//+------------------------------------------------------------------+
//| [ORT] Supply_Demand_v3.mq4 |
//+------------------------------------------------------------------+
#property copyright "[ORT] Supply_Demand_v3"
#property link "http://www.vclube.ru/"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 Red
#property indicator_color3 DodgerBlue
#property indicator_color4 DodgerBlue
extern int BackLimit = 10000;
extern int TimeFrame = 0;
extern string TimeString = "0=Current, 60=H1, 240=H4, 1440=Day, 10080=Week, 43200=Month";
extern color color_support_weak = DarkSlateGray;
extern color color_support_untested = SeaGreen;
extern color color_support_verified = Green;
extern color color_support_proven = LimeGreen;
extern color color_support_turncoat = OliveDrab;
extern color color_resist_weak = Indigo;
extern color color_resist_untested = Orchid;
extern color color_resist_verified = Crimson;
extern color color_resist_proven = Red;
extern color color_resist_turncoat = DarkOrange;
extern bool zone_show_weak = true;
extern double zone_fuzzfactor = 0.75;
extern bool zone_solid = true;
extern int zone_linewidth = 1;
extern int zone_style = 0;
extern bool zone_show_info = true;
extern int zone_label_shift = 5;
extern bool zone_show_alerts = false;
extern bool zone_alert_popups = true;
extern bool zone_alert_sounds = true;
extern int zone_alert_waitseconds = 300;
extern bool zone_merge = true;
extern bool zone_extend = true;
extern bool fractals_show = true;
extern double fractal_fast_factor = 3.0;
extern double fractal_slow_factor = 6.0;
extern bool SetGlobals = true;
double FastDnPts[], FastUpPts[];
double SlowDnPts[], SlowUpPts[];
double zone_hi[1000], zone_lo[1000];
int zone_start[1000], zone_hits[1000], zone_type[1000], zone_strength[1000], zone_count = 0;
bool zone_turn[1000];
#define ZONE_SUPPORT 1
#define ZONE_RESIST 2
#define ZONE_WEAK 0 //���� ������
#define ZONE_TURNCOAT 1 //���� �����������
#define ZONE_UNTESTED 2 //���� ���������
#define ZONE_VERIFIED 3 //���� �������������
#define ZONE_PROVEN 4 //���� �����������
#define UP_POINT 1
#define DN_POINT -1
int time_offset = 0;
int init()
{
IndicatorBuffers(4);
SetIndexBuffer(0, SlowDnPts);
SetIndexBuffer(1, SlowUpPts);
SetIndexBuffer(2, FastDnPts);
SetIndexBuffer(3, FastUpPts);
if (fractals_show == true)
{
SetIndexStyle(0, DRAW_ARROW, 0, 3);
SetIndexStyle(1, DRAW_ARROW, 0, 3);
SetIndexStyle(2, DRAW_ARROW, 0, 1);
SetIndexStyle(3, DRAW_ARROW, 0, 1);
SetIndexArrow(0, 218);
SetIndexArrow(1, 217);
SetIndexArrow(2, 218);
SetIndexArrow(3, 217);
}
else
{
SetIndexStyle(0, DRAW_NONE);
SetIndexStyle(1, DRAW_NONE);
SetIndexStyle(2, DRAW_NONE);
SetIndexStyle(3, DRAW_NONE);
}
if (TimeFrame != 1 && TimeFrame != 5 && TimeFrame != 15 &&
TimeFrame != 60 && TimeFrame != 240 && TimeFrame != 1440 &&
TimeFrame != 10080 && TimeFrame != 43200)
TimeFrame = 0;
if (TimeFrame < Period())
TimeFrame = Period();
return(0);
}
int deinit()
{
DeleteZones();
DeleteGlobalVars();
return(0);
}
int start()
{
if (NewBar() == true)
{
int old_zone_count = zone_count;
FastFractals();
SlowFractals();
DeleteZones();
FindZones();
DrawZones();
if (zone_count < old_zone_count)
