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#property copyright "EA侦探社"
#property copyright " Channels INDICATOR 通道 "
#property link "imql5.com"
#property version "V22
#property description "<--Channels INDICATOR 通道 --><-- Telegram Link, https://www.mql5.vip--><-- Email: 14117225@qq.com"
#property indicator_chart_window
#property indicator_buffers 2
//---- indicator parameters
extern int StartBar = 0; // from what point the data analysis begins, 0 - from the current one.
extern int BarAnalys = 400; // the number of bars for analysis in each period up to and including daytime. Not more than 2000!
extern double k_width = 4; // channel width factor
extern int accuracy = 50; // accuracy of modeling 1-no accuracy, if BarAnalys-max. accuracy. The higher the accuracy, the slower the indicator
extern double Filter = 0.55; // filter the depth of forming a new channel, it is advisable to use the range 0.382-0.618
extern double MinWidth = 0; // the minimum average weighted channel width in points, (with smaller width channels will not be formed)
extern double MaxWidth = 10000; // the maximum average weighted channel width in points, (with a wider width channels will not be formed)
extern bool Ray = true; // a sign of continuation of the channel; true - ray, false - segment
extern bool MaxMin = true; // To build a channel taking into account extreme extremes?
// -true - Yes. For the construction to pass through extreme extremes, the width coefficient k_width should be large, for example 100
// -false - No. In this case, the upper and lower boundary of the channel is equidistant from the central axis of the channel (the center of the "mass")
extern bool color_fill = true; // Fill channels?
//---- indicator buffers
double Channels[1000];
double Wid[];
double Vertical[];
double Width[2000];
double WidthU[2000];
double WidthD[2000];
double ChannelR[2000];
double ChannelL[2000];
double Channel[20][9];
int preBars=0;
int p[9]={43200,10080,1440,240,60,30,15,5,1};
int FinishL;
int tick=0;
int bar=0;
int b=0;
int key=0;
double sumPlus=0;
double sumMinus=0;
double yOptR,yOptL;
int prexL=0;
int prexR=0;
double ma=0;
int prevxR=-5;
int prevp=0;
int prevper=-5;
double sum1=0;
double sum2=0;
double curdeltaMax=-10000;
double curdeltaMin=10000;
int Start=0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Comment("");
ObjectDelete("channels_start");
for(int i=0;i<20;i++)
{
ObjectDelete("LineChannel9_"+DoubleToStr(i,0));
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" UP");
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" DOWN");
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" TRIUP");
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" TRIDown");
ObjectDelete("Vertical_9_"+DoubleToStr(i,0));
}
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---- drawing settings
IndicatorDigits(Digits+1);
//---- indicator buffers mapping
ChartSetInteger(0,CHART_EVENT_MOUSE_MOVE,true);
SetIndexStyle(0,DRAW_NONE);
SetIndexStyle(1,DRAW_NONE);
IndicatorDigits(Digits+1);
//---- indicator buffers mapping
SetIndexBuffer(0,Wid);
SetIndexBuffer(1,Vertical);
//---- indicator buffers mapping
