#property description "The indicator highlights the candlesticks that are local"
#property description "highs and lows. Interval length for finding"
#property description "extreme values should be found using an input parameters."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//---- plot
#property indicator_label1 "Extremums"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 clrLightSteelBlue,clrRed,clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input int InpNum=4; // Half-interval length
//--- indicator buffers
double ExtOpen[];
double ExtHigh[];
double ExtLow[];
double ExtClose[];
double ExtColor[];
//--- global variables
int ExtStart=0; // index of the first candlestick that is not an extremum
int ExtCount=0; // number of non-extremums in the interval
//+------------------------------------------------------------------+
//| Filling out non-extremum candlesticks |
//+------------------------------------------------------------------+
void FillCandles(const double &open[],const double &high[],
const double &low[],const double &close[])
{
//--- fill out the candlesticks
ArrayCopy(ExtOpen,open,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtHigh,high,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtLow,low,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtClose,close,ExtStart,ExtStart,ExtCount);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtOpen);
SetIndexBuffer(1,ExtHigh);
SetIndexBuffer(2,ExtLow);
SetIndexBuffer(3,ExtClose);
SetIndexBuffer(4,ExtColor,INDICATOR_COLOR_INDEX);
//--- specify the value, which is not displayed
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,INDICATOR_EMPTY_VALUE);
//--- specify the names of indicator buffers for displaying in the data window
PlotIndexSetString(0,PLOT_LABEL,"Open;High;Low;Close");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[])
{
//--- set straight indexing in time series
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
//--- variable of the bar calculation start
int start=prev_calculated;
//--- calculation is not performed for the first InpNum*2 bars
if(start==0)
{
start+=InpNum*2;
ExtStart=0;
ExtCount=0;
}
//--- if the bar has just formed, check the next potential extremum
if(rates_total-start==1)
start--;
//--- bar index to be checked for the extremum
int ext;
//--- indicator value calculation loop
for(int i=start;i<rates_total-1;i++)
{
//--- initially on i bar without drawing
ExtOpen[i]=0;
ExtHigh[i]=0;
ExtLow[i]=0;
ExtClose[i]=0;
//--- extremum index for check
ext=i-InpNum;
//--- check for the local maximum
if(IsMax(high,ext))
{
//--- highlight an extremum candlestick
ExtOpen[ext]=open[ext];
ExtHigh[ext]=high[ext];
ExtLow[ext]=low[ext];
ExtClose[ext]=close[ext];
ExtColor[ext]=1;
//--- highlight other candles up to the extremum with a neutral color
FillCandles(open,high,low,close);
//--- change the variable colors
ExtStart=ext+1;
ExtCount=0;
//--- pass to the next iteration
continue;
}
//--- check for the local minimum
if(IsMin(low,ext))
{
//--- highlight an extremum candlestick
ExtOpen[ext]=open[ext];
ExtHigh[ext]=high[ext];
ExtLow[ext]=low[ext];
ExtClose[ext]=close[ext];
ExtColor[ext]=2;
//--- highlight other candles up to the extremum with a neutral color
FillCandles(open,high,low,close);
//--- change variable values
ExtStart=ext+1;
ExtCount=0;
//--- pass to the next iteration
continue;
}
//--- increase the number of non-extremums at the interval
ExtCount++;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check if the current array element is a local high |
//+------------------------------------------------------------------+
bool IsMax(const double &price[],const int ind)
{
//--- interval start variable
int i=ind-InpNum;
//--- interval end period
int finish=ind+InpNum+1;
//--- check for the first half of the interval
for(;i<ind;i++)
{
if(price[ind]<=price[i])
return(false);
}
//--- check for the second half of the interval
for(i=ind+1;i<finish;i++)
{
if(price[ind]<=price[i])
return(false);
}
//--- this is an extremum
return(true);
}
//+------------------------------------------------------------------+
//| Check if the current array element is a local low |
//+------------------------------------------------------------------+
bool IsMin(const double &price[],const int ind)
{
//--- interval start variable
int i=ind-InpNum;
//--- interval end variable
int finish=ind+InpNum+1;
//--- check for the first half of the interval
for(;i<ind;i++)
{
if(price[ind]>=price[i])
return(false);
}
//--- check for the second half of the interval
for(i=ind+1;i<finish;i++)
{
if(price[ind]>=price[i])
return(false);
}
//--- this is an extremum
return(true);
}
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