Select a bar at the right of an Gap

[Genaro Cancino]

Hello, guys. How are you?

I was finding an indicator that select the gaps -or in my trading methodology: Fair Value Gaps- but now I need to select the right bar of that gap.

This is the code I am using for accomplish the gap:

#property copyright "Akif TOKUZ and EarnForex.com"
#property link      "http://www.earnforex.com"
#property version   "1.00"

#property description "Identifies Wide Range Bars and Hidden Gaps."
#property description "WRB and HG definitions are taken from the WRB Analysis Tutorial-1"
#property description "by M.A.Perry from TheStrategyLab.com."
#property description "Alerts and optimization by Andriy Moraru."

#property indicator_chart_window
#property indicator_buffers 1

#property indicator_color1 clrAqua      // WRB symbol
#property indicator_width1 1

#define UNFILLED_PREFIX "HG_UNFILLED_"
#define FILLED_PREFIX "HG_FILLED_"
#define PREFIX "HG_"

extern bool UseWholeBars = false;
extern int WRB_LookBackBarCount = 3;
extern int WRB_WingDingsSymbol = 115;
extern color HGcolor1 = clrDodgerBlue;
extern color HGcolor2 = clrBlue;
extern ENUM_LINE_STYLE HGstyle = STYLE_SOLID;
extern int StartCalculationFromBar = 100;
extern bool HollowBoxes = false;
extern bool DoAlerts = false;
//---- buffers
double WRB[];

int totalBarCount = -1;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   //---- indicators
   IndicatorBuffers(1);
   IndicatorShortName("WRB+HG");
   
   SetIndexStyle(0, DRAW_ARROW); 
   SetIndexArrow(0, WRB_WingDingsSymbol); 
   SetIndexLabel(0, "WRB");
   SetIndexBuffer(0, WRB); 
   ArrayInitialize(WRB, EMPTY_VALUE);
   return(0);
}
  

//+------------------------------------------------------------------+
//| Delete all objects with given prefix                             |
//+------------------------------------------------------------------+
void ObDeleteObjectsByPrefix(string Prefix)
{
   int L = StringLen(Prefix);
   int i = 0; 
   while(i < ObjectsTotal())
   {
       string ObjName = ObjectName(i);
       if(StringSubstr(ObjName, 0, L) != Prefix) 
       { 
           i++; 
           continue;
       }
       ObjectDelete(ObjName);
   }
}


//+------------------------------------------------------------------+
//|  intersect: Check two bars intersect or not                      |
//+------------------------------------------------------------------+
int intersect(double H1, double L1, double H2, double L2)
{
   if ( (L1>H2) || (H1<L2) ) return (0);
   if ( (H1>=H2) && (L1>=L2) ) return (1);
   if ( (H1<=H2) && (L1<=L2) ) return (2);
   if ( (H1>=H2) && (L1<=L2) ) return (3);
   if ( (H1<=H2) && (L1>=L2) ) return (4);
//   return(0);
}  
  
//+------------------------------------------------------------------+
//|  checkHGFilled: Check if the hidden gap is filled or not         |
//+------------------------------------------------------------------+
void checkHGFilled(int barNumber)
{
   int j, i;
   string ObjectText;
   string Prefix = UNFILLED_PREFIX;
   double box_H, box_L;
   double HGFillPA_H, HGFillPA_L;
   datetime startTime;
   color objectColor;

   int L = StringLen(Prefix);
   i = 0; 
   while(i < ObjectsTotal()) // loop over all unfilled boxes
   {
       string ObjName = ObjectName(i);
       if(StringSubstr(ObjName, 0, L) != Prefix) 
       { 
           i++; 
           continue;
       }
       box_H=ObjectGet(ObjName, OBJPROP_PRICE1); // get HG high and low values
       box_L=ObjectGet(ObjName, OBJPROP_PRICE2);
       objectColor=ObjectGet(ObjName, OBJPROP_COLOR);
       startTime=ObjectGet(ObjName, OBJPROP_TIME1);
              
       HGFillPA_H = High[barNumber];
       HGFillPA_L = Low[barNumber];
       j = 0;
       while ( (intersect(High[barNumber+j], Low[barNumber+j], box_H, box_L)!=0) && (barNumber+j<Bars) && (startTime<Time[barNumber+j]))
       {
         if (High[barNumber+j] > HGFillPA_H)  HGFillPA_H = High[barNumber+j];
         if (Low[barNumber+j]  < HGFillPA_L)  HGFillPA_L = Low[barNumber+j];
         if ( (HGFillPA_H>box_H) && (HGFillPA_L<box_L) )
         {
            ObjectDelete(ObjName);
                        
