//+------------------------------------------------------------------+ //| AuthorizedSSBODynamicBreakoutBoxFinalEdition nmc.mq4 | //| | //| | //+------------------------------------------------------------------+ #property copyright "Copyright © 2012, SSBO Team" #property link "http://www.forexfactory.com/showthread.php?t=302007" #property version "1.00" #property strict #property indicator_chart_window #property indicator_buffers 8 extern int BoxLength = 21; extern double BoxRange = 28; extern string BoxTimeFrame = "0"; extern double BoxBufferPips = 1; extern int MinBarsClosedOutsideBO = 0; extern int MaxBreakoutTradesPerBox = 4; extern bool InitialBreakoutDirectionOnly = false; extern bool LongTrades = true; extern bool ShortTrades = true; extern double QuickTakeProfit = 20; extern double StopLossOverride = 0; extern double EmergencyStopLoss = 100; extern bool BoxMartingale = true; extern bool AutoReduceBoxSize = true; extern int DaysBack = 100; extern bool SignalMail = false; extern bool SignalAlert = false; // Cosmetics inputs extern bool ShowFibs = false; extern string FibSequence = "0.618,1.382,2.618,4.236,5.854,7.472,9.090,11.708,14.326"; extern int FibsFontSize = 9; extern color FibsLinesColor = LightGray; extern int FibsLinesWidth = 1; extern bool ShowSwings = false; extern int SwingsFontSize = 9; extern color SwingsLinesColor = Wheat; extern int SwingsLinesWidth = 1; extern int BoxFontSize = 9; extern color BoxColor = 11184640; extern color ContBoxColor = DarkSlateGray; extern bool ContBoxFullColored = true; extern color BoxBufferLinesColor = 11184640; extern int BoxBufferLinesWidth = 2; extern color ContBoxBufferLinesColor = DarkSlateGray; extern int ContBoxBufferLinesWidth = 1; extern color BreakoutPriceColor = 11184640; extern int BreakoutPriceWidth = 2; extern color ContBoxPriceColor = DarkSlateGray; extern int ChartDisplay = 3; extern int DisplayPanelFontSize = 11; extern color StatsColor = Black; extern color StatsBGColor = DarkSalmon; extern color PipsProfitColor = DarkGreen; extern color PipsLossColor = MediumVioletRed; extern int StatsCorner = 0; extern bool BoxVerticalLineDelimiter = false; extern color BoxVerticalLineColor = DarkSlateGray; extern int SwingLabelsFontSize = 9; extern color SwingLabelsColor = Yellow; extern int BuySignalArrowCode = 2; extern color BuySignalArrowColor = 11193702; extern int BuySignalArrowWidth = 3; extern int SellSignalArrowCode = 2; extern color SellSignalArrowColor = 5275647; extern int SellSignalArrowWidth = 3; extern string Fonts = "Calibri"; //************************************************************************************************************************************************************ //************************************************************************************************************************************************************ //Buffers double highBO[]; double lowBO[]; double highBOcont[]; double lowBOcont[]; double BoxStart[]; double BoxEnd[]; double BuySignal[]; double SellSignal[]; //************************************************************************************************************************************************************ bool open_new_box; bool g_bFirstRun; int _bounce_counts[]; int wins_bounce_counts[]; int _consecutive_losses; int _curr_consecutive_losses; int _consecutive_wins; int _curr_consecutive_wins; int tf; int btf; int InitialBreakoutDirection; int space_font_size; int num_long_boxes; int num_short_boxes; datetime LastTradeCloseTime; int trigger_direction; datetime LastTakeProfitTime; int _period; int _minP; int _maxP; int _prevP; int BarsBack; datetime g_dtLastBarTime; int _trade_win_set; int _trade_loss_set; int last_trigger_direction; int num_total_longs; int num_total_shorts; int num_boxes; int num_wins; int num_losses; int win_set; int loss_set; int _box_curr_trade_dir; int _box_total_trades; int _box_profit_trades; int counted_bars; int num_closed_longs; int num_closed_shorts; int i0; int i1; int i2; int i3; int i4; int i5; int i6; int i7; int i8; int i9; int t0; int t1; int t2; int t3; int t4; int t5; int t6; int t7; int t8; int t9; int x0; int x1; int x2; int x3; int x4; int x5; int x6; int x7; int x8; int x9; int q0; int q1; int q2; int q3; int q4; int q5; int q6; int q7; int q8; int q9; int v0; int v1; int v2; int v3; int v4; int v5; int v6; int v7; int v8; int v9; int e1; int e2; int z0; int z1; int z2; int z3; int k1; int k2; int TF[]={0,1,5,15,30,60,240,1440,10080,43200}; double CZone[10000][6]; double TakeProfit; double StopLoss; double WinRatio; double LblDst; double BPips; double closed_longs_profit; double closed_shorts_profit; double upper; double lower; double best_buy; double best_sell; double mult; double SL_pips; double total_losses; double trade_set_win_ratio; double closed_longs_loss; double closed_shorts_loss; double Tdist; double LongBO; double ShortBO; double loss; double Temp[200][200]; double d[500]; double Fib[20]; double tp_val; double trigger_price; int num_weeks; double avgBuys; double avgSells; double _Range; double upperBox; double lowerBox; double d0; double d1; double d2; double d3; double d4; double d5; double d6; double d7; double d8; double d9; double g0; double g1; double g2; double g3; double g4; double g5; double g6; double g7; double g8; double g9; double f0; double f1; double f2; double f3; double f4; double f5; double f6; double f7; double f8; double f9; double w0; double w1; double w2; double w3; double w4; double w5; double w6; double w7; double w8; double w9; double y0; double m0; double m1; double m2; double m3; double m4; double m5; double m6; double m7; double m8; double m9; string Vs[50][450]; string g_sPrefix; string s0; string s1; string s2; string s3; string s4; string s5; string s6; string s7; string s8; string s9; string bg_box_length; string Empty; string TimeFrame[]={"0","M1","M5","M15","M30","H1","H4","D1","W1","MN"}; string op_str[6]={"BUY","SELL","BUYLIMIT","SELLLIMIT","BUYSTOP","SELLSTOP"}; datetime _box_time; datetime _box_curr_trade; //************************************************************************************************************************************************************ int init() { mult=MathPow(10,(MathRound(Digits*0.5)!