Smart Session Breakout

#property version   "1.10"
#property strict
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 clrLimeGreen  // Buy Signal Arrow
#property indicator_color2 clrRed        // Sell Signal Arrow
#property indicator_color3 clrDodgerBlue // Upper Range Level
#property indicator_color4 clrDeepPink   // Lower Range Level
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 1
#property indicator_width4 1

double BufferBuy[];
double BufferSell[];
double BufferUpperLevel[];
double BufferLowerLevel[];

input string   InpAsianStart    = "00:00";    // Session Start (Broker Server Time HH:MM)
input string   InpAsianEnd      = "08:00";    // Session End (Broker Server Time HH:MM)
input int      InpMaxDays       = 30;         // Max Days to Process on Chart
input double   InpMinBoxPips    = 8.0;        // Min Range Box Height (Pips)
input double   InpMaxBoxPips    = 70.0;       // Max Range Box Height (Pips)
input bool     InpSignalOnClose = true;       // Confirm Signal on Bar Close (Non-Repainting)

input bool     InpUseATRFilter  = true;       // Enable ATR Expansion Filter
input int      InpATRPeriod     = 14;         // ATR Period
input double   InpATRCoeff      = 0.8;        // Min Breakout Candle Body vs ATR Ratio

input color    InpBoxColor      = C'30,50,90';  // Range Box Color
input bool     InpFillBox       = true;         // Fill Range Box
input color    InpUpperLineCol  = clrDodgerBlue;// Upper Line Color
input color    InpLowerLineCol  = clrDeepPink;  // Lower Line Color

input bool     InpShowDash      = true;         // Show On-Screen Dashboard Panel
input ENUM_BASE_CORNER InpCorner= CORNER_RIGHT_UPPER; // Panel Position Corner
input color    InpBgColor       = C'18,24,38';  // Dashboard Background Color
input color    InpTxtColor      = clrWhite;     // Dashboard Text Color
input color    InpAccentColor   = C'0,195,255'; // Dashboard Accent Highlight

input bool     InpPopupAlert    = true;       // Enable Pop-up Alert
input bool     InpSoundAlert    = true;       // Enable Sound Alert
input bool     InpSendEmail     = false;      // Enable Email Alert
input bool     InpSendPush      = false;      // Enable Push Alert to Mobile

string   g_prefix    = "SSB_";
double   g_pipSize   = 0.0001;
datetime g_lastAlertBar = 0;    // one alert per bar, whatever the mode

int      g_startSec  = 0;       // session start, seconds past midnight
int      g_sessionLen= 0;       // session length in seconds, always > 0

int ParseHHMM(string s)
{
   string parts[];
   if(StringSplit(s, StringGetCharacter(":", 0), parts) != 2) return(-1);

   int h = (int)StringToInteger(parts[0]);
   int m = (int)StringToInteger(parts[1]);
   if(h < 0 || h > 23 || m < 0 || m > 59) return(-1);

   return(h * 3600 + m * 60);
}

datetime MidnightOf(datetime t) { return((datetime)(t - (t % 86400))); }

bool IsRightCorner()
{
   return(InpCorner == CORNER_RIGHT_UPPER || InpCorner == CORNER_RIGHT_LOWER);
}

int PanelX(int panelLeft, int panelWidth, int offsetFromLeft)
{
   return(IsRightCorner() ? (panelLeft + panelWidth - offsetFromLeft)
                          : (panelLeft + offsetFromLeft));
}

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

void OnDeinit(const int reason)
{
   CleanUpObjects();
}

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
   }
   if(rates_total < 50) return(0);

   int limit = rates_total - prev_calculated;
   if(prev_calculated > 0) limit++;
   if(limit > rates_total) limit = rates_total;

   if(InpMaxDays > 0)
   {
      int maxBars = iBarShift(NULL, 0, TimeCurrent() - InpMaxDays * 86400, false);
      if(maxBars > 0 && limit > maxBars) limit = maxBars;
   }

   datetime cachedStart = 0;
   double   cachedHigh  = 0.0;
   double   cachedLow   = 0.0;
   bool     cachedValid = false;

   for(int i = limit - 1; i >= 0; i--)
   {
      BufferBuy[i]        = EMPTY_VALUE;
      BufferSell[i]       = EMPTY_VALUE;
      BufferUpperLevel[i] = EMPTY_VALUE;
      BufferLowerLevel[i] = EMPTY_VALUE;

      datetime barTime = time[i];

      datetime sessStart = MidnightOf(barTime) + g_startSec;
      datetime sessEnd   = sessStart + g_sessionLen;
      if(barTime < sessEnd)
      {
         sessStart -= 86400;
         sessEnd   -= 86400;
      }
      if(barTime < sessEnd) continue;

      if(sessStart != cachedStart)
      {
         cachedStart = sessStart;
         cachedValid = false;

         int barStart = iBarShift(NULL, 0, sessStart, false);
         int barEnd   = iBarShift(NULL, 0, sessEnd,   false);

         if(barStart > 0 && barEnd >= 0 && barStart > barEnd)
         {
            int count = barStart - barEnd + 1;
            int hiShift = iHighest(NULL, 0, MODE_HIGH, count, barEnd);
            int loShift = iLowest (NULL, 0, MODE_LOW,  count, barEnd);

            if(hiShift >= 0 && loShift >= 0)
            {
               double boxHigh = High[hiShift];
               double boxLow  = Low[loShift];
               double boxPips = (boxHigh - boxLow) / g_pipSize;

               if(boxPips >= InpMinBoxPips && boxPips <= InpMaxBoxPips)
               {
                  cachedHigh  = boxHigh;
                  cachedLow   = boxLow;
                  cachedValid = true;
                  DrawSessionBox(sessStart, sessEnd, boxHigh, boxLow);

Показано первые 50% кода (символов: 10051)