#property copyright "2022, IonOne"
#property link      "http://forex-station.com"
#property strict

#property indicator_chart_window

#property indicator_buffers 7
#property indicator_color1 Yellow
#property indicator_color2 Red
#property indicator_color3 Yellow
#property indicator_width1 4
#property indicator_width2 4
#property indicator_width3 2



extern int bars = 10000;
  
extern string s23141SS="";//_
extern string s2345="Settings CCI";//_
extern int CCIPeriod = 4;//period CCI
extern int thrCCI = -50;//threshold CCI
extern string s2314SS="";//_
extern string s213S45="Settings RSI";//_
extern int RSIPeriod = 2;//period RSI
extern int thrRSI = 25;//threshold RSI
enum type_
{
   type_RSI, //RSI
   type_CCI, //CCI
   type_confluence // Confluence of Both
};
enum typeExit_
{
   firstSignal, //first signal
   bothSignals // both signals
};

extern string s231224SS="";//_
extern string s234SS="Settings Confluence";//_

extern type_ type = type_RSI;//entry Type
extern typeExit_ typeExit = bothSignals;//exit Type

int trades = 0;

string s1112 = "";//_
string emp1 = "/////////////arrows settings////////////";
int arrow_code_up = 233;
int arrow_code_down = 234;
color arrow_color_up = clrLime;
color arrow_color_down = clrRed;
int arrows_width = 4;

double rsiS[];
double bars_[];
 double up_arr[];//!
 double dn_arr[];//!
 double st_arr[];//!
 double profit_[];
 double drawdown[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{

   bars = bars / (PeriodSeconds(PERIOD_CURRENT) / double(PeriodSeconds(PERIOD_H1)));
   Print("Bars = ",bars);

   SetIndexBuffer(0,up_arr);
   SetIndexStyle(0,DRAW_ARROW,EMPTY,arrows_width,arrow_color_up);
   SetIndexArrow(0,arrow_code_up);
   SetIndexLabel(0,"UP arrow");
   
   SetIndexBuffer(1,dn_arr);
   SetIndexStyle(1,DRAW_ARROW,EMPTY,arrows_width,arrow_color_down);
   SetIndexArrow(1,arrow_code_down);
   SetIndexLabel(1,"DOWN arrow");
   
   SetIndexBuffer(2,st_arr);
   SetIndexStyle(2,DRAW_ARROW,EMPTY,4,clrYellow);  
   SetIndexArrow(2,251);
   SetIndexLabel(2,"stop");  
   
   //SetIndexStyle(3,DRAW_LINE);
   //SetIndexBuffer(3,rsiS);
   
   SetIndexBuffer(4,profit_); 
   SetIndexStyle(4,DRAW_NONE); 
   SetIndexBuffer(5,bars_); 
   SetIndexStyle(5,DRAW_NONE); 
   
   SetIndexBuffer(6,drawdown); 
   SetIndexStyle(6,DRAW_NONE); 
   ArrayInitialize(drawdown, -EMPTY_VALUE);
    
//----
   return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
double max = -EMPTY_VALUE, min = EMPTY_VALUE;
double dd = -EMPTY_VALUE;


void ComputeDrawDown(int i)
{      
   if (last == -1) 
      return;
   if (lastPrice <= 0) 
      return;
   
   double v = 0;;
   double w = 0;;   
   if ((last == 0))
   {
      v = (iHigh(NULL,0,i) - lastPrice)/lastPrice;
      w = (iLow(NULL,0,i) - lastPrice)/lastPrice;       
   }
   else if ((last == 1))
   {
      v = (lastPrice - iLow(NULL,0,i))/lastPrice;
      w = (lastPrice - iHigh(NULL,0,i))/lastPrice;
   }
   double equity1 = profit + v;
   double equity2 = profit + w;
   
   if (equity1 > maxEquity)
      maxEquity = equity1;   
   
   if (maxEquity - equity2 > dd)
      dd = maxEquity - equity2;

}

datetime tim;

double maxEquity = -EMPTY_VALUE;  

double price;

int arrows = 0;
datetime timBar;
double b0;   
double b1;        
double bb0;
double bb1;
double lastPrice;
int last = -1;
double profit = 0;
int lasti = 0;
int lst = -1;
double ma0,ma1;
int lastS = -1;
int trend = -1;
bool once = true;
datetime timEntry = -1;
int trendi = 0;
bool Trend,previousEntry,previousExit;
int length = 0;
int lastTrend = 0;
int alternate;
int wins = 0;
int start()
  {
//----
      int limit;
      int CountedBars=IndicatorCounted();
      if(CountedBars>Bars-1) CountedBars=Bars-1;
      if(CountedBars<0) return(-1);
      if(CountedBars>0) CountedBars--;
      if(CountedBars<10) CountedBars = 10;
      limit=MathMin(Bars-1-CountedBars, bars);
      
      once = false;
      datetime tim = TimeCurrent();
      
        
      int i = limit; 
      while(i>0)                      // Öèêë ïî íåïîñ÷èòàííûì áàðàì     
      { 
         int shift = 0;
         bool exact = false;
         
         double rsi0,cci0;  
         double rsi1,cci1;                
         if (type == type_RSI || type == type_confluence)
         {
            rsi0 = iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,i); 
            rsi1 = iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,i+1);             
         }           
         if (type == type_CCI || type == type_confluence)
         {
            cci0 = iCCI(NULL,0,CCIPeriod,PRICE_CLOSE,i); 
            cci1 = iCCI(NULL,0,CCIPeriod,PRICE_CLOSE,i+1);             
         }

         
        bool buy=0,sell=0;
        bool exitBuy=0,exitSell=0;
        
