//+------------------------------------------------------------------+
//|                                                        FxPnF.mq4 |
//|             Copyright © FXPNF, Programming by onestepremoved.com |
//|                                    http://www.onestepremoved.com |
//+------------------------------------------------------------------+
 
#property copyright "Copyright © 2008 FXPNF"
#property link      "onestepremoved.com"

/*================================= Min Box Size settings
http://www.forexfactory.com/showthread.php?t=67278&page=3
Ticker  1m  5m 10m 15m 30m 45m  1h  2h  4h  8h  1d
AUDCAD   4   5   8   9  11  13  14  20  25  33  54
AUDJPY   4   6  10  12  14  18  23  27  31  43  95
AUDNZD   6   7   9  11  13  14  14  19  24  30  55
AUDUSD   3   4   6   7   9  12  12  17  20  29  63
CADJPY   5   7  13  15  17  18  22  30  33  47  93
CHFJPY   3   6   8   9  10  12  13  16  20  27  48
EURAUD   5   8  12  14  17  21  23  34  38  47 105
EURCAD   6   8  13  14  17  18  22  27  34  44  79
EURCHF   3   4   6   9  10  10  12  18  21  30  42
EURGBP   2   2   3   4   5   6   6   9  12  15  26
EURJPY   4   7  11  13  16  18  21  27  33  52  91
EURUSD   2   4   7   8  12  13  15  18  23  33  54
GBPCHF   6   8  14  16  20  23  24  38  48  60 103
GBPJPY   6  10  16  22  25  29  34  43  49  80 138
GBPUSD   3   6   8   9  14  14  17  23  27  41  75
NZDUSD   3   5   7   7  10  12  13  17  23  29  52
USDCAD   3   4   7   7  10  10  11  15  24  32  58
USDCHF   2   4   7   8  11  11  14  19  24  29  49
USDJPY   2   4   8  10  14  16  16  22  24  33  52
========================================================*/

#property indicator_separate_window
//#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Blue

extern int   BoxSize        = 225;
extern int   ReversalAmount =   3;
extern bool  PlotAsXO       = True;
extern color ColorUp        = Lime;
extern color ColorDown      = OrangeRed;
extern color SquareLimit    = Black;
extern int   ShapeWidth     = 1;       

double Box;
double bMi[];
double bMa[];
double Min[1];
double Max[1];
int    Typ[1];
int    Window  = 0;
int    Index=0;
string NameWindow;

void GetDefaultSettings()
{
  int NumBars = Bars-2;
  int Cont    = 0;
  double Rev    = 0;
  double TotRev = 0;
  if (NumBars>500) NumBars = 500;
  for (int i=0; i<NumBars;i++) {
    double H0 = High[i];
    double H1 = High[i+1];
    double H2 = High[i+2];
    double L0 = Low[i];
    double L1 = Low[i+1];
    double L2 = Low[i+2];
    Rev = 0;  
    if (H1>=H2) Rev = H1-L0;
    if (L1>=L2) Rev = H0-L1;
    if (Rev>0) Cont++;
    TotRev += Rev;
  }
  if (Cont>0) {
    if (Period()!=PERIOD_MN1) TotRev = TotRev/Cont*0.64;
    else                      TotRev = TotRev/Cont*0.34;
    BoxSize = NormalizeDouble(TotRev,Digits)/Point;
  } else BoxSize = 20;

  return(0);
}

int init()   
{ 
  string ChartType = "0";
  
  if (PlotAsXO) ChartType = "XO";
  if (BoxSize<1) GetDefaultSettings();
  NameWindow = StringConcatenate("DgP&F(",BoxSize,",",ReversalAmount,",",ChartType,") ");
  IndicatorShortName(NameWindow);
  SetIndexBuffer(0,bMa); SetIndexStyle(0,DRAW_ARROW,EMPTY,0,Blue); SetIndexArrow(0,160);
  SetIndexBuffer(1,bMi); SetIndexStyle(1,DRAW_ARROW,EMPTY,0,Blue); SetIndexArrow(1,160);
  IndicatorDigits(Digits);