DeleteOldGlobalVars(old_zone_count);
}
if (zone_show_info == true)
{
for (int i=0; i<zone_count; i++)
{
string lbl;
if (zone_strength[i] == ZONE_PROVEN)
lbl = "Strong";
else if (zone_strength[i] == ZONE_VERIFIED)
lbl = "Verified";
else if (zone_strength[i] == ZONE_UNTESTED)
lbl = "Untested";
else if (zone_strength[i] == ZONE_TURNCOAT)
lbl = "Turncoat";
else
lbl = "Weak";
if (zone_type[i] == ZONE_SUPPORT)
lbl = lbl + " Support zone";
else
lbl = lbl + " Ressistance zone";
if (zone_hits[i] > 0 && zone_strength[i] > ZONE_UNTESTED)
{
if (zone_hits[i] == 1)
lbl = lbl + ",Test:" + zone_hits[i];
else
lbl = lbl + ",Test:" + zone_hits[i];
}
int adjust_hpos;
int wbpc = WindowBarsPerChart();
int k;
k = Period() * 60 + (20 + StringLen(lbl));
if (wbpc < 80)
adjust_hpos = Time[0] + k * 4;
else if (wbpc < 125)
adjust_hpos = Time[0] + k * 8;
else if (wbpc < 250)
adjust_hpos = Time[0] + k * 15;
else if (wbpc < 480)
adjust_hpos = Time[0] + k * 29;
else if (wbpc < 950)
adjust_hpos = Time[0] + k * 58;
else
adjust_hpos = Time[0] + k * 115;
//
int shift = k * zone_label_shift;
double vpos = zone_hi[i] - (zone_hi[i] - zone_lo[i]) / 2;
string s = "SSSR#"+i+"LBL";
ObjectCreate(s, OBJ_TEXT, 0, 0, 0);
ObjectSet(s, OBJPROP_TIME1, adjust_hpos + shift);
ObjectSet(s, OBJPROP_PRICE1, vpos);
ObjectSetText(s, StringRightPad(lbl, 36, " "), 8, "Courier New");
}
}
CheckAlerts();
return(0);
}
void CheckAlerts()
{
static int lastalert = 0;
if (zone_show_alerts == false)
return;
if (Time[0] - lastalert > zone_alert_waitseconds)
if (CheckEntryAlerts() == true)
lastalert = Time[0];
}
bool CheckEntryAlerts()
{
// check for entries
for (int i=0; i<zone_count; i++)
{
if (Close[0] >= zone_lo[i] && Close[0] < zone_hi[i])
{
if (zone_show_alerts == true)
{
if (zone_alert_popups == true)
{
if (zone_type[i] == ZONE_SUPPORT)
Alert(Symbol() + TimeFrameToString(TimeFrame) + ": Support Zone Entered");
else
Alert(Symbol() + TimeFrameToString(TimeFrame) + ": Resistance Zone Entered");
}
if (zone_alert_sounds == true)
PlaySound("alert.wav");
}
return(true);
}
}
return(false);
}
void DeleteGlobalVars()
{
if (SetGlobals == false)
return;
GlobalVariableDel("SSSR_Count_"+Symbol()+TimeFrame);
GlobalVariableDel("SSSR_Updated_"+Symbol()+TimeFrame);
int old_count = zone_count;
zone_count = 0;
DeleteOldGlobalVars(old_count);
}
void DeleteOldGlobalVars(int old_count)
{
if (SetGlobals == false)
return;
for (int i=zone_count; i<old_count; i++)
{
GlobalVariableDel("SSSR_HI_"+Symbol()+TimeFrame+i);
GlobalVariableDel("SSSR_LO_"+Symbol()+TimeFrame+i);
GlobalVariableDel("SSSR_HITS_"+Symbol()+TimeFrame+i);
GlobalVariableDel("SSSR_STRENGTH_"+Symbol()+TimeFrame+i);
GlobalVariableDel("SSSR_AGE_"+Symbol()+TimeFrame+i);
}
}
void FindZones()
{
int i, j, shift, bustcount=0, testcount = 0;
double hival, loval;
bool turned = false, hasturned = false;
double temp_hi[1000], temp_lo[1000];
int temp_start[1000], temp_hits[1000], temp_strength[1000], temp_count = 0;
bool temp_turn[1000], temp_merge[1000];
int merge1[1000], merge2[1000], merge_count = 0;
// iterate through zones from oldest to youngest (ignore recent 5 bars),
// finding those that have survived through to the present...
