3 Tier London Breakout

3 Tier London BreakoutV 3.3b

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更新日期:2022-02-18分类标签:语言:中文平台:没限制

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3 Tier London Breakout

 

//+——————————————————————+
//| 3 Tier London Breakout V.3.2b.mq4 |
//+——————————————————————+

#property copyright “by Squalou and mer071898”
#property link “http://www.forexfactory.com/showthread.php?t=247220”

#property indicator_chart_window

#define VERSION “3 Tier London Breakout Indicator V.3.2b”

/*+——————————————————————+
*
* Version history:
*
*
* V 3.3b: Fixed the Monday no candles issue on IBFX
* – added “MondayFix” input. Set to True to fix IBFX Monday candle issues.
*
* V.3.2b:
* – added “StickBoxOusideSRlevels” input; inspired by JohnnyBSmart posts; for experimentation+improvement purpose only;
* when true, the latest extreme (reversal) within the box is used as a S/R level;
* the box is sticking BEYOND that extreme level;
* If the reversal point was a “major” reversal, then price will fly away from the box towards the TP zone.
* We yet have to determine if the reversal will persist (hitting more TP levels),
* or if it was only a minor retracement (and will come back to us)…
*
* V.3.2a:
* – fixed “StickBoxToLatestExtreme” option… box was always sticking to the highest price;
*
* V.3.2: Added “StickBoxToLatestExtreme” input (false);
* when true, the box will “stick” to the box high or low, whichever comes last;
* when false(default), the box will be centered on the EMA(box_time_range) value, as in previous versions;
* This extension is targeted at exploring and optimizing the box POSITION in PRICE, as suggested by JohnnyBSmart;
* Applies only with “LimitBoxToMaxSize” and “StickBoxToLatestExtreme” are true;
*
* V.3.1: setting TP5Factor to 0 will disable TP4 and TP5 levels,
* giving an equivalent of the V.2 indicator.
*
* V.3: added TP5Factor input: displays 5 TP levels instead of the 3 levels of V.2
*
* V.2: original version by Squalou, posted on forexfactory.com
* (thread: http://www.forexfactory.com/showthread.php?t=247220)
* – “3 Tier London Breakout.mq4” indicator can be used for visual help;
*
*+——————————————————————+
*/

extern string Info = VERSION; // version number information
extern string StartTime = “06:00”; // time for start of price establishment window
extern string EndTime = “09:14”; // time for end of price establishment window
extern string SessionEndTime= “04:30”; // end of daily session; tomorrow is another day!
extern color SessionColor = Linen; // show Session periods with a different background color
extern int NumDays = 200; // days back
extern int MinBoxSizeInPips = 15; // min tradable box size; when box is smaller than that, you should at least reduce your usual lot-size if you decide to trade it;
extern int MaxBoxSizeInPips = 80; // max tradable box size; don’t trade when box is larger than that value
extern bool LimitBoxToMaxSize = true; // when true, a box larger than MaxBoxSizeInPips will be limited to MaxBoxSizeInPips, and centered on the EMA(box_time_range) value.
extern bool StickBoxToLatestExtreme = false; // (applies when “LimitBoxToMaxSize” is true) when true, the box will “stick” to the box high or low, whichever comes last; else it will be centered on the EMA(box_time_range) value;
extern bool StickBoxOusideSRlevels = false; // when true, we’ll use the latest highest/lowest PA as S/R level, and “stick” the box to outside of it;
extern double TP1Factor = 1.000;
double TP2Factor; // set to half-way between TP1Factor and TP3Factor;
extern double TP3Factor = 2.618;
double TP4Factor; // set to half-way between TP3Factor and TP5Factor;
extern double TP5Factor = 4.236;// TP4 and TP5 targets are OPTIONAL: set TP5Factor=0 to allow only up to TP3 target;
extern string TP2_help = “TP2 is half-way between TP1 and TP3”;
extern string TP4_help = “TP4 is half-way between TP3 and TP5”;
double SLFactor = 1.000;
extern double LevelsResizeFactor = 1.0;
extern color BoxColorOK = LightBlue;
extern color BoxColorNOK = Red;
extern color BoxColorMAX = Orange;
extern color LevelColor = Black;
extern int FibLength = 14;
extern bool showProfitZone = true;
extern color ProfitColor = LightGreen;
extern bool MondayFix = True;

extern string objPrefix = “LB2-“; // all objects drawn by this indicator will be prefixed with this

