【解説】【MQL5 community】 ZigZag (ジグザグ): ある期間のトップとボトムをつなぐ線。 エリオット波動理論のジグザグのラインでもある。 直近高値から５％（デフォルト）以上の反落があった場合、 ここでジグザグの向きが反転する。 この反転をもって「買い・売り」シグナルとします。
一見すると、ジグザグ線を移動平均のようにして使えそうです。 しかし線が確定するまで時間がかかるので、この意味では使えない。 だたトレンドを把握するのには使える。
//+------------------------------------------------------------------+
//| ZigZag.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 1
//---- plot Zigzag
#property indicator_label1 "Zigzag"
#property indicator_type1 DRAW_SECTION
#property indicator_color1 Red
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int ExtDepth=12;
input int ExtDeviation=5;
input int ExtBackstep=3;
//--- indicator buffers
double ZigzagBuffer[]; // main buffer
double HighMapBuffer[]; // highs
double LowMapBuffer[]; // lows
int level=3; // recounting depth
double deviation; // deviation in points
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ZigzagBuffer,INDICATOR_DATA);
SetIndexBuffer(1,HighMapBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(2,LowMapBuffer,INDICATOR_CALCULATIONS);
//--- set short name and digits
PlotIndexSetString(0,PLOT_LABEL,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- set empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- to use in cycle
deviation=ExtDeviation*_Point;
//---
return(0);
}
//+------------------------------------------------------------------+
//| searching index of the highest bar |
//+------------------------------------------------------------------+
int iHighest(const double &array[],
int depth,
int startPos)
{
int index=startPos;
//--- start index validation
if(startPos＜0)
{
Print("Invalid parameter in the function iHighest, startPos =",startPos);
return 0;
}
int size=ArraySize(array);
//--- depth correction if need
if(startPos-depth＜0) depth=startPos;
double max=array[startPos];
//--- start searching
for(int i=startPos;i>startPos-depth;i--)
{
if(array[i]>max)
{
index=i;
max=array[i];
}
}
//--- return index of the highest bar
return(index);
}
//+------------------------------------------------------------------+
//| searching index of the lowest bar |
//+------------------------------------------------------------------+
int iLowest(const double &array[],
int depth,
int startPos)
{
int index=startPos;
//--- start index validation
if(startPos＜0)
{
Print("Invalid parameter in the function iLowest, startPos =",startPos);
return 0;
}
int size=ArraySize(array);
//--- depth correction if need
if(startPos-depth＜0) depth=startPos;
double min=array[startPos];
//--- start searching
for(int i=startPos;i>startPos-depth;i--)
{
if(array[i]＜min)
{
index=i;
min=array[i];
}
}
//--- return index of the lowest bar
return(index);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[])
{
int i=0;
int limit=0,counterZ=0,whatlookfor=0;
int shift=0,back=0,lasthighpos=0,lastlowpos=0;
double val=0,res=0;
double curlow=0,curhigh=0,lasthigh=0,lastlow=0;
//--- auxiliary enumeration
enum looling_for
{
Pike=1, // searching for next high
Sill=-1 // searching for next low
};
//--- initializing
if(prev_calculated==0)
{
ArrayInitialize(ZigzagBuffer,0.0);
ArrayInitialize(HighMapBuffer,0.0);
ArrayInitialize(LowMapBuffer,0.0);
}
//--- set start position for calculations
if(prev_calculated==0) limit=ExtDepth;
//--- ZigZag was already counted before
if(prev_calculated>0)
{
i=rates_total-1;
//--- searching third extremum from the last uncompleted bar
while(counterZ＜level && i>rates_total-100)
{
res=ZigzagBuffer[i];
if(res!=0) counterZ++;
i--;
}
i++;
limit=i;
//--- what type of exremum we are going to find
if(LowMapBuffer[i]!=0)
{
curlow=LowMapBuffer[i];
whatlookfor=Pike;
}
else
{
curhigh=HighMapBuffer[i];
whatlookfor=Sill;
}
//--- chipping
for(i=limit+1;i＜rates_total;i++)
{
ZigzagBuffer[i]=0.0;
LowMapBuffer[i]=0.0;
HighMapBuffer[i]=0.0;
}
}
//--- searching High and Low
for(shift=limit;shift＜rates_total;shift++)
{
val=low[iLowest(low,ExtDepth,shift)];
if(val==lastlow) val=0.0;
else
{
lastlow=val;
if((low[shift]-val)>deviation) val=0.0;
else
{
for(back=1;back＜=ExtBackstep;back++)
{
res=LowMapBuffer[shift-back];
if((res!=0) && (res>val)) LowMapBuffer[shift-back]=0.0;
}
}
}
if(low[shift]==val) LowMapBuffer[shift]=val; else LowMapBuffer[shift]=0.0;
//--- high
val=high[iHighest(high,ExtDepth,shift)];
if(val==lasthigh) val=0.0;
else
{
lasthigh=val;
if((val-high[shift])>deviation) val=0.0;
else
{
for(back=1;back＜=ExtBackstep;back++)
{
res=HighMapBuffer[shift-back];
if((res!=0) && (res＜val)) HighMapBuffer[shift-back]=0.0;
}
}
}
if(high[shift]==val) HighMapBuffer[shift]=val; else HighMapBuffer[shift]=0.0;
}
//--- last preparation
if(whatlookfor==0)// uncertain quantity
{
lastlow=0;
lasthigh=0;
}
else
{
lastlow=curlow;
lasthigh=curhigh;
}
//--- final rejection
for(shift=limit;shift＜rates_total;shift++)
{
res=0.0;
switch(whatlookfor)
{
case 0: // search for peak or lawn
if(lastlow==0 && lasthigh==0)
{
if(HighMapBuffer[shift]!=0)
{
lasthigh=high[shift];
lasthighpos=shift;
whatlookfor=Sill;
ZigzagBuffer[shift]=lasthigh;
res=1;
}
if(LowMapBuffer[shift]!=0)
{
lastlow=low[shift];
lastlowpos=shift;
whatlookfor=Pike;
ZigzagBuffer[shift]=lastlow;
res=1;
}
}
break;
case Pike: // search for peak
if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]＜lastlow && HighMapBuffer[shift]==0.0)
{
ZigzagBuffer[lastlowpos]=0.0;
lastlowpos=shift;
lastlow=LowMapBuffer[shift];
ZigzagBuffer[shift]=lastlow;
res=1;
}
if(HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
{
lasthigh=HighMapBuffer[shift];
lasthighpos=shift;
ZigzagBuffer[shift]=lasthigh;
whatlookfor=Sill;
res=1;
}
break;
case Sill: // search for lawn
if(HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0)
{
ZigzagBuffer[lasthighpos]=0.0;
lasthighpos=shift;
lasthigh=HighMapBuffer[shift];
ZigzagBuffer[shift]=lasthigh;
}
if(LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
{
lastlow=LowMapBuffer[shift];
lastlowpos=shift;
ZigzagBuffer[shift]=lastlow;
whatlookfor=Pike;
}
break;
default: return(rates_total);
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
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