=Digits*0.5)); TF[0]=Period(); tf=(Period()==1)+(Period()==5)*2+(Period()==15)*3+(Period()==30)*4+(Period()==60)*5+(Period()==240)*6+(Period()==1440)*7+(Period()==10080)*8+(Period()==43200)*9; i2=0; i1=0; while(i1<=9 && i2==0) { i2 = (int)(BoxTimeFrame == TimeFrame[i1]) * TF[i1]; i1++; } i2+=(i2==0)*TF[0]; btf=(i2==1)+(i2==5)*2+(i2==15)*3+(i2==30)*4+(i2==60)*5+(i2==240)*6+(i2==1440)*7+(i2==10080)*8+(i2==43200)*9; _Range=BoxRange*mult*Point; BPips=BoxBufferPips*mult*Point; bg_box_length=StringSubstr("ggggggggggggggggggggggggg",0,11); Empty=" "; i5=StringLen(FibSequence); i3=1; i1=0; while(i1<=i5-1) { i2=i1; while(i2<=i5-1 && StringSubstr(FibSequence,i2,1)!=",") { i2++; } s1=StringSubstr(FibSequence,i1,i2-i1); Fib[i3]=StrToDouble(s1); i3+=(i2-i1>0); i1=i2+1; } ArrayResize(_bounce_counts,MaxBreakoutTradesPerBox+1); ArrayResize(wins_bounce_counts,MaxBreakoutTradesPerBox+1); Tdist=4*mult*Point; LblDst=1; space_font_size = (int) MathMax(MathRound(DisplayPanelFontSize*1.4),15); last_trigger_direction=-1; closed_longs_profit=0; closed_shorts_profit=0; closed_longs_loss=0; closed_shorts_loss=0; num_total_longs=0; num_total_shorts=0; num_closed_longs=0; num_closed_shorts=0; num_boxes=0; total_losses =0; num_wins=0; num_losses=0; win_set=0; loss_set=0; _period=BoxLength*TF[btf]/TF[0]; _minP=_period; _prevP=_period; g_dtLastBarTime=0; g_bFirstRun=true; LongBO=0; ShortBO=0; num_long_boxes=0; num_short_boxes=0; LastTradeCloseTime=0; LastTakeProfitTime=0; DaysBack+=(DaysBack==0)*9999; BarsBack=MathMin(iBars(Symbol(),0),iBarShift(Symbol(),0,iTime(Symbol(),PERIOD_D1,0)-DaysBack*PERIOD_D1*60)); Vs[30][2]="SSBO "; g_sPrefix=Vs[30][2]; s1=Vs[30][2]; Vs[32][21]=StringConcatenate(s1,"Box "); Vs[32][22]=StringConcatenate(s1,"High line "); Vs[32][23]=StringConcatenate(s1,"Low line "); Vs[32][24]=StringConcatenate(s1,"High box label "); Vs[32][25]=StringConcatenate(s1,"Low box label "); Vs[32][40]=StringConcatenate(s1,"Box info "); Vs[32][31]=StringConcatenate(s1,"Cont box "); Vs[32][32]=StringConcatenate(s1,"High cont line "); Vs[32][33]=StringConcatenate(s1,"Low cont line "); Vs[32][34]=StringConcatenate(s1,"High breakout label "); Vs[32][35]=StringConcatenate(s1,"Low breakout label "); i1=1; while(i1<=2) { i2=1; while(i2<=19 && Fib[i2]>0) { Vs[32][i1*20+i2+20] = StringConcatenate(s1, CharToStr( (uchar) (43 + (i1==2)*2)),Fib[i2]," Fib "); i2++; } i1++; } IndicatorShortName(StringConcatenate(WindowExpertName()," (",BoxRange,"p x ",BoxLength,"b)")); IndicatorBuffers(8); i1=-1; i1++;SetIndexBuffer(i1,highBO); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,lowBO); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,highBOcont); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,lowBOcont); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,BoxStart); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,BoxEnd); SetIndexStyle(i1,12); i1++; SetIndexBuffer(i1,BuySignal); SetIndexStyle(i1,12); SetIndexLabel(i1, "BuySignal"); i1++; SetIndexBuffer(i1,SellSignal); SetIndexStyle(i1,12); SetIndexLabel(i1, "SellSignal"); return(0); } //************************************************************************************************************************************************************ int deinit() { RemoveObjects(g_sPrefix); return(0); } //************************************************************************************************************************************************************ int OnCalculate (const int rates_total, // const int prev_calculated, // const datetime &time[], // Time const double &open[], // Open const double &high[], // High const double &low[], // Low const double &close[], // Close const long &tick_volume[], // Tick Volume const long &volume[], // Real Volume const int &spread[]) // Spread { if (prev_calculated == 0) // first run { RemoveObjects(g_sPrefix); ArrayInitialize(highBO, EMPTY_VALUE); ArrayInitialize(lowBO, EMPTY_VALUE); ArrayInitialize(highBOcont, EMPTY_VALUE); ArrayInitialize(lowBOcont, EMPTY_VALUE); ArrayInitialize(BoxStart, 0); ArrayInitialize(BoxEnd, 0); ArrayInitialize(BuySignal, 0); ArrayInitialize(SellSignal, 0); ArrayInitialize(_bounce_counts, 0); ArrayInitialize(wins_bounce_counts, 0); } if(g_dtLastBarTime != Time[0]) { g_dtLastBarTime = Time[0]; counted_bars=IndicatorCounted(); k2=MathMax(MathMin(BarsBack, Bars-counted_bars-1),1); if(k2 > (Bars - 2)) k2 = Bars - 2; k1=k2; while(k1>0) { // get the period over which PA Range remained below BoxRange i2=_period; _period=GetPeriodForMinRange(k1,_minP,999,_Range,i2); upper = High[iHighest(Symbol(),TF[0], MODE_HIGH, _period, k1)]; lower = Low [iLowest (Symbol(),TF[0], MODE_LOW, _period, k1)]; // continue the previous Box high/low