// SetIndexBuffer(0,Canals);
// IndicatorDigits(20);
//---- initialization done
return(INIT_SUCCEEDED);
}
///////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//LoadHist();
int i;
if(StartBar!=0 && Start==0) Start=StartBar;
int j=AllChannels();
Channels[0]=j; //Number of generated channels
if(j>0)
{
for(i=0; i<j; i++)
{
Channels[7*i+1] = Channel[i][0]; //Width
Channels[7*i+2] = Channel[i][1]; //The current i-left channel boundary
Channels[7*i+3] = Channel[i][2]; //Channel formation period
Channels[7*i+4] = Channel[i][3]; //yOptR
Channels[7*i+5] = Channel[i][4]; //yOptL
Channels[7*i+6] = Channel[i][5]/Point; //increment in points per bar every minute or channel angle, positive-up, negative-down
Channels[7*i+7] = Channel[i][6]; //length in current period bars
Channels[7*i+8] = Channel[i][7]; //Width Up
Channels[7*i+9] = Channel[i][8]; //Width Doun
}
BildCanals(j);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
double y;
int j,i;
int window=0;
datetime ttt;
if(id==CHARTEVENT_KEYDOWN) key=(int)lparam;
if(id==CHARTEVENT_MOUSE_MOVE && key==17)// pressed the CTRL key
{
ChartXYToTimePrice(0,(int)lparam,(int)dparam,window,ttt,y);
if(ttt!=0) Start=iBarShift(NULL,0,ttt,false);
j=AllChannels();
Channels[0]=j; //Number of generated channels
if(j>0)
{
for(i=0; i<j; i++)
{
Channels[7*i+1] = Channel[i][0]; //Width
Channels[7*i+2] = Channel[i][1]; //The current i-left channel boundary
Channels[7*i+3] = Channel[i][2]; //Channel formation period
Channels[7*i+4] = Channel[i][3]; //yOptR
Channels[7*i+5] = Channel[i][4]; //yOptL
Channels[7*i+6] = Channel[i][5]/Point; //increment in points per bar every minute or channel angle, positive-up, negative-down
Channels[7*i+7] = Channel[i][6]; //length in current period bars
Channels[7*i+8] = Channel[i][7]; //Width Up
Channels[7*i+9] = Channel[i][8]; //Width Doun
}
BildCanals(j);
}
}
}
//+------------------------------------------------------------------+
///////////////////////////// Functions///////////////////////////////
//+------------------------------------------------------------------+
int BildCanals(int j)//Data about the channels are in the array Channel[20][7]
{
string name;
datetime x1,x2;
double y1,y2;
int i;
int color_i2[40]= //
{
0x339966,0xFF33CC,0x3399FF,0xFF9920,0x993333,0xFF0066,0x66CCFF,0x9933CC,0x336600,0x006699,
0xCC0099,0x33CCCC,0x6633FF,0x00FF66,0xCC99FF,0x3333FF,0x666633,0xCC66CC,0x00CCFF,0x996666,
0xFF6666,0x0000FF,0xCC6666,0x006600,0x660099,0x66FF66,0xFFCC00,0x6666FF,0xFFFF33,0xCC0000,
0x33FFFF,0xCC33FF,0x33FF33,0x9999FF,0x996600,0x333399,0x99CC99,0x0066CC,0xCC9900,0x00CCCC
};
int color_i[40]=
{
0x194C33,0x7F1966,0x14C97F,0x7F4C10,0x4C1919,0x7F0033,0x33667F,0x4C1966,0x193300,0x00334C,
0x66004C,0x196666,0x33197F,0x007F33,0x664C7F,0x19197F,0x333319,0x663366,0x00667F,0x4C3333,
0x7F3333,0x00007F,0x663333,0x003300,0x33004C,0x337F33,0x7F6600,0x33337F,0x7F7F19,0x660000,
0x197F7F,0x66197F,0x197F19,0x4C4C7F,0x4C3300,0x1914C9,0x466C4C,0x003366,0x664C00,0x006666
};
for(i=j;i<20;i++)
{
ObjectDelete("LineChannel9_"+DoubleToStr(i,0));
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" UP");