        double atr0 = iATR(NULL,0,14, i+shift);
        double atrDist0 = iATR(NULL,0,14, i+shift);
        double atrDist1 = iATR(NULL,0,14, i+shift+1);
        
        int hh = iHighest(NULL,0,MODE_HIGH,410,i);
        int ll = iLowest(NULL,0,MODE_LOW,410,i);
        double highest = iHigh(NULL,0,hh);
        double lowest = iLow(NULL,0,ll);
        double high0 = iHigh(NULL,0,i+shift);
        double low0 = iLow(NULL,0,i+shift);
        double high1 = iHigh(NULL,0,i+shift+1);
        double low1 = iLow(NULL,0,i+shift+1);
                
        double maEntry0 = iMA(NULL,0,20,0,MODE_EMA,PRICE_CLOSE,i);
        double ma0 = iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,i);
        double ma1 = iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,i+1);
        double c0 = iClose(NULL,0,i+shift);
        double o0 = iOpen(NULL,0,i+shift);
        double c1 = iClose(NULL,0,i+1+shift);
        double o1 = iOpen(NULL,0,i+1+shift);
        double entryPrice;
        double exitPrice;
        
        
         if ((last == -1) && 
            ((type == type_RSI && rsi0 < thrRSI && rsi1 >= thrRSI) ||
             (type == type_CCI && cci0 < thrCCI && cci1 >= thrCCI) ||
             (type == type_confluence && rsi0 < thrRSI && rsi1 >= thrRSI && cci0 < thrCCI && cci1 >= thrCCI)))
         {
            buy = true;
            entryPrice = c0;
         }
         else if ((last == -1) &&
            ((type == type_RSI && rsi0 > 100-thrRSI && rsi1 <= 100-thrRSI) ||
             (type == type_CCI && cci0 > -thrCCI && cci1 <= -thrCCI) ||
             (type == type_confluence && rsi0 > 100-thrRSI && rsi1 <= 100-thrRSI && cci0 > -thrCCI && cci1 <= -thrCCI)))
         {
            sell = true;
            entryPrice = c0;
            
         }
         if (last == 1 && 
             ((type == type_RSI && rsi0 < thrRSI && rsi1 >= thrRSI) ||
              (type == type_CCI && cci0 < thrCCI && cci1 >= thrCCI) ||
              (type == type_confluence && 
                  ((typeExit == firstSignal && ((rsi0 < thrRSI && rsi1 >= thrRSI) || (cci0 < thrCCI && cci1 >= thrCCI))) ||
                   (typeExit == bothSignals && ((rsi0 < thrRSI && cci0 < thrCCI)))))))
         {
            exitSell = true;
            exitPrice = c0;
         }
         else if (last == 0 && 
            ((type == type_RSI && rsi0 > 100-thrRSI && rsi1 <= 100-thrRSI) ||
             (type == type_CCI && cci0 > -thrCCI && cci1 <= -thrCCI) ||
             (type == type_confluence && 
                  ((typeExit == firstSignal && ((rsi0 > 100-thrRSI && rsi1 <= 100-thrRSI) || (cci0 > -thrCCI && cci1 <= -thrCCI))) || 
                   (typeExit == bothSignals && ((rsi0 > 100-thrRSI && cci0 > -thrCCI)))))))
         {
            exitBuy = true;
            exitPrice = c0;
         }
         
        
         double cEntry0 = iClose(NULL,0,i+shift); //pas une erreur, sinon on a le prix close "Entry" qui arrive plus tard
         double cExit0 = iClose(NULL,0,i+shift);
            
         lasti++;  
          

         if (last > -1)
            ComputeDrawDown(i+shift);
            
         
         //bool waitHigherTFClose = true;
         
         bool nbEntry = false;
         
         if (timEntry != iTime(NULL,0,i+shift))
         {
            if (timEntry > -1)
               nbEntry = true;
            timEntry = iTime(NULL,0,i+shift);            
         }
        
         if (lasti > 0)
         {
            
            if (last == 0 && exitBuy)
            {
               double c = exitPrice;
               if (lastPrice > 0)
                  profit += (c - lastPrice)/lastPrice;
               last = -1;
               st_arr[i+shift] = c;
               
               if (c > lastPrice)
                  wins++;
            }
            if (last == 1 && exitSell)
            {
               double c = exitPrice;
               if (lastPrice > 0)
                  profit += (lastPrice - c)/lastPrice;
               last = -1;
               st_arr[i+shift] = c;
               
               if (c < lastPrice)
                  wins++;
            }
           
         }  
       
        {
            if (/*(lst == 1 || lst == -1) &&*/ last == -1 && buy/* && c0 >= level*/)
            {
               lastPrice = entryPrice;
               up_arr[i+shift] = iLow(NULL,0,i+shift) - atr0;
               
               last = 0;
               lasti = 0;
               lst = 0;
               trades++;
            } 
            if (/*(lst == 0 || lst == -1) && */last == -1 && sell/* && c0 <= 100-level*/)
            {
               lastPrice = entryPrice;
               dn_arr[i+shift] = iHigh(NULL,0,i+shift) + atr0;
               last = 1;
               lasti = 0;
               lst = 1;
               trades++;
            }   
         }
       
         i--;
      }
      
      
      
      drawdown[0*0] = dd;
      profit_[0*0] = profit;
      bars_[0*0] = bars;
         
      static bool once = true;
      
      if (1)
      if (once)
      {
         Print("Profit = ",profit);
         Print("dd = ",drawdown[0]);
         Print("Trades = ",trades);
         if (trades > 0)
         Print("HR = ",100*wins/double(trades));
         
         Print("duration processing = ",(int)(TimeCurrent() - tim));
      }
      
         
      once = false;
      
      
      
//----
   return(0);
  }
//+------------------------------------------------------------------+