Failed Breakout Detector

#property version     "1.00"
#property description "Marks breakouts of the recent trading range and the ones that fail (price closes back inside within a few bars). Failed breakouts trap traders and often start a move the other way. Closed bars only, no repaint."
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_plots   4

#property indicator_label1  "Breakout up"
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrDodgerBlue
#property indicator_width1  2

#property indicator_label2  "Breakout down"
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrDodgerBlue
#property indicator_width2  2

#property indicator_label3  "Failed breakout up (bearish)"
#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrTomato
#property indicator_width3  2

#property indicator_label4  "Failed breakout down (bullish)"
#property indicator_type4   DRAW_ARROW
#property indicator_color4  clrMediumSeaGreen
#property indicator_width4  2

input int              InpRangeBars     = 12;                // Bars that form the range
input int              InpConfirmBars   = 3;                 // Bars in which the breakout must hold or it has failed
input int              InpAtrPeriod     = 14;                // ATR period (used to filter the range height)
input double           InpMinRangeAtr   = 0.5;               // Minimum range height (x ATR)
input double           InpMaxRangeAtr   = 4.0;               // Maximum range height (x ATR)
input double           InpBufferAtr     = 0.1;               // Close must be this far beyond the range (x ATR)
input bool             InpShowBreakouts = true;              // Show the breakout dots
input bool             InpShowLabel     = true;              // Show the "failed breakouts today" label
input ENUM_BASE_CORNER InpCorner        = CORNER_LEFT_UPPER; // Label corner
input int              InpLabelX        = 10;                // Label X offset
input int              InpLabelY        = 25;                // Label Y offset
input int              InpFontSize      = 10;                // Label font size
input color            InpLabelColor    = clrGray;           // Label colour
input bool             InpAlert         = false;             // Pop-up alert on a failed breakout
input bool             InpPush          = false;             // Push notification on a failed breakout
input bool             InpSound         = false;             // Sound on a failed breakout
input string           InpSoundFile     = "alert.wav";       // Sound file

double BufBreakUp[];     // plot 0: breakout up, dot below the bar
double BufBreakDown[];   // plot 1: breakout down, dot above the bar
double BufFailUp[];      // plot 2: failed breakout up, arrow above the bar
double BufFailDown[];    // plot 3: failed breakout down, arrow below the bar
double BufSignal[];      // calc: +1 failed breakout down (bullish), -1 failed breakout up (bearish), 0 nothing
double BufFailedToday[]; // calc: number of failed breakouts on the bar's day (so far)
double BufAtr[];         // calc: Wilder ATR

int    g_rangeBars;
int    g_confirmBars;
int    g_atrPeriod;

int      g_boDir=0;          // +1 up, -1 down, 0 nothing pending
int      g_boBar=-1;         // index of the breakout bar
double   g_boHi=0;           // range high at the time of the breakout
double   g_boLo=0;           // range low
int      g_failedToday=0;    // failed breakouts on the current day
int      g_failedUp=0;       // ... of them up
int      g_failedDown=0;     // ... of them down
datetime g_day=0;            // day of the last processed bar
int      g_lastProcessed=-1; // index of the last closed bar that was read

const string LABEL_NAME="FBD_count_label";

int OnInit()
  {
      // код доступен только после оплаты
   }

void OnDeinit(const int reason)
  {
   ObjectDelete(0,LABEL_NAME);
  }

void ResetState()
  {
   g_boDir=0;
   g_boBar=-1

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