lines highBOcont[k1]=highBOcont[k1+1]; lowBOcont[k1]=lowBOcont[k1+1]; BoxStart[k1]=BoxStart[k1+1]; BoxEnd[k1]=BoxEnd[k1+1]; //draw a Dynamic Breakout Box when Price Range remains below BoxRange during more than BoxLength if (_period > _minP) { // Price range remained below BoxRange longer than BoxLength: // draw a new Breakout Box, or extend the Box if one is already drawing open_new_box =(_box_total_trades ==0 || (_box_total_trades >= MaxBreakoutTradesPerBox && !has_open_trade())); if (highBO[k1+1]==EMPTY_VALUE && lowBO[k1+1]==EMPTY_VALUE && open_new_box) { // no Box was forming: // start a new Box ONLY if a the previous Box is older than BoxLength if ((k1+_minP) < Bars && highBO[k1+_minP]==EMPTY_VALUE && lowBO[k1+_minP]==EMPTY_VALUE) { if (BoxEnd[k1+1]>0 && _box_total_trades>0) { i3=iBarShift(Symbol(),TF[0], (int) BoxEnd[k1+1]); d1=iHigh(Symbol(),TF[0],iHighest(Symbol(),TF[0],MODE_HIGH,i3-k1-1,k1+1))-highBOcont[k1+1]+BPips; d1*=(d1>0); LongBO+=d1; num_long_boxes += (int) (d1>0); d1=lowBOcont[k1+1]+BPips-iLow(Symbol(),TF[0],iLowest(Symbol(),TF[0],MODE_LOW,i3-k1-1,k1+1)); d1*=(d1>0); ShortBO+=d1; num_short_boxes += (int)(d1>0); } // we can draw a new Box now // limit the Box Range to BoxRange; // snap the Box to the extreme that is opposite of the first(oldest) candle of the Box if(k1+_period-1 < Bars) { if (High[k1+_period-1]==upper) { upper = NormalizeDouble(lower+_Range,Digits); } if (Low[k1+_period-1]==lower) { lower = NormalizeDouble(upper-_Range,Digits); } } upperBox=upper; lowerBox=lower; _box_total_trades =0; TakeProfit=QuickTakeProfit; // draw High and Low lines starting from the beginning of the Box i2=k1+_minP-1; while(i2>=k1) { highBO[i2]=upperBox+BPips; lowBO[i2]=lowerBox-BPips; i2--; } last_trigger_direction=-1; num_boxes+=1; highBOcont[k1]=highBO[k1]; lowBOcont[k1]=lowBO[k1]; BoxStart[k1] = (double) iTime(Symbol(),TF[0],k1+_minP-1); BoxEnd[k1]= (double) iTime(Symbol(),TF[0],k1); if (BoxVerticalLineDelimiter) { drawVLine(StringConcatenate(g_sPrefix,"V",TimeToStr((datetime)BoxStart[k1])), (int) BoxEnd[k1],BoxVerticalLineColor,STYLE_SOLID,1,0); } } } else { // a Box was already forming: // extend it ONLY IF price did not break out already if (Low[k1]>=lowBO[k1+1] && High[k1]<=highBO[k1+1]) { i3=iBarShift(Symbol(),TF[0], (datetime)BoxStart[k1]); if (AutoReduceBoxSize) { upperBox=MathMin(upperBox,iHigh(Symbol(),TF[0],iHighest(Symbol(),TF[0],MODE_HIGH,i3-k1+1,k1))); lowerBox=MathMax(lowerBox,iLow(Symbol(),TF[0],iLowest(Symbol(),TF[0],MODE_LOW,i3-k1+1,k1))); } // price is still inside the Box limits: extend the forming Box // draw High and Low Yellow lines starting from the beginning of the Box i2=i3; while (i2>=k1) { highBO[i2]=upperBox+BPips; lowBO[i2]=lowerBox-BPips; i2--; } highBOcont[k1]=highBO[k1]; lowBOcont[k1]=lowBO[k1]; BoxEnd[k1]= (double)iTime(Symbol(),TF[0],k1); if (BoxVerticalLineDelimiter) { drawVLine(StringConcatenate(g_sPrefix,"V",TimeToStr((datetime)BoxStart[k1])),(int)BoxEnd[k1], BoxVerticalLineColor,STYLE_SOLID,1,0); } } else { // Price has broken out of the forming Box: stop the forming Box highBO[k1]=EMPTY_VALUE; lowBO[k1]=EMPTY_VALUE; } } } CZone[num_boxes][1]=BoxStart[k1]; CZone[num_boxes][2]=BoxEnd[k1]; CZone[num_boxes][3]= (double)iTime(Symbol(),TF[0],k1); CZone[num_boxes][4]=highBOcont[k1]; CZone[num_boxes][5]=lowBOcont[k1]; calc_tp_sl(k1,best_buy,best_sell); manage_signals(k1); DrawGraphics(BPips,k1,TF[0]); k1--; } highBOcont[k1]=highBOcont[k1+1]; lowBOcont[k1]=lowBOcont[k1+1]; BoxStart[k1]=BoxStart[k1+1]; BoxEnd[k1]=BoxEnd[k1+1]; } calc_tp_sl(0,best_buy,best_sell); manage_signals(0); display_stats(); return(rates_total); } //************************************************************************************************************************************************************ void calc_tp_sl(int t8_1, double & best_buy_1, double &best_sell_1) { if (!has_open_trade()) { return; } int highest_bar,lowest_bar; double highest_price = 0,lowest_price = 0,trade_open_price = 0,trade_SL = 0; int trade_type,trade_open_bar,num_trades; int trade_size = 1; if (BoxMartingale) { trade_size= (int)MathPow(2,_box_total_trades-1); } int box_forming_shift = iBarShift(Symbol(),0,(datetime)BoxStart[t8_1]); if (t8_1>box_forming_shift) { return; } trade_open_bar = iBarShift(Symbol(), 0, _box_curr_trade); trade_open_price = Open[trade_open_bar]; trade_type = -1; num_trades = 0; tp_val = TakeProfit; string end_swing = g_sPrefix+"EndSwing"+TimeToStr(_box_curr_trade); if (ObjectFind(end_swing)!=-1) { return; } double tp; switch (_box_curr_trade_dir) { case OP_BUY: // a BUY trade is open: check if it hit the SL = opposite DB side if (MinBarsClosedOutsideBO==0) { trade_open_price=highBOcont[t8_1]+Point; } lowest_bar=-1; highest_bar=-1; tp=trade_open_price+tp_val*mult*Point; if (StopLossOverride==0) { trade_SL=lowBOcont[t8_1]+BPips; } if (StopLossOverride>0) { trade_SL=trade_open_price-StopLossOverride*mult*Point; } if (Low[t8_1] <= (double)trade_SL) { lowest_bar = t8_1; lowest_price = Low[lowest_bar]; } if (High[t8_1] >= tp) { highest_bar = t8_1; highest_price = High[highest_bar]; } // highest_price = High[highest_bar]; if (tp < highest_price) { highest_price = tp; } //lowest_price = Low[lowest_bar]; best_buy_1 = (highest_price - trade_open_price)/(mult*Point); if (lowest_price<=trade_SL && lowest_bar>=0) { // SL was hit at opposite DB side: "close" the trade _bounce_counts[_box_total_trades]+=1; num_closed_longs=num_total_longs; trade_type = -1; loss = -(trade_open_price-trade_SL)/(mult*Point); LastTradeCloseTime=iTime(Symbol(),TF[0],t8_1); if (_box_total_trades==1) { TakeProfit=MathAbs(loss); } loss*=trade_size; drawLbl(g_sPrefix+"SwingHigh"+TimeToStr(Time[trade_open_bar]), DoubleToStr(loss,(MathRound(loss*10)!