/*
 * Multiple Timeframe Breakout Sample
 */

// a link to the company website
#property link      ""
// the company name
#property copyright ""
// サブウィンドウ上に指標を表示する.
#property indicator_separate_window
// 表示する指標の数.
#property indicator_buffers 8
// 線の色
#property indicator_color1  Blue
#property indicator_color2  Red
#property indicator_color3  Blue
#property indicator_color4  Red
#property indicator_color5  Blue
#property indicator_color6  Red
#property indicator_color7  Blue
#property indicator_color8  Red

/*
 * http://docs.mql4.com/basis/preprosessor/compilation
 */
#property indicator_minimum 0
#property indicator_maximum 5
#property indicator_level1 1
#property indicator_level2 2
#property indicator_level3 3
#property indicator_level4 4

/*
 * 外部変数.
 */
// output file name.
extern string OUTPUT_FILE_NAME = "SampleMultipleTimeframeBreakout.log";
// debug
extern bool DEBUG = false;

// Timeframes.
extern int TIMEFRAME_1 = PERIOD_M1;
extern int TIMEFRAME_2 = PERIOD_M5;
extern int TIMEFRAME_3 = PERIOD_M15;
extern int TIMEFRAME_4 = PERIOD_M30;

// Period.
extern int PERIOD = 21;

// 表示用のバッファ.
double BUFFER_BREAK_TOP_1[];
double BUFFER_BREAK_BOTTOM_1[];
double BUFFER_BREAK_TOP_2[];
double BUFFER_BREAK_BOTTOM_2[];
double BUFFER_BREAK_TOP_3[];
double BUFFER_BREAK_BOTTOM_3[];
double BUFFER_BREAK_TOP_4[];
double BUFFER_BREAK_BOTTOM_4[];

string SHORT_NAME;
string OBJECT_NAME_LABEL_1;
string OBJECT_NAME_LABEL_2;
string OBJECT_NAME_LABEL_3;
string OBJECT_NAME_LABEL_4;

/*
 * 初期化処理.
 * チャートを表示するときに実行する.
 */
int init() {
    outputInfo("start 'init' function");

    // break top 1
    SetIndexBuffer(0, BUFFER_BREAK_TOP_1);
    SetIndexStyle(0, DRAW_ARROW);
    SetIndexArrow(0, SYMBOL_ARROWUP);

    // break bottom 
    SetIndexBuffer(1, BUFFER_BREAK_BOTTOM_1);
    SetIndexStyle(1, DRAW_ARROW);
    SetIndexArrow(1, SYMBOL_ARROWDOWN);

    // break top 2
    SetIndexBuffer(2, BUFFER_BREAK_TOP_2);
    SetIndexStyle(2, DRAW_ARROW);
    SetIndexArrow(2, SYMBOL_ARROWUP);

    // break bottom 2
    SetIndexBuffer(3, BUFFER_BREAK_BOTTOM_2);
    SetIndexStyle(3, DRAW_ARROW);
    SetIndexArrow(3, SYMBOL_ARROWDOWN);

    // break top 3
    SetIndexBuffer(4, BUFFER_BREAK_TOP_3);
    SetIndexStyle(4, DRAW_ARROW);
    SetIndexArrow(4, SYMBOL_ARROWUP);

    // break bottom 3
    SetIndexBuffer(5, BUFFER_BREAK_BOTTOM_3);
    SetIndexStyle(5, DRAW_ARROW);
    SetIndexArrow(5, SYMBOL_ARROWDOWN);

    // break top 4
    SetIndexBuffer(6, BUFFER_BREAK_TOP_4);
    SetIndexStyle(6, DRAW_ARROW);
    SetIndexArrow(6, SYMBOL_ARROWUP);

    // break bottom 4
    SetIndexBuffer(7, BUFFER_BREAK_BOTTOM_4);
    SetIndexStyle(7, DRAW_ARROW);
    SetIndexArrow(7, SYMBOL_ARROWDOWN);

    string key = TimeToStr(TimeLocal(), TIME_DATE|TIME_SECONDS);
    // http://docs.mql4.com/windows/WindowExpertName
    SHORT_NAME = WindowExpertName() + "_" + key;
    // http://docs.mql4.com/customind/IndicatorShortName
    IndicatorShortName(SHORT_NAME);
    OBJECT_NAME_LABEL_1 = "TIMEFRAME_1_" + key;
    OBJECT_NAME_LABEL_2 = "TIMEFRAME_2_" + key;
    OBJECT_NAME_LABEL_3 = "TIMEFRAME_3_" + key;
    OBJECT_NAME_LABEL_4 = "TIMEFRAME_4_" + key;

    outputInfo("finish 'init' function");
    return(0);
}

/*
 * 後処理.
 * チャートから削除するときに実行する.
 */
int deinit() {
    outputInfo("start 'deinit' function");
    ObjectDelete(OBJECT_NAME_LABEL_1);
    ObjectDelete(OBJECT_NAME_LABEL_2);
    ObjectDelete(OBJECT_NAME_LABEL_3);
    ObjectDelete(OBJECT_NAME_LABEL_4);
    outputInfo("finish 'deinit' function");
    return(0);
}