  Box     = BoxSize * Point;
      
  return(0); 
}

int deinit() 
{ 
  ClrScr(); ClrScr(); ClrScr(); ClrScr(); ClrScr(); ClrScr(); 
  ClrScr(); ClrScr(); ClrScr(); ClrScr(); ClrScr(); ClrScr(); 
  return(0); 
}

int start()
{
  CalculatePointAndFigure();  
  Draw(Index);

  return(0);
}

void RedimBuffers(int Ty, double Mi, double Ma)
{
  int Tam = Index+1;
  ArrayResize(Min,Tam);
  ArrayResize(Max,Tam);
  ArrayResize(Typ,Tam);
  Typ[Index] = Ty;  
  Min[Index] = Mi;
  Max[Index] = Ma;
  
  return(0);
}

void CalculatePointAndFigure()
{
  int    Bar    = Bars-1;

  // Ajusta buffers para serem calculados
  ArraySetAsSeries(Min,False); 
  ArraySetAsSeries(Max,False); 
  ArraySetAsSeries(Typ,False); 
  CalculetaMode_2();
  // ajusta para ser plotado corretamente
  ArraySetAsSeries(Min,True);
  ArraySetAsSeries(Max,True);
  ArraySetAsSeries(Typ,True);
  // ajusta tamanho da janela baseado no maximo e minimo da visualização..
  for (Bar=0;Bar<Bars;Bar++) {
    if (Bar<Index) {
      bMi[Bar] = Min[Bar] * Box;
      bMa[Bar] = Max[Bar] * Box + Box;
    } else {
      bMi[Bar] = EMPTY_VALUE;
      bMa[Bar] = EMPTY_VALUE;
    }  
  }
  
  return(0);
}

void ClrScr()
{
  Window = WindowFind(NameWindow);
  int Tam = StringLen(NameWindow);
  Tam = 5;
  if (Window<0) Window = 0;
  for(int i=0;i<ObjectsTotal();i++) {
    string Name = ObjectName(i);
    if (StringSubstr(Name,0,Tam)==StringSubstr(NameWindow,0,Tam)) ObjectDelete(Name);
  }
  WindowRedraw();
  
  return(0);
}

void Draw(int Total)
{
  double StartPrice, EndPrice;
  color  Color;
  
  ClrScr(); ClrScr(); ClrScr();     

  for (int Bar=0;Bar<Index;Bar++) {
    for (int Pr=Min[Bar];Pr<=Max[Bar];Pr++) {
      StartPrice = Pr * Box;
      EndPrice   = StartPrice + Box;
      if (PlotAsXO) {
//        if (Typ[Bar]==0) DgText(Time[Bar],StartPrice,"O",Red);      
//        else             DgText(Time[Bar],StartPrice,"X",Lime);      
        if (Typ[Bar]==0) DgO(Time[Bar],StartPrice,Time[Bar+1],EndPrice);      
        else                DgX(Time[Bar],StartPrice,Time[Bar+1],EndPrice);      
      } else {
        if (Typ[Bar]==0) Color = ColorDown; else Color = ColorUp;
        DgSquare(Time[Bar],StartPrice,Time[Bar+1],EndPrice,Color);      
      }  
    }
  }
  
  return(0);  
}

void DgSquare(datetime StartBar, double StartPrice, 
              datetime EndBar,   double EndPrice, 
              color Color)
{
  string   NamA = StringConcatenate(NameWindow,DoubleToStr(StartBar,0),"_",DoubleToStr(StartPrice,4)); 
  string   NamB = StringConcatenate(NamA,"_B");
           NamA = StringConcatenate(NamA,"_A");
  
  if (ObjectFind(NamA)>=0) ObjectDelete(NamA);
  if (ObjectFind(NamB)>=0) ObjectDelete(NamB);
  
