Zig Zag High Low

//+——————————————————————+
//| Zigzag_with_line_at_lows_and_line_at_highs.mq4 |
//| Copyright ?2013, deVries |
//| http://forum.mql4.com/54660 |
//| |
//| Now the Highs (buffer4) of ZigZag are also connected with a line |
//| and the Lows (buffer5) of ZigZag are connected with a line |
//+——————————————————————+
#property copyright “Copyright ?2013, deVries”
#property link “http://forum.mql4.com/54660”

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 Red //ZigZag Buffer
#property indicator_width1 3
#property indicator_color2 Green
#property indicator_color3 Yellow
#property indicator_color4 Magenta //ZigZag High
#property indicator_width4 3
#property indicator_color5 LightSkyBlue //ZigZag Low
#property indicator_width5 3

//—- indicator parameters
extern int ExtDepth=12;
extern int ExtDeviation=5;
extern int ExtBackstep=3;
//—- indicator buffers
double ZigzagBuffer[];
double HighMapBuffer[];
double LowMapBuffer[];
double UPBuffer[];
double DNBuffer[];

int level=3; // recounting’s depth
bool downloadhistory=false;
//+——————————————————————+
//| Custom indicator initialization function |
//+——————————————————————+
int init()
{
IndicatorBuffers(5);
//—- drawing settings
SetIndexStyle(0,DRAW_SECTION);
SetIndexStyle(1,DRAW_SECTION);
SetIndexStyle(2,DRAW_SECTION);
SetIndexStyle(3,DRAW_SECTION);
SetIndexStyle(4,DRAW_SECTION);

//—- indicator buffers mapping
SetIndexBuffer(0,ZigzagBuffer);
SetIndexBuffer(1,HighMapBuffer);
SetIndexBuffer(2,LowMapBuffer);
SetIndexBuffer(3,UPBuffer);
SetIndexBuffer(4,DNBuffer);
SetIndexEmptyValue(0,0.0);
SetIndexEmptyValue(1,0.0);
SetIndexEmptyValue(2,0.0);
SetIndexEmptyValue(3,0.0);
SetIndexEmptyValue(4,0.0);

//—- indicator short name
IndicatorShortName(“ZigZag(“+ExtDepth+”,”+ExtDeviation+”,”+ExtBackstep+”)”);
//—- initialization done
return(0);
}
//+——————————————————————+
//| |
//+——————————————————————+
int start()
{
int i, counted_bars = IndicatorCounted();
int limit,counterZ,whatlookfor;
int shift,back,lasthighpos,lastlowpos;
double val,res;
double curlow,curhigh,lasthigh,lastlow;

if (counted_bars==0 && downloadhistory) // history was downloaded
{
ArrayInitialize(ZigzagBuffer,0.0);
ArrayInitialize(HighMapBuffer,0.0);
ArrayInitialize(LowMapBuffer,0.0);
ArrayInitialize(UPBuffer,0.0);
ArrayInitialize(DNBuffer,0.0);
}
if (counted_bars==0)
{
limit=Bars-ExtDepth;
downloadhistory=true;
}
if (counted_bars>0)
{
while (counterZ<level && i<100)
{
res=ZigzagBuffer[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>=0;i–)
{
ZigzagBuffer[i]=0.0;
LowMapBuffer[i]=0.0;
HighMapBuffer[i]=0.0;
UPBuffer[i]=0.0;
DNBuffer[i]=0.0;
}
}

for(shift=limit; shift>=0; shift–)
{
val=Low[iLowest(NULL,0,MODE_LOW,ExtDepth,shift)];
if(val==lastlow) val=0.0;
else
{
lastlow=val;
if((Low[shift]-val)>(ExtDeviation*Point)) 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(NULL,0,MODE_HIGH,ExtDepth,shift)];
if(val==lasthigh) val=0.0;
else
{
lasthigh=val;
if((val-High[shift])>(ExtDeviation*Point)) 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;
}

// final cutting
if (whatlookfor==0)
{
lastlow=0;
lasthigh=0;
}
else
{
lastlow=curlow;
lasthigh=curhigh;
}
for (shift=limit;shift>=0;shift–)
{
res=0.0;
switch(whatlookfor)
{
case 0: // look for peak or lawn
if (lastlow==0 && lasthigh==0)
{
if (HighMapBuffer[shift]!=0)
{
lasthigh=High[shift];
lasthighpos=shift;
whatlookfor=-1;
ZigzagBuffer[shift]=lasthigh;
UPBuffer[shift]=lasthigh;
res=1;
}
if (LowMapBuffer[shift]!=0)
{
lastlow=Low[shift];
lastlowpos=shift;
whatlookfor=1;
ZigzagBuffer[shift]=lastlow;
DNBuffer[shift]=lastlow;
res=1;
}
}
break;
case 1: // look for peak
if (LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0)
{
ZigzagBuffer[lastlowpos]=0.0;
DNBuffer[lastlowpos]=0.0;
lastlowpos=shift;
lastlow=LowMapBuffer[shift];
ZigzagBuffer[shift]=lastlow;
DNBuffer[shift]=lastlow;
res=1;
}
if (HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
{
lasthigh=HighMapBuffer[shift];
lasthighpos=shift;
ZigzagBuffer[shift]=lasthigh;
UPBuffer[shift]=lasthigh;
whatlookfor=-1;
res=1;
}
break;
case -1: // look for lawn
if (HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0)
{
ZigzagBuffer[lasthighpos]=0.0;
UPBuffer[lasthighpos]=0.0;
lasthighpos=shift;
lasthigh=HighMapBuffer[shift];
ZigzagBuffer[shift]=lasthigh;
UPBuffer[shift]=lasthigh;
}
if (LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
{
lastlow=LowMapBuffer[shift];
lastlowpos=shift;
ZigzagBuffer[shift]=lastlow;
DNBuffer[shift]=lastlow;
whatlookfor=1;
}
break;
default: return;
}
}

return(0);
}
//+——————————————————————+