Premium Discount OTE

#property version     "1.00"
#property description "ICT dealing range: premium and discount zones, equilibrium, the OTE band (62 - 79 %, 70.5 %),"
#property description "standard deviation projections and the IPDA 20 / 40 / 60-day ranges."
#property description "Confirmed swings only (no repaint). Alerts and buffers for EAs. Read-only: never trades."
#property indicator_chart_window
#property indicator_buffers 13
#property indicator_plots   13
#property indicator_type1   DRAW_NONE
#property indicator_label1  "Range top"
#property indicator_type2   DRAW_NONE
#property indicator_label2  "Range bottom"
#property indicator_type3   DRAW_NONE
#property indicator_label3  "Equilibrium"
#property indicator_type4   DRAW_NONE
#property indicator_label4  "OTE 62%"
#property indicator_type5   DRAW_NONE
#property indicator_label5  "OTE 79%"
#property indicator_type6   DRAW_NONE
#property indicator_label6  "Leg (+1 up, -1 down)"
#property indicator_type7   DRAW_NONE
#property indicator_label7  "Zone (+1 premium, -1 discount, 2 OTE)"
#property indicator_type8   DRAW_NONE
#property indicator_label8  "IPDA 20 high"
#property indicator_type9   DRAW_NONE
#property indicator_label9  "IPDA 20 low"
#property indicator_type10  DRAW_NONE
#property indicator_label10 "IPDA 40 high"
#property indicator_type11  DRAW_NONE
#property indicator_label11 "IPDA 40 low"
#property indicator_type12  DRAW_NONE
#property indicator_label12 "IPDA 60 high"
#property indicator_type13  DRAW_NONE
#property indicator_label13 "IPDA 60 low"

input int    InpSwing         = 10;              // Swing strength (candles on each side)
input bool   InpOTE           = true;            // OTE band (62 - 79 %) and the 70.5 % line
input bool   InpFibs          = false;           // More retracements (23.6, 38.2, 61.8, 78.6 %)
input bool   InpDeviations    = true;            // Standard deviation projections
input string InpDevLevels     = "-1,-2,-2.5,-4"; // Deviations (in range heights)
input bool   InpIPDA20        = true;            // IPDA 20-day range
input bool   InpIPDA40        = true;            // IPDA 40-day range
input bool   InpIPDA60        = true;            // IPDA 60-day range
input int    InpBars          = 3000;            // Bars to scan
input bool   InpLabels        = true;            // Names and prices at the right edge
input bool   InpStatus        = true;            // Status line in the chart corner
input color  InpPremiumColor  = C'252,222,222';  // Premium colour
input color  InpDiscountColor = C'214,240,221';  // Discount colour
input color  InpOTEColor      = C'255,236,186';  // OTE colour
input color  InpLineColor     = clrDimGray;      // Equilibrium and 70.5 % colour
input color  InpDevColor      = C'105,105,190';  // Deviation colour
input color  InpIPDAColor     = C'120,140,170';  // IPDA colour
input color  InpTextColor     = clrDimGray;      // Text colour
input bool   InpAlertRange    = false;           // Alert on a new dealing range
input bool   InpAlertOTE      = false;           // Alert when price comes into the OTE band
input bool   InpAlertEQ       = false;           // Alert when a candle closes across equilibrium
input bool   InpPush          = false;           // Alerts also as push notification
input bool   InpEmail         = false;           // Alerts also by e-mail

#define PREFIX    "PDOTE_"
#define MAX_DEVS  8
#define DAYS_KEPT 70

struct Levels
  {
   bool              ok;
   double            top;
   double            bottom;
   int               topIdx;
   int               botIdx;
   int               leg;        // +1 up, -1 down
   double            eq;
   double            o62;
   double            o705;
   double            o79;
  };

double   g_bTop[], g_bBot[], g_bEq[], g_b62[], g_b79[], g_bLeg[], g_bZone[];
double   g_b20h[], g_b20l[], g_b40h[], g_b40l[], g_b60h[], g_b60l[];
double   g_dev[MAX_DEVS];
int      g_devN       = 0;
int      g_lastClosed = -1;
datetime g_closedTime = 0;
bool     g_live       = false;
bool     g_dirty      = true;
datetime g_lastBar    = 0;
uint     g_drawTick   = 0;
string   g_drawn[];