/*
 * 基本処理.
 * 次の tick が決まるたびに実行する. 
 */
int start() {
    outputInfo("start 'start' function");
    showLabels();
    int countingBars = getCountingBars();
    string message;
    datetime currentPeriodTime;
    int specifiedPeriodIndex;
    // 過去から現在に向かってバーのインデックスを移動する.  
    for (int i = countingBars - 1; i >= 0; i--) {
        // 一定期間過去の値を取得して指標バッファに設定する.
        BUFFER_BREAK_TOP_1[i] = getBreakTop(i, TIMEFRAME_1, 1);
        BUFFER_BREAK_BOTTOM_1[i] = getBreakBottom(i, TIMEFRAME_1, 1);
        BUFFER_BREAK_TOP_2[i] = getBreakTop(i, TIMEFRAME_2, 2);
        BUFFER_BREAK_BOTTOM_2[i] = getBreakBottom(i, TIMEFRAME_2, 2);
        BUFFER_BREAK_TOP_3[i] = getBreakTop(i, TIMEFRAME_3, 3);
        BUFFER_BREAK_BOTTOM_3[i] = getBreakBottom(i, TIMEFRAME_3, 3);
        BUFFER_BREAK_TOP_4[i] = getBreakTop(i, TIMEFRAME_4, 4);
        BUFFER_BREAK_BOTTOM_4[i] = getBreakBottom(i, TIMEFRAME_4, 4);
    }
    outputInfo("finish 'start' function");
    return(0);
}

int getSelfWindowIndex() {
	// http://docs.mql4.com/windows/WindowFind
	int windowIndex = WindowFind(SHORT_NAME);
	return(windowIndex);
}

void showLabels() {
    int windowIndex = getSelfWindowIndex();
    datetime positionDatetime = iTime(NULL, 0, 0);
    double positionPrice = 1;
    showLabel(OBJECT_NAME_LABEL_1, windowIndex, positionDatetime, 1, createLabelText(TIMEFRAME_1));
    showLabel(OBJECT_NAME_LABEL_2, windowIndex, positionDatetime, 2, createLabelText(TIMEFRAME_2));
    showLabel(OBJECT_NAME_LABEL_3, windowIndex, positionDatetime, 3, createLabelText(TIMEFRAME_3));
    showLabel(OBJECT_NAME_LABEL_4, windowIndex, positionDatetime, 4, createLabelText(TIMEFRAME_4));
}

string createLabelText(int targetTimeframe) {
	if (targetTimeframe == PERIOD_M1) {
        return("M1");
    } else if (targetTimeframe == PERIOD_M5) { 
        return("M5");
    } else if (targetTimeframe == PERIOD_M15) { 
        return("M15");
    } else if (targetTimeframe == PERIOD_M30) { 
        return("M30");
    } else if (targetTimeframe == PERIOD_H1) { 
        return("H1");
    } else if (targetTimeframe == PERIOD_H4) { 
        return("H4");
    } else if (targetTimeframe == PERIOD_D1) {
        return("D1");
    } else if (targetTimeframe == PERIOD_W1) {
        return("W1");
    } else if (targetTimeframe == PERIOD_MN1) {
        return("MN1");
	} else {
		return("Undefined");
	} 
}
void showLabel(string objectName, int windowIndex, datetime positionDatetime, double positionPrice, string label) {
    if (ObjectFind(objectName) == -1) {
        if (!ObjectCreate(objectName, OBJ_TEXT, windowIndex, positionDatetime, positionPrice)) {
            outputError(StringConcatenate("Cannot create object. [name:", objectName, "][error", GetLastError(), "]"));
            return;
        }
    }
	if (!ObjectSetText(objectName, label, 12, "Arial", Lime)) {
        outputError(StringConcatenate("Cannot set text. [name:", objectName, "][error", GetLastError(), "]"));
	}
}
double getCloseValue(int index) {
    double value = iClose(Symbol(), 0, index);
    return(value);
}

double getBreakTop(int index, int timeframe, double returnValue) {
    double currentValue = getCloseValue(index + 1);

    datetime currentPeriodTime = currentPeriodIndex2Time(index + 1);
    int specifiedPeriodIndex = time2SpecifiedPeriodIndex(currentPeriodTime, timeframe);
    double highestValue = getHighest(specifiedPeriodIndex + 1, timeframe);

    outputInfo(createMessage(index, currentValue));
    outputInfo(createMessage(index, highestValue));
    
    if (currentValue > highestValue) {
        return(returnValue);
    } else {
        return(EMPTY_VALUE);
    }
}

double getBreakBottom(int index, int timeframe, double returnValue) {
    double currentValue = getCloseValue(index + 1);

    datetime currentPeriodTime = currentPeriodIndex2Time(index + 1);
    int specifiedPeriodIndex = time2SpecifiedPeriodIndex(currentPeriodTime, timeframe);
    double lowestValue = getLowest(specifiedPeriodIndex + 1, timeframe);

    outputInfo(createMessage(index, currentValue));
    outputInfo(createMessage(index, lowestValue));

    if (currentValue < lowestValue) {
        return(returnValue);
    } else {
        return(EMPTY_VALUE);
    }
}