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" DOWN");
ObjectDelete("Vertical_9_"+DoubleToStr(i,0));
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" TRIUP");
ObjectDelete("LineChannel9_"+DoubleToStr(i,0)+" TRIDown");
Channel[i][2]=0;
Channel[i][1]=0;
Channel[i][0]=0;
}
// Comment("Number of channels = ",j);
// string comm="Number of channels = ";
// comm=comm+(string)j;
// for(i=0; i<j; i++)
// { comm=comm+"\n"+"Channel № "+DoubleToStr((i+1),0)+" : Width - "+DoubleToStr(Channel[i][0],0)+", channel length - "+DoubleToStr(Channel[i][6],0)+" bars for the period "+DoubleToStr(Channel[i][2],0);}
// Comment(comm);
for(i=0; i<j; i++)
{
x1 = iTime(NULL,0,Start);
y1 = Channel[i][3];
y2 = Channel[i][4];
if(iTime(NULL,0,(Bars-1))<=iTime(NULL,(int)Channel[i][2],(int)Channel[i][1]))
{
x2=iTime(NULL,(int)Channel[i][2],(int)Channel[i][1]);
}
else
{
x2=iTime(NULL,0,(Bars-1));
if(Channel[i][6]!=0) y2=y1-((iBarShift(NULL,(int)Channel[i][2],x2,FALSE)-iBarShift(NULL,(int)Channel[i][2],x1,FALSE))/Channel[i][6])*(y1-Channel[i][4]);
}
name="LineChannel9_"+DoubleToStr(i,0);
if(ObjectFind(name)==-1)
{
if(!ObjectCreate(name,OBJ_TREND,0,x2,y2,x1,y1)) Comment("Error 0 = ",GetLastError());
ObjectSet(name,OBJPROP_RAY,FALSE);
ObjectSet(name,OBJPROP_COLOR,color_i[i]);
ObjectSet(name,OBJPROP_STYLE,STYLE_DOT);
ObjectSet(name,OBJPROP_RAY,Ray);
if(MaxMin==true)
ObjectCreate(name+" UP",OBJ_TREND,0,x2,(y2+Point*Channel[i][7]),x1,(y1+Point*Channel[i][7]));
else
ObjectCreate(name+" UP",OBJ_TREND,0,x2,(y2+k_width*Point*Channel[i][0]),x1,(y1+k_width*Point*Channel[i][0]));
ObjectSet(name+" UP",OBJPROP_RAY,FALSE);
ObjectSet(name+" UP",OBJPROP_COLOR,color_i[i]);
ObjectSet(name+" UP",OBJPROP_STYLE,STYLE_DASH);
ObjectSet(name+" UP",OBJPROP_RAY,Ray);
if(MaxMin==true)
ObjectCreate(name+" DOWN",OBJ_TREND,0,x2,(y2+Point*Channel[i][8]),x1,(y1+Point*Channel[i][8]));
else
ObjectCreate(name+" DOWN",OBJ_TREND,0,x2,(y2-k_width*Point*Channel[i][0]),x1,(y1-k_width*Point*Channel[i][0]));
ObjectSet(name+" DOWN",OBJPROP_RAY,FALSE);
ObjectSet(name+" DOWN",OBJPROP_COLOR,color_i[i]);
ObjectSet(name+" DOWN",OBJPROP_STYLE,STYLE_DASH);
ObjectSet(name+" DOWN",OBJPROP_RAY,Ray);
if(color_fill==true)
{
ObjectCreate(name+" TRIUP",OBJ_TRIANGLE,0,x2,(y2+Point*Channel[i][7]),x1,(y1+Point*Channel[i][7]),x2,(y2+Point*Channel[i][8]));
ObjectSet(name+" TRIUP",OBJPROP_COLOR,color_i2[i]);
ObjectCreate(name+" TRIDown",OBJ_TRIANGLE,0,x1,(y1+Point*Channel[i][7]),x1,(y1+Point*Channel[i][8]),x2,(y2+Point*Channel[i][8]));
ObjectSet(name+" TRIDown",OBJPROP_COLOR,color_i2[i]);
}
if(!ObjectCreate("Vertical_9_"+DoubleToStr(i,0),OBJ_VLINE,0,x2,8)) Comment("Ошибка 0 = ",GetLastError());
ObjectSet("Vertical_9_"+DoubleToStr(i,0),OBJPROP_COLOR,color_i[i]);
ObjectSet("Vertical_9_"+DoubleToStr(i,0),OBJPROP_STYLE,STYLE_DOT);
}
else
{
if(!ObjectMove(name,0,x2,y2)) Comment("Ошибка 1 = ",GetLastError());
if(!ObjectMove(name,1,x1,y1)) Comment("Ошибка 2 = ",GetLastError());
if(MaxMin==true)
{
ObjectMove(name+" UP",0,x2,y2+Point*Channel[i][7]);
ObjectMove(name+" UP",1,x1,y1+Point*Channel[i][7]);
ObjectMove(name+" DOWN",0,x2,y2+Point*Channel[i][8]);
