//+------------------------------------------------------------------+ // Forecast the next bar // http://www.investorguide.com/article/13283/range-finder-forecasting-the-next-bar-high-and-low-wc/ // http://www.forexfactory.com/showthread.php?p=9265313#post9265313 // To find the next bar low, you add today's high + low + close, then divide the sum by 3, then // multiply the total by 2, and from that figure you subtract today's high. // To find the next bar high, use the same initial equation but rather than the high, // subtract the current bar {low}. // Next Low (H+L+C/3)x2-H // Next High (H + L + C/3)x2-L //+------------------------------------------------------------------+ #property copyright "LukeB" #property link "http://www.forexfactory.com/lukeb" #property strict // #include // #property indicator_chart_window #property indicator_buffers 2 #property indicator_color1 clrMediumSeaGreen #property indicator_color2 clrRosyBrown #property indicator_width1 1 #property indicator_width2 1 #property indicator_style1 STYLE_SOLID #property indicator_style2 STYLE_SOLID // const string shortName = "BarRangeForecast"; double indi_barTop[]; double indi_barBottom[]; // enum ENUM_BAR_PREDICTION_MODE {ALL_DAY_BARS, RELATIVE_TF, SAME_TIME_BAR}; enum ENUM_PREDICTION_MODE { BAR_HIGH, BAR_LOW }; // extern ENUM_BAR_PREDICTION_MODE PREDICTION_MODE = SAME_TIME_BAR; // //------- Constants for common values ------------------ const int ZEROSTART = 0; const int NOSHIFT = 0; const int BARZERO = 0; const int CHARTWINDOW = 0; const int BARSTOEXTEND = 30; const int NOTIME = NULL; // Same as zero const string NL = "\n"; // ////void RangeLine(ENUM_PREDICION_MODE HIGH_LOW, color lineColor, int textSize); // A Pulblic Constructor enum ENUM_DISPLAY_LEVELS {TOP_M1, TOP_M5, TOP_M15, TOP_M30, TOP_H1, TOP_H4, TOP_D1, TOP_W1, TOP_MN1, LOW_M1, LOW_M5, LOW_M15, LOW_M30, LOW_H1, LOW_H4, LOW_D1, LOW_W1, LOW_MN1, endDisplayPeriods}; ENUM_PREDICTION_MODE lineMode[]= {BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_HIGH, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW, BAR_LOW }; color lineClr[] = {clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrBisque,clrBisque,clrBisque, clrBisque, clrBisque,clrBisque,clrBisque,clrBisque,clrBisque }; color labelClr[] = {clrBisque,clrBisque,clrBisque, clrBisque, clrBisque,clrBisque,clrBisque,clrBisque,clrBisque, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime, clrLime }; ENUM_TIMEFRAMES forecastTF[] = {PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN1, PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN1}; int labelSize = 11; // //+-------------------------------------------------------------------------------------------+ //| ------- Line Management Object ------------- | //+-------------------------------------------------------------------------------------------+ class RangeLine // There will be an instance of this class for each range line { private: const static int uniqueNumber; // A Number to ensure names are unique to this indicator const static ENUM_ANCHOR_POINT textAnchorValue; // Text associaed with the lines will be anchored here static int lineNumber; // Number incremented with each instance creation to make unique line names datetime barZeroTime; // New Bar Detection for updateing line endpoints and numbers. ENUM_TIMEFRAMES rangePeriod; // Period this line is for ENUM_PREDICTION_MODE lineMode; // BAR_HIGH or BAR_LOW line // string lineName; // Name of the line color lineColor; // Color of ghe line int lineWeight; // weight of the line ENUM_LINE_STYLE lineStyle; // The style of he line datetime startTime, endTime; // Time for the line to start and end double linePrice; // Price for the line to start and end; line is always horizontal, one price needed. // string lineLabelText; // Text to display on the line string labelName; // Name of the label objet color