Add Pivot point supports (S1,S2,S3) and resistances (R1,R2,R3) to an existing Support Resistance indicator that use fractals.

Tâche terminée

Temps d'exécution 68 jours

Spécifications

Hello !

I use the SS_SupportResistance indicator and I love it :

It draw zones based on Fractals.

But I would like to have Daily, Weekly and Monthly Pivot point supports (S1,S2,S3) and resistances (R1,R2,R3) to be drawed as zone like the rests and merged when they overlap.
Daily, Weekly and Monthly should be switched with parameters.

This it the part that get the zone, it should be easy to add the Pivot Points supports and resistances :
The whole indicator is attached.

void FindZones()
{
   int i, j, shift, bustcount=0, testcount = 0;
   double hival, loval;
   bool turned = false, hasturned = false;

   double temp_hi[1000], temp_lo[1000];
   int    temp_start[1000], temp_hits[1000], temp_strength[1000], temp_count = 0;
   bool   temp_turn[1000], temp_merge[1000];
   int merge1[1000], merge2[1000], merge_count = 0;

   // iterate through zones from oldest to youngest (ignore recent 5 bars),
   // finding those that have survived through to the present...
   for (shift=MathMin(iBars(NULL, TimeFrame)-1, BackLimit); shift>IgnoreShift; shift--)
   {
      double atr = iATR(NULL, TimeFrame, 7, shift);
      double fu = atr/2 * zone_fuzzfactor;
      bool isWeak;
      bool touchOk = false;
      bool isBust = false;
      double close = iClose(NULL, TimeFrame, shift);
      double high  = iHigh(NULL, TimeFrame, shift);
      double low   = iLow(NULL, TimeFrame, shift);
      double hi_i;
      double lo_i;

      if (FastUpPts[shift] > 0.001)
      {
         // a zigzag high point
         isWeak = true;
         if (SlowUpPts[shift] > 0.001)
            isWeak = false;

         hival = high;
         if (zone_extend == true)
            hival += fu;

         loval = MathMax(MathMin(close, high-fu), high-fu*2);
         turned = false;
         hasturned = false;
         isBust = false;

         bustcount = 0;
         testcount = 0;

         for (i=shift-1; i>=0; i--)
         {
            hi_i = iHigh(NULL, TimeFrame, i);
            lo_i = iLow(NULL, TimeFrame, i);

            if ((turned == false && FastUpPts[i] >= loval && FastUpPts[i] <= hival) ||
                (turned == true && FastDnPts[i] <= hival && FastDnPts[i] >= loval))
            {
               // Potential touch, just make sure its been 10+candles since the prev one
               touchOk = true;
               for (j=i+1; j<i+11; j++)
               {
                  if ((turned == false && FastUpPts[j] >= loval && FastUpPts[j] <= hival) ||
                      (turned == true && FastDnPts[j] <= hival && FastDnPts[j] >= loval))
                  {
                     touchOk = false;
                     break;
                  }
               }

               if (touchOk == true)
               {
                  // we have a touch.  If its been busted once, remove bustcount
                  // as we know this level is still valid & has just switched sides
                  bustcount = 0;
                  testcount++;
               }
            }

            if ((turned == false && hi_i > hival) ||
                (turned == true && lo_i < loval))
            {
               // this level has been busted at least once
               bustcount++;

               if (bustcount > 1 || isWeak == true)
               {
                  // busted twice or more
                  isBust = true;
                  break;
               }

               if (turned == true)
                  turned = false;
               else if (turned == false)
                  turned = true;

               hasturned = true;

               // forget previous hits
               testcount = 0;
            }
         }

         if (isBust == false)
         {
            // level is still valid, add to our list
            temp_hi[temp_count] = hival;
            temp_lo[temp_count] = loval;
            temp_turn[temp_count] = hasturned;
            temp_hits[temp_count] = testcount;
            temp_start[temp_count] = shift;
            temp_merge[temp_count] = false;
            
            if (testcount > 3)
               temp_strength[temp_count] = ZONE_PROVEN;
            else if (testcount > 0)
               temp_strength[temp_count] = ZONE_VERIFIED;
            else if (hasturned == true)
               temp_strength[temp_count] = ZONE_TURNCOAT;
            else if (isWeak == false)
               temp_strength[temp_count] = ZONE_UNTESTED;
            else
               temp_strength[temp_count] = ZONE_WEAK;

            temp_count++;
         }
      }
      else if (FastDnPts[shift] > 0.001)
      {
         // a zigzag low point
         isWeak = true;
         if (SlowDnPts[shift] > 0.001)
            isWeak = false;

         loval = low;
         if (zone_extend == true)
            loval -= fu;

         hival = MathMin(MathMax(close, low+fu), low+fu*2);
         turned = false;
         hasturned = false;

         bustcount = 0;
         testcount = 0;
         isBust = false;

         for (i=shift-1; i>=0; i--)
         {
            hi_i = iHigh(NULL, TimeFrame, i);
            lo_i = iLow(NULL, TimeFrame, i);

            if ((turned == true && FastUpPts[i] >= loval && FastUpPts[i] <= hival) ||
                (turned == false && FastDnPts[i] <= hival && FastDnPts[i] >= loval))
            {
               // Potential touch, just make sure its been 10+candles since the prev one
               touchOk = true;
               for (j=i+1; j<i+11; j++)
               {
                  if ((turned == true && FastUpPts[j] >= loval && FastUpPts[j] <= hival) ||
                      (turned == false && FastDnPts[j] <= hival && FastDnPts[j] >= loval))
                  {
                     touchOk = false;
                     break;
                  }
               }