  ObjectCreate(NamA,OBJ_RECTANGLE,Window,StartBar,StartPrice,EndBar,EndPrice);
  ObjectSet   (NamA,OBJPROP_COLOR,Color);
  ObjectSet   (NamA,OBJPROP_BACK ,True);
  ObjectCreate(NamB,OBJ_RECTANGLE,Window,StartBar,StartPrice,EndBar,EndPrice);
  ObjectSet   (NamB,OBJPROP_COLOR,SquareLimit);
  ObjectSet   (NamB,OBJPROP_BACK ,False);

  return(0);
}

void DgO(datetime StartBar, double StartPrice, datetime EndBar, double EndPrice)
{
  string   NamA = StringConcatenate(NameWindow,DoubleToStr(StartBar,0),"_",DoubleToStr(StartPrice,4)); 
  string   NamB = StringConcatenate(NamA,"_B");
  string   NamC = StringConcatenate(NamA,"_C");
           NamA = StringConcatenate(NamA,"_A");
  double MediamPrice = (StartPrice+EndPrice)/2;
  double Scale = 0.05 * 20 / BoxSize;
      
  if (ObjectFind(NamA)>=0) ObjectDelete(NamA);
  if (ObjectFind(NamB)>=0) ObjectDelete(NamB);
  if (ObjectFind(NamC)>=0) ObjectDelete(NamC);

  if (Digits>1) {  
    ObjectCreate(NamA,OBJ_ELLIPSE,Window,StartBar,MediamPrice,EndBar,MediamPrice);
    ObjectSet   (NamA,OBJPROP_SCALE,Scale);
    ObjectSet   (NamA,OBJPROP_COLOR,ColorDown);
    ObjectSet   (NamA,OBJPROP_WIDTH,ShapeWidth);
    ObjectSet   (NamA,OBJPROP_BACK ,False);
  } else {
    ObjectCreate(NamC,OBJ_RECTANGLE,Window,StartBar,StartPrice,EndBar,EndPrice);
    ObjectSet   (NamC,OBJPROP_COLOR,ColorDown);
    ObjectSet   (NamC,OBJPROP_BACK ,False);
  }
  if (SquareLimit!=Black) {
    ObjectCreate(NamC,OBJ_RECTANGLE,Window,StartBar,StartPrice,EndBar,EndPrice);
    ObjectSet   (NamC,OBJPROP_COLOR,SquareLimit);
    ObjectSet   (NamC,OBJPROP_BACK ,True);
  }
  
  return(0);
}  

void DgX(datetime StartBar, double StartPrice, datetime EndBar, double EndPrice)
{
  string   NamA = StringConcatenate(NameWindow,DoubleToStr(StartBar,0),"_",DoubleToStr(StartPrice,4)); 
  string   NamB = StringConcatenate(NamA,"_B");
  string   NamC = StringConcatenate(NamA,"_C");
           NamA = StringConcatenate(NamA,"_A");
  
  if (ObjectFind(NamA)>=0) ObjectDelete(NamA);
  if (ObjectFind(NamB)>=0) ObjectDelete(NamB);
  if (ObjectFind(NamC)>=0) ObjectDelete(NamC);

  ObjectCreate(NamA,OBJ_TREND,Window,StartBar,StartPrice,EndBar,EndPrice);
  ObjectSet   (NamA,OBJPROP_COLOR,ColorUp);
  ObjectSet   (NamA,OBJPROP_WIDTH,ShapeWidth);
  ObjectSet   (NamA,OBJPROP_BACK ,False);
  ObjectSet   (NamA,OBJPROP_RAY  ,False);
  ObjectCreate(NamB,OBJ_TREND,Window,EndBar,StartPrice,StartBar,EndPrice);
  ObjectSet   (NamB,OBJPROP_COLOR,ColorUp);
  ObjectSet   (NamB,OBJPROP_WIDTH,ShapeWidth);
  ObjectSet   (NamB,OBJPROP_BACK ,False);
  ObjectSet   (NamB,OBJPROP_RAY  ,False);