ObjectMove(name+" DOWN",1,x1,y1+Point*Channel[i][8]);
if(color_fill==true)
{
ObjectMove(name+" TRIUP",0,x2,(y2+Point*Channel[i][7]));
ObjectMove(name+" TRIUP",1,x1,(y1+Point*Channel[i][7]));
ObjectMove(name+" TRIUP",2,x2,(y2+Point*Channel[i][8]));
ObjectMove(name+" TRIDown",0,x1,(y1+Point*Channel[i][7]));
ObjectMove(name+" TRIDown",1,x1,(y1+Point*Channel[i][8]));
ObjectMove(name+" TRIDown",2,x2,(y2+Point*Channel[i][8]));
}
}
else
{
ObjectMove(name+" UP",0,x2,y2+k_width*Point*Channel[i][0]);
ObjectMove(name+" UP",1,x1,y1+k_width*Point*Channel[i][0]);
ObjectMove(name+" DOWN",0,x2,y2-k_width*Point*Channel[i][0]);
ObjectMove(name+" DOWN",1,x1,y1-k_width*Point*Channel[i][0]);
}
}
}
return(0);
}
////////////////////////////////////////////////////////
int AllChannels()
{
int i1=0,i2,i3,jj,sdv,err=0;
int k=0;
int i=0;
int lastper;
int St,Fin;
datetime S,F,prevS,CurStart;
int lastmin;
double lmin=1000000;
double premin=0;
lastper=9;
CurStart=iTime(NULL,Period(),Start);
if(Start==0) CurStart=iTime(NULL,1,0);
int l5=iBarShift(NULL,p[0],CurStart,FALSE)+BarAnalys;
if(iBars(NULL,p[0])<l5) l5=iBars(NULL,p[0])-1;
prevS=iTime(NULL,p[0],l5);
if(prevS==0) {err=GetLastError(); Print("Error iTime ",err," ",(iBarShift(NULL,p[0],CurStart,FALSE)));}
ArrayInitialize(Vertical,0);
ArrayInitialize(Wid,0);
for(jj=0;jj<lastper;jj++)
{
if(jj==8) // if the minute period
S = CurStart;
else S=iTime(NULL,p[jj+1],(iBarShift(NULL,p[jj+1],CurStart,FALSE)+BarAnalys));
F=prevS;
prevS=S;
St=iBarShift(NULL,p[jj],CurStart,FALSE);
Fin=iBarShift(NULL,p[jj],F,FALSE);
if(St==0 && Fin==0) return(0);
sdv=(iBarShift(NULL,p[jj],S,FALSE))-St-7;
if(jj!=8) {ArrWidth(St,Fin,sdv,p[jj]); }
else {ArrWidth(St,Fin,0,p[jj]);}
lastmin=Fin+1;
if(jj==0) lmin=10000000;
if(jj==0) premin=Width[Fin-St-1];
if(Fin>iBarShift(NULL,p[jj],S,FALSE))
for(i=Fin-1; i>(iBarShift(NULL,p[jj],S,FALSE))-1; i--)
{
int hhh=iBarShift(NULL,p[jj],S,FALSE);
if(iTime(NULL,0,Bars-1)<=iTime(NULL,p[jj],i))
{
i3=iBarShift(NULL,0,iTime(NULL,p[jj],i),FALSE);
for(i2=0;i2<=p[jj]/Period();i2++)
{
if((i3-i2)>=0) Wid[i3-i2]=Width[i-St];
if(i!=St && Wid[i3-i2]==0)
{
printf("width for some reason is zero");
}
}
}
if(Width[i-St]<lmin) {lmin=Width[i-St];lastmin=i;}
if(i>St) if(Width[i-St]<=Width[i-St-1] && Width[i-St]<=Width[i-St+1])
if(lastmin==i)
{
if(Width[i-St]<premin*Filter && Width[i-St]>MinWidth && Width[i-St]<MaxWidth)
{
if(i1>0) for(k=0; k<i1; k++)
{
if(Width[i-St]!=0) if((Channel[k][0]/Width[i-St])<1.2 && (Channel[k][0]/Width[i-St])>0.8) i1=k;
}
if(iTime(NULL,0,Bars-1)<=iTime(NULL,p[jj],i)) Vertical[i3]=Width[i-St];
Channel[i1][0]= Width[i-St]; //Width Up
Channel[i1][1]= i; //The current i-left channel boundary
Channel[i1][2]= p[jj]; //Period
Channel[i1][3]= ChannelR[i-St]; //yOptR
Channel[i1][4]= ChannelL[i-St]; //yOptL
if((i-St)*p[jj]!=0)
Channel[i1][5]=(ChannelR[i-St]-ChannelL[i-St])/((i-St)*p[jj]); //bar increment
Channel[i1][6]=(i-St); //length in bars
Channel[i1][7]= WidthU[i-St]; //Width Up
Channel[i1][8]= WidthD[i-St]; //Width Down
premin=Width[i-St];
i1++;
}
}
}
}
return(i1);
}
//////////////////////////////////////////////////////////////////////