//——————————————————–

// GLOBAL variables

double pip;
int digits;
int BarsBack;

//breakout levels
//Entry, stop and tp
double BuyEntry,BuyTP1,BuyTP2,BuyTP3,BuyTP4,BuyTP5,BuySL;
double SellEntry,SellTP1,SellTP2,SellTP3,SellTP4,SellTP5,SellSL;
int SL_pips,TP1_pips,TP2_pips,TP3_pips,TP4_pips,TP5_pips;
double TP1FactorInput,TP2FactorInput,TP3FactorInput,TP4FactorInput,TP5FactorInput,SLFactorInput;
//box and session
datetime tBoxStart,tBoxEnd,tSessionStart,tSessionEnd,tLastComputedSessionStart,tLastComputedSessionEnd;
double boxHigh,boxLow,boxExtent,boxMedianPrice;

int StartShift;
int EndShift;
datetime alreadyDrawn;

//+——————————————————————+
int init() {
//+——————————————————————+

Comment (Info+” [“+StartTime+”-“+EndTime+”] end “+SessionEndTime+” min “+DoubleToStr(MinBoxSizeInPips,0)+”p,”+” max “+DoubleToStr(MaxBoxSizeInPips,0)+”p,”
+DoubleToStr(TP1Factor,1)+”/”+DoubleToStr(TP3Factor,1)+”/”+DoubleToStr(TP5Factor,1));

RemoveObjects(objPrefix);
getpip();

BarsBack = NumDays*(PERIOD_D1/Period());
alreadyDrawn = 0;

//save input Factors;
TP1FactorInput = TP1Factor;
TP3FactorInput = TP3Factor;
TP5FactorInput = TP5Factor;
SLFactorInput = SLFactor;

TP2Factor = (TP1Factor+TP3Factor)/2;
TP4Factor = (TP3Factor+TP5Factor)/2;

// StickBoxOusideSRlevels mode requires LimitBoxToMaxSize and StickBoxToLatestExtreme options true
if (StickBoxOusideSRlevels==true) {
LimitBoxToMaxSize = true;
StickBoxToLatestExtreme = true;
}

return(0);
}/*init*/

//+——————————————————————+
int deinit() {
//+——————————————————————+

RemoveObjects(objPrefix);

return(0);
}/*deinit*/

//+——————————————————————+
void start() {
//+——————————————————————+
int i, limit, counted_bars=IndicatorCounted();

limit = MathMin(BarsBack,Bars-counted_bars-1);

for (i=limit; i>=0; i–) {
new_tick(i);
} // limit loop

return(0);
}/*start*/

//+——————————————————————+
void new_tick(int i) // i = bar number: 0=current(last) bar
//+——————————————————————+
{
datetime now = Time[i];

// compute LEVELS values:
compute_LB_Indi_LEVELS(now);

show_boxes(now);

}//new_tick()

//+——————————————————————+
void compute_LB_Indi_LEVELS(datetime now)
//+——————————————————————+
{
int boxStartShift,boxEndShift;

if (now >= tSessionStart && now <= tSessionEnd) return; // box already up-to-date, no need to recompute