/*
 * 指定したインデックスを含む一定期間の中の最大値(終値の中で)を返す.
 */
double getHighest(int index, int timeframe) {
    int startIndex = index;
    int highestIndex = iHighest(
            Symbol(),           // 通貨ペア名
            timeframe,          // 時間枠
            MODE_CLOSE,         // Series array identifier.
            PERIOD,             // Number of periods
            startIndex);
    double highest = iClose(Symbol(), timeframe, highestIndex);
    return(highest);
}

/*
 * 指定したインデックスを含む一定期間の中の最小値(終値の中で)を返す.
 */
double getLowest(int index, int timeframe) {
    int startIndex = index;
    int lowestIndex = iLowest(
            Symbol(),           // 通貨ペア名
            timeframe,          // 時間枠
            MODE_CLOSE,         // Series array identifier.
            PERIOD,             // Number of periods
            startIndex);
    double lowest = iClose(Symbol(), timeframe, lowestIndex);
    return(lowest);
}

/*
 * 指定した時刻、時間枠からインデックスを返す.
 */
int time2SpecifiedPeriodIndex(datetime time, int timeframe) {
    int index = iBarShift(
           Symbol(),            // Symbol the data of which should be used to calculate indicator. NULL means the current symbol.
           timeframe,           // Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe.
           time,                // value to find (bar's open time).
           false);              // Return mode when bar not found. false - iBarShift returns nearest. true - iBarShift returns -1.
    datetime specifiedPeriodTime = iTime(Symbol(), timeframe, index);
    string message = StringConcatenate(
        "specified period time:",
        datetime2String(specifiedPeriodTime));
    outputInfo(message);
    return(index);
}
/*
 * 現在の時間枠でのインデックスから対応する時刻を返す.
 */
datetime currentPeriodIndex2Time(int index) {
    datetime currentTime = iTime(Symbol(), 0, index);
    string currentTimeString = datetime2String(currentTime);
    string message = StringConcatenate(
        "current period time:",
        currentTimeString);
    outputInfo(message);
    return(currentTime);
}
    
/*
 * メッセージを作る.
 * format
 *      symbol, datetime, price
 */
string createMessage(int index, double price) {
    string symbolString = Symbol();
    string datetimeString = datetime2String(
            iTime(symbolString, 0, index));
    string priceString = DoubleToStr(
            price,
            Digits);
    string message = StringConcatenate(
            symbolString,
            ",",
            datetimeString,
            ",",
            priceString);
    return(message);
}
/*
 * 日時から文字列に変換する
 */
string datetime2String(datetime dt) {
    string value = TimeToStr(dt, TIME_DATE | TIME_SECONDS);
    return(value);
}                
/*
 * ファイルに出力する.
 */

void outputInfo(string message) {
	output("info", message);
}
void outputError(string message) {
	output("error", message);
}

void output(string level, string message) {
    if (!DEBUG) {
        return;
    }
    int handle = openFile();    
    if (handle == -1) {
        return;
    }
    writeFile(handle, level, message);
    closeFile(handle);
}
/*
 * 今回計算するバーの数を返す.
 */
int getCountingBars() {
   // チャート上のバーの数.
    int bars = Bars;
    // 変化のなかったバーの数.
    int countedBars = IndicatorCounted();
    if (countedBars < 0) {
        return(0);
    }
    // 今回計算するバーの数.
    int countingBars = bars - countedBars - 1;
    return(countingBars);
}

/*
 * ファイルを開く.
 * return file handle.
 *      not -1 : opened file
 *      -1     : fail
 */
int openFile() {
    int handle = FileOpen(OUTPUT_FILE_NAME, FILE_CSV|FILE_READ|FILE_WRITE, ",");
    if (handle != -1) {
        FileSeek(handle, 0, SEEK_END);
    } else {
        int errorCode = GetLastError();
        Print("Cannot open file. [name:", OUTPUT_FILE_NAME, "][errorCode:", errorCode, "]");
    }
    return(handle);
}

/*
 * ファイルを閉じる.
 */
void closeFile(int handle) {
    FileClose(handle);
}

/*
 * ファイルに文字列を書く.
 */
void writeFile(int handle, string typeName, string message) {
    datetime current = TimeCurrent();
    int result = FileWrite(
           handle,
           datetime2String(current),
           typeName,
           message);
    if (result >= 0) {
        FileFlush(handle);
        return;
    }
    
    int errorCode = GetLastError();
    Print("Cannot write file. [name:", OUTPUT_FILE_NAME, "][errorCode:", errorCode, "]");
    return; 
}