for (shift=MathMin(iBars(NULL, TimeFrame)-1, BackLimit); shift>5; shift--)
{
double atr = iATR(NULL, TimeFrame, 7, shift);
double fu = atr/2 * zone_fuzzfactor;
bool isWeak;
bool touchOk = false;
bool isBust = false;
double close = iClose(NULL, TimeFrame, shift);
double high = iHigh(NULL, TimeFrame, shift);
double low = iLow(NULL, TimeFrame, shift);
double hi_i;
double lo_i;
if (FastUpPts[shift] > 0.001)
{
// a zigzag high point
isWeak = true;
if (SlowUpPts[shift] > 0.001)
isWeak = false;
hival = high;
if (zone_extend == true)
hival += fu;
loval = MathMax(MathMin(close, high-fu), high-fu*2);
turned = false;
hasturned = false;
isBust = false;
bustcount = 0;
testcount = 0;
for (i=shift-1; i>=0; i--)
{
hi_i = iHigh(NULL, TimeFrame, i);
lo_i = iLow(NULL, TimeFrame, i);
if ((turned == false && FastUpPts[i] >= loval && FastUpPts[i] <= hival) ||
(turned == true && FastDnPts[i] <= hival && FastDnPts[i] >= loval))
{
// Potential touch, just make sure its been 10+candles since the prev one
touchOk = true;
for (j=i+1; j<i+11; j++)
{
if ((turned == false && FastUpPts[j] >= loval && FastUpPts[j] <= hival) ||
(turned == true && FastDnPts[j] <= hival && FastDnPts[j] >= loval))
{
touchOk = false;
break;
}
}
if (touchOk == true)
{
// we have a touch. If its been busted once, remove bustcount
// as we know this level is still valid & has just switched sides
bustcount = 0;
testcount++;
}
}
if ((turned == false && hi_i > hival) ||
(turned == true && lo_i < loval))
{
// this level has been busted at least once
bustcount++;
if (bustcount > 1 || isWeak == true)
{
// busted twice or more
isBust = true;
break;
}
if (turned == true)
turned = false;
else if (turned == false)
turned = true;
hasturned = true;
// forget previous hits
testcount = 0;
}
}
if (isBust == false)
{
// level is still valid, add to our list
temp_hi[temp_count] = hival;
temp_lo[temp_count] = loval;
temp_turn[temp_count] = hasturned;
temp_hits[temp_count] = testcount;
temp_start[temp_count] = shift;
temp_merge[temp_count] = false;
if (testcount > 3)
temp_strength[temp_count] = ZONE_PROVEN;
else if (testcount > 0)
temp_strength[temp_count] = ZONE_VERIFIED;
else if (hasturned == true)
temp_strength[temp_count] = ZONE_TURNCOAT;
else if (isWeak == false)
temp_strength[temp_count] = ZONE_UNTESTED;
else
temp_strength[temp_count] = ZONE_WEAK;
temp_count++;
}
}
else if (FastDnPts[shift] > 0.001)
{
// a zigzag low point
isWeak = true;
if (SlowDnPts[shift] > 0.001)
isWeak = false;
loval = low;
if (zone_extend == true)
loval -= fu;
hival = MathMin(MathMax(close, low+fu), low+fu*2);
turned = false;
hasturned = false;
bustcount = 0;
testcount = 0;
isBust = false;
for (i=shift-1; i>=0; i--)
{
hi_i = iHigh(NULL, TimeFrame, i);
lo_i = iLow(NULL, TimeFrame, i);
if ((turned == true && FastUpPts[i] >= loval && FastUpPts[i] <= hival) ||
(turned == false && FastDnPts[i] <= hival && FastDnPts[i] >= loval))
{
// Potential touch, just make sure its been 10+candles since the prev one