//determine box and session times
tBoxStart = StrToTime(TimeToStr(now,TIME_DATE) + ” ” + StartTime);
tBoxEnd = StrToTime(TimeToStr(now,TIME_DATE) + ” ” + EndTime);
if (tBoxStart > tBoxEnd) tBoxStart -= 86400; // midnight wrap fix
if (now < tBoxEnd) { // consider the last PAST box
tBoxStart -= 86400;
tBoxEnd -= 86400;
while ((TimeDayOfWeek(tBoxStart)==0 || TimeDayOfWeek(tBoxStart)==6)
&& (TimeDayOfWeek(tBoxEnd)==0 || TimeDayOfWeek(tBoxEnd)==6) ) {
// box on saturday or sunday: move back 24hours again
tBoxStart -= 86400;
tBoxEnd -= 86400;
}
}

tSessionStart = tBoxEnd;
tSessionEnd = StrToTime(TimeToStr(tSessionStart,TIME_DATE) + ” ” + SessionEndTime);
if (tSessionStart > tSessionEnd) tSessionEnd = tSessionEnd + 86400; // midnight wrap fix
//if session ends on saturday or sunday, then extend it to monday so it includes the monday morning candles

//DodgeV83 – fixes the Monday no box issue

if ( MondayFix == False )
{

if (TimeDayOfWeek(tSessionEnd)==6/*saturday*/) tSessionEnd += 2*86400;
if (TimeDayOfWeek(tSessionEnd)==0/*sunday*/) tSessionEnd += 86400;

}

// save the computed session start&end times to avoid recomputing them for each handled trade;
tLastComputedSessionStart = tSessionStart;
tLastComputedSessionEnd = tSessionEnd;

//determine hi/lo
boxStartShift = iBarShift(NULL,0,tBoxStart);
boxEndShift = iBarShift(NULL,0,tBoxEnd);
boxHigh = High[iHighest(NULL,0,MODE_HIGH,(boxStartShift-boxEndShift+1),boxEndShift)];
boxLow = Low[iLowest(NULL,0,MODE_LOW,(boxStartShift-boxEndShift+1),boxEndShift)];
boxMedianPrice = (boxHigh+boxLow)/2;
boxExtent = boxHigh – boxLow;

if (boxExtent >= MaxBoxSizeInPips * pip && LimitBoxToMaxSize==true) { // box too large, but we allow to trade it at its max acceptable value
if (StickBoxToLatestExtreme==true) {
// adjust box parameters to “stick” it to the box high or box low, whichever comes last;
// use M1 bars to maximize price precision
int boxStartShiftM1 = iBarShift(NULL,PERIOD_M1,tBoxStart);
int boxEndShiftM1 = iBarShift(NULL,PERIOD_M1,tBoxEnd);
int boxHighShift = iHighest(NULL,PERIOD_M1,MODE_HIGH,(boxStartShiftM1-boxEndShiftM1+1),boxEndShiftM1);
int boxLowShift = iLowest(NULL,PERIOD_M1,MODE_LOW,(boxStartShiftM1-boxEndShiftM1+1),boxEndShiftM1);
boxExtent = MaxBoxSizeInPips * pip;
if (boxHighShift <= boxLowShift) {
// box high is more recent than box low: stick box to highest price
if (StickBoxOusideSRlevels==true) {
boxMedianPrice = boxHigh + boxExtent/2;
} else {
boxMedianPrice = boxHigh – boxExtent/2;
}
} else {
// box low is more recent than box high: stick box to lowest price
if (StickBoxOusideSRlevels==true) {
boxMedianPrice = boxLow – boxExtent/2;
} else {
boxMedianPrice = boxLow + boxExtent/2;
}
}
} else {
// adjust box parameters to recenter it on the EMA(box_time_range) value
boxExtent = MaxBoxSizeInPips * pip;
boxMedianPrice = iMA(NULL,0,boxStartShift-boxEndShift,0,MODE_EMA,PRICE_MEDIAN,boxEndShift);
}
}

//apply LevelsResizeFactor to the box extent
boxExtent *= LevelsResizeFactor;
//recompute box hi/lo prices based on adjusted median price and extent
boxHigh = NormalizeDouble(boxMedianPrice + boxExtent/2,Digits);
boxLow = NormalizeDouble(boxMedianPrice – boxExtent/2,Digits);

//restore input Factors;
TP1Factor = TP1FactorInput;
TP3Factor = TP3FactorInput;
TP5Factor = TP5FactorInput;
SLFactor = SLFactorInput;

//compute breakout levels
BuyEntry = boxHigh;
SellEntry = boxLow;

