【解説】【MQL5 community】 ZigzagColor (色つきジグザグ): ZigZagに色を付けたもの。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。
//+------------------------------------------------------------------+
//| ZigzagColor.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
#property indicator_type1 DRAW_COLOR_ZIGZAG
#property indicator_color1 DodgerBlue,Red
//--- input parameters
input int ExtDepth=12;
input int ExtDeviation=5;
input int ExtBackstep=3;
int level=3; // recounting's depth
//--- indicator buffers
double ZigzagPeakBuffer[];
double ZigzagLawnBuffer[];
double HighMapBuffer[];
double LowMapBuffer[];
double ColorBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ZigzagPeakBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ZigzagLawnBuffer,INDICATOR_DATA);
SetIndexBuffer(2,ColorBuffer,INDICATOR_COLOR_INDEX);
SetIndexBuffer(3,HighMapBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,LowMapBuffer,INDICATOR_CALCULATIONS);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
PlotIndexSetString(0,PLOT_LABEL,"ZigzagColor");
//--- set drawing line empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
}
//+------------------------------------------------------------------+
//| get highest value for range |
//+------------------------------------------------------------------+
double Highest(const double&array[],int range,int fromIndex)
{
double res;
//---
res=array[fromIndex];
for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
{
if(res＜array[i]) res=array[i];
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| get lowest value for range |
//+------------------------------------------------------------------+
double Lowest(const double&array[],int range,int fromIndex)
{
double res;
//---
res=array[fromIndex];
for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
{
if(res>array[i]) res=array[i];
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Detrended Price Oscillator |
//+------------------------------------------------------------------+
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 &TickVolume[],
const long &Volume[],
const int &Spread[])
{
int i,limit;
//--- check for rates count
if(rates_total＜100)
{
//--- clean up arrays
ArrayInitialize(ZigzagPeakBuffer,0.0);
ArrayInitialize(ZigzagLawnBuffer,0.0);
ArrayInitialize(HighMapBuffer,0.0);
ArrayInitialize(LowMapBuffer,0.0);
ArrayInitialize(ColorBuffer,0.0);
//--- exit with zero result
return(0);
}
//--- preliminary calculations
int counterZ=0,whatlookfor=0;
int shift,back=0,lasthighpos=0,lastlowpos=0;
double val=0,res=0;
double curlow=0,curhigh=0,lasthigh=0,lastlow=0;
//--- set empty values
if(prev_calculated==0)
{
ArrayInitialize(ZigzagPeakBuffer,0.0);
ArrayInitialize(ZigzagLawnBuffer,0.0);
ArrayInitialize(HighMapBuffer,0.0);
ArrayInitialize(LowMapBuffer,0.0);
//--- start calculation from bar number ExtDepth
limit=ExtDepth-1;
}
//---
if(prev_calculated>0)
{
i=rates_total-1;
while(counterZ＜level && i>rates_total -100)
{
res=(ZigzagPeakBuffer[i]+ZigzagLawnBuffer[i]);
//---
if(res!=0) counterZ++;
i--;
}
i++;
limit=i;
//---
if(LowMapBuffer[i]!=0)
{
curlow=LowMapBuffer[i];
whatlookfor=1;
}
else
{
curhigh=HighMapBuffer[i];
whatlookfor=-1;
}
//---
for(i=limit+1;i＜rates_total;i++)
{
ZigzagPeakBuffer[i]=0.0;
ZigzagLawnBuffer[i]=0.0;
LowMapBuffer[i]=0.0;
HighMapBuffer[i]=0.0;
}
}
//----
for(shift=limit;shift＜rates_total;shift++)
{
val=Lowest(Low,ExtDepth,shift);
//---
if(val==lastlow) val=0.0;
else
{
lastlow=val;
//---
if((Low[shift]-val)>(ExtDeviation*_Point)) val=0.0;
else
{
//---
for(back=ExtBackstep;back>=1;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=Highest(High,ExtDepth,shift);
//---
if(val==lasthigh) val=0.0;
else
{
lasthigh=val;
//---
if((val-High[shift])>(ExtDeviation*_Point)) val=0.0;
else
{
//---
for(back=ExtBackstep;back>=1;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;
}
// final cutting
if(whatlookfor==0)
{
lastlow=0;
lasthigh=0;
}
else
{
lastlow=curlow;
lasthigh=curhigh;
}
//----
for(shift=limit;shift＜rates_total;shift++)
{
res=0.0;
switch(whatlookfor)
{
// look for peak or lawn
case 0: if(lastlow==0 && lasthigh==0)
{
if(HighMapBuffer[shift]!=0)
{
lasthigh=High[shift];
lasthighpos=shift;
whatlookfor=-1;
ZigzagPeakBuffer[shift]=lasthigh;
ColorBuffer[shift]=0;
res=1;
}
if(LowMapBuffer[shift]!=0)
{
lastlow=Low[shift];
lastlowpos=shift;
whatlookfor=1;
ZigzagLawnBuffer[shift]=lastlow;
ColorBuffer[shift]=1;
res=1;
}
}
break;
// look for peak
case 1: if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]＜lastlow &&
HighMapBuffer[shift]==0.0)
{
ZigzagLawnBuffer[lastlowpos]=0.0;
lastlowpos=shift;
lastlow=LowMapBuffer[shift];
ZigzagLawnBuffer[shift]=lastlow;
ColorBuffer[shift]=1;
res=1;
}
if(HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
{
lasthigh=HighMapBuffer[shift];
lasthighpos=shift;
ZigzagPeakBuffer[shift]=lasthigh;
ColorBuffer[shift]=0;
whatlookfor=-1;
res=1;
}
break;
// look for lawn
case -1: if(HighMapBuffer[shift]!=0.0 &&
HighMapBuffer[shift]>lasthigh &&
LowMapBuffer[shift]==0.0)
{
ZigzagPeakBuffer[lasthighpos]=0.0;
lasthighpos=shift;
lasthigh=HighMapBuffer[shift];
ZigzagPeakBuffer[shift]=lasthigh;
ColorBuffer[shift]=0;
}
if(LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
{
lastlow=LowMapBuffer[shift];
lastlowpos=shift;
ZigzagLawnBuffer[shift]=lastlow;
ColorBuffer[shift]=1;
whatlookfor=1;
}
break;
default: return(rates_total);
}
}
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
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