=MathRound(loss)*10))+"p", Time[lowest_bar],lowest_price-LblDst*iATR(Symbol(),TF[0],7,lowest_bar), SwingLabelsFontSize, Fonts, SwingLabelsColor, 3); drawTrendLine(g_sPrefix+"TLSwing"+TimeToStr(Time[trade_open_bar]), Time[trade_open_bar], trade_open_price, Time[lowest_bar], trade_SL, SwingLabelsColor, STYLE_DOT, 0); drawOrderArrow(g_sPrefix+"EndSwing"+TimeToStr(Time[trade_open_bar]), Time[lowest_bar], trade_SL, 3, SwingLabelsColor, 2); closed_longs_loss+=loss; total_losses+=loss; num_losses+=1; if (_box_total_trades>=MaxBreakoutTradesPerBox) { _trade_loss_set+=1; } _curr_consecutive_losses+=1; _curr_consecutive_wins=0; } if (highest_bar >= 0) { _bounce_counts[_box_total_trades]+=1; wins_bounce_counts[_box_total_trades]+=1; // TP num_closed_longs=num_total_longs; best_buy_1*=trade_size; LastTradeCloseTime=iTime(Symbol(),TF[0],t8_1); LastTakeProfitTime=iTime(Symbol(),TF[0],t8_1); drawLbl(g_sPrefix+"SwingHigh"+TimeToStr(Time[trade_open_bar]), DoubleToStr(best_buy_1,(MathRound(best_buy_1*10)!=MathRound(best_buy_1)*10))+"p", Time[highest_bar], highest_price+LblDst*iATR(Symbol(),TF[0],7,highest_bar), SwingLabelsFontSize, Fonts, SwingLabelsColor, 3); drawTrendLine(g_sPrefix+"TLSwing"+TimeToStr(Time[trade_open_bar]), Time[trade_open_bar], trade_open_price, Time[highest_bar], highest_price, SwingLabelsColor, STYLE_DOT, 0); drawOrderArrow(g_sPrefix+"EndSwing"+TimeToStr(Time[trade_open_bar]), Time[highest_bar], highest_price, 3, SwingLabelsColor, 2); num_wins+=1; closed_longs_profit+=best_buy_1; _trade_win_set +=1; _curr_consecutive_losses = 0; _curr_consecutive_wins += 1; } break; case OP_SELL: // a SELL trade is open: check if it hit the SL = opposite DB side if (MinBarsClosedOutsideBO==0) { trade_open_price=lowBOcont[t8_1]-Point; } lowest_bar = -1; highest_bar = -1; tp = trade_open_price - (tp_val*mult*Point) ; if (StopLossOverride==0) { trade_SL=highBOcont[t8_1]-BPips; } if (StopLossOverride>0) { trade_SL=trade_open_price+StopLossOverride*mult*Point; } if (High[t8_1] >= trade_SL) { highest_bar = t8_1; highest_price = High[highest_bar]; } if (Low[t8_1] <= tp) { lowest_bar = t8_1; lowest_price = Low[lowest_bar]; } //highest_price = High[highest_bar]; //lowest_price = Low[lowest_bar]; if (tp > lowest_price) { lowest_price = tp; } best_sell_1 = (trade_open_price - lowest_price)/(mult*Point); if (highest_price >= trade_SL && highest_bar >= 0) { // SL was hit at opposite DB side: "close" the trade _bounce_counts[_box_total_trades]+=1; num_closed_shorts=num_total_shorts; trade_type = -1; loss = (trade_open_price-trade_SL)/(mult*Point); LastTradeCloseTime=iTime(Symbol(),TF[0],t8_1); if (_box_total_trades==1) { TakeProfit=MathAbs(loss); } loss*=trade_size; drawLbl(g_sPrefix+"SwingLow"+TimeToStr(Time[trade_open_bar]), DoubleToStr(loss,(MathRound(loss*10)!=MathRound(loss)*10))+"p", Time[highest_bar],trade_SL+LblDst*iATR(Symbol(),TF[0],7,highest_bar), SwingLabelsFontSize, Fonts, SwingLabelsColor, 3); //High[highest_bar] drawTrendLine(g_sPrefix+"TLSwing"+TimeToStr(Time[trade_open_bar]), Time[trade_open_bar], trade_open_price, Time[highest_bar], trade_SL, SwingLabelsColor, STYLE_DOT, 0); drawOrderArrow(g_sPrefix+"EndSwing"+TimeToStr(Time[trade_open_bar]), Time[highest_bar], trade_SL, 3, SwingLabelsColor, 2); _curr_consecutive_losses += 1; _curr_consecutive_wins = 0; closed_shorts_loss+=loss; total_losses+=loss; num_losses+=1; if (_box_total_trades >= MaxBreakoutTradesPerBox) { _trade_loss_set += 1; } } if (lowest_bar>=0) { _bounce_counts[_box_total_trades]+=1; wins_bounce_counts[_box_total_trades]+=1; // TP num_closed_shorts=num_total_shorts; best_sell_1*=trade_size; LastTradeCloseTime=iTime(Symbol(),TF[0],t8_1); LastTakeProfitTime=iTime(Symbol(),TF[0],t8_1); drawLbl(g_sPrefix+"SwingLow"+TimeToStr(Time[trade_open_bar]), DoubleToStr(best_sell_1,(MathRound(best_sell_1*10)!=MathRound(best_sell_1)*10))+"p", Time[lowest_bar], lowest_price-LblDst*iATR(Symbol(),TF[0],7,lowest_bar), SwingLabelsFontSize, Fonts, SwingLabelsColor, 3); //q drawTrendLine(g_sPrefix+"TLSwing"+TimeToStr(Time[trade_open_bar]), Time[trade_open_bar], trade_open_price, Time[lowest_bar], lowest_price, SwingLabelsColor, STYLE_DOT, 0); drawOrderArrow(g_sPrefix+"EndSwing"+TimeToStr(Time[trade_open_bar]), Time[lowest_bar], lowest_price, 3, SwingLabelsColor, 2); num_wins+=1; closed_shorts_profit+=best_sell_1; _trade_win_set+=1; _curr_consecutive_losses = 0; _curr_consecutive_wins +=1; } break; } if (_curr_consecutive_losses > _consecutive_losses) { _consecutive_losses = _curr_consecutive_losses; } if (_curr_consecutive_wins > _consecutive_wins) { _consecutive_wins = _curr_consecutive_wins; } } //************************************************************************************************************************************************************ void manage_signals(int t8_1) { trigger_direction =-1; if (BoxStart[t8_1]!