// when a Factor is >=10, it is considered as FIXED PIPs rather than a Factor of the box size;
if (TP1Factor < 10) TP1_pips = boxExtent*TP1Factor/pip;
else { TP1_pips = TP1Factor; TP1Factor = TP1_pips*pip/boxExtent; }
BuyTP1 = NormalizeDouble(BuyEntry + TP1_pips*pip,Digits);
SellTP1 = NormalizeDouble(SellEntry – TP1_pips*pip,Digits);

if (TP3Factor < 10) TP3_pips = boxExtent*TP3Factor/pip;
else { TP3_pips = TP3Factor; TP3Factor = TP3_pips*pip/boxExtent; }
BuyTP3 = NormalizeDouble(BuyEntry + TP3_pips*pip,Digits);
SellTP3 = NormalizeDouble(SellEntry – TP3_pips*pip,Digits);

TP2Factor = (TP1Factor+TP3Factor)/2;
if (TP2Factor < 10) TP2_pips = boxExtent*TP2Factor/pip;
else { TP2_pips = TP2Factor; TP2Factor = TP2_pips*pip/boxExtent; }
BuyTP2 = NormalizeDouble(BuyEntry + TP2_pips*pip,Digits);
SellTP2 = NormalizeDouble(SellEntry – TP2_pips*pip,Digits);

if (TP5Factor < 10) TP5_pips = boxExtent*TP5Factor/pip;
else { TP5_pips = TP5Factor; TP5Factor = TP5_pips*pip/boxExtent; }
BuyTP5 = NormalizeDouble(BuyEntry + TP5_pips*pip,Digits);
SellTP5 = NormalizeDouble(SellEntry – TP5_pips*pip,Digits);

TP4Factor = (TP3Factor+TP5Factor)/2;
if (TP4Factor < 10) TP4_pips = boxExtent*TP4Factor/pip;
else { TP4_pips = TP4Factor; TP4Factor = TP4_pips*pip/boxExtent; }
BuyTP4 = NormalizeDouble(BuyEntry + TP4_pips*pip,Digits);
SellTP4 = NormalizeDouble(SellEntry – TP4_pips*pip,Digits);

if (SLFactor < 10) SL_pips = boxExtent*SLFactor/pip;
else { SL_pips = SLFactor; SLFactor = SL_pips*pip/boxExtent; }
BuySL = NormalizeDouble(BuyEntry – SL_pips*pip,Digits);
SellSL = NormalizeDouble(SellEntry + SL_pips*pip,Digits);

}//compute_LB_Indi_LEVELS

//+——————————————————————+
void show_boxes(datetime now)
//+——————————————————————+
{
static datetime alreadyDrawn=0;

// show session period with a different “background” color
drawBoxOnce (objPrefix+”Session-“+TimeToStr(tSessionStart,TIME_DATE | TIME_SECONDS),tSessionStart,0,tSessionEnd,BuyEntry*2,SessionColor,1, STYLE_SOLID, true);

// draw pre-breakout box blue/red once per Session:
if (alreadyDrawn != tBoxEnd) {
alreadyDrawn = tBoxEnd; // won’t redraw until next box

// draw pre-breakout box blue/red:
string boxName = objPrefix+”Box-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime;
if (boxExtent >= MaxBoxSizeInPips * pip) { // box too large: DON’T TRADE !
if (LimitBoxToMaxSize==false) { // box too large, but we allow to trade it at its max acceptable value
drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorNOK,1, STYLE_SOLID, true);
DrawLbl(objPrefix+”Lbl-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime, “NO TRADE! (“+DoubleToStr(boxExtent/pip,0)+”p)”, tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, “Arial Black”, LevelColor, 3);
} else {
drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorMAX,1, STYLE_SOLID, true);
DrawLbl(objPrefix+”Lbl-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime, “MAX LIMIT! (“+DoubleToStr(boxExtent/pip,0)+”p)”, tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, “Arial Black”, LevelColor, 3);
}
} else if (boxExtent >= MinBoxSizeInPips * pip) { // box OK
drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorOK,1, STYLE_SOLID, true);
DrawLbl(objPrefix+”Lbl-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime, DoubleToStr(boxExtent/pip,0)+”p”, tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, “Arial Black”, LevelColor, 3);
} else { // “Caution!” box
drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorNOK,1, STYLE_SOLID, true);
DrawLbl(objPrefix+”Lbl-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime, “Caution! (“+DoubleToStr(boxExtent/pip,0)+”p)”, tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, “Arial Black”, BoxColorNOK, 3);
}
DrawLbl(objPrefix+”Lbl2-“+TimeToStr(now,TIME_DATE)+”-“+StartTime+”-“+EndTime,”BO”, tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow-6*pip, 24, “Arial Black”, LevelColor, 2);