labelColor; // Color to make the label int labelSize; // Font size of the label object string labelStyle; // Font style of the label object. // void GetLabelAnchorPoint(datetime&, double&); // create the time and price values to anchor the lable object void SetTheEndTime(void); // Sets line End Point based on the Chart (not range period) timeframe. protected: void CreateLine(void); // Create the line and set it's attributes void MoveLine(void); // Put the line in positions void CreateLineLabelText(void); // Place the label on the display void MakeLineLabelObject(void); // Place the label on the display void MoveLineLabel(void); // Move the lable to the current position public: void ~RangeLine(void); // A Public Destructor void RangeLine(ENUM_PREDICTION_MODE HIGH_LOW, ENUM_TIMEFRAMES tf, color lineColor, color lblClr, int textSize); // A Pulblic Constructor void BarZeroUpdates(void); // Set the start and end point values string GetInstanceInfo(void); // Get an instance information string }; const static int RangeLine::uniqueNumber = 863; // Initialize static (global) class unique number const static ENUM_ANCHOR_POINT RangeLine::textAnchorValue = ANCHOR_RIGHT_LOWER; static int RangeLine::lineNumber = 0; // used to make uniqe names for each line. RangeLine *managedLines[]; // Make an array of the lines //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { int initSucceeded = INIT_SUCCEEDED; //--- create timer EventSetTimer(1); // IndicatorShortName(shortName); // SetIndexBuffer( 0, indi_barTop ); SetIndexStyle( 0, DRAW_LINE ); SetIndexLabel( 0, "Bar-Top" ); SetIndexEmptyValue( 0, EMPTY_VALUE ); // SetIndexBuffer( 1, indi_barBottom ); SetIndexStyle( 1, DRAW_LINE ); SetIndexLabel( 1, "Bar-Bottom" ); SetIndexEmptyValue( 1, EMPTY_VALUE ); // IndicatorDigits( Digits+1 ); // if(ArrayResize(managedLines,endDisplayPeriods)< endDisplayPeriods ) // Make the array large enough to hold the new instance of RangeLine. { initSucceeded = INIT_FAILED; Print("Memory Alloscation for Line drawing failed: ",GetLastError(),", ",ErrorDescription(GetLastError())); } else { for(ENUM_DISPLAY_LEVELS i = 0; i < endDisplayPeriods; i++) // Loop through all the possible line objects { managedLines[i] = new RangeLine(lineMode[i], forecastTF[i], lineClr[i], labelClr[i], labelSize); // make a range line object. } } // return( initSucceeded ); // } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { EventKillTimer(); // Clean up on Exit // for(ENUM_DISPLAY_LEVELS i = 0; i < endDisplayPeriods; i++) // Loop through all the possible line objects { delete managedLines[i]; } Comment(""); } //+------------------------------------------------------------------+ //| expert timer function | //+------------------------------------------------------------------+ void OnTimer() //timer should be every minute to coincide with the creation of new bars { for(ENUM_DISPLAY_LEVELS i = 0; i < endDisplayPeriods; i++) // Loop through all the possible line objects { managedLines[i].BarZeroUpdates(); } // string debugString = StringConcatenate("High Bar 0: ",indi_barTop[0],", High Bar 1: ",indi_barTop[1],", High Bar 2: ",indi_barTop[2],NL, // "Low Bar 0: ",indi_barBottom[0],", Low Bar 1: ",indi_barBottom[1],", Low Bar 2: ",indi_barBottom[2]); // Comment(debugString); } //+------------------------------------------------------------------+ //| On Chart Event | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { } //+------------------------------------------------------------------+ //| 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 firstCalcBar = (rates_total-prev_calculated) - 1; if ( (firstCalcBar >= 0) ) // If zero or larger, there are new bars { for(int calcBar = firstCalcBar; calcBar>=0; calcBar--) { /* static bool commented = false; if( (!commented) ) { commented = true; Print("Array Size: ",ArraySize(indi_barTop),", Calc Bar: ",calcBar); } */ ENUM_PREDICTION_MODE