What the Lowest and Highest functions return - page 4
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Correct, it is calculated. The cell number is found. From this cell (time series) the value of maximum or minimum of the bar is taken. It is considered that the maximum has been found on this bar. This value is then placed in the indicator buffer with the found number. The maximum of the indicator should correspond to the maximum on the bar. In my code, maximum is also taken from the array (timeseries) with the same found number and compared to the value of val. It is checked to see if we are doing the right thing: we put into the buffer with this number the value of val. It should also be equal to the maximum of the bar. Comparison of numbers taken from the same place is quite correct.
It seems to me that comparison ...==val, is dangerous because it is the cell number that may change from tick to tick. Especially at small timeframes where there are a lot of closely matched Low and High. However, we should think it over, maybe we mean different moments.
//+------------------------------------------------------------------+ //| CZigZag.mq4 | //| Copyright © 2006, Candid | //| likh@yandex.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Candid" #property link "likh@yandex.ru" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 Blue //---- indicator parameters extern int ExtDepth=12; extern int ExtDeviation=5; //extern int ExtBackstep=3; int shift; double res; int i; int fBar; double CurMax,CurMin; int CurMaxPos,CurMinPos; int CurMaxBar,CurMinBar; double hPoint; double mhPoint; double EDev; int MaxDist,MinDist; bool FirstRun; bool AfterMax,AfterMin; //---- indicator buffers double ZigZag[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(0,DRAW_SECTION); //---- indicator buffers mapping SetIndexBuffer(0,ZigZag); SetIndexEmptyValue(0,0.0); //---- indicator short name IndicatorShortName("CZigZag("+ExtDepth+","+ExtDeviation+")"); FirstRun = true; //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); if (FirstRun) { hPoint = 0.5*Point; mhPoint = -hPoint; // EDev = ExtDeviation*Point; EDev = (ExtDeviation+0.5)*Point; AfterMax = true; AfterMin = true; fBar = Bars-1; CurMax = High[fBar]; CurMaxBar = 1; CurMin = Low[fBar]; CurMinBar = 1; MaxDist = 0; MinDist = 0; FirstRun = false; } //---- fBar = Bars-counted_bars-1; if (fBar > Bars-2) fBar = Bars-2; for(shift=fBar; shift>=0; shift--) { if (AfterMax) { // res = Low[shift]-CurMin-hPoint; res = Low[shift]-CurMin; // if (res < 0) { if (res < mhPoint) { ZigZag[Bars-CurMinBar] = 0; CurMin = Low[shift]; CurMinBar = Bars-shift; ZigZag[Bars-CurMinBar] = CurMin; } else { // if (res < 0) // if (res > 0 ) { if (res > hPoint ) { MaxDist = Bars-CurMaxBar-shift+1; MinDist = Bars-CurMinBar-shift+1; if ((MaxDist>ExtDepth && MinDist>ExtDepth) || res > EDev) { AfterMax = false; AfterMin = true; CurMaxBar = CurMinBar+1; CurMaxPos = Bars-CurMaxBar; CurMax = High[CurMaxPos]; for (i=CurMaxPos-1;i>=shift;i--) { if (High[i] > CurMax+hPoint) { CurMaxBar = Bars-i; CurMax = High[i]; } } // for (i=CurMaxPos-1;i>=shift;i--) ZigZag[Bars-CurMaxBar] = CurMax; } // if ((MaxDist>ExtDepth && MinDist>ExtDepth) || res > EDev) } // if (res > 0 ) } // else if (res < 0) } // if (AfterMax) if (AfterMin) { // res = CurMax-High[shift]-hPoint; res = CurMax-High[shift]; // if (res < 0) { if (res < mhPoint) { ZigZag[Bars-CurMaxBar] = 0; CurMax = High[shift]; CurMaxBar = Bars-shift; ZigZag[Bars-CurMaxBar] = CurMax; } else { // if (res < 0) // if (res > 0 ) { if (res > hPoint ) { MaxDist = Bars-CurMaxBar-shift+1; MinDist = Bars-CurMinBar-shift+1; if ((MaxDist>ExtDepth && MinDist>ExtDepth) || res > EDev) { AfterMin = false; AfterMax = true; CurMinBar = CurMaxBar+1; CurMinPos = Bars-CurMinBar; CurMin = Low[CurMinPos]; for (i=CurMinPos-1;i>=shift;i--) { if (Low[i] < CurMin-hPoint) { CurMinBar = Bars-i; CurMin = Low[i]; } } // for (i=CurMinPos-1;i>=shift;i--) ZigZag[Bars-CurMinBar] = CurMin; } // if ((MaxDist>ExtDepth && MinDist>ExtDepth) || res > EDev) } // if (res > 0 ) } // else if (res < 0) } // if (AfterMin) } // for(shift=fBar; shift>=0; shift--) //---- return(0); } //+------------------------------------------------------------------+Please note that although the parameter names are retained, they work differently.