// draw profit/loss boxes for the session
if (showProfitZone) {
double UpperTP,LowerTP;
if (TP5Factor>0) {// draw TP4 and TP5 optional targets
UpperTP = BuyTP5;
LowerTP = SellTP5;
} else {// draw only up to TP3
UpperTP = BuyTP3;
LowerTP = SellTP3;
}
drawBox (objPrefix+”BuyProfitZone-” +TimeToStr(tSessionStart,TIME_DATE),tSessionStart,BuyTP1,tSessionEnd,UpperTP,ProfitColor,1, STYLE_SOLID, true);
drawBox (objPrefix+”SellProfitZone-“+TimeToStr(tSessionStart,TIME_DATE),tSessionStart,SellTP1,tSessionEnd,LowerTP,ProfitColor,1, STYLE_SOLID, true);
}

// draw “fib” lines for entry+stop+TP levels:
string objname = objPrefix+”Fibo-” + tBoxEnd;
ObjectCreate(objname,OBJ_FIBO,0,tBoxStart,SellEntry,tBoxStart+FibLength*60*10,BuyEntry);
ObjectSet(objname,OBJPROP_RAY,false);
ObjectSet(objname,OBJPROP_LEVELCOLOR,LevelColor);
ObjectSet(objname,OBJPROP_FIBOLEVELS,12);
ObjectSet(objname,OBJPROP_LEVELSTYLE,STYLE_SOLID);
_SetFibLevel(objname,0,0.0,”Entry Buy= %$”);
_SetFibLevel(objname,1,1.0,”Entry Sell= %$”);
_SetFibLevel(objname,2,-TP1Factor, “Buy Target 1= %$ (+”+DoubleToStr(TP1_pips,0)+”p)”);
_SetFibLevel(objname,3,1+TP1Factor,”Sell Target 1= %$ (+”+DoubleToStr(TP1_pips,0)+”p)”);
_SetFibLevel(objname,4,-TP2Factor, “Buy Target 2= %$ (+”+DoubleToStr(TP2_pips,0)+”p)”);
_SetFibLevel(objname,5,1+TP2Factor,”Sell Target 2= %$ (+”+DoubleToStr(TP2_pips,0)+”p)”);
_SetFibLevel(objname,6,-TP3Factor, “Buy Target 3= %$ (+”+DoubleToStr(TP3_pips,0)+”p)”);
_SetFibLevel(objname,7,1+TP3Factor,”Sell Target 3= %$ (+”+DoubleToStr(TP3_pips,0)+”p)”);
if (TP5Factor>0) {// draw TP4 and TP5 optional targets
_SetFibLevel(objname,8,-TP4Factor, “Buy Target 4= %$ (+”+DoubleToStr(TP4_pips,0)+”p)”);
_SetFibLevel(objname,9,1+TP4Factor,”Sell Target 4= %$ (+”+DoubleToStr(TP4_pips,0)+”p)”);
_SetFibLevel(objname,10,-TP5Factor, “Buy Target 5= %$ (+”+DoubleToStr(TP5_pips,0)+”p)”);
_SetFibLevel(objname,11,1+TP5Factor,”Sell Target 5= %$ (+”+DoubleToStr(TP5_pips,0)+”p)”);
}
}

}//show_boxes()