predictionMode = BAR_HIGH; indi_barTop[calcBar] = GetBarPrediction(calcBar, (ENUM_TIMEFRAMES) Period(), predictionMode ); predictionMode = BAR_LOW; indi_barBottom[calcBar] = GetBarPrediction(calcBar, (ENUM_TIMEFRAMES) Period(), predictionMode ); } } return( rates_total ); } // //+------------------------------------------------------------------+ double GetBarPrediction(const int& calcBar, const ENUM_TIMEFRAMES tf, const ENUM_PREDICTION_MODE& highOrLow ) { double high, low, close, tfExtreme; switch (PREDICTION_MODE) { case ALL_DAY_BARS: setAllDayBars(tf, high,low,close,tfExtreme,calcBar, highOrLow); // all variables called by reference must be set in the function break; case RELATIVE_TF: setRelativeTFBars(tf, high,low,close,tfExtreme,calcBar, highOrLow); // all variables called by reference must be set in the function break; case SAME_TIME_BAR: setSameTimeBar(tf, high,low,close,tfExtreme,calcBar, highOrLow); // all variables called by reference must be set in the function break; default: setRelativeTFBars(tf, high,low,close,tfExtreme,calcBar, highOrLow); // all variables called by reference must be set in the function Print("Error: SetBarTop called with PREDICTION_MODE set to invalid value: ",IntegerToString(PREDICTION_MODE)); break; } // Next Low (H+L+C/3)x2-H // Next High (H + L + C/3)x2-L return( ((((high + low + close)/3)*2) - tfExtreme) ); //return( ((high + low + (close/3))*2) - tfExtreme); } void setSameTimeBar(const ENUM_TIMEFRAMES& tf, double& high,double& low,double& close,double& tfExtreme, const int& calcBar, const ENUM_PREDICTION_MODE& extremeMode ) // all called by reference must be set in the function { ENUM_TIMEFRAMES workingTF = tf; high = iHigh(Symbol(),workingTF,calcBar + 1); // the high of the last completed bar low = iLow(Symbol(),workingTF,calcBar + 1); // the low of the last completed bar close = iClose(Symbol(),workingTF,calcBar + 1); // the close of the last completed bar tfExtreme = extremeMode==BAR_HIGH?iLow(Symbol(),workingTF,calcBar+1):iHigh(Symbol(),workingTF,calcBar+1); // Close of the last larger tf bar } void setRelativeTFBars(const ENUM_TIMEFRAMES& tf, double& high,double& low,double& close,double& tfExtreme, const int& calcBar, const ENUM_PREDICTION_MODE& extremeMode ) // all called by reference must be set in the function { ENUM_TIMEFRAMES workingTF = tf; high = iHigh(Symbol(),workingTF,calcBar + 1); // the high of the last completed bar low = iLow(Symbol(),workingTF,calcBar + 1); // the low of the last completed bar close = iClose(Symbol(),workingTF,calcBar + 1); // the close of the last completed bar tfExtreme = extremeMode==BAR_HIGH?iLow(Symbol(),getTFplus1(workingTF),calcBar+1):iHigh(Symbol(),getTFplus1(workingTF),calcBar+1); // Close of the last larger tf bar } ENUM_TIMEFRAMES getTFplus1( const ENUM_TIMEFRAMES& tf) { ENUM_TIMEFRAMES inputTF = tf; ENUM_TIMEFRAMES outputTF; if(tf == PERIOD_CURRENT) { inputTF = (ENUM_TIMEFRAMES) Period(); } switch (inputTF) { case PERIOD_M1: outputTF = PERIOD_M5; break; case PERIOD_M5: outputTF = PERIOD_M15; break; case PERIOD_M15: outputTF = PERIOD_M30; break; case PERIOD_M30: outputTF = PERIOD_H1; break; case PERIOD_H1: outputTF = PERIOD_H4; break; case PERIOD_H4: outputTF = PERIOD_D1; break; case PERIOD_D1: outputTF = PERIOD_W1; break; case PERIOD_W1: outputTF = PERIOD_MN1; break; case PERIOD_MN1: outputTF = PERIOD_MN1; break; default: outputTF = (ENUM_TIMEFRAMES) Period(); Print( "getTFplus1 called with invalid time frame: ",IntegerToString(tf)); break; } return( outputTF ); } string getPeriodText( const ENUM_TIMEFRAMES& tf) { ENUM_TIMEFRAMES inputTF = tf; string periodText = ""; if(tf == PERIOD_CURRENT) { inputTF = (ENUM_TIMEFRAMES) Period(); } switch (inputTF) { case PERIOD_M1: periodText = "M1"; break; case PERIOD_M5: periodText = "M5"; break; case PERIOD_M15: periodText = "M15"; break; case PERIOD_M30: periodText = "M30"; break; case