 * Bearish_Movements) / Bullish_Movements;\r
370 retracement_ratio *= 100.0;\r
371 \r
372 Bulls_Buffer[period_index] = retracement_ratio;\r
373 Bears_Buffer[period_index] = 0.0;\r
374 Range_Delta_Buffer[period_index] = retracement_ratio;\r
375 \r
376 } else if (Bullish_Movements < Bearish_Movements) {\r
377 \r
378 retracement_ratio = 1.0 - (1.0 * Bullish_Movements) / Bearish_Movements;\r
379 retracement_ratio *= -100.0;\r
380 \r
381 Bears_Buffer[period_index] = retracement_ratio;\r
382 Bulls_Buffer[period_index] = 0.0;\r
383 Range_Delta_Buffer[period_index] = retracement_ratio;\r
384 \r
385 } else {\r
386 \r
387 Bears_Buffer[period_index] = 0.0;\r
388 Bulls_Buffer[period_index] = 0.0;\r
389 Range_Delta_Buffer[period_index] = 0.0;\r
390 \r
391 }\r
392 \r
393 }\r
394 \r
395 double\r
396 get_period_average_range(double current_range)\r
397 {\r
398 // Calculate weighted average movement range\r
399 if (Average_Range == NO_PRICE || Ranges_Added == 0)\r
400 Average_Range = current_range;\r
401 else\r
402 Average_Range = (Average_Range * Ranges_Added + current_range) / (Ranges_Added + 1);\r
403 \r
404 Ranges_Added++;\r
405 \r
406 return (Average_Range);\r
407 }\r
408 \r
409 double\r
410 get_period_average_range_2(double current_range)\r
411 {\r
412 // Calculate weighted average movement range\r
413 if (Average_Range_2 == NO_PRICE || Ranges_Added_2 == 0)\r
414 Average_Range_2 = current_range;\r
415 else\r
416 Average_Range_2 = (Average_Range_2 * Ranges_Added_2 + current_range) / (Ranges_Added_2 + 1);\r
417 \r
418 Ranges_Added_2++;\r
419 \r
420 return (Average_Range_2);\r
421 }\r
422 \r
423 bool\r
424 get_candle_bullish(int period_index)\r
425 {\r
426 return (Open[period_index] < Close[period_index]);\r
427 }\r
428 \r
429 void\r
430 update_average_range_pips(double current_range, int period_index)\r
431 {\r
432 // Calculate average range\r
433 if (Opposite_Retracement_Only == true && current_range > 0.0)\r
434 Average_Range = get_period_average_range(current_range); \r
435 else if (Opposite_Retracement_Only == true && current_range < 0.0)\r
436 Average_Range_2 = get_period_average_range_2(MathAbs(current_range));\r
437 else if (Opposite_Retracement_Only == false)\r
438 Average_Range = get_period_average_range(MathAbs(current_range));\r
439 \r
440 // Update graph\r
441 if (Opposite_Retracement_Only == true && get_candle_bullish(period_index) == true) {\r
442 Retracement_Range_Buffer[period_index] = Average_Range_2;\r
443 Range_Delta_Buffer[period_index] = Average_Range_2;\r
444 } else if (Opposite_Retracement_Only == true && get_candle_bullish(period_index) == false) {\r
445 Retracement_Range_Buffer[period_index] = Average_Range;\r
446 Range_Delta_Buffer[period_index] = Average_Range;\r
447 } else if (Opposite_Retracement_Only == false) {\r
448 Retracement_Range_Buffer[period_index] = Average_Range;\r
449 Range_Delta_Buffer[period_index] = Average_Range;\r
450 }\r
451 }\r
452 \r
453 void\r
454 update_average_range_ratio(double current_range, int period_index)\r