            ObjectText = FILLED_PREFIX + TimeToStr(startTime,TIME_DATE|TIME_MINUTES);            
            ObjectCreate(ObjectText, OBJ_RECTANGLE, 0, startTime, box_H, Time[barNumber], box_L);
            ObjectSet(ObjectText, OBJPROP_STYLE, HGstyle);
            ObjectSet(ObjectText, OBJPROP_COLOR, objectColor);
            ObjectSet(ObjectText, OBJPROP_BACK, !HollowBoxes);
            break;
         }
         j++;
       }
       
       i++;
   }

}


//+------------------------------------------------------------------+
//| checkWRB: Check if the given bar is a WRB or not                 |
//| The lookback period can be changed by user input                 |
//+------------------------------------------------------------------+
bool checkWRB(int i)
{
      int j;
      bool WRB_test;
      double body, bodyPrior;
      
      WRB_test = true;
      if (UseWholeBars) body = High[i] - Low[i];
      else body = MathAbs(Open[i] - Close[i]);
      for (j = 1;j <= WRB_LookBackBarCount; j++)
      {
        if (UseWholeBars) bodyPrior = High[i + j] - Low[i + j];
        else bodyPrior = MathAbs(Open[i+j]-Close[i+j]);
        if (bodyPrior>body)
        {
           WRB_test = false;
           break;
        }            
      }
         
      if (WRB_test)
      {
         if (UseWholeBars) WRB[i] = (High[i] + Low[i]) / 2;
         else WRB[i] = (Open[i] + Close[i]) / 2;
      }
      else WRB[i] = EMPTY_VALUE;

      return(WRB_test);
}

//+------------------------------------------------------------------+
//| checkHG: Checks HG status of the previous bar.                   |
//+------------------------------------------------------------------+
void checkHG(int i)
{
   string ObjectText;
   double H,L,H2,L2,H1,L1,A,B;
   int j;
   color HGcolor=HGcolor1;

   // HG-TEST ( test the previous bar i+1)
   if (WRB[i+1]!=EMPTY_VALUE) // First rule to become a HG is to become a WRB
   {
      H2 = High[i+2];
      L2 = Low[i+2];
      H1 = High[i];
      L1 = Low[i];
            
      if (UseWholeBars)
      {
         H = High[i + 1];
         L = Low[i + 1];
      }
      else if (Open[i+1]>Close[i+1])
      {
         H = Open[i+1];
         L = Close[i+1];
      }
      else
      {
         H = Close[i+1];
         L = Open[i+1];
      }
      
      // Older bar higher than the newer.
      if (L2 > H1)
      {
         A = MathMin(L2, H);
         B = MathMax(H1, L);
      }
      else if (L1 > H2)
      {
         A = MathMin(L1, H);
         B = MathMax(H2, L);
      }
      else return;
           
      if (A > B)
      {
         int Length = StringLen(UNFILLED_PREFIX);
         j = 0; 
         while(j < ObjectsTotal()) // loop over all unfilled boxes
         {
             ObjectText = ObjectName(j);
             if(StringSubstr(ObjectText, 0, Length) != UNFILLED_PREFIX) 
             { 
                 j++; 
                 continue;
             }
             // Switch colors if the new Hidden Gap is intersecting with previous Hidden Gap.
             if (intersect(ObjectGet(ObjectText, OBJPROP_PRICE1),ObjectGet(ObjectText, OBJPROP_PRICE2),A,B)!=0)
             {
               HGcolor = ObjectGet(ObjectText, OBJPROP_COLOR);
               if (HGcolor==HGcolor1) HGcolor=HGcolor2;
               else HGcolor=HGcolor1;               
               break;
             }
             j++;
         }
      
         ObjectText = UNFILLED_PREFIX + TimeToStr(Time[i+1],TIME_DATE|TIME_MINUTES);
         ObjectCreate(ObjectText, OBJ_RECTANGLE, 0, Time[i+1], A, TimeCurrent() + 10 * 365 * 24 * 60 * 60, B);
         ObjectSet(ObjectText, OBJPROP_STYLE, HGstyle);
         ObjectSet(ObjectText, OBJPROP_COLOR, HGcolor);
         ObjectSet(ObjectText, OBJPROP_BACK, !HollowBoxes);               
      }
   } //End of HG-Test
}
    