PERIOD_H1: periodText = "H1"; break; case PERIOD_H4: periodText = "H4"; break; case PERIOD_D1: periodText = "D1"; break; case PERIOD_W1: periodText = "W1"; break; case PERIOD_MN1: periodText = "MN1"; break; default: periodText = "Unknown: "+IntegerToString(tf); Print( "getPeriodText called with invalid time frame: ",IntegerToString(tf)); break; } return( periodText ); } // void setAllDayBars(const ENUM_TIMEFRAMES& tf, double& high,double& low,double& close,double& tfExtreme, const int& calcBar, const ENUM_PREDICTION_MODE& extremeMode ) // all called by reference must be set in the function { ENUM_TIMEFRAMES workingTF; workingTF = tf > PERIOD_D1?workingTF = tf:workingTF = PERIOD_D1; // Makes no sense to use D1 on periods larger than D1. int dayBarNum = GetNumberOfDayBar( calcBar, workingTF); high = iHigh(Symbol(),PERIOD_D1,dayBarNum + 1); // the high of the last completed bar low = iLow(Symbol(),PERIOD_D1,dayBarNum + 1); // the low of the last completed bar close = iClose(Symbol(),PERIOD_D1,dayBarNum + 1); // the close of the last completed bar tfExtreme = extremeMode==BAR_HIGH?iLow(Symbol(),getTFplus1(workingTF),calcBar+1):iHigh(Symbol(),getTFplus1(workingTF),calcBar+1); // Close of the last larger tf bar } int GetNumberOfDayBar(const int& calcBar, const ENUM_TIMEFRAMES& workingTF) { int dayBarNum = iBarShift(Symbol(),workingTF,Time[calcBar],false); // I think that for day hours > 12, this will get the next day if ( dayBarNum > (iBars(Symbol(),workingTF)-2) ) // cannot start before we get to the 2nd oldest bar { dayBarNum = iBars(Symbol(),workingTF)-2; } else if( TimeDay(iTime(Symbol(),workingTF,dayBarNum)) != TimeDay(Time[calcBar]) ) // Go Back one if iBarShift got the next day. { dayBarNum = dayBarNum + 1; // the previous day } return( dayBarNum ); } //+-------------------------------------------------------------------------------------------+ //| --------- RangeLine Class Function Definitions ----------- | //+-------------------------------------------------------------------------------------------+ void RangeLine::BarZeroUpdates(void) // Make updates that must be done when there is a new bar zero for the rangePeriod { if( barZeroTime != iTime(Symbol(),rangePeriod,NOSHIFT) ) // is there a new bar zero? Only need to update forecast on a new bar zero. { barZeroTime = iTime(Symbol(),rangePeriod,NOSHIFT); linePrice = GetBarPrediction(BARZERO, rangePeriod, lineMode); } startTime = Time[0]+(Period()*60); // offset the start a little. SetTheEndTime(); MoveLine(); MoveLineLabel(); } void RangeLine::SetTheEndTime(void) { endTime = TimeCurrent() + (Period()*60*BARSTOEXTEND); // extend the line past tge chart's bar zero (is likely a differet timeframe from rangePeriod). } void RangeLine::CreateLine(void) // This actually draws the line. { long chartID = ChartID(); if ( ObjectFind(chartID,lineName) < 0 ) // ObjectFind returns negative # if no object found { ObjectCreate(chartID,lineName,OBJ_TREND,CHARTWINDOW,startTime,linePrice,endTime,linePrice); // user will know if there is no line. But, an error check is common. ObjectSetInteger(chartID,lineName,OBJPROP_COLOR,lineColor); ObjectSetInteger(chartID,lineName,OBJPROP_STYLE,lineStyle); ObjectSetInteger(chartID,lineName,OBJPROP_WIDTH,lineWeight); ObjectSetInteger(chartID,lineName,OBJPROP_RAY,false); // If you want the line to extend to the right edge, make this true ObjectSetInteger(chartID,lineName,OBJPROP_BACK,true); ObjectSetInteger(chartID,lineName,OBJPROP_SELECTED,false); ObjectSetInteger(chartID,lineName,OBJPROP_SELECTABLE,true); ObjectSetInteger(chartID,lineName,OBJPROP_HIDDEN,false); } else { MoveLine(); // If it already exists, just move it to its expected position. } } void RangeLine::MoveLine(void) // Function to move the line when there is a new bar - or on timer, restore it to position if user has messed with it. { bool successZero, successOne; if (ObjectFind(lineName)>-1) // Object find returns 0 or positive # if object is found { successZero = ObjectMove(lineName,0,startTime,linePrice); // I've never seen a fail, so doing nothing with the success check. successOne = ObjectMove(lineName,1,endTime,linePrice); } else { CreateLine(); } } void RangeLine::CreateLineLabelText(void) // Make the text for the line label { string periodText = getPeriodText(rangePeriod); string highLowTxt = (lineMode==BAR_HIGH)?"Bar High":"Bar Low"; lineLabelText = periodText+" "+highLowTxt+" "+DoubleToStr(linePrice,Digits); } void RangeLine::MakeLineLabelObject(void) // Draw the label on its line { long chartID = ChartID(); if ( ObjectFind(chartID,labelName) < 0 ) { datetime anchorTime; double anchorPrice; GetLabelAnchorPoint(anchorTime, anchorPrice); ObjectCreate(chartID,labelName,OBJ_TEXT,CHARTWINDOW,anchorTime,anchorPrice); // user will know if there is no text. But, an error check is common. ObjectSetString(chartID,labelName,OBJPROP_TEXT,lineLabelText); ObjectSetString(chartID,labelName,OBJPROP_FONT,labelStyle); ObjectSetInteger(chartID,labelName,OBJPROP_FONTSIZE,labelSize); ObjectSetDouble(chartID,labelName,OBJPROP_ANGLE,0.0); ObjectSetInteger(chartID,labelName,OBJPROP_ANCHOR,textAnchorValue); ObjectSetInteger(chartID,labelName,OBJPROP_COLOR,lineColor); ObjectSetInteger(chartID,labelName,OBJPROP_BACK,true); ObjectSetInteger(chartID,labelName,OBJPROP_SELECTABLE,true); ObjectSetInteger(chartID,labelName,OBJPROP_SELECTED,false); ObjectSetInteger(chartID,labelName,OBJPROP_HIDDEN,false); } else { MoveLineLabel(); // If it already exists, just display it } } void RangeLine::MoveLineLabel(void) // Move the lable to the current position { long chartID = ChartID(); if ( ObjectFind(chartID,labelName) < 0 ) // If it doesn't exist, makeit. { MakeLineLabelObject(); } else { datetime anchorTime; double anchorPrice; GetLabelAnchorPoint(anchorTime, anchorPrice); // Set the time and price where the text line will be ancored. ObjectSetString(chartID,labelName,OBJPROP_TEXT,lineLabelText); // update the text ObjectMove(chartID,labelName,CHARTWINDOW,anchorTime,anchorPrice); // Place the lable on the chart } } void RangeLine::GetLabelAnchorPoint( datetime& anchorTime, double& anchorPrice ) // Set the time and price where the text line will be ancored. { anchorTime = endTime; anchorPrice = linePrice + (Point); } void RangeLine::~RangeLine() // A Public Destructor { ObjectDelete(lineName); // Delete the on-chart object ObjectDelete(labelName); // Delete the on-chart object } void RangeLine::RangeLine(ENUM_PREDICTION_MODE HIGH_LOW, ENUM_TIMEFRAMES tf, color lClr, color lblClr, int textSize) // A Pulblic Constructor { barZeroTime = NOTIME; // Initilize time to zero, ensure first time new bar calculations. lineNumber++; // each instance will display with its own unique number attached to its objects names. lineName = "NBF_Line"+IntegerToString(uniqueNumber)+"_"+IntegerToString(lineNumber); lineColor = lClr; lineStyle = STYLE_DOT; // ENUM_LINE_STYLE rangePeriod = tf; lineMode = HIGH_LOW; // ENUM_PREDICION_MODE labelColor = lblClr; labelStyle = "Calibri"; labelSize = textSize; labelName = "NBF_Text"+IntegerToString(uniqueNumber)+"_"+IntegerToString(lineNumber); BarZeroUpdates(); CreateLineLabelText(); CreateLine(); MakeLineLabelObject(); } string RangeLine::GetInstanceInfo(void) // no real use for this, but might be usefull in debug for prints. { return(lineName); } //+-------------------------------------------------------------------------------------------+ //| ---------- End RangeLine Class function definitions | //+-------------------------------------------------------------------------------------------+ //+-------------------------------------------------------------------------------------------+ //| Indicator End | //+-------------------------------------------------------------------------------------------+