455 {\r
456 double candle_length = (High[0] - Low[0]) / Point;\r
457 if (candle_length <= 0.0) return;\r
458 \r
459 update_average_range_pips(current_range, period_index);\r
460 \r
461 Retracement_Range_Buffer[period_index] = 100.0 * Retracement_Range_Buffer[period_index] / candle_length;\r
462 Range_Delta_Buffer[period_index] = Retracement_Range_Buffer[period_index];\r
463 }\r
464 \r
465 //+------------------------------------------------------------------+\r
466 //| expert initialization function |\r
467 //+------------------------------------------------------------------+\r
468 int init()\r
469 {\r
470 //----\r
471 \r
472 IndicatorShortName("JRetracto"); \r
473 \r
474 if (Log_Prices_Spread == true) {\r
475 SetIndexStyle(2, DRAW_HISTOGRAM); \r
476 SetIndexLabel(2, "Spread History"); \r
477 SetIndexBuffer(2, Spread_Monitor_Buffer); \r
478 } else {\r
479 SetIndexStyle(2, DRAW_NONE); \r
480 SetIndexLabel(2, ""); \r
481 SetIndexBuffer(2, NULL); \r
482 }\r
483 \r
484 switch (Mode_of_Function) {\r
485 case STRONGEST_PUSH_PERCENT:\r
486 SetIndexStyle(0, DRAW_NONE); \r
487 SetIndexStyle(1, DRAW_LINE); \r
488 \r
489 SetIndexLabel(0, ""); \r
490 SetIndexBuffer(0, NULL); \r
491 \r
492 SetIndexLabel(1, "Push Delta"); \r
493 SetIndexBuffer(1, Range_Delta_Buffer); \r
494 \r
495 SetIndexLabel(3, "Bullish Pressure in Percents"); \r
496 SetIndexStyle(3, DRAW_HISTOGRAM); \r
497 SetIndexBuffer(3, Bulls_Buffer); \r
498 \r
499 SetIndexLabel(4, "Bearish Pressure in Percents"); \r
500 SetIndexStyle(4, DRAW_HISTOGRAM); \r
501 SetIndexBuffer(4, Bears_Buffer); \r
502 \r
503 SetLevelStyle(STYLE_DASHDOT, 1, DodgerBlue); \r
504 SetLevelStyle(STYLE_DASHDOT, 2, DodgerBlue); \r
505 SetLevelValue(1, 50.0);\r
506 SetLevelValue(2, -50.0);\r
507 break;\r
508 \r
509 case STRONGEST_PUSH_PIPS:\r
510 SetIndexStyle(0, DRAW_NONE); \r
511 SetIndexStyle(1, DRAW_LINE); \r
512 \r
513 SetIndexLabel(0, ""); \r
514 SetIndexBuffer(0, NULL); \r
515 \r
516 SetIndexLabel(1, "Push Delta"); \r
517 SetIndexBuffer(1, Range_Delta_Buffer); \r
518 \r
519 SetIndexLabel(3, "Bullish Absolute Movement in Pips"); \r
520 SetIndexLabel(4, "Bearish Absolute Movement in Pips"); \r
521 SetIndexStyle(3, DRAW_HISTOGRAM); \r
522 SetIndexBuffer(3, Bulls_Buffer); \r
523 SetIndexStyle(4, DRAW_HISTOGRAM); \r
524 SetIndexBuffer(4, Bears_Buffer); \r
525 \r
526 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
527 SetLevelValue(1, 0.0);\r
528 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
529 SetLevelValue(2, 0.0);\r
530 break;\r
531 \r
532 case MOVEMENT_COUNT:\r
533 SetIndexStyle(0, DRAW_NONE); \r
534 SetIndexLabel(0, ""); \r
535 SetIndexBuffer(0, NULL); \r
536 \r
537 SetIndexStyle(1, DRAW_NONE); \r
538 SetIndexLabel(1, ""); \r
539 SetIndexBuffer(1, NULL); \r
540 \r
541 SetIndexLabel(3, "Bullish Retracements Count"); \r
542 SetIndexStyle(3, DRAW_HISTOGRAM); \r
543 SetIndexBuffer(3, Bulls_Buffer); \r
544 \r
545 SetIndexLabel(4, "Bearish Retracements Count"); \r