double ArrWidth(int Start1,int Finish,int Sdvig,int per) // constructing an array of the width of the central line from Start1 to Finish
{
Width[0]=0;
if(Sdvig<0) Sdvig=0;
yOptR=iOpen(NULL,per,Start1);
int d,i1,i;
double dC,dR,dL;
int p1=0;
int lnz=Sdvig;
for(i=(1+Sdvig); i<(Finish-Start1); i++)
{
if(accuracy!=0) p1=(int)MathFloor((i-1)/accuracy);
i=i+p1;
Width[i]=MinChannel2(Start1,i+Start1,per);
// if(Width[i]<1) Print(per," ",Start1," ",i+Start1);
if(MaxMin==true)
{
if( k_width*Width[i]<curdeltaMax/Point) WidthU[i]=(curdeltaMax/Point+k_width*Width[i])/2; else WidthU[i]=curdeltaMax/Point;
if(-k_width*Width[i]>curdeltaMin/Point) WidthD[i]=(curdeltaMin/Point-k_width*Width[i])/2; else WidthD[i]=curdeltaMin/Point;
}
ChannelL[i] = yOptL;
ChannelR[i] = yOptR;
d=i-lnz;
if(d!=0)
{
dC=(Width[i]-Width[lnz])/d;
dR=(ChannelR[i]-ChannelR[lnz])/d;
dL=(ChannelL[i]-ChannelL[lnz])/d;
}
else {dC=0;dR=0; dL=0;}
if(d>1)
for(i1=1;i1<d;i1++)
{
Width[lnz+i1]=Width[lnz+i1-1]+dC;
ChannelL[lnz+i1] = ChannelL[lnz+i1-1]+dL;
ChannelR[lnz+i1] = ChannelR[lnz+i1-1]+dR;
}
lnz=i;
}
return(0);
}
///////////////////////////////////////////////////////
double MinChannel2(int xR,int xL,int per)
{
int n,p3,p2=xL-xR;
double j1,j2,j3,d;
p3=2*p2+1;
j1 = p3 + 1;
j2 = p3*(p3+1)/2;
j3 = p3*(p3+1)*(2*p3+1)/6;
if(prevxR!=xR || prevper!=per)
{
prevp=0;
sum1=0;
sum2=0;
}
for(n=prevp; n<=p2; n++)
{
sum2+=iHigh(NULL,per,n+xR)+iLow(NULL,per,n+xR);
if(iOpen(NULL,per,n+xR)>=iClose(NULL,per,n+xR))
sum1+=iHigh(NULL,per,n+xR)*2*n+iLow(NULL,per,n+xR)*(2*n+1);
else
sum1+=iLow(NULL,per,n+xR)*2*n+iHigh(NULL,per,n+xR)*(2*n+1);
}
prevxR=xR;
prevp=p2+1;
prevper=per;
d=(j2*sum2-j1*sum1)/(j2*j2-j1*j3);
yOptR = (sum1-j3*d)/j2;
yOptL = d*2*p2+yOptR;
return(SumPlus2(xL,xR,yOptR,yOptL,per)/(p2+1));
}
///////////////////////////////////////////////////////
double SumPlus2(int xL1,int xR1,double yR1,double yL1,int per)
{
double curLinePrice,curdelta,curdeltaH,curdeltaL,delta=0;
curdeltaMax=-100000;
curdeltaMin=100000;
int i = xR1;
if(xL1==xR1)return(0);
delta = (yL1-yR1)/(xL1-xR1);
curLinePrice=yR1;
sumPlus=0;
while(i<=xL1)
{
curdelta=iOpen(NULL,per,i)-curLinePrice;
curdeltaH = iHigh(NULL,per,i) - curLinePrice;
curdeltaL = iLow(NULL,per,i) - curLinePrice;
if(curdeltaMax<curdeltaH) curdeltaMax=curdeltaH;
if(curdeltaMin>curdeltaL) curdeltaMin=curdeltaL;
if(curdelta>0) sumPlus=sumPlus+curdelta;
curLinePrice=curLinePrice+delta;
i++;
}
return(sumPlus/Point);
}
////////////////////////////////////////////////////////////////////////////////////
void LoadHist()
{
int iPeriod[9];
iPeriod[0]=1;
iPeriod[1]=5;
iPeriod[2]=15;
iPeriod[3]=30;
iPeriod[4]=60;
iPeriod[5]=240;
iPeriod[6]=1440;
iPeriod[7]=10080;
iPeriod[8]=43200;
for(int iii=0;iii<9;iii++)
{
datetime open=iTime(Symbol(),iPeriod[iii],0);
int error=GetLastError();
while(error==4066)
{
Comment("Historical data was not uploaded for ",iPeriod[iii]," period, you need to reboot the indicator or go to another timeframe");
Sleep(10000);
open = iTime(Symbol(), iPeriod[iii], 0);
error=GetLastError();
}
}
}
//+------------------------------------------------------------------+
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