//+------------------------------------------------------------------+
//|                                                Donchian channels |
//|                                            Donchian channels.mq4 |
//|                                                           mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link      "mladenfx@gmail.com"

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_color3 Green
#property indicator_color4 Red
#property indicator_color5 Red
#property indicator_style1 STYLE_DOT
#property indicator_style2 STYLE_DOT
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2


//
//
//
//
//

extern string TimeFrame       = "Current time frame";
extern int    ChannelPeriod   = 20;
extern bool   ShowMiddle      = true;
extern bool   Interpolate     = true;
extern bool   alertsOn        = false;
extern bool   alertsOnCurrent = false;
extern bool   alertsMessage   = true;
extern bool   alertsSound     = false;
extern bool   alertsEmail     = false;

//
//
//
//
//

double buffer1[];
double buffer2[];
double buffer3[];
double buffer4[];
double buffer5[];
double trend[];

//
//
//
//
//

string indicatorFileName;
bool   calculateValue;
bool   returnBars;
int    timeFrame;

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

int init()
{
   IndicatorBuffers(6);
   SetIndexBuffer(0,buffer1);
   SetIndexBuffer(1,buffer2);
   SetIndexBuffer(2,buffer3);
   SetIndexBuffer(3,buffer4);
   SetIndexBuffer(4,buffer5);
   SetIndexBuffer(5,trend);
   
      //
      //
      //
      //
      //
                  
         indicatorFileName = WindowExpertName();
         calculateValue    = (TimeFrame=="CalculateValue"); if (calculateValue) return(0);
         returnBars        = (TimeFrame=="returnBars");     if (returnBars)     return(0);
         timeFrame         = stringToTimeFrame(TimeFrame);
   return(0);
}

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

int start()
{
   int counted_bars=IndicatorCounted();
   int i,limit;

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-1);
         if (returnBars) { buffer1[0] = limit+1; return(0); }

   //
   //
   //
   //
   //

   if (calculateValue || timeFrame==Period())
   {
      if (trend[limit]==-1) CleanPoint(limit,buffer4,buffer5);
      for (i=limit;i>=0;i--)
      {
         buffer1[i] = High[iHighest(NULL,0,MODE_HIGH,ChannelPeriod,i+1)];
         buffer2[i] = Low[iLowest(NULL,0,MODE_LOW,ChannelPeriod,i+1)];
         buffer4[i] = EMPTY_VALUE;
         buffer5[i] = EMPTY_VALUE;

         trend[i] = trend[i+1];
            if (buffer1[i]>buffer1[i+1]) trend[i] =  1;
            if (buffer2[i]<buffer2[i+1]) trend[i] = -1;
            if (ShowMiddle)
            {
               buffer3[i] = (buffer1[i]+buffer2[i])/2;
               if (trend[i]==-1) PlotPoint(i,buffer4,buffer5,buffer3);
            }            
      }
      manageAlerts();
      return(0);
   }
   
   //
   //
   //
   //
   //
   
   limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period()));
   if (trend[limit]== 1) CleanPoint(limit,buffer4,buffer5);
   for (i=limit;i>=0;i--)
   {
      int y = iBarShift(NULL,timeFrame,Time[i]);
         buffer1[i] = iCustom(NULL,timeFrame,indicatorFileName,"CalculateValue",ChannelPeriod,ShowMiddle,0,y);
         buffer2[i] = iCustom(NULL,timeFrame,indicatorFileName,"CalculateValue",ChannelPeriod,ShowMiddle,1,y);
         trend[i]   = iCustom(NULL,timeFrame,indicatorFileName,"CalculateValue",ChannelPeriod,ShowMiddle,5,y);
         if (ShowMiddle)
         {
            buffer3[i] = iCustom(NULL,timeFrame,indicatorFileName,"CalculateValue",ChannelPeriod,ShowMiddle,2,y);
            buffer4[i] = EMPTY_VALUE;
            buffer5[