546 SetIndexStyle(4, DRAW_HISTOGRAM); \r
547 SetIndexBuffer(4, Bears_Buffer); \r
548 \r
549 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
550 SetLevelValue(1, 0.0);\r
551 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
552 SetLevelValue(2, 0.0);\r
553 break;\r
554 \r
555 case MOVEMENT_COUNT_RATIO:\r
556 SetIndexStyle(0, DRAW_NONE); \r
557 SetIndexLabel(0, ""); \r
558 SetIndexBuffer(0, NULL); \r
559 \r
560 SetIndexStyle(1, DRAW_LINE); \r
561 SetIndexLabel(1, "Retracements Ratio Delta"); \r
562 SetIndexBuffer(1, Range_Delta_Buffer); \r
563 \r
564 SetIndexLabel(3, "Bullish Retracements Ratio"); \r
565 SetIndexStyle(3, DRAW_HISTOGRAM); \r
566 SetIndexBuffer(3, Bulls_Buffer); \r
567 \r
568 SetIndexLabel(4, "Bearish Retracements Ratio"); \r
569 SetIndexStyle(4, DRAW_HISTOGRAM); \r
570 SetIndexBuffer(4, Bears_Buffer); \r
571 \r
572 SetLevelStyle(STYLE_DASHDOT, 1, DodgerBlue); \r
573 SetLevelStyle(STYLE_DASHDOT, 2, DodgerBlue); \r
574 SetLevelValue(1, 50.0);\r
575 SetLevelValue(2, -50.0);\r
576 break;\r
577 \r
578 case AVERAGE_RETRACEMENT_PIPS:\r
579 SetIndexStyle(0, DRAW_HISTOGRAM); \r
580 SetIndexLabel(0, "Average Retracement Range in Pips"); \r
581 SetIndexBuffer(0, Retracement_Range_Buffer); \r
582 \r
583 SetIndexStyle(1, DRAW_LINE); \r
584 SetIndexLabel(1, "Range Delta"); \r
585 SetIndexBuffer(1, Range_Delta_Buffer); \r
586 \r
587 SetIndexLabel(3, ""); \r
588 SetIndexStyle(3, DRAW_NONE); \r
589 SetIndexBuffer(3, NULL); \r
590 \r
591 SetIndexLabel(4, ""); \r
592 SetIndexStyle(4, DRAW_NONE); \r
593 SetIndexBuffer(4, NULL); \r
594 \r
595 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
596 SetLevelValue(1, 0.0);\r
597 SetLevelStyle(STYLE_SOLID, 0, CLR_NONE);\r
598 SetLevelValue(2, 0.0);\r
599 break;\r
600 \r
601 case AVERAGE_RETRACEMENT_PERCENT:\r
602 SetIndexStyle(0, DRAW_HISTOGRAM); \r
603 SetIndexLabel(0, "Average Retracement Range in Percents"); \r
604 SetIndexBuffer(0, Retracement_Range_Buffer); \r
605 \r
606 SetIndexStyle(1, DRAW_LINE); \r
607 SetIndexLabel(1, "Range Delta"); \r
608 SetIndexBuffer(1, Range_Delta_Buffer); \r
609 \r
610 SetIndexLabel(3, ""); \r
611 SetIndexStyle(3, DRAW_NONE); \r
612 SetIndexBuffer(3, NULL); \r
613 \r
614 SetIndexLabel(4, ""); \r
615 SetIndexStyle(4, DRAW_NONE); \r
616 SetIndexBuffer(4, NULL); \r
617 \r
618 SetLevelStyle(STYLE_DASHDOT, 1, DodgerBlue); \r
619 SetLevelStyle(STYLE_DASHDOT, 1, DodgerBlue); \r
620 SetLevelValue(1, 50.0);\r
621 SetLevelValue(2, -50.0);\r
622 break;\r
623 }\r
624 \r
625 Minimum_Bullish_Movement = Minimum_Movement_PIPs * Point;\r
626 Minimum_Bearish_Movement = -1.0 * Minimum_Movement_PIPs * Point;\r
627 \r
628 subperiods_ct = Period() * PERIOD_M1;\r
629 \r
630 //----\r
631 \r
632 reset_counters();\r
633 \r
634 return(0);\r
635 }\r
636 \r
637 double\r
638 get_current_price(int price_type)\r
639 {\r
640 switch (price_type) {\r
641 case PRICE_CLOSE:\r
642 return (Close[0]);\r
643 \r
644 case PRICE_MEDIAN:\r
645 return ((Low[0] + High[0]) / 2.0);\r
646 \r