touchOk = true;
for (j=i+1; j<i+11; j++)
{
if ((turned == true && FastUpPts[j] >= loval && FastUpPts[j] <= hival) ||
(turned == false && FastDnPts[j] <= hival && FastDnPts[j] >= loval))
{
touchOk = false;
break;
}
}
if (touchOk == true)
{
// we have a touch. If its been busted once, remove bustcount
// as we know this level is still valid & has just switched sides
bustcount = 0;
testcount++;
}
}
if ((turned == true && hi_i > hival) ||
(turned == false && lo_i < loval))
{
// this level has been busted at least once
bustcount++;
if (bustcount > 1 || isWeak == true)
{
// busted twice or more
isBust = true;
break;
}
if (turned == true)
turned = false;
else if (turned == false)
turned = true;
hasturned = true;
// forget previous hits
testcount = 0;
}
}
if (isBust == false)
{
// level is still valid, add to our list
temp_hi[temp_count] = hival;
temp_lo[temp_count] = loval;
temp_turn[temp_count] = hasturned;
temp_hits[temp_count] = testcount;
temp_start[temp_count] = shift;
temp_merge[temp_count] = false;
if (testcount > 3)
temp_strength[temp_count] = ZONE_PROVEN;
else if (testcount > 0)
temp_strength[temp_count] = ZONE_VERIFIED;
else if (hasturned == true)
temp_strength[temp_count] = ZONE_TURNCOAT;
else if (isWeak == false)
temp_strength[temp_count] = ZONE_UNTESTED;
else
temp_strength[temp_count] = ZONE_WEAK;
temp_count++;
}
}
}
// look for overlapping zones...
if (zone_merge == true)
{
merge_count = 1;
int iterations = 0;
while (merge_count > 0 && iterations < 3)
{
merge_count = 0;
iterations++;
for (i = 0; i < temp_count; i++)
temp_merge[i] = false;
for (i = 0; i < temp_count-1; i++)
{
if (temp_hits[i] == -1 || temp_merge[j] == true)
continue;
for (j = i+1; j < temp_count; j++)
{
if (temp_hits[j] == -1 || temp_merge[j] == true)
continue;
if ((temp_hi[i] >= temp_lo[j] && temp_hi[i] <= temp_hi[j]) ||
(temp_lo[i] <= temp_hi[j] && temp_lo[i] >= temp_lo[j]) ||
(temp_hi[j] >= temp_lo[i] && temp_hi[j] <= temp_hi[i]) ||
(temp_lo[j] <= temp_hi[i] && temp_lo[j] >= temp_lo[i]))
{
merge1[merge_count] = i;
merge2[merge_count] = j;
temp_merge[i] = true;
temp_merge[j] = true;
merge_count++;
}
}
}
// ... and merge them ...
for (i=0; i<merge_count; i++)
{
int target = merge1[i];
int source = merge2[i];
temp_hi[target] = MathMax(temp_hi[target], temp_hi[source]);
temp_lo[target] = MathMin(temp_lo[target], temp_lo[source]);
temp_hits[target] += temp_hits[source];
temp_start[target] = MathMax(temp_start[target], temp_start[source]);
temp_strength[target] = MathMax(temp_strength[target], temp_strength[source]);
if (temp_hits[target] > 3)
temp_strength[target] = ZONE_PROVEN;
if (temp_hits[target] == 0 && temp_turn[target] == false)
{
temp_hits[target] = 1;
if (temp_strength[target] < ZONE_VERIFIED)
temp_strength[target] = ZONE_VERIFIED;
}
if (temp_turn[target] == false || temp_turn[source] == false)
temp_turn[target] = false;
if (temp_turn[target] == true)
temp_hits[target] = 0;