  if (SquareLimit!=Black) {
    ObjectCreate(NamC,OBJ_RECTANGLE,Window,StartBar,StartPrice,EndBar,EndPrice);
    ObjectSet   (NamC,OBJPROP_COLOR,SquareLimit);
    ObjectSet   (NamC,OBJPROP_BACK ,False);
  }
  
  return(0);
}  

/*void DgText(datetime Bar, 
            double   Price, 
            string   Text,
            color    Color)
{
  string   NamA = StringConcatenate(NameWindow,DoubleToStr(Bar,0),"_",DoubleToStr(Price,4)); 
  string   NamB = StringConcatenate(NamA,"_B");
           NamA = StringConcatenate(NamA,"_A");
  
  if (ObjectFind(NamA)>=0) ObjectDelete(NamA);
  if (ObjectFind(NamB)>=0) ObjectDelete(NamB);
  
  ObjectCreate(NamA,OBJ_TEXT,Window,Bar,Price);
  ObjectSet   (NamA,OBJPROP_BACK ,True);
  ObjectSetText(NamA,Text,10,"Courier New",Color);

  return(0);
}

void CalculetaMode_1()
{
  int    Bar    = Bars-1;

  // calcula P&F
  Index = 0;
  RedimBuffers(0,0,0);
  Min[0] = MathCeil(Low[Bar]/Box);
  Max[0] = MathCeil(High[Bar]/Box);//Min[0];
  if (Open[Bar]>Close[Bar]) Typ[0] = 1; 
  else                      Typ[0] = 0;
  Bar--;
  while (Bar>0) {
    double Lo = NormalizeDouble(Low[Bar] /Box,0);
    double Hi = NormalizeDouble(High[Bar]/Box,0);
    double Mi = Min[Index];
    double Ma = Max[Index];
    int    Ty = Typ[Index];
    if(Ty == 0) {
      if(Lo<=Mi) {
        Min[Index] = Lo;
      } else {
        if(Hi>=(Mi+ReversalAmount)) {
          Index++;
          RedimBuffers(1,Mi+1,Hi);
        }  
      }
    } else {
      if(Hi>=Ma) {
        Max[Index] = Hi;
      } else {
        if(Lo<=(Ma-ReversalAmount)) {
          Index++;
          RedimBuffers(0,Lo,Ma-1);
        }  
      }
    }
    Bar--;
  }
   
  return(0); 
}
*/
void CalculetaMode_2()
{
  int    Bar    = Bars-1;

  //--------------------------------------
  Index = 0;
  RedimBuffers(0,0,0);
  Min[0] = Box * MathCeil (Low[Bar] /Box) + Box;
  Max[0] = Box * MathFloor(High[Bar]/Box);
  Typ[0] = 0;
  //----------------------------------------
  Bar--;
  while (Bar>0) {
    if(Typ[Index] == 0) {
      if(Low[Bar] <= Min[Index] - Box) {
        Min[Index] = Box * MathCeil(Low[Bar]/Box);
      } else {
        if(High[Bar] >= Min[Index] + ReversalAmount*Box) {
          Index++;
          RedimBuffers(1,Min[Index - 1] + Box,Box * MathCeil(High[Bar]/Box)); // MathFloor
        }  
      }
    } else {
      if(High[Bar] >= Max[Index] + Box) {
        Max[Index] = Box * MathCeil(High[Bar]/Box); // MathFloor
      } else {
        if( Low[Bar] <= Max[Index] - ReversalAmount * Box ) {
          Index++;
          RedimBuffers(0,Box * MathCeil(Low[Bar]/Box),Max[Index - 1] - Box);
        }  
      }
    }
    Bar--;
  }
  for (Bar=0;Bar<=Index;Bar++) {
    Min[Bar] = MathCeil(Min[Bar]/Box);
    Max[Bar] = MathCeil(Max[Bar]/Box);
  }
  
  return(0);
}