=_box_time) { _box_time= (datetime)BoxStart[t8_1]; _box_curr_trade=0; _box_curr_trade_dir=-1; _box_total_trades=0; _box_profit_trades=0; } if (LastTakeProfitTime==iTime(Symbol(),TF[0],t8_1)) { _box_total_trades=MaxBreakoutTradesPerBox+2; } if (_box_total_trades>=MaxBreakoutTradesPerBox) { return; } if (BoxStart[t8_1]==0 || has_open_trade() || (LastTradeCloseTime==iTime(Symbol(),TF[0],t8_1) && MinBarsClosedOutsideBO>0)) { return; } // Trading Signal Alerts: a minimum number of bars should have closed outside of the BO area // MinBarsClosedOutsideBO set to 0 means we can start the sequence as soon as the breakout occurs if (MinBarsClosedOutsideBO==0) { // special case: we want to trigger the trade as soon as price break out of the DB Box if (Close[t8_1+1]<=highBOcont[t8_1] && High[t8_1]>highBOcont[t8_1]) { trigger_direction=OP_BUY; trigger_price=highBOcont[t8_1]+Point; } if (Close[t8_1+1]>=lowBOcont[t8_1] && Low[t8_1]=1) { ArrayCopySeries(d,MODE_CLOSE,Symbol(),TF[0]); d1=iClose(Symbol(),TF[0],t8_1+MinBarsClosedOutsideBO+1); Temp[0][1]=d[ArrayMinimum(d,MinBarsClosedOutsideBO,t8_1+1)]; Temp[0][2]=d[ArrayMaximum(d,MinBarsClosedOutsideBO,t8_1+1)]; Temp[0][3]=highBOcont[t8_1]; Temp[0][4]=lowBOcont[t8_1]; t4=0; t1=1; while (t1<=2 && t4==0) { t5=(3-t1*2); t4= (int)(t5*(Temp[0][t1]-Temp[0][t1+2])>0 && t5*(Temp[0][t1+2]-d1)>=0 && d1>0 && Temp[0][t1]>0 && Temp[0][t1+2]>0)*t1; t1++; } if (t4==1) { trigger_direction=OP_BUY; trigger_price=Open[t8_1]; } if (t4==2) { trigger_direction=OP_SELL; trigger_price=Open[t8_1]; } } if (trigger_direction==OP_BUY && LongTrades && (InitialBreakoutDirection==OP_BUY || !InitialBreakoutDirectionOnly || _box_total_trades==0)) { BuySignal[t8_1]=trigger_price; // make the arrow point to the trade open price last_trigger_direction=OP_BUY; _box_curr_trade=Time[t8_1]; _box_curr_trade_dir=OP_BUY; _box_total_trades+=1; if (_box_total_trades==1) { InitialBreakoutDirection=OP_BUY; } num_total_longs+=1; s1=StringConcatenate(g_sPrefix,"BUY",TimeToStr(Time[t8_1])); drawOrderArrow(s1,Time[t8_1],trigger_price,BuySignalArrowCode,BuySignalArrowColor, 2); if (t8_1==0) { send_trading_signal(OP_BUY,Ask); } } if (trigger_direction==OP_SELL && ShortTrades && (InitialBreakoutDirection==OP_SELL || !InitialBreakoutDirectionOnly || _box_total_trades==0)) { SellSignal[t8_1] = trigger_price; // make the arrow point to the trade open price last_trigger_direction=OP_SELL; _box_curr_trade=Time[t8_1]; _box_curr_trade_dir=OP_SELL; _box_total_trades+=1; if (_box_total_trades==1) { InitialBreakoutDirection=OP_SELL; } num_total_shorts +=1; s1=StringConcatenate(g_sPrefix,"SELL",TimeToStr(Time[t8_1])); drawOrderArrow(s1, Time[t8_1], trigger_price, SellSignalArrowCode, SellSignalArrowColor, 2); if (t8_1==0) { send_trading_signal(OP_SELL,Bid); } } } //************************************************************************************************************************************************************ void send_trading_signal(int type, double price) { s1=StringConcatenate(WindowExpertName(),":",StringSubstr(Symbol(),0,6)," ",op_str[type]," Signal"); if (SignalMail) { SendMail(s1,StringConcatenate(StringSubstr(Symbol(),0,6),":",op_str[type]," @ ",DoubleToStr(price,Digits))); } if (SignalAlert) { Alert(s1); } } //************************************************************************************************************************************************************ bool has_open_trade() { return(num_total_longs>num_closed_longs || num_total_shorts>num_closed_shorts); } //************************************************************************************************************************************************************ int GetPeriodForMinRange(int shift, int MinP, int MaxP, double MinRange, int prevP) { int P; // calc P so that the Price Range (=Hi-Lo) remains in a "reasonably large value" over the P P=prevP; // start with previous P if (PMaxP) P=MaxP; if (_get_range(P,shift) > MinRange) { //range is OK for this P value: try shorter P values for (; P>=MinP; P--) { if (_get_range(P,shift) <= MinRange) return(P+1);//previous P value was the limit } return(P); } //try higher P values for (P=prevP+1; P MinRange) return(P); } return(MaxP); } //************************************************************************************************************************************************************ double _get_range(int period, int shift) { return(High[iHighest(Symbol(),0,MODE_HIGH,period,shift)] - Low[iLowest(Symbol(),0,MODE_LOW,period,shift)]); } //************************************************************************************************************************************************************ void display_stats() { // Compute the average BestBuy and BestSell expectation per Session num_weeks= (int)(Time[0]-Time[BarsBack])/(3600*24*7); num_weeks+=(num_weeks==0); // Display the total number of Buys and Sells, total maximum pips, and average pips per session if (ChartDisplay>0) { int y=0,dy=20,x=10; int space_y=5; d1=NormalizeDouble(BoxRange,1); y+=dy; drawFixedLbl(g_sPrefix+"infoBox", "DB Box="+DoubleToStr(d1,(mult==10 && MathFloor(d1)!=d1))+" pips x "+IntegerToString(BoxLength)+" bars on "+TimeFrame[btf], StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); d1=NormalizeDouble(num_boxes/num_weeks,1); y+=dy; drawFixedLbl(g_sPrefix+"numBox", DoubleToStr(num_boxes,0)+" DB's ("+DoubleToStr(d1,(MathFloor(d1)!=d1))+" per Week)", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"boBars", "MinClosedBars="+ IntegerToString(MinBarsClosedOutsideBO) , StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"MaxTradesPerSet", "MaxTradesPerSet="+IntegerToString(MaxBreakoutTradesPerBox), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); d1=NormalizeDouble(TakeProfit,1); s2=""; if (_box_total_trades==0 || (_box_total_trades==1 && has_open_trade())) { s2="Quick"; } y+=dy; drawFixedLbl(g_sPrefix+"TakeProfit",s2+"TakeProfit="+DoubleToStr(d1,(mult==10 && MathFloor(d1)!