//+------------------------------------------------------------------+ //| BlueAce_RangeInd by Ian Foster | //| (part of BlueAce Pivots set&forget system) | //| based on Auslanco Pivot Points v8.mq4 | //| Copyright © 2007, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Jason Normandin" #property link "" #property indicator_chart_window #property indicator_buffers 7 //-------------------------------------- #property indicator_color1 MediumVioletRed #property indicator_color2 MediumVioletRed #property indicator_color3 Blue #property indicator_color4 Teal #property indicator_color5 Teal #property indicator_color6 Red #property indicator_color7 Orange #property indicator_width1 1 #property indicator_width2 1 #property indicator_width3 1 #property indicator_width4 1 #property indicator_width5 1 #property indicator_width6 1 #property indicator_width7 1 #define SECONDS_IN_MINUTE 60 #define SECONDS_IN_HOUR 3600 #define SECONDS_IN_DAY 86400 #define PIVOT_R2 1 #define PIVOT_R1 2 #define PIVOT_PP 3 #define PIVOT_S1 4 #define PIVOT_S2 5 #define PIVOT_SSL 6 #define PIVOT_BSL 7 #define PRICE_RANGE 8 // I'm using the pivots array to return the previous Day's range(DaystartHour to DayStartHour) //extern int DayStartHour = 21; // = 17:00 EST (Daylight saving Time) since IBFX is GMT +0 //extern int DayStartHour = 0 ; // = 17:00 EST (Daylight saving Time) since FXPRO is GMT +3 // cORRECT START TIME FOR BlueAce PIVOT SYSTEM IS 00:00 EST = 04:00 GMT in Summer, 05:00 GMT in Winter extern int DayStartHour = 7 ; // = 00:00 EST (Daylight saving Time) since FXPRO is GMT +3 // buffers // double dR3Buffer[]; double dR2Buffer[]; double dR1Buffer[]; double dPPBuffer[]; double dS1Buffer[]; double dS2Buffer[]; // double dS3Buffer[]; double sslBuffer[]; double bslBuffer[]; int init() { SetIndexBuffer(0,dR2Buffer); SetIndexBuffer(1,dR1Buffer); SetIndexBuffer(2,dPPBuffer); SetIndexBuffer(3,dS1Buffer); SetIndexBuffer(4,dS2Buffer); SetIndexBuffer(5,sslBuffer); SetIndexBuffer(6,bslBuffer); IndicatorShortName("BlueAce PivotSysLines"); SetIndexLabel(0,"Daily Pivot R2"); SetIndexLabel(1,"Daily Pivot R1"); SetIndexLabel(2,"Daily Pivot Point"); SetIndexLabel(3,"Daily Pivot S1"); SetIndexLabel(4,"Daily Pivot S2"); SetIndexLabel(5,"Sell StopLoss"); SetIndexLabel(6,"Buy StopLoss"); } // End init int start() { double dPrices[4]; double dPivots[9]; // seems to need to be 1 more than I would expect! // Don't show lines on inappropriate timeframes if (Period() > PERIOD_D1) return(0); // Determine how far back to iterate int iBarsToCalc = Bars - IndicatorCounted(); if (iBarsToCalc < Bars) iBarsToCalc++; // Iterate over bars and perform calcs for (int i=iBarsToCalc-1;i>=0;i--) { // DAILY PIVOTS // If it's a new day then calc pivots datetime dtDayStart0 = getDayStart(Time[i]); datetime dtDayStart1 = getDayStart(Time[i+1]); if (dtDayStart0 != dtDayStart1) { // Calculate prev 5 Day average range 00:00 to 00:00 double WeeksAvRange = get5DayRange(dtDayStart0); // don't recalculate Pivots & SL Lines for Monday - use Sunday's i.e. values from Friday HLC if (TimeDayOfWeek(Time[i]) != 1) { getPrevDayPrices(dPrices,dtDayStart0); getPivots(dPivots,dPrices); } // end if not a Monday } // End of new day block // If the pivots have been updated, this will push out the changes // if the pivots haven't been updated, the previous values will carry forward // dR3Buffer[i] = dPivots[PIVOT_R3]; dR2Buffer[i] = dPivots[PIVOT_R2]; dR1Buffer[i] = dPivots[PIVOT_R1]; dPPBuffer[i] = dPivots[PIVOT_PP]; dS1Buffer[i] = dPivots[PIVOT_S1]; dS2Buffer[i] = dPivots[PIVOT_S2]; // dS3Buffer[i] = dPivots[PIVOT_S3]; // If previous day's range is too big > WeeksAvRange, set