temp_hits[source] = -1;
}
}
}
// copy the remaining list into our official zones arrays
zone_count = 0;
for (i=0; i<temp_count; i++)
{
if (temp_hits[i] >= 0 && zone_count < 1000)
{
zone_hi[zone_count] = temp_hi[i];
zone_lo[zone_count] = temp_lo[i];
zone_hits[zone_count] = temp_hits[i];
zone_turn[zone_count] = temp_turn[i];
zone_start[zone_count] = temp_start[i];
zone_strength[zone_count] = temp_strength[i];
if (zone_hi[zone_count] < Close[4])
zone_type[zone_count] = ZONE_SUPPORT;
else if (zone_lo[zone_count] > Close[4])
zone_type[zone_count] = ZONE_RESIST;
else
{
for (j=5; j<1000; j++)
{
if (iClose(NULL, TimeFrame, j) < zone_lo[zone_count])
{
zone_type[zone_count] = ZONE_RESIST;
break;
}
else if (iClose(NULL, TimeFrame, j) > zone_hi[zone_count])
{
zone_type[zone_count] = ZONE_SUPPORT;
break;
}
}
if (j == 1000)
zone_type[zone_count] = ZONE_SUPPORT;
}
zone_count++;
}
}
}
void DrawZones()
{
if (SetGlobals == true)
{
GlobalVariableSet("SSSR_Count_"+Symbol()+TimeFrame, zone_count);
GlobalVariableSet("SSSR_Updated_"+Symbol()+TimeFrame, TimeCurrent());
}
for (int i=0; i<zone_count; i++)
{
if (zone_strength[i] == ZONE_WEAK && zone_show_weak == false)
continue;
string s = "SSSR#"+i+" Strength=";
if (zone_strength[i] == ZONE_PROVEN)
s = s + "�������,����:" + zone_hits[i];
else if (zone_strength[i] == ZONE_VERIFIED)
s = s + "�������������,����:" + zone_hits[i];
else if (zone_strength[i] == ZONE_UNTESTED)
s = s + "���������������";
else if (zone_strength[i] == ZONE_TURNCOAT)
s = s + "�������������";
else
s = s + "������";
ObjectCreate(s, OBJ_RECTANGLE, 0, 0, 0, 0, 0);
ObjectSet(s, OBJPROP_TIME1, iTime(NULL, TimeFrame, zone_start[i]));
ObjectSet(s, OBJPROP_TIME2, TimeCurrent());
ObjectSet(s, OBJPROP_PRICE1, zone_hi[i]);
ObjectSet(s, OBJPROP_PRICE2, zone_lo[i]);
ObjectSet(s, OBJPROP_BACK, zone_solid);
ObjectSet(s, OBJPROP_WIDTH, zone_linewidth);
ObjectSet(s, OBJPROP_STYLE, zone_style);
if (zone_type[i] == ZONE_SUPPORT)
{
// support zone
if (zone_strength[i] == ZONE_TURNCOAT)
ObjectSet(s, OBJPROP_COLOR, color_support_turncoat);
else if (zone_strength[i] == ZONE_PROVEN)
ObjectSet(s, OBJPROP_COLOR, color_support_proven);
else if (zone_strength[i] == ZONE_VERIFIED)
ObjectSet(s, OBJPROP_COLOR, color_support_verified);
else if (zone_strength[i] == ZONE_UNTESTED)
ObjectSet(s, OBJPROP_COLOR, color_support_untested);
else
ObjectSet(s, OBJPROP_COLOR, color_support_weak);
}
else
{
// resistance zone
if (zone_strength[i] == ZONE_TURNCOAT)
ObjectSet(s, OBJPROP_COLOR, color_resist_turncoat);
else if (zone_strength[i] == ZONE_PROVEN)
ObjectSet(s, OBJPROP_COLOR, color_resist_proven);
else if (zone_strength[i] == ZONE_VERIFIED)
ObjectSet(s, OBJPROP_COLOR, color_resist_verified);
else if (zone_strength[i] == ZONE_UNTESTED)
ObjectSet(s, OBJPROP_COLOR, color_resist_untested);
else
ObjectSet(s, OBJPROP_COLOR, color_resist_weak);
}
if (SetGlobals == true)
{
GlobalVariableSet("SSSR_HI_"+Symbol()+TimeFrame+i, zone_hi[i]);