=d1))+" pips", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); StopLoss=(StopLossOverride==0)*((highBOcont[1]-lowBOcont[1]-BPips+Point)/(mult*Point))+StopLossOverride; d1=NormalizeDouble(StopLoss,1); y+=dy; drawFixedLbl(g_sPrefix+"StopLoss", "StopLoss="+DoubleToStr(d1,(mult==10 && MathFloor(d1)!=d1))+" pips", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); d1=NormalizeDouble(MarketInfo(Symbol(),MODE_SPREAD)/mult,1); y+=dy; drawFixedLbl(g_sPrefix+"spread", "Spread="+DoubleToStr(d1,(mult==10 && MathFloor(d1)!=d1))+" pips", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); if (ChartDisplay>1) { y+=dy; drawFixedLbl(g_sPrefix+"space" + IntegerToString(y), " ", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); if (num_long_boxes>0) { d1=NormalizeDouble((LongBO/num_long_boxes)/(mult*Point),1); s1=StringConcatenate("Longs=",num_long_boxes,"=Avg ",DoubleToStr(d1,(MathFloor(d1)!=d1)),"p"); y+=dy; drawFixedLbl(g_sPrefix+"ttB",s1, StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); avgBuys=closed_longs_profit/num_closed_longs; } if (num_short_boxes>0) { d1=NormalizeDouble((ShortBO/num_short_boxes)/(mult*Point),1); s1=StringConcatenate("Shorts=",num_short_boxes,"=Avg ",DoubleToStr(d1,(MathFloor(d1)!=d1)),"p"); y+=dy; drawFixedLbl(g_sPrefix+"ttS",s1, StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); avgSells = closed_shorts_profit/num_closed_shorts; } t1=1; while(t1<=MaxBreakoutTradesPerBox) { s6=StringConcatenate("Closed trade ",t1," = ",_bounce_counts[t1]); if (_bounce_counts[t1]>0) { d2=wins_bounce_counts[t1]; d1=NormalizeDouble((d2/_bounce_counts[t1])*100,1); s6=StringConcatenate(s6,", Wins=",DoubleToStr(d1,(MathFloor(d1)!=d1)),"%"); } y+=dy; drawFixedLbl(g_sPrefix+"ttBounce" +IntegerToString(t1), s6 , StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); t1++; } if (num_total_longs+num_total_shorts+num_losses>0) { double wins=num_total_longs+num_total_shorts; double total_trades = num_total_longs+num_total_shorts+num_losses; WinRatio=wins/total_trades; } } if (ChartDisplay>=3) { y+=dy; drawFixedLbl(g_sPrefix+"space" + IntegerToString(y), " ", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"tsWins", "Trade Set Wins=" + IntegerToString(_trade_win_set) , StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"tsLoss", "Trade Set Losses="+IntegerToString(_trade_loss_set), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"ttIndiWins", "Individual Trades Won="+DoubleToStr(num_wins,0), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"ttIndiLoss", "Individual Trades Lost="+DoubleToStr(num_losses,0), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"tsCLoss", "Consecutive Trade Losses="+IntegerToString(_consecutive_losses), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); y+=dy; drawFixedLbl(g_sPrefix+"tsCWins", "Consecutive Trade Wins="+IntegerToString(_consecutive_wins), StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); trade_set_win_ratio=0; d2=_trade_win_set+_trade_loss_set; if (d2>0) { trade_set_win_ratio=(_trade_win_set/(d2))*100; } d1=NormalizeDouble(trade_set_win_ratio,1); y+=dy; drawFixedLbl(g_sPrefix+"tsWinsRatio", "Trade Set Win Ratio=" +DoubleToStr(d1,(MathFloor(d1)!=d1))+"%" , StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); d1=0; d2=num_wins+num_losses; if (d2>0) { d1=NormalizeDouble((num_wins/d2)*100,1); } y+=dy; drawFixedLbl(g_sPrefix+"ttWinRatio","Individual Trades Win Ratio="+DoubleToStr(d1,(MathFloor(d1)!=d1))+"%", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y), bg_box_length, StatsCorner, x-5, y-space_y, space_font_size, "Webdings", StatsBGColor, true); d1=NormalizeDouble(closed_longs_profit+closed_shorts_profit+total_losses,1); t1= (int)((d1>=0)*PipsProfitColor +(d1<0)*PipsLossColor); y+=dy; if (StatsCorner==0 || StatsCorner==2) { drawFixedLbl(g_sPrefix+"ttLoss","Net Pips=", StatsCorner, x, y, DisplayPanelFontSize, Fonts, StatsColor, false); drawFixedLbl(g_sPrefix+"Pips","Net Pips="+DoubleToStr(MathAbs(d1),(MathFloor(d1)!=d1)),StatsCorner,x,y,DisplayPanelFontSize,Fonts,t1,false); } if (StatsCorner==1 || StatsCorner==3) { drawFixedLbl(g_sPrefix+"ttLoss",DoubleToStr(MathAbs(d1),(MathFloor(d1)!=d1)), StatsCorner, x, y, DisplayPanelFontSize, Fonts,t1,false); drawFixedLbl(g_sPrefix+"Pips","Net Pips="+DoubleToStr(MathAbs(d1),(MathFloor(d1)!=d1)),StatsCorner,x,y,DisplayPanelFontSize,Fonts,StatsColor,false); } drawFixedLbl(g_sPrefix+"numBoxbg"+IntegerToString(y),bg_box_length,StatsCorner,x-5,y-space_y, space_font_size, "Webdings", StatsBGColor, true); } } } //************************************************************************************************************************************************************ void drawFixedLbl(string objname, string s, int Corner, int DX, int DY, int FSize, string Font, color c, bool bg) { if (ObjectFind(objname) < 0) { ObjectCreate(objname, OBJ_LABEL, 0, 0, 0); } ObjectSet(objname, OBJPROP_CORNER, Corner); ObjectSet(objname, OBJPROP_XDISTANCE, DX); ObjectSet(objname, OBJPROP_YDISTANCE, DY); ObjectSet(objname,OBJPROP_BACK, bg); ObjectSetText(objname, s, FSize, Font, c); } //************************************************************************************************************************************************************ void drawLbl(string objname, string s, datetime LTime, double LPrice, int