//+——————————————————————+
void _SetFibLevel(string objname, int level, double value, string description)
//+——————————————————————+
{
ObjectSet(objname,OBJPROP_FIRSTLEVEL+level,value);
ObjectSetFiboDescription(objname,level,description);
}

//————————————————————————————–
// getpip
//————————————————————————————–

void getpip()
{
if(Digits==2 || Digits==4) pip = Point;
else if(Digits==3 || Digits==5) pip = 10*Point;
else if(Digits==6) pip = 100*Point;

if (Digits == 3 || Digits == 2) digits = 2;
else digits = 4;
} /* getpip*/

//————————————————————————————–
// RemoveObjects
//————————————————————————————–

void RemoveObjects(string Pref)
{
int i;
string objname = “”;

for (i = ObjectsTotal(); i >= 0; i–) {
objname = ObjectName(i);
if (StringFind(objname, Pref, 0) > -1) ObjectDelete(objname);
}
} /* RemoveObjects*/

//————————————————————————————–
// drawBox
//————————————————————————————–

void drawBox (
string objname,
datetime tStart, double vStart,
datetime tEnd, double vEnd,
color c, int width, int style, bool bg
)
{
if (ObjectFind(objname) == -1) {
ObjectCreate(objname, OBJ_RECTANGLE, 0, tStart,vStart,tEnd,vEnd);
} else {
ObjectSet(objname, OBJPROP_TIME1, tStart);
ObjectSet(objname, OBJPROP_TIME2, tEnd);
ObjectSet(objname, OBJPROP_PRICE1, vStart);
ObjectSet(objname, OBJPROP_PRICE2, vEnd);
}

ObjectSet(objname,OBJPROP_COLOR, c);
ObjectSet(objname, OBJPROP_BACK, bg);
ObjectSet(objname, OBJPROP_WIDTH, width);
ObjectSet(objname, OBJPROP_STYLE, style);
} /* drawBox */

//————————————————————————————–
// drawBoxOnce: draw a Box only once; if it already exists, do nothing
//————————————————————————————–

void drawBoxOnce (
string objname,
datetime tStart, double vStart,
datetime tEnd, double vEnd,
color c, int width, int style, bool bg
)
{
if (ObjectFind(objname) != -1) return;

ObjectCreate(objname, OBJ_RECTANGLE, 0, tStart,vStart,tEnd,vEnd);
ObjectSet(objname,OBJPROP_COLOR, c);
ObjectSet(objname, OBJPROP_BACK, bg);
ObjectSet(objname, OBJPROP_WIDTH, width);
ObjectSet(objname, OBJPROP_STYLE, style);
} /* drawBoxOnce */

/*
//————————————————————————————–
void drawFixedLbl(string objname, string s, int Corner, int DX, int DY, int FSize, string Font, color c, bool bg)
//————————————————————————————–
{
if (ObjectFind(objname) < 0) ObjectCreate(objname, OBJ_LABEL, 0, 0, 0);

ObjectSet(objname, OBJPROP_CORNER, Corner);
ObjectSet(objname, OBJPROP_XDISTANCE, DX);
ObjectSet(objname, OBJPROP_YDISTANCE, DY);
ObjectSet(objname,OBJPROP_BACK, bg);
ObjectSetText(objname, s, FSize, Font, c);
} //drawFixedLbl
*/

//————————————————————————————–
// DrawLbl
//————————————————————————————–

void DrawLbl(string objname, string s, int LTime, double LPrice, int FSize, string Font, color c, int width)
{
if (ObjectFind(objname) < 0) {
ObjectCreate(objname, OBJ_TEXT, 0, LTime, LPrice);
} else {
if (ObjectType(objname) == OBJ_TEXT) {
ObjectSet(objname, OBJPROP_TIME1, LTime);
ObjectSet(objname, OBJPROP_PRICE1, LPrice);
}
}

ObjectSet(objname, OBJPROP_FONTSIZE, FSize);
ObjectSetText(objname, s, FSize, Font, c);
} /* DrawLbl*/

 

//end

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