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
{
   ObDeleteObjectsByPrefix(PREFIX);
   return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
void start()
{
   if (DoAlerts) CheckAlert();
   
   // A new bar started.
   if (totalBarCount != Bars)
   {
      int begin = Bars - IndicatorCounted();
      // Need at least WRB_LookBackBarCount bars from the end of the chart to work.
      if (begin > Bars - WRB_LookBackBarCount) begin = Bars - WRB_LookBackBarCount;
      // Maximum number of bars to calculate is StartCalculationFromBar.
      if (begin > StartCalculationFromBar) begin = StartCalculationFromBar;
      
      for (int i = begin; i > 0; i--)
      {
         checkWRB(i);
         checkHG(i);
         checkHGFilled(i);
      }
      totalBarCount = Bars;
   }
   // Additional check to see if current bar made the Hidden Gap filled.
   checkHGFilled(0);
   WRB[0] = EMPTY_VALUE;
}

void CheckAlert()
{
   int total = ObjectsTotal();
   // Loop over all unfilled boxes.
   for (int j = 0; j < total; j++)
   {
      string ObjectText = ObjectName(j);
      // Object marked as alerted.
      if (StringSubstr(ObjectText, StringLen(ObjectText) - 1, 1) == "A")
      {
         // Try to find a dupe object (could be result of a bug) and delete it.
         string ObjectNameWithoutA = StringSubstr(ObjectText, 0, StringLen(ObjectText) - 1);
         if (ObjectFind(ObjectNameWithoutA) >= 0) ObjectDelete(ObjectNameWithoutA);
         continue;
      }
      int Length = StringLen(UNFILLED_PREFIX);
      if (StringSubstr(ObjectText, 0, Length) != UNFILLED_PREFIX) continue;
      
      double Price1 = ObjectGet(ObjectText, OBJPROP_PRICE1);
      double Price2 = ObjectGet(ObjectText, OBJPROP_PRICE2);
      double bHigh = MathMax(Price1, Price2);
      double bLow = MathMin(Price1, Price2);
      
      // Current price above lower border
      if ((Ask > bLow) && (Bid < bHigh))
      {
         Alert(Symbol() + ": " + "WRB rectangle breached.");
         PlaySound("alert.wav");
         ObjectSetString(0, ObjectText, OBJPROP_NAME, ObjectText + "A");
         return;
      }
   }
}
//+------------------------------------------------------------------+

Behind I put the picture of the indicator. The blue lines and red are the ones drawn by the indicator. The grey rectangule I put it manually but I want to the indicator select it by itself.
How can I archive that?

Hope I can make myself clear.
Thanks in advance.

[Keith Watford]

Topics concerning MT4 and MQL4 have their own section.

In future please post in the correct section.

I have moved your topic to the MQL4 and Metatrader 4 section.

[William Roeder]

Genaro Cancino: The grey rectangule I put it manually but I want to the indicator select it by itself. How can I archive that?

1. Do you have the source code for the indicator? Modify it.
2. Otherwise, write a new indicator that reads the first and creates the rectangle.

3. You have only four choices:

   1. Search for it. Do you expect us to do your research for you?

   2. Beg at:
      • Coding help - MQL4 programming forum
      • Make It No Repaint Please! - MQL4 programming forum
      • MT4 to MT5 code converter - MQL5 programming forum
      • Please fix this indicator or EA - General - MQL5 programming forum
      • Requests & Ideas (MQL5 only!) - Expert Advisors and Automated Trading - MQL5 programming forum

   3. MT4: Learn to code it.
      MT5: Begin learning to code it.

      If you don't learn MQL4/5, there is no common language for us to communicate. If we tell you what you need, you can't code it. If we give you the code, you don't know how to integrate it into your code.

   4. or pay (Freelance) someone to code it. Top of every page is the link Code Base.
                Hiring to write script - General - MQL5 programming forum 2019.08.21

   We're not going to code it for you (although it could happen if you are lucky or the problem is interesting.) We are willing to help you when you post your attempt (using CODE button) and state the nature of your problem.
             No free help 2017.04.21