FSize, string Font, color c, int width) { if (ObjectFind(objname) < 0) { ObjectCreate(objname, OBJ_TEXT, 0, LTime, LPrice); } else { if (ObjectType(objname) == OBJ_TEXT) { ObjectSet(objname, OBJPROP_TIME1, LTime); ObjectSet(objname, OBJPROP_PRICE1, LPrice); } } ObjectSet(objname, OBJPROP_FONTSIZE, FSize); ObjectSetText(objname, s, FSize, Font, c); } //************************************************************************************************************************************************************ void drawOrderArrow(string name, datetime t, double price, int arrowcode, color c, int width=1) { if (ObjectFind(name) < 0) ObjectCreate(name, OBJ_ARROW, 0, t, price); else ObjectMove(name, 0, t, price); ObjectSet(name, OBJPROP_ARROWCODE, arrowcode); ObjectSet(name, OBJPROP_COLOR, c); ObjectSet(name, OBJPROP_WIDTH, width); } //************************************************************************************************************************************************************ void drawVLine(string objname, int time, color c, int style, int width, int win) { if (ObjectFind(objname)==-1) { ObjectCreate(objname,OBJ_VLINE,win,time,0); } ObjectSet(objname, OBJPROP_TIME1, time); ObjectSet(objname, OBJPROP_COLOR, c); ObjectSet(objname, OBJPROP_STYLE, style); ObjectSet(objname, OBJPROP_WIDTH, width); } //************************************************************************************************************************************************************ void drawTrendLine(string objname, datetime t6_1, double d6_1, datetime t7_1, double d7_1, color c, int style, int width) { if (ObjectFind(objname)==-1) { ObjectCreate(objname,OBJ_TREND,0,0,0,0,0); ObjectSet(objname, OBJPROP_RAY, false); } ObjectSet(objname, OBJPROP_TIME1, t6_1); ObjectSet(objname, OBJPROP_TIME2, t7_1); ObjectSet(objname, OBJPROP_PRICE1, d6_1); ObjectSet(objname, OBJPROP_PRICE2, d7_1); ObjectSet(objname, OBJPROP_COLOR, c); ObjectSet(objname, OBJPROP_STYLE, style); ObjectSet(objname, OBJPROP_WIDTH, width); } //************************************************************************************************************************************************************ double Swing(int x7_1,int x8_1) { x5=0; x1=x8_1+1; while(x5==0 && ((x7_1==1 && iHigh(Symbol(),TF[0],x8_1)>iHigh(Symbol(),TF[0],x8_1-1)) || (x7_1==2 && iLow(Symbol(),TF[0],x8_1)iHigh(Symbol(),TF[0],x1)) || (x7_1==2 && iLow(Symbol(),TF[0],x8_1)iLow(Symbol(),TF[0],x1)))); x1++; } f5=(x5>0)*((x7_1==1)*iHigh(Symbol(),TF[0],x8_1)+(x7_1==2)*iLow(Symbol(),TF[0],x8_1)); return(f5); } //************************************************************************************************************************************************************ void DrawGraphics(double m5_1,int q8_1,int q9_1) { if (BoxStart[q8_1]>0 && highBO[q8_1]!=EMPTY_VALUE && lowBO[q8_1]!=EMPTY_VALUE) { s8=StringConcatenate(Vs[32][21],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s8)==-1) { ObjectCreate(s8,16,0,0,0,0,0); ObjectSet(s8,OBJPROP_COLOR,BoxColor); ObjectSet(s8,OBJPROP_BACK,true); ObjectSet(s8,OBJPROP_WIDTH,0); ObjectSet(s8,OBJPROP_STYLE,STYLE_SOLID); } ObjectSet(s8,OBJPROP_TIME1,BoxStart[q8_1]); ObjectSet(s8,OBJPROP_TIME2,BoxEnd[q8_1]); ObjectSet(s8,OBJPROP_PRICE1,highBO[q8_1]-m5_1); ObjectSet(s8,OBJPROP_PRICE2,lowBO[q8_1]+m5_1); s6=StringConcatenate(Vs[32][22],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s6)==-1) { ObjectCreate(s6,2,0,0,0,0,0); ObjectSet(s6,OBJPROP_RAY,false); ObjectSet(s6,OBJPROP_COLOR,BoxBufferLinesColor); ObjectSet(s6,OBJPROP_WIDTH,BoxBufferLinesWidth); ObjectSet(s6,OBJPROP_STYLE,STYLE_SOLID); } ObjectSet(s6,OBJPROP_TIME1,BoxStart[q8_1]); ObjectSet(s6,OBJPROP_TIME2,BoxEnd[q8_1]); ObjectSet(s6,OBJPROP_PRICE1,highBO[q8_1]); ObjectSet(s6,OBJPROP_PRICE2,highBO[q8_1]); s7=StringConcatenate(Vs[32][23],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s7)==-1) { ObjectCreate(s7,2,0,0,0,0,0); ObjectSet(s7,OBJPROP_RAY,false); ObjectSet(s7,OBJPROP_COLOR,BoxBufferLinesColor); ObjectSet(s7,OBJPROP_WIDTH,BoxBufferLinesWidth); ObjectSet(s7,OBJPROP_STYLE,STYLE_SOLID); } ObjectSet(s7,OBJPROP_TIME1,BoxStart[q8_1]); ObjectSet(s7,OBJPROP_TIME2,BoxEnd[q8_1]); ObjectSet(s7,OBJPROP_PRICE1,lowBO[q8_1]); ObjectSet(s7,OBJPROP_PRICE2,lowBO[q8_1]); s7=StringConcatenate(Vs[32][40],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s7)==-1) { ObjectCreate(s7,OBJ_TEXT,0,0,0); } m1=NormalizeDouble((highBO[q8_1]-lowBO[q8_1]-m5_1*2)/(mult*Point),1); s1=StringConcatenate(DoubleToStr(m1,(mult==10 && MathFloor(m1)!=m1))," pips x ",DoubleToStr(iBarShift(Symbol(),Period(),(int)BoxStart[q8_1])-iBarShift(Symbol(),Period(),(int)BoxEnd[q8_1])+1,0)," bars"); ObjectSetText(s7,s1,BoxFontSize,Fonts,BoxColor); ObjectSet(s7,OBJPROP_TIME1,BoxStart[q8_1]+(BoxEnd[q8_1]-BoxStart[q8_1])*0.5); ObjectSet(s7,OBJPROP_PRICE1,lowBO[q8_1]); } if (BoxEnd[q8_1]>0 && BoxEnd[q8_1]<=iTime(Symbol(),q9_1,q8_1) && highBOcont[q8_1]!=EMPTY_VALUE && lowBOcont[q8_1]!