//+------------------------------------------------------------------+ //| DT_ZZ.mq4 | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, klot." #property link "klot@mail.ru" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Aqua #property indicator_color2 Blue #property indicator_color3 Red //---- indicator parameters extern int ExtDepth=12; //---- indicator buffers double zzL[]; double zzH[]; double zz[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { // IndicatorBuffers(3); //---- drawing settings SetIndexStyle(2,DRAW_ARROW); SetIndexStyle(1,DRAW_ARROW); SetIndexStyle(0,DRAW_SECTION); SetIndexArrow(2,159); SetIndexArrow(1,159); //---- indicator buffers mapping SetIndexBuffer(0,zz); SetIndexBuffer(1,zzH); SetIndexBuffer(2,zzL); SetIndexEmptyValue(0,0.0); SetIndexEmptyValue(1,0.0); SetIndexEmptyValue(2,0.0); //---- indicator short name IndicatorShortName("DT_ZZ("+ExtDepth+")"); //---- initialization done return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int i,shift,pos,lasthighpos,lastlowpos,curhighpos,curlowpos; double curlow,curhigh,lasthigh,lastlow; double min, max; ArrayInitialize(zz,0.0); ArrayInitialize(zzL,0.0); ArrayInitialize(zzH,0.0); lasthighpos=Bars; lastlowpos=Bars; lastlow=Low[Bars];lasthigh=High[Bars]; for(shift=Bars-ExtDepth; shift>=0; shift--) { curlowpos=Lowest(NULL,0,MODE_LOW,ExtDepth,shift); curlow=Low[curlowpos]; curhighpos=Highest(NULL,0,MODE_HIGH,ExtDepth,shift); curhigh=High[curhighpos]; //------------------------------------------------ if( curlow>=lastlow ) { lastlow=curlow; } else { //идем вниз if( lasthighpos>curlowpos ) { zzL[curlowpos]=curlow; ///* min=100000; pos=lasthighpos; for(i=lasthighpos; i>=curlowpos; i--) { if (zzL[i]==0.0) continue; if (zzL[i]<min) { min=zzL[i]; pos=i; } zz[i]=0.0; } zz[pos]=min; //*/ } lastlowpos=curlowpos; lastlow=curlow; } //--- high if( curhigh<=lasthigh ) { lasthigh=curhigh;} else { // идем вверх if( lastlowpos>curhighpos ) { zzH[curhighpos]=curhigh; ///* max=-100000; pos=lastlowpos; for(i=lastlowpos; i>=curhighpos; i--) { if (zzH[i]==0.0) continue; if (zzH[i]>max) { max=zzH[i]; pos=i; } zz[i]=0.0; } zz[pos]=max; //*/ } lasthighpos=curhighpos; lasthigh=curhigh; } //---------------------------------------------------------------------- } return(0); } //+------------------------------------------------------------------+Please keep in mind that although the names of parameters are the same, they work differently.
Candid. I will have a look at it. The first time I installed it, I had the following observation.
There are several consecutive bars with the same highs. Your variant of the zigzag draws the break (top) on the last bar. That is, the bar closest to zero. Ideally, the break should be drawn on the first bar, which is farthest from the zero bar. The first vertex that appears is significant. It's the same with mtnemums. I can cite several sources (from the literature), where it is required to do so.
Yes, I noticed :) just an idea :) . I am now using my ZZ all over the place (code in the post above) It works more stable with other TF data.
On the first installation, the following observation immediately arose.
There are several consecutive bars with the same highs. Your zigzag option draws a break (top) on the last bar.
Klot, interesting option.
If your zigzag variants show interesting results, can I apply them in my development?