Код: Выделить всё
function Initialize()
{
IndicatorName = "ZZWL";
PriceStudy = true;
AddInput("Input", Inputs.Candle);
AddSeries("ZZWL", DrawAs.Line, Color.Blue);
AddSeries("Lh_Ll", DrawAs.Custom, Color.Magenta, true, Axes.Parent);
AddSeries("O", DrawAs.Custom, Color.Magenta);
AddSeries("X", DrawAs.Line, Color.Gray);
AddParameter("Delta", 0.2);
AddGlobalVariable("peakDetected", Types.Boolean, false);
AddGlobalVariable("troughDetected", Types.Boolean, false);
AddGlobalVariable("peakbar", Types.Int, 0);
AddGlobalVariable("troughbar", Types.Int, 0);
AddGlobalVariable("hi", Types.Double, 0);
AddGlobalVariable("lo", Types.Double, 0);
AddGlobalVariable("hibar", Types.Int, 0);
AddGlobalVariable("lobar", Types.Int, 0);
}
function Evaluate()
{
// AlfaDirect 2015.
// ZZWL (ZigZag WelthLab)
// Новый минимум, если Low бара вырос от текущего Low на %
// Новый максимум, если High бара снизился от текущего High на %
if (CurrentIndex < 2)
{
lo = Input.Low[0]; //First min candle for Low
hi = Input.High[0]; //First max candle for High
}
else
{
double delta = 0.01*Delta;
//Detected Local max and Local min
if(Input.High[0] > hi)
{
hi = Input.High[0];
hibar = CurrentIndex;
}
if(Input.Low[0] < lo)
{
lo = Input.Low[0];
lobar = CurrentIndex;
}
if(!troughDetected)
{
X = (1 + delta)*lo;
if(Input.Low[0] > (1 + delta)*lo)
{
troughDetected = true;
peakDetected = false;
hi = Input.High[0];
hibar = CurrentIndex;
troughbar = lobar;
O[lobar-CurrentIndex] = lo;
ZZWL[lobar-CurrentIndex] = lo;
}
}
if(!peakDetected)
{
X = (1 - delta)*hi;
if(Input.High[0] < (1 - delta)*hi)
{
troughDetected = false;
peakDetected = true;
lo = Input.Low[0];
lobar = CurrentIndex;
peakbar = hibar;
O[hibar-CurrentIndex] = hi;
ZZWL[hibar-CurrentIndex] = hi;
}
}
O.DrawCircle();
if (CurrentIndex == MaxIndex)
{
if (troughbar > peakbar)
{
Lh_Ll[troughbar-CurrentIndex]=ZZWL[troughbar-CurrentIndex];
Lh_Ll[hibar-CurrentIndex] = hi;
}
if (troughbar < peakbar)
{
Lh_Ll[peakbar-CurrentIndex]=ZZWL[peakbar-CurrentIndex];
Lh_Ll[lobar-CurrentIndex] = lo;
}
}
Lh_Ll.DrawLine(Color.Magenta, Line.Dot, 2);
}
}