GlobalVariableSet("SSSR_LO_"+Symbol()+TimeFrame+i, zone_lo[i]);
GlobalVariableSet("SSSR_HITS_"+Symbol()+TimeFrame+i, zone_hits[i]);
GlobalVariableSet("SSSR_STRENGTH_"+Symbol()+TimeFrame+i, zone_strength[i]);
GlobalVariableSet("SSSR_AGE_"+Symbol()+TimeFrame+i, zone_start[i]);
}
}
}
bool Fractal(int M, int P, int shift)
{
if (TimeFrame > P)
P = TimeFrame;
P = P / TimeFrame*2 + MathCeil(P / TimeFrame / 2);
if (shift < P)
return(false);
if (shift > iBars(Symbol(), TimeFrame)-P)
return(false);
for (int i=1; i<=P; i++)
{
if (M == UP_POINT)
{
if (iHigh(NULL, TimeFrame, shift+i) > iHigh(NULL, TimeFrame, shift))
return(false);
if (iHigh(NULL, TimeFrame, shift-i) >= iHigh(NULL, TimeFrame, shift))
return(false);
}
if (M == DN_POINT)
{
if (iLow(NULL, TimeFrame, shift+i) < iLow(NULL, TimeFrame, shift))
return(false);
if (iLow(NULL, TimeFrame, shift-i) <= iLow(NULL, TimeFrame, shift))
return(false);
}
}
return(true);
}
void FastFractals()
{
int shift;
int limit = MathMin(Bars-1, BackLimit);
int P = TimeFrame * fractal_fast_factor;
FastUpPts[0] = 0.0; FastUpPts[1] = 0.0;
FastDnPts[0] = 0.0; FastDnPts[1] = 0.0;
for (shift=limit; shift>1; shift--)
{
if (Fractal(UP_POINT, P, shift) == true)
FastUpPts[shift] = iHigh(NULL, TimeFrame, shift);
else
FastUpPts[shift] = 0.0;
if (Fractal(DN_POINT, P, shift) == true)
FastDnPts[shift] = iLow(NULL, TimeFrame, shift);
else
FastDnPts[shift] = 0.0;
}
}
void SlowFractals()
{
int shift;
int limit = MathMin(iBars(Symbol(), TimeFrame) - 1, BackLimit);
int P = TimeFrame * fractal_slow_factor;
SlowUpPts[0] = 0.0; SlowUpPts[1] = 0.0;
SlowDnPts[0] = 0.0; SlowDnPts[1] = 0.0;
for (shift=limit; shift>1; shift--)
{
if (Fractal(UP_POINT, P, shift) == true)
SlowUpPts[shift] = iHigh(NULL, TimeFrame, shift);
else
SlowUpPts[shift] = 0.0;
if (Fractal(DN_POINT, P, shift) == true)
SlowDnPts[shift] = iLow(NULL, TimeFrame, shift);
else
SlowDnPts[shift] = 0.0;
}
}
bool NewBar()
{
static datetime LastTime = 0;
if (iTime(NULL, TimeFrame, 0) != LastTime)
{
LastTime = iTime(NULL, TimeFrame, 0)+time_offset;
return (true);
}
else
return (false);
}
void DeleteZones()
{
int len = 5;
int i;
while (i < ObjectsTotal())
{
string objName = ObjectName(i);
if (StringSubstr(objName, 0, len) != "SSSR#")
{
i++;
continue;
}
ObjectDelete(objName);
}
}
string TimeFrameToString(int tf) //code by TRO
{
string tfs;
switch(tf)
{
case PERIOD_M1:
tfs = "M1" ;
break;
case PERIOD_M5:
tfs = "M5" ;
break;
case PERIOD_M15:
tfs = "M15" ;
break;
case PERIOD_M30:
tfs = "M30" ;
break;
case PERIOD_H1:
tfs = "H1" ;
break;
case PERIOD_H4:
tfs = "H4" ;
break;
case PERIOD_D1:
tfs = "D1" ;
break;
case PERIOD_W1:
tfs = "W1" ;
break;
case PERIOD_MN1:
tfs = "MN";
}
return(tfs);
}
string StringRepeat(string str, int n = 1)
{
string outstr = "";
for(int i = 0; i < n; i++) outstr = outstr + str;
return(outstr);
}
string StringRightPad(string str, int n=1, string str2=" ")
{
return(str + StringRepeat(str2,n-StringLen(str)));
}