StopLoss levels to 0 if (dPivots[PRICE_RANGE] > WeeksAvRange) { sslBuffer[i] = 0; bslBuffer[i] = 0; } else { sslBuffer[i] = dPivots[PIVOT_SSL]; bslBuffer[i] = dPivots[PIVOT_BSL]; } } // End iterate over bars block return (0); } // End main program void getPivots(double& pivots[], double prices[]) { // Calculate the pivots pivots[PIVOT_PP] = NormalizeDouble((prices[PRICE_HIGH] + prices[PRICE_LOW] + prices[PRICE_CLOSE]) / 3,Digits); pivots[PIVOT_R1] = NormalizeDouble(2 * pivots[PIVOT_PP] - prices[PRICE_LOW],Digits); pivots[PIVOT_S1] = NormalizeDouble(2 * pivots[PIVOT_PP] - prices[PRICE_HIGH],Digits); pivots[PIVOT_R2] = NormalizeDouble(pivots[PIVOT_PP] + (pivots[PIVOT_R1] - pivots[PIVOT_S1]),Digits); pivots[PIVOT_S2] = NormalizeDouble(pivots[PIVOT_PP] - (pivots[PIVOT_R1] - pivots[PIVOT_S1]),Digits); // pivots[PIVOT_R3] = NormalizeDouble(prices[PRICE_HIGH] + 2 * (pivots[PIVOT_PP] - prices[PRICE_LOW]),Digits); // pivots[PIVOT_S3] = NormalizeDouble(prices[PRICE_LOW] - 2 * (prices[PRICE_HIGH] - pivots[PIVOT_PP]),Digits); pivots[PIVOT_SSL] = NormalizeDouble(pivots[PIVOT_S1] + 0.667 * (pivots[PIVOT_S1] - pivots[PIVOT_S2]),Digits); pivots[PIVOT_BSL] = NormalizeDouble(pivots[PIVOT_R1] - 0.667 * (pivots[PIVOT_R2] - pivots[PIVOT_R1]),Digits); pivots[PRICE_RANGE] = NormalizeDouble((prices[PRICE_HIGH] - prices[PRICE_LOW]),Digits); } // End getPivots datetime getDayStart(datetime timestamp) { // Strip seconds from timestamp // (probably not required) timestamp -= TimeSeconds(timestamp); // Strip minutes from timestamp timestamp -= TimeMinute(timestamp) * SECONDS_IN_MINUTE; // Subtract enough hours to reach previous day start if (TimeHour(timestamp) >= DayStartHour) timestamp -= (TimeHour(timestamp) - DayStartHour) * SECONDS_IN_HOUR; else timestamp -= (TimeHour(timestamp) + (24 - DayStartHour)) * SECONDS_IN_HOUR; return(timestamp); } // End getDayStart void getPrevDayPrices(double& prices[], datetime timestamp) { // Get the last bar of the previous trading day // since iBarShift exact param = false, the previous existing bar will be returned int iBarIndex = iBarShift(NULL,PERIOD_H1,timestamp-SECONDS_IN_HOUR,false); // Get first 1Hr bar of last 24hr period from DayStarthour to DayStartHour datetime dtPrevDayStart = getDayStart(iTime(NULL,PERIOD_H1,iBarIndex)); // Get close price for the day and set initial values for high and low prices[PRICE_HIGH] = iHigh (NULL,PERIOD_H1,iBarIndex); prices[PRICE_LOW] = iLow (NULL,PERIOD_H1,iBarIndex); prices[PRICE_OPEN] = iOpen (NULL,PERIOD_H1,iBarIndex); prices[PRICE_CLOSE] = iClose(NULL,PERIOD_H1,iBarIndex); iBarIndex++; // Iterate back and check for high/low prices until all of previous trading day covered while (getDayStart(iTime(NULL,PERIOD_H1,iBarIndex)) == dtPrevDayStart) { prices[PRICE_HIGH] = MathMax(prices[PRICE_HIGH], iHigh (NULL,PERIOD_H1,iBarIndex)); prices[PRICE_LOW] = MathMin(prices[PRICE_LOW], iLow (NULL,PERIOD_H1,iBarIndex)); prices[PRICE_OPEN] = iOpen(NULL,PERIOD_H1,iBarIndex); iBarIndex++; } return; } double get5DayRange( datetime dtDayStart0) { datetime dtRangeDay5 = dtDayStart0 - SECONDS_IN_DAY; // back up to previous day int iDayCount; double d5DayRange; while (iDayCount<5) { // Don't include Sunday ranges if (TimeDayOfWeek(dtRangeDay5) != 0) { // ibarshift will return -1, if the 1Day bar starting at time dtRangeDay5 does not exist int iBarIndex = iBarShift(NULL,PERIOD_D1,dtRangeDay5,true); if (iBarIndex != -1){ iDayCount++; d5DayRange += ( iHigh(NULL,PERIOD_D1,iBarIndex)- iLow(NULL,PERIOD_D1,iBarIndex)) ;// Sum last 5 Daily ranges } } dtRangeDay5 -= SECONDS_IN_DAY; // go back another day } double Av5DayRange = d5DayRange/5; return (Av5DayRange); }