int      g_shIdx = -1, g_slIdx = -1;
int      g_anchor = -1;
double   g_rTop = 0, g_rBot = 0;
int      g_topIdx = -1, g_botIdx = -1;
bool     g_oteTouched = false;
int      g_side = 0;

double   g_dHi[], g_dLo[];
datetime g_dStart[];
int      g_dn = 0;
datetime g_curDay = 0, g_curStart = 0;
double   g_curHi = 0, g_curLo = 0;
bool     g_curEvening = false;
int      g_dayIdx = -1;                    // last candle added to the days
double   g_ipH[3], g_ipL[3];
datetime g_ipT[3];
int      g_ipDays[3] = {20, 40, 60};

Levels   g_shown;
int      g_shownAnchor = -2;
string   g_status = "";
bool     g_draw = true;                   // false in a Strategy Tester run without visualization

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

void OnDeinit(const int reason)
  {
   ObjectsDeleteAll(0, PREFIX);
   ChartRedraw();
  }

void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam)
  {
   if(id == CHARTEVENT_CHART_CHANGE)
      g_dirty = true;
  }

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[])
  {
      // код доступен только после оплаты
   }

bool ConfirmSwing(const int k, const double &high[], const double &low[])
  {
   int p = k - InpSwing;
   if(p - InpSwing < 0)
      return false;
   bool isHigh = true, isLow = true;
   for(int j = 1; j <= InpSwing && (isHigh || isLow); j++)
     {

      if(high[p] <= high[p - j] || high[p] < high[p + j])
         isHigh = false;
      if(low[p] >= low[p - j] || low[p] > low[p + j])
         isLow = false;
     }
   if(isHigh)
      g_shIdx = p;
   if(isLow)
      g_slIdx = p;
   if(!(isHigh || isLow) || g_shIdx < 0 || g_slIdx < 0)
      return false;
   int a = MathMin(g_shIdx, g_slIdx);
   if(a == g_anchor)
      return false;

   g_anchor = a;
   g_rTop   = high[a];
   g_rBot   = low[a];
   g_topIdx = a;
   g_botIdx = a;
   for(int i = a + 1; i <= k; i++)
     {
      if(high[i] > g_rTop)
        {
         g_rTop   = high[i];
         g_topIdx = i;
        }
      if(low[i] < g_rBot)
        {
         g_rBot   = low[i];
         g_botIdx = i;
        }
     }
   return true;
  }

void MakeLevels(Levels &v)
  {
   v.ok = false;
   if(g_anchor < 0)
      return;
   v.top    = g_rTop;
   v.bottom = g_rBot;
   v.topIdx = g_topIdx;
   v.botIdx = g_botIdx;
   FillLevels(v);
  }

void FillLevels(Levels &v)
  {
   double r = v.top - v.bottom;
   v.ok = (r > 0);
   if(!v.ok)
      return;
   v.leg  = (v.botIdx <= v.topIdx ? 1 : -1);
   v.eq   = v.bottom + r * 0.5;
   if(v.leg > 0)
     {
      v.o62  = v.top - r * 0.62;
      v.o705 = v.top - r * 0.705;
      v.o79  = v.top - r * 0.79;
     }
   else
     {
      v.o62  = v.bottom + r * 0.62;
      v.o705 = v.bottom + r * 0.705;
      v.o79  = v.bottom + r * 0.79;
     }
  }

int Zone(const Levels &v, const double price)
  {
   double tol  = _Point * 0.005;
   int    zone = (price > v.eq + tol ? 1 : (price < v.eq - tol ? -1 : 0));
   if(price >= MathMin(v.o62, v.o79) - tol && price <= MathMax(v.o62, v.o79) + tol)
      zone *= 2;
   return zone;
  }

bool Same(const Levels &a, const Levels &b)
  {
   if(a.ok != b.ok)
      return false;
   if(!a.ok)
      return true;
   return (a.top == b.top && a.bo

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