=EMPTY_VALUE) { s8=StringConcatenate(Vs[32][31],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s8)==-1) { ObjectCreate(s8,16,0,0,0,0,0); } ObjectSet(s8,OBJPROP_TIME1,BoxEnd[q8_1]); ObjectSet(s8,OBJPROP_TIME2,iTime(Symbol(),q9_1,q8_1)); ObjectSet(s8,OBJPROP_PRICE1,highBOcont[q8_1]-m5_1); ObjectSet(s8,OBJPROP_PRICE2,lowBOcont[q8_1]+m5_1); ObjectSet(s8,OBJPROP_COLOR,ContBoxColor); ObjectSet(s8,OBJPROP_BACK,ContBoxFullColored); ObjectSet(s8,OBJPROP_WIDTH,0); ObjectSet(s8,OBJPROP_STYLE,STYLE_SOLID); s6=StringConcatenate(Vs[32][32],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s6)==-1) { ObjectCreate(s6,2,0,0,0,0,0); ObjectSet(s6,OBJPROP_RAY,false); ObjectSet(s6,OBJPROP_COLOR,ContBoxBufferLinesColor); ObjectSet(s6,OBJPROP_WIDTH,ContBoxBufferLinesWidth); ObjectSet(s6,OBJPROP_STYLE,STYLE_SOLID); } ObjectSet(s6,OBJPROP_TIME1,BoxEnd[q8_1]); ObjectSet(s6,OBJPROP_TIME2,iTime(Symbol(),q9_1,q8_1)); ObjectSet(s6,OBJPROP_PRICE1,highBOcont[q8_1]); ObjectSet(s6,OBJPROP_PRICE2,highBOcont[q8_1]); s7=StringConcatenate(Vs[32][33],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s7)==-1) { ObjectCreate(s7,2,0,0,0,0,0); ObjectSet(s7,OBJPROP_RAY,false); ObjectSet(s7,OBJPROP_COLOR,ContBoxBufferLinesColor); ObjectSet(s7,OBJPROP_WIDTH,ContBoxBufferLinesWidth); ObjectSet(s7,OBJPROP_STYLE,STYLE_SOLID); } ObjectSet(s7,OBJPROP_TIME1,BoxEnd[q8_1]); ObjectSet(s7,OBJPROP_TIME2,iTime(Symbol(),q9_1,q8_1)); ObjectSet(s7,OBJPROP_PRICE1,lowBOcont[q8_1]); ObjectSet(s7,OBJPROP_PRICE2,lowBOcont[q8_1]); q1= (int)(1+(m5_1==0)); while(q1<=2) { q2=1; while(q2<=2) { s5=Vs[32][q1*10+q2+13]; if (ObjectFind(s5)==-1) { ObjectCreate(s5,22,0,0,0); q3=(q1==1)*ContBoxPriceColor+(q1==2)*BreakoutPriceColor; ObjectSet(s5,OBJPROP_ARROWCODE,SYMBOL_RIGHTPRICE); ObjectSet(s5,OBJPROP_COLOR,q3); ObjectSet(s5,OBJPROP_WIDTH,BreakoutPriceWidth); } m1=(q1==1 && q2==1)*(highBOcont[q8_1]-m5_1)+(q1==1 && q2==2)*(lowBOcont[q8_1]+m5_1)+(q1==2 && q2==1)*highBOcont[q8_1]+(q1==2 && q2==2)*lowBOcont[q8_1]; ObjectMove(s5,0,iTime(Symbol(),Period(),0),m1); q2++; } q1++; } if (ShowFibs && q8_1==1) { RemoveObjects(StringConcatenate(" Fib ",TimeToStr((datetime)CZone[num_boxes-1][1],3))); d[1]=highBOcont[q8_1]-m5_1; d[2]=lowBOcont[q8_1]+m5_1; m4=d[1]-d[2]; q1=1; while(q1<=2) { q2=1; while(q2<=19 && Fib[q2]>0) { s7=StringConcatenate(Vs[32][q1*20+q2+20],TimeToStr((datetime)BoxStart[q8_1],3)); if (ObjectFind(s7)==-1) { ObjectCreate(s7,2,0,0,0,0,0); ObjectSet(s7,OBJPROP_RAY,false); ObjectSet(s7,OBJPROP_COLOR,FibsLinesColor); ObjectSet(s7,OBJPROP_WIDTH,FibsLinesWidth); ObjectSet(s7,OBJPROP_STYLE,STYLE_SOLID); } q4=iBarShift(Symbol(),Period(),(int)BoxStart[q8_1])-iBarShift(Symbol(),Period(),(int)BoxEnd[q8_1]); ObjectSet(s7,OBJPROP_TIME1,iTime(Symbol(),TF[0],q8_1+q4)); ObjectSet(s7,OBJPROP_TIME2,iTime(Symbol(),TF[0],q8_1)); m3=d[q1]+(3-q1*2)*m4*Fib[q2]; ObjectSet(s7,OBJPROP_PRICE1,m3); ObjectSet(s7,OBJPROP_PRICE2,m3); s7=StringConcatenate(Vs[32][q1*20+q2+20],TimeToStr((datetime)BoxStart[q8_1],3)," "); if (ObjectFind(s7)==-1) { ObjectCreate(s7,OBJ_TEXT,0,0,0); } m2=NormalizeDouble((m4*Fib[q2])/(mult*Point),1); s1=StringConcatenate(DoubleToStr(m2,(mult==10 && MathFloor(m2)!=m2))," pips, ",DoubleToStr(m3,Digits)); q3=(int)(StringLen(s1)*1.7); s1=StringConcatenate(s1,StringSubstr(Empty,0,q3)); ObjectSetText(s7,s1,FibsFontSize,Fonts,FibsLinesColor); ObjectSet(s7,OBJPROP_TIME1,iTime(Symbol(),TF[0],q8_1)); ObjectSet(s7,OBJPROP_PRICE1,m3+(q1==1)*Tdist); q2++; } q1++; } } if (ShowSwings && q8_1==1) { RemoveObjects(StringConcatenate(Vs[30][2],"Swing ",TimeToStr((datetime)CZone[num_boxes-2][1],3))); q0=num_boxes-1; while(q0<=num_boxes) { d[1]=CZone[q0][4]-m5_1; d[2]=CZone[q0][5]+m5_1; q1=1; while(q1<=2) { q3=0; q6=iBarShift(Symbol(),TF[0],(int)CZone[q0][3]); q2=iBarShift(Symbol(),TF[0],(int)CZone[q0][2])-1; while(q2>=q6+(q6==1)) { m1=Swing(q1,q2); m3=((3-q1*2)*(m1-d[q1])>0 && ((3-q1*2)*(m1-Temp[q1][q3])>0 || q3==0))*m1; if (m3>0) { q3++; Temp[q1][q3]=m3; q5=q2; } q2--; } if (Temp[q1][q3]>0 && q3>0) { m3=Temp[q1][q3]; s7=StringConcatenate(Vs[30][2],"Swing ",TimeToStr((datetime)CZone[q0][1],3)," ",q1," ",q3-1); ObjectDelete(s7); s7=StringConcatenate(Vs[30][2],"Swing ",TimeToStr((datetime)CZone[q0][1],3)," ",q1," ",q3); if (ObjectFind(s7)==-1) { ObjectCreate(s7,2,0,0,0,0,0); ObjectSet(s7,OBJPROP_RAY,false); ObjectSet(s7,OBJPROP_COLOR,SwingsLinesColor); ObjectSet(s7,OBJPROP_WIDTH,SwingsLinesWidth); ObjectSet(s7,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(s7,OBJPROP_TIME1,iTime(Symbol(),TF[0],q5+13)); ObjectSet(s7,OBJPROP_TIME2,iTime(Symbol(),TF[0],q5)); ObjectSet(s7,OBJPROP_PRICE1,m3); ObjectSet(s7,OBJPROP_PRICE2,m3); } s7=StringConcatenate(Vs[30][2],"Swing ",TimeToStr((datetime)CZone[q0][1],3)," ",q1," ",q3-1," "); ObjectDelete(s7); s7=StringConcatenate(Vs[30][2],"Swing ",TimeToStr((datetime)CZone[q0][1],3)," ",q1," ",q3," "); if (ObjectFind(s7)==-1) { ObjectCreate(s7,OBJ_TEXT,0,0,0); m2=NormalizeDouble((3-q1*2)*(Temp[q1][q3]-d[q1])/(mult*Point),1); s1=StringConcatenate(DoubleToStr(m2,(mult==10 && MathFloor(m2)!=m2))," pips, ",DoubleToStr(m3,Digits)); q2=(int)(StringLen(s1)*1.7); s1=StringConcatenate(s1,StringSubstr(Empty,0,q2)); ObjectSetText(s7,s1,SwingsFontSize,Fonts,SwingsLinesColor); ObjectSet(s7,OBJPROP_TIME1,iTime(Symbol(),TF[0],q5)); ObjectSet(s7,OBJPROP_PRICE1,m3+(q1==1)*Tdist); } } q1++; } q0++; } } } } //************************************************************************************************************************************************************ void RemoveObjects(string sPrefix) { string sName = ""; for(int i = ObjectsTotal() - 1; i >= 0; i--) { sName = ObjectName(i); if (StringFind(sName, sPrefix, 0) > -1) { ObjectDelete(sName); } } } //************************************************************************************************************************************************************ //************************************************************************************************************************************************************