               if (touchOk == true)
               {
                  // we have a touch.  If its been busted once, remove bustcount
                  // as we know this level is still valid & has just switched sides
                  bustcount = 0;
                  testcount++;
               }
            }

            if ((turned == true && hi_i > hival) ||
                (turned == false && lo_i < loval))
            {
               // this level has been busted at least once
               bustcount++;

               if (bustcount > 1 || isWeak == true)
               {
                  // busted twice or more
                  isBust = true;
                  break;
               }

               if (turned == true)
                  turned = false;
               else if (turned == false)
                  turned = true;

               hasturned = true;

               // forget previous hits
               testcount = 0;
            }
         }

         if (isBust == false)
         {
            // level is still valid, add to our list
            temp_hi[temp_count] = hival;
            temp_lo[temp_count] = loval;
            temp_turn[temp_count] = hasturned;
            temp_hits[temp_count] = testcount;
            temp_start[temp_count] = shift;
            temp_merge[temp_count] = false;

            if (testcount > 3)
               temp_strength[temp_count] = ZONE_PROVEN;
            else if (testcount > 0)
               temp_strength[temp_count] = ZONE_VERIFIED;
            else if (hasturned == true)
               temp_strength[temp_count] = ZONE_TURNCOAT;
            else if (isWeak == false)
               temp_strength[temp_count] = ZONE_UNTESTED;
            else
               temp_strength[temp_count] = ZONE_WEAK;

            temp_count++;
         }
      }
   }

   // look for overlapping zones...
   if (zone_merge == true)
   {
      merge_count = 1;
      int iterations = 0;
      while (merge_count > 0 && iterations < 3)
      {
         merge_count = 0;
         iterations++;

         for (i = 0; i < temp_count; i++)
            temp_merge[i] = false;

         for (i = 0; i < temp_count-1; i++)
         {
            if (temp_hits[i] == -1 || temp_merge[j] == true)
               continue;

            for (j = i+1; j < temp_count; j++)
            {
               if (temp_hits[j] == -1 || temp_merge[j] == true)
                  continue;

               if ((temp_hi[i] >= temp_lo[j] && temp_hi[i] <= temp_hi[j]) ||
                   (temp_lo[i] <= temp_hi[j] && temp_lo[i] >= temp_lo[j]) ||
                   (temp_hi[j] >= temp_lo[i] && temp_hi[j] <= temp_hi[i]) ||
                   (temp_lo[j] <= temp_hi[i] && temp_lo[j] >= temp_lo[i]))
               {
                  merge1[merge_count] = i;
                  merge2[merge_count] = j;
                  temp_merge[i] = true;
                  temp_merge[j] = true;
                  merge_count++;
               }
            }
         }

         // ... and merge them ...
         for (i=0; i<merge_count; i++)
         {
            int target = merge1[i];
            int source = merge2[i];

            temp_hi[target] = MathMax(temp_hi[target], temp_hi[source]);
            temp_lo[target] = MathMin(temp_lo[target], temp_lo[source]);
            temp_hits[target] += temp_hits[source];
            temp_start[target] = MathMax(temp_start[target], temp_start[source]);
            temp_strength[target] = MathMax(temp_strength[target], temp_strength[source]);
            if (temp_hits[target] > 3)
               temp_strength[target] = ZONE_PROVEN;

            if (temp_hits[target] == 0 && temp_turn[target] == false)
            {
               temp_hits[target] = 1;
               if (temp_strength[target] < ZONE_VERIFIED)
                  temp_strength[target] = ZONE_VERIFIED;
            }

            if (temp_turn[target] == false || temp_turn[source] == false)
               temp_turn[target] = false;
            if (temp_turn[target] == true)
               temp_hits[target] = 0;

            temp_hits[source] = -1;
         }
      }
   }

   // copy the remaining list into our official zones arrays
   zone_count = 0;
   for (i=0; i<temp_count; i++)
   {
      if (temp_hits[i] >= 0 && zone_count < 1000)
      {
         zone_hi[zone_count]       = temp_hi[i];
         zone_lo[zone_count]       = temp_lo[i];
         zone_hits[zone_count]     = temp_hits[i];
         zone_turn[zone_count]     = temp_turn[i];
         zone_start[zone_count]    = temp_start[i];
         zone_strength[zone_count] = temp_strength[i];
         
         if (zone_hi[zone_count] < Close[4])
            zone_type[zone_count] = ZONE_SUPPORT;
         else if (zone_lo[zone_count] > Close[4])
            zone_type[zone_count] = ZONE_RESIST;
         else
         {
            for (j=5; j<1000; j++)
            {
               if (iClose(NULL, TimeFrame, j) < zone_lo[zone_count])
               {
                  zone_type[zone_count] = ZONE_RESIST;
                  break;
               }
               else if (iClose(NULL, TimeFrame, j) > zone_hi[zone_count])
               {
                  zone_type[zone_count] = ZONE_SUPPORT;
                  break;
               }
            }

            if (j == 1000)
               zone_type[zone_count] = ZONE_SUPPORT;
         }

         zone_count++;
      }
   }
}


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