647 case PRICE_TYPICAL:\r
648 return ((Low[0] + High[0] + Close[0]) / 3.0);\r
649 \r
650 case PRICE_WEIGHTED:\r
651 return ((Low[0] + High[0] + Close[0] + Close[0]) / 4.0);\r
652 \r
653 default:\r
654 return (0.0);\r
655 }\r
656 }\r
657 \r
658 void\r
659 do_your_thang(double range, int period_index)\r
660 {\r
661 switch (Mode_of_Function) {\r
662 case STRONGEST_PUSH_PERCENT:\r
663 if (range == NO_PRICE) return (0);\r
664 else update_retracement_pct(range, period_index);\r
665 break;\r
666 \r
667 case STRONGEST_PUSH_PIPS:\r
668 if (range == NO_PRICE) return (0);\r
669 else update_retracement_pips(range, period_index);\r
670 break;\r
671 \r
672 case MOVEMENT_COUNT:\r
673 update_movement_count(period_index);\r
674 break;\r
675 \r
676 case MOVEMENT_COUNT_RATIO:\r
677 update_movement_ratio(period_index);\r
678 break;\r
679 \r
680 case AVERAGE_RETRACEMENT_PIPS:\r
681 if (range == NO_PRICE) return (0);\r
682 else update_average_range_pips(range, period_index);\r
683 break;\r
684 \r
685 case AVERAGE_RETRACEMENT_PERCENT:\r
686 if (range == NO_PRICE) return (0);\r
687 else update_average_range_ratio(range, period_index);\r
688 break;\r
689 }\r
690 }\r
691 \r
692 \r
693 //+------------------------------------------------------------------+\r
694 //| expert deinitialization function |\r
695 //+------------------------------------------------------------------+\r
696 int deinit()\r
697 {\r
698 //----\r
699 \r
700 //----\r
701 return(0);\r
702 }\r
703 \r
704 int start()\r
705 {\r
706 int limit = Bars - IndicatorCounted() - 1;\r
707 if (limit < 0) return (0);\r
708 //----\r
709 \r
710 save_counters();\r
711 \r
712 for (int ix = limit; ix > 0; ix--) {\r
713 if (ix > 5) continue;\r
714 \r
715 reset_counters();\r
716 \r
717 for (int subix = subperiods_ct * (ix + 1); subix >= ix * subperiods_ct; subix--) {\r
718 double range;\r
719 range = get_current_change_range(Open[subix]);\r
720 do_your_thang(range, ix);\r
721 range = get_current_change_range(Low[subix]);\r
722 do_your_thang(range, ix);\r
723 range = get_current_change_range(High[subix]);\r
724 do_your_thang(range, ix);\r
725 range = get_current_change_range(Close[subix]);\r
726 do_your_thang(range, ix);\r
727 }\r
728 \r
729 }\r
730 \r
731 //// Now do current tick ////\r
732 \r
733 // Chech if price moved\r
734 double current_price = get_current_price(Used_Price);\r
735 if (current_price == Last_Tick_Price) return (0);\r
736 Last_Tick_Price = current_price;\r
737 \r
738 // New period\r
739 if (Time[0] != Last_Tick_Time) reset_counters();\r
740 else restore_counters(); \r
741 Last_Tick_Time = Time[0];\r
742 \r
743 // Show price spread graph\r
744 if (Log_Prices_Spread == true) Spread_Monitor_Buffer[0] = spread;\r
745 \r
746 \r
747 // Check for movement in range\r
748 double current_range = get_current_change_range(current_price);\r
749 do_your_thang(current_range, 0);\r
750 \r
751 //----\r
752 return(0);\r
753 }\r
754 //+------------------------------------------------------------------+\r
755 \r