//+------------------------------------------------------------------+ //| i-GAP.mq5 | //| Copyright © 2008, Êèì Èãîðü Â. aka KimIV | //| http://www.kimiv.ru | //+------------------------------------------------------------------+ //---- Copyright #property copyright "Copyright © 2008, Êèì Èãîðü Â. aka KimIV" //---- link to the website of the author #property link "http://www.kimiv.ru" //---- indicator description #property description "Indicator of gaps" //---- Indicator version #property version "1.00" //--- drawing the indicator in the main window #property indicator_chart_window //----two buffers are used for calculating and drawing the indicator #property indicator_buffers 2 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Parameters of drawing the bearish indicator | //+----------------------------------------------+ //---- drawing the indicator 1 as a symbol #property indicator_type1 DRAW_ARROW //---- Crimson is used for the color of the bearish indicator line #property indicator_color1 clrCrimson //---- indicator 1 line width is equal to 4 #property indicator_width1 4 //---- indicator bullish label display #property indicator_label1 "i-GAP Sell" //+----------------------------------------------+ //| Bullish indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a symbol #property indicator_type2 DRAW_ARROW //---- BlueViolet color is used as the color of the bullish line of the indicator #property indicator_color2 clrBlueViolet //---- indicator 2 line width is equal to 4 #property indicator_width2 4 //---- bearish indicator label display #property indicator_label2 "i-GAP Buy" //+-----------------------------------+ //| Declaration of constants | //+-----------------------------------+ #define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input uint SizeGAP=5; // Gap size //+----------------------------------------------+ //--- declaration of dynamic arrays that //--- will be used as indicator buffers double SellBuffer[]; double BuyBuffer[]; //--- double dSizeGAP; //---- Declaration of integer variables for storing indicator handles int ATR_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- initialization of global variables int ATR_Period=15; min_rates_total=ATR_Period; dSizeGAP=SizeGAP*_Point; //---- Getting the handle of the ATR indicator ATR_Handle=iATR(NULL,0,ATR_Period); if(ATR_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the ATR indicator"); return(INIT_FAILED); } //--- Set dynamic array as an indicator buffer SetIndexBuffer(0,SellBuffer,INDICATOR_DATA); //--- shifting the start of drawing the indicator 1 PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- indicator symbol PlotIndexSetInteger(0,PLOT_ARROW,234); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0); //---- Indexing elements in the buffer as in timeseries ArraySetAsSeries(SellBuffer,true); //--- Set dynamic array as an indicator buffer SetIndexBuffer(1,BuyBuffer,INDICATOR_DATA); //---- shifting the starting point of calculation of drawing of the indicator 2 PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- indicator symbol PlotIndexSetInteger(1,PLOT_ARROW,233); //--- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0); //---- Indexing elements in the buffer as in timeseries ArraySetAsSeries(BuyBuffer,true); //--- setting the format of accuracy of displaying the indicator IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //--- name for the data window and the label for sub-windows string short_name="i-GAPSig"; IndicatorSetString(INDICATOR_SHORTNAME,short_name); //--- initialization end 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[]) { //--- checking if the number of bars is enough for the calculation if(BarsCalculated(ATR_Handle)rates_total || prev_calculated<=0)// Checking for the first start of the indicator calculation { limit=rates_total-min_rates_total; // starting index for calculation of all bars } else { limit=rates_total-prev_calculated; // starting index for calculation of new bars } to_copy=limit+1; //---- copy newly appeared data in the ATR[] arrays if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); //---- indexing elements in arrays as in timeseries ArraySetAsSeries(ATR,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(open,true); ArraySetAsSeries(close,true); //--- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { BuyBuffer[bar]=0.0; SellBuffer[bar]=0.0; //--- if(close[bar+1]>open[bar]+dSizeGAP) BuyBuffer[bar]=low[bar]-ATR[bar]*3/8; if(close[bar+1]