+------------------------------------------------------------------+
//| TZ-Breaktout.mq4 |
//| Shimodax |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright Shimodax"
#property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
/* Introduction:
Draw ranges for "Simple Combined Breakout System for EUR/USD and GBP/USD" thread
(see
http://www.strategybuilderfx.com/forums/showthread.php?t=15439
TimeZoneOfData: TimeZone for which MT4 shows your local time,
e.g. 1 or 2 for Europe (GMT+1 or GMT+2 (daylight
savings time). Use zero for no adjustment.
The MetaQuotes demo server uses GMT +2.
Enjoy :-)
Markus
*/
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 DarkKhaki
#property indicator_color2 DarkKhaki
#property indicator_color3 Khaki
#property indicator_color4 Khaki
#property indicator_color5 Gold
extern bool DoEntryAlerts= false;
extern int TimeZoneOfData= 2; // time zone of metatrader charts
extern int PipsForEntry= 5;
int DestTimeZone= 0; // dest time zone for time computation (leave as zero (GMT))
double Zone1Upper[];
double Zone2Upper[];
double Zone1Lower[];
double Zone2Lower[];
double EntrySignalsBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,Zone1Upper);
SetIndexEmptyValue(0, 0.0);
SetIndexLabel(0, "Upper Zone 1");
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,Zone1Lower);
SetIndexEmptyValue(1, 0.0);
SetIndexLabel(1, "Lower Zone 1");
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,Zone2Upper);
SetIndexEmptyValue(2, 0.0);
SetIndexLabel(2, "Upper Zone 2");
SetIndexStyle(3,DRAW_LINE);
SetIndexBuffer(3,Zone2Lower);
SetIndexEmptyValue(3, 0.0);
SetIndexLabel(3, "Lower Zone 2");
SetIndexStyle(4,DRAW_ARROW);
SetIndexArrow(4, 162);
SetIndexBuffer(4, EntrySignalsBuffer);
SetIndexEmptyValue(4, 0.0);
SetIndexLabel(4, "Zone Breakout Signal");
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;
//
// compute ranges
//
BreakoutRanges(0, lastbar, TimeZoneOfData, DestTimeZone);
//
// check alerts
//
static datetime lastalerttime;
static double lastalertprice;
if (DoEntryAlerts && lastalerttime!=Time[0] && EntrySignalsBuffer[0]!=0 && EntrySignalsBuffer[0]!=lastalertprice) {
Alert("ZoneBreakout signals entry!");
lastalerttime= Time[0];
lastalertprice= EntrySignalsBuffer[0];
}
else {
lastalerttime= 0;
lastalertprice= 0.0;
}
return(0);
}
//+------------------------------------------------------------------+
//| Compute Breakout ranges for daily time periods |
//+------------------------------------------------------------------+
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
- tzdiffsec; // time of this bar
string timestr= TimeToStr(timet, TIME_MINUTES), // current time HH:MM
thisday= TimeToStr(timet, TIME_DATE); // current date
EntrySignalsBuffer= 0;
//
// 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 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);
tlow[j]= MathMin(tlow[j], Low);
}
}
//
// carry forward the periods for which we have definite high/lows
//
if (inperiod>=1 && tday==thisday) { // first time period completed
Zone1Upper= thigh[0] + PipsForEntry*Point;
Zone1Lower= tlow[0] - PipsForEntry*Point;
if (inperiod>=2) { // second period completed
Zone2Upper= thigh[1] + PipsForEntry*Point;
Zone2Lower= tlow[1] - PipsForEntry*Point;
}
CheckSignal(i, Zone1Upper, OP_BUY, EntrySignalsBuffer);
CheckSignal(i, Zone1Lower, OP_SELL, EntrySignalsBuffer);
CheckSignal(i, Zone2Upper, OP_BUY, EntrySignalsBuffer);
CheckSignal(i, Zone2Lower, OP_SELL, EntrySignalsBuffer);
}
else { // none yet to carry forward (zero to clear old values, e.g. from switching timeframe)
Zone1Upper= 0;
Zone1Lower= 0;
Zone2Upper= 0;
Zone2Lower= 0;
}
//
// at the beginning of a new day reset everything
//
if (tday!="XXX" && tday!=thisday || TimeToStr(timet, TIME_MINUTES)>=tto[2]) {
// 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);
}
//+------------------------------------------------------------------+
//| Check price break |
//+------------------------------------------------------------------+
bool CheckSignal(int shift, double price, int type, double &signalbuffer[])
{
bool signal= false;
if (type==OP_BUY && ((Open[shift]<price && High[shift]>price) || (Close[shift+1]<price && Open[shift]>price)) ) {
signalbuffer[shift]= price;
signal= true;
}
if (type==OP_SELL && (Open[shift]>price && Low[shift]<price) || (Close[shift+1]>price && Open[shift]<price)) {
signalbuffer[shift]= price;
signal= true;
}
return (signal);
}
[ 本帖最后由 waynex 于 2007-8-19 23:46 编辑 ]
