//+------------------------------------------------------------------+

#property copyright "OPitA"
#property version   "1.03"
#property strict

//Owner "OPitA"
//version 1.00 by Alex Pyrkov June 22, 2021

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 clrAqua
#property indicator_color2 clrMagenta
#property indicator_width1 5
#property indicator_width2 5

const int MAX_LINES=25;
const string PREFIX="JBOB_";
const string NameUpper=PREFIX+"Upper_";
const string NameLower=PREFIX+"Lower_";
const string NameEngulfing=PREFIX+"Engulfing_";

enum ENG_TYPE
{
   engBody=0,//Candle's body
   engWick=1,//Candle's wick
};

enum enTimeFrames
{
   tf_cu  = PERIOD_CURRENT, // Current time frame
   tf_m1  = PERIOD_M1,      // 1 minute
   tf_m5  = PERIOD_M5,      // 5 minutes
   tf_m15 = PERIOD_M15,     // 15 minutes
   tf_m30 = PERIOD_M30,     // 30 minutes
   tf_h1  = PERIOD_H1,      // 1 hour
   tf_h4  = PERIOD_H4,      // 4 hours
   tf_d1  = PERIOD_D1,      // Daily
   tf_w1  = PERIOD_W1,      // Weekly
   tf_mn1 = PERIOD_MN1,     // Monthly
   tf_n1  = -1,             // First higher time frame
   tf_n2  = -2,             // Second higher time frame
   tf_n3  = -3              // Third higher time frame
};
//
//

extern enTimeFrames   TimeFrame                   = tf_cu;  
input int             FractalPeriod               = 36;  //Fractals period
input bool            OBLineDraw                  = true;//Line on OB Candle
input bool            OBLineEngulfing             = false;//Line only on engulfing OB Candle
input ENG_TYPE        OBLineEngulfingType         = engBody;//Engulfing type
input ENG_TYPE        OBLineType                  = engWick;//OB Line type
input string          AlertHeader                 = "=== Alerts ===";//-------
input bool            soundAlert                  = false;
input bool            popupAlert                  = false;
input bool            pushAlert                   = false;
input bool            emailAlert                  = false;
input string          VisualizationHeader         = "=== Visualization ===";//-------
input int             OBLineLength                = 15;//OB Line length, bars
input color           OBLineColorBull             = clrAqua;//BULL OB Line color
input color           OBLineColorBear             = clrMagenta;//BEAR OB Line color
input int             OBLineWidth                 = 1;//OB Line width
input ENUM_LINE_STYLE OBLineStyle                 = STYLE_DASH;//OB Line style
input bool            EngulfingHighlight          = false;//Engulfing Highlight
input color           EngulfingHighlightColorBull = clrSkyBlue;//Bull engulfing Highlight color
input color           EngulfingHighlightColorBear = clrTomato;//Bear engulfing Highlight color

double buffUp[],buffDown[],count[],m_level=0.0;
datetime m_level_updated=0;
int m_ind_upper=0,m_ind_lower=0;
string indicatorFileName,short_name="";
#define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,0,FractalPeriod,OBLineDraw,OBLineEngulfing,OBLineEngulfingType,OBLineType,"",soundAlert,popupAlert,pushAlert,emailAlert,VisualizationHeader,OBLineLength,OBLineColorBull,OBLineColorBear,OBLineWidth,OBLineStyle,EngulfingHighlight,EngulfingHighlightColorBull,EngulfingHighlightColorBear,_buff,_ind)

int OnInit()
{ 
   IndicatorBuffers(3);  
   SetIndexStyle(0,DRAW_ARROW);
   SetIndexArrow(0,159);//218
   SetIndexBuffer(0,buffUp);

   SetIndexStyle(1,DRAW_ARROW);
   SetIndexArrow(1,159);//217
   SetIndexBuffer(1,buffDown);
   SetIndexBuffer(2,count);


   
   short_name="OrderBlocks("+timeFrameToString(TimeFrame)+""+IntegerToString(FractalPeriod)+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"Up");
   SetIndexLabel(1,"Down");


   if(FractalPeriod<=0)
   {
      Print("Wrong Fractals Period=",FractalPeriod);
      return INIT_PARAMETERS_INCORRECT;
   }

   SetIndexDrawBegin(0,FractalPeriod);
   SetIndexDrawBegin(1,FractalPeriod);

   m_ind_upper=0;
   m_ind_lower=0;
   
   indicatorFileName = WindowExpertName();
   TimeFrame         = (enTimeFrames)timeFrameValue(TimeFrame);

   return INIT_SUCCEEDED;
}

void OnDeinit(const int reason)
{
   DeleteObjectsByPrefix(PREFIX);
}

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 limit=fmin(fmax(rates_total-prev_calculated,FractalPeriod),rates_total-2); count[0]=limit; 
   if (TimeFrame != _Period)
   {
      limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(2,0)*TimeFrame/_Period));
      for (int i=limit;i>=0 && !_StopFlag; i--)
      {
          int y = iBarShift(NULL,TimeFrame,time[i]);
          int x = iBarShift(NULL,TimeFrame,time[i-1]); 
          if (x!=y)
          {
             buffUp[i]   = _mtfCall(0,y);
             buffDown[i] = _mtfCall(1,y);
          }
          else
          {
             buffUp[i]   = EMPTY_VALUE;
             buffDown[i] = EMPTY_VALUE; 
          } 
    }   
   return(rates_total);
   }
   
   //
   //

   if(rates_total<=FractalPeriod) return 0;

   limit=rates_total;
   if(prev_calculated>0)
   {
      limit=rates_total-prev_calculated+FractalPeriod+1;
   }
   ArraySetAsSeries(open,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(time,true);
   ArraySetAsSeries(buffUp,true);
   ArraySetAsSeries(buffDown,true);
      
   for(int i=limit-1;i>0;i--)
   {
      bool found_up=true;
      for(int j=i+1;((j<rates_total) && ((j-i)<=FractalPeriod));j++)
      {
         if(low[j]<low[i])
         {
            found_up=false;
            break;  
         }
      }
      if(found_up)
      {
         for(int j=i-1;(j>0 && ((i-j)<=FractalPeriod));j--)
         {
            if(low[j]<low[i])
            {
               found_up=false;
               break;  
            }
         }
      }
      if(found_up)
      {
         buffUp[i]=low[i];
         if(time[i]>m_level_updated && i!=0)
         {
            bool engulfing_ok=false;
            if(OBLineEngulfingType==engBody)
            {
               double L=close[i]<open[i] ? close[i] : open[i];
               double H=close[i]<open[i] ? open[i] : close[i];
               engulfing_ok=close[i-1]>open[i-1] && open[i-1]<=L && close[i-1]>H;
            }
            else if(OBLineEngulfingType==engWick)
            {
               engulfing_ok=low[i-1]<=low[i] && high[i-1]>high[i];
            }

            if(EngulfingHighlight && engulfing_ok)
            {
               DrawRectangle(0,NameEngulfing,time[i+1],MathMin(low[i],low[i-1]),time[i-1]+PeriodSeconds(),MathMax(high[i],high[i-1]),EngulfingHighlightColorBull,1,STYLE_SOLID);
            }

            if(!OBLineEngulfing) engulfing_ok=true;

            if(engulfing_ok)
            {
               m_level_updated=time[i];
               if(OBLineDraw)
               {
                  m_ind_lower++;
                  if(m_ind_lower>MAX_LINES) m_ind_lower=1;
                  
                  if(OBLineType==engBody)
                  {
                     if(close[i]>open[i])
                     {
                        m_level=close[i];
                        if(close[1]>open[i])
                        {
                           DrawTL(0,NameUpper+IntegerToString(m_ind_lower)/*+TimeToString(time[i])*/,time[i],close[i],time[i]+PeriodSeconds()*OBLineLength,close[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                           DrawTL(0,NameLower+IntegerToString(m_ind_lower)/*TimeToString(time[i])*/,time[i],open[i],time[i]+PeriodSeconds()*OBLineLength,open[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                        }
                     }
                     else
                     {
                        m_level=open[i];
                        if(close[1]>close[i])
                        {
                           DrawTL(0,NameUpper+IntegerToString(m_ind_lower)/*TimeToString(time[i])*/,time[i],open[i],time[i]+PeriodSeconds()*OBLineLength,open[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                           DrawTL(0,NameLower+IntegerToString(m_ind_lower)/*TimeToString(time[i])*/,time[i],close[i],time[i]+PeriodSeconds()*OBLineLength,close[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                        }
                     }
                  }
                  else if(OBLineType==engWick)
                  {
                     m_level=high[i];
                     if(close[1]>low[i])
                     {
                        DrawTL(0,NameUpper+IntegerToString(m_ind_lower)/*+TimeToString(time[i])*/,time[i],high[i],time[i]+PeriodSeconds()*OBLineLength,high[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                        DrawTL(0,NameLower+IntegerToString(m_ind_lower)/*+TimeToString(time[i])*/,time[i],low[i],time[i]+PeriodSeconds()*OBLineLength,low[i],OBLineColorBull,OBLineWidth,OBLineStyle);
                     }
                  }
               }
            }
         }
      }
      else 
      {
         buffUp[i]=EMPTY_VALUE;
         string nm=NameUpper+TimeToString(time[i]);
         if(ObjectFind(0,nm)>=0)
         {
            color col=(color)ObjectGetInteger(0,nm,OBJPROP_COLOR);
            if(col==OBLineColorBull) ObjectDelete(0,nm);
         }
         nm=NameLower+TimeToString(time[i]);
         if(ObjectFind(0,nm)>=0)
         {
            color col=(color)ObjectGetInteger(0,nm,OBJPROP_COLOR);
            if(col==OBLineColorBull) ObjectDelete(0,nm);
         }
      }
      
      bool found_down=true;
      for(int j=i+1;((j<rates_total) && ((j-i)<=FractalPeriod));j++)
      {
         if(high[j]>high[i])
         {
            found_down=false;
            break;  
         }
      }
      if(found_down)
      {
         for(int j=i-1;(j>0 && ((i-j)<=FractalPeriod));j--)
         {
            if(high[j]>high[i])
            {
               found_down=false;
               break;  
            }
         }
      }
      if(found_down)
      {
         buffDown[i]=high[i];
         if(time[i]>m_level_updated && i!=0)
         {
            bool engulfing_ok=false;
            if(OBLineEngulfingType==engBody)
            {
               double L=close[i]<open[i] ? close[i] : open[i];
               double H=close[i]<open[i] ? open[i] : close[i];
               engulfing_ok=close[i-1]<open[i-1] && open[i-1]>=H && close[i-1]<L;
            }
            else if(OBLineEngulfingType==engWick)
            {
               engulfing_ok=low[i-1]<low[i] && high[i-1]>=high[i];
            }
            if(EngulfingHighlight && engulfing_ok)
            {
               DrawRectangle(0,NameEngulfing,time[i+1],MathMin(low[i],low[i-1]),time[i-1]+PeriodSeconds(),MathMax(high[i],high[i-1]),EngulfingHighlightColorBear,1,STYLE_SOLID);
            }            
            if(!OBLineEngulfing) engulfing_ok=true;
            if(engulfing_ok)
            {
               m_level_updated=time[i];
               if(OBLineDraw)
               {
                  m_ind_upper++;
                  if(m_ind_upper>MAX_LINES) m_ind_upper=1;

                  if(OBLineType==engBody)
                  {
                     if(close[i]>open[i])
                     {
                        m_level=-open[i];
                        if(close[1]<close[i])
                        {
                           DrawTL(0,NameUpper+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],close[i],time[i]+PeriodSeconds()*OBLineLength,close[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                           DrawTL(0,NameLower+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],open[i],time[i]+PeriodSeconds()*OBLineLength,open[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                        }
                     }
                     else
                     {
                        m_level=-close[i];
                        if(close[1]<open[i])
                        {
                           DrawTL(0,NameUpper+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],open[i],time[i]+PeriodSeconds()*OBLineLength,open[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                           DrawTL(0,NameLower+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],close[i],time[i]+PeriodSeconds()*OBLineLength,close[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                        }
                     }
                  }
                  else if(OBLineType==engWick)
                  {
                     m_level=-low[i];
                     if(close[1]<high[i])
                     {
                        DrawTL(0,NameUpper+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],high[i],time[i]+PeriodSeconds()*OBLineLength,high[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                        DrawTL(0,NameLower+IntegerToString(m_ind_upper)/*TimeToString(time[i])*/,time[i],low[i],time[i]+PeriodSeconds()*OBLineLength,low[i],OBLineColorBear,OBLineWidth,OBLineStyle);
                     }
                  }               
               }
            }
         }         
      }
      else
      {
         buffDown[i]=EMPTY_VALUE;
         string nm=NameUpper+TimeToString(time[i]);
         if(ObjectFind(0,nm)>=0)
         {
            color col=(color)ObjectGetInteger(0,nm,OBJPROP_COLOR);
            if(col==OBLineColorBear ) ObjectDelete(0,nm);
         }
         nm=NameLower+TimeToString(time[i]);
         if(ObjectFind(0,nm)>=0)
         {
            color col=(color)ObjectGetInteger(0,nm,OBJPROP_COLOR);
            if(col==OBLineColorBear ) ObjectDelete(0,nm);
         }
      }
   }
   /*
   if(m_level>0 && close[0]>m_level)
   {
      if(prev_calculated>0) Alarm("OB is broken UP at the price "+DoubleToString(m_level,Digits));
      m_level=0;
      //UpdateHL(0,NameUpper+TimeToString(m_level_updated),OBLineColorBullBroken,OBLineWidthBroken,OBLineStyleBroken);
      //UpdateHL(0,NameLower+TimeToString(m_level_updated),OBLineColorBullBroken,OBLineWidthBroken,OBLineStyleBroken);
   }
   else if(m_level<0 && close[0]<(-m_level))
   {      
      if(prev_calculated>0) Alarm("OB is broken DOWN at the price "+DoubleToString(-m_level,Digits));
      m_level=0;
      //UpdateHL(0,NameUpper+TimeToString(m_level_updated),OBLineColorBearBroken,OBLineWidthBroken,OBLineStyleBroken);
      //UpdateHL(0,NameLower+TimeToString(m_level_updated),OBLineColorBearBroken,OBLineWidthBroken,OBLineStyleBroken);
   }
   */
   //remover
   bool something_removed=true;
   while(something_removed)
   {
      something_removed=false;      
      int tot=ObjectsTotal();   
      for(int j=0;j<tot;j++)
      {
         string nm=ObjectName(j);
         if(StringFind(nm,PREFIX)>=0) 
         {
            color col=(color)ObjectGetInteger(0,nm,OBJPROP_COLOR);
            if(col==OBLineColorBear && StringFind(nm,NameUpper)>=0)
            { 
               double price=ObjectGetDouble(0,nm,OBJPROP_PRICE);
               int shift=iBarShift(Symbol(),PERIOD_CURRENT,ObjectGetInteger(0,nm,OBJPROP_TIME));
               string nmm=nm;
               StringReplace(nmm,NameUpper,NameLower);
               double price_nmm=ObjectGetDouble(0,nmm,OBJPROP_PRICE);
               if(shift>0)
               {
                  int stage=0;
                  bool ale=false;
                  for(int i=shift-1;i>=0;i--)
                  {                  
                     if(close[i]>price)
                     {
                        //Print("Deleting "+nm);
                        ObjectDelete(0,nm);
                        ObjectDelete(nmm);
                        something_removed=true;
                        break;      
                     }
                     if(high[i]>price_nmm && stage==1)
                     {
                        stage=2;
                        if(i==0 && ObjectGetInteger(0,nmm,OBJPROP_WIDTH)==OBLineWidth) ale=true;
                     }
                     if(close[i]<price_nmm && stage==0)
                     {
                        stage=1;
                     }
                  }
                  if(something_removed) break;
                  else
                  {
                     if(stage==2)
                     {
                        ObjectSetInteger(0,nmm,OBJPROP_WIDTH,OBLineWidth+2);
                        if(ale) Alarm("Bear OB is touched at the price "+DoubleToString(price_nmm,Digits));
                     }
                  }
               }
            }
            else if(col==OBLineColorBull && StringFind(nm,NameLower)>=0)
            { 
               double price=ObjectGetDouble(0,nm,OBJPROP_PRICE);
               int shift=iBarShift(Symbol(),PERIOD_CURRENT,ObjectGetInteger(0,nm,OBJPROP_TIME));
               string nmm=nm;
               StringReplace(nmm,NameLower,NameUpper);
               double price_nmm=ObjectGetDouble(0,nmm,OBJPROP_PRICE);               
               if(shift>0)
               {
                  int stage=0;
                  bool ale=false;
                  for(int i=shift-1;i>=0;i--)
                  {                  
                     if(close[i]<price)
                     {
                        //Print("Deleting "+nm);
                        ObjectDelete(0,nm);                        
                        ObjectDelete(nmm);
                        something_removed=true;
                        break;      
                     }
                     if(low[i]<price_nmm && stage==1)
                     {
                        stage=2;
                        if(i==0  && ObjectGetInteger(0,nmm,OBJPROP_WIDTH)==OBLineWidth) ale=true;
                     }
                     if(close[i]>price_nmm && stage==0)
                     {
                        stage=1;
                     }
                     
                  }
                  if(something_removed) break;
                  else
                  {
                     if(stage==2)
                     {
                        ObjectSetInteger(0,nmm,OBJPROP_WIDTH,OBLineWidth+2);
                        if(ale) Alarm("Bull OB is touched at the price "+DoubleToString(price_nmm,Digits));
                     }
                  }                  
               }
            }
         }
      }
   }
   return rates_total;
}


void UpdateHL(long cid,string nm,color col,int width,ENUM_LINE_STYLE style)
{
   if(ObjectFind(cid,nm)>=0)
   {
      ObjectSetInteger(cid,nm,OBJPROP_COLOR,col);            
      ObjectSetInteger(cid,nm,OBJPROP_WIDTH,width);
      ObjectSetInteger(cid,nm,OBJPROP_STYLE,style);
   }
}


void DrawRectangle(long cid,string nm,datetime dt1,double pr1,datetime dt2,double pr2,color col,int width,ENUM_LINE_STYLE style)
{
   if(ObjectFind(cid,nm)<0)
   {
      ObjectCreate(cid,nm,OBJ_RECTANGLE,0,dt1,pr1,dt2,pr2);
   }
   if(ObjectFind(cid,nm)>=0)
   {
      ObjectSetInteger(cid,nm,OBJPROP_COLOR,col);            
      ObjectSetInteger(cid,nm,OBJPROP_WIDTH,width);
      ObjectSetInteger(cid,nm,OBJPROP_STYLE,style);
      ObjectSetInteger(cid,nm,OBJPROP_SELECTABLE,false);
      ObjectSetInteger(cid,nm,OBJPROP_SELECTED,false);
      ObjectSetInteger(cid,nm,OBJPROP_BACK,true);
      ObjectMove(cid,nm,0,dt1,pr1);
      ObjectMove(cid,nm,1,dt2,pr2);            
   }
}

void Alarm(string body)
{
   string shortName="OrderBlocks "+Symbol()+" "+HumanCompressionShort(Period())+" ";
   //Print("Alert: "+body);
   if(soundAlert)
   {
      PlaySound("alert.wav");
   }
   if(popupAlert)
   {
      Alert(shortName,body);
   }
   if(emailAlert)
   {
      SendMail("From "+shortName,shortName+body);
   }
   if(pushAlert)
   {
      SendNotification(shortName+body);
   }
}

void DrawTL(long cid,string nm,datetime dt1,double pr1,datetime dt2,double pr2,color col,int width,ENUM_LINE_STYLE style)
{
   if(ObjectFind(cid,nm)<0)
   {
      ObjectCreate(cid,nm,OBJ_TREND,0,dt1,pr1,dt2,pr2);
   }
   if(ObjectFind(cid,nm)>=0)
   {
      ObjectSetInteger(cid,nm,OBJPROP_COLOR,col);            
      ObjectSetInteger(cid,nm,OBJPROP_WIDTH,width);
      ObjectSetInteger(cid,nm,OBJPROP_STYLE,style);
      ObjectSetInteger(cid,nm,OBJPROP_SELECTABLE,false);
      ObjectSetInteger(cid,nm,OBJPROP_SELECTED,false);
      ObjectSetInteger(cid,nm,OBJPROP_RAY,false);
      ObjectSetInteger(cid,nm,OBJPROP_RAY_RIGHT,false);
      ObjectSetInteger(cid,nm,OBJPROP_BACK,false);
      ObjectMove(cid,nm,0,dt1,pr1);
      ObjectMove(cid,nm,1,dt2,pr2);            
   }
}

void DeleteObjectsByPrefix(string pref)
{
   bool something_removed=true;
   while(something_removed)
   {
      something_removed=false;      
      int tot=ObjectsTotal();   
      for(int i=0;i<tot;i++)
      {
         string nm=ObjectName(i);
         if(StringFind(nm,pref)>=0) 
         {
            ObjectDelete(nm);
            something_removed=true;
            break;      
         }
      }
   }
}

string HumanCompressionShort(int per)
{
   if(per==0) per=Period();
   switch(per)
   {
      case PERIOD_M1:
         return ("M1"); 
      case PERIOD_M5:
         return ("M5"); 
      case PERIOD_M15:
         return ("M15"); 
      case PERIOD_M30:
         return ("M30"); 
      case PERIOD_H1:
         return ("H1");
      case PERIOD_H4:
         return ("H4");
      case PERIOD_D1:
         return ("D1");
      case  PERIOD_W1:
         return ("W1");
      case PERIOD_MN1:
         return ("MN1"); 
   }
   return ("M"+IntegerToString(per));
}

//+-------------------------------------------------------------------
//|                                                                  
//+-------------------------------------------------------------------

string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"};
int    iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};

string timeFrameToString(int tf)
{
   for (int i=ArraySize(iTfTable)-1; i>=0; i--) 
         if (tf==iTfTable[i]) return(sTfTable[i]);
                              return("");
}
int timeFrameValue(int _tf)
{
   int add  = (_tf>=0) ? 0 : MathAbs(_tf);
   if (add != 0) _tf = _Period;
   int size = ArraySize(iTfTable); 
      int i =0; for (;i<size; i++) if (iTfTable[i]==_tf) break;
                                   if (i==size) return(_Period);
                                                return(iTfTable[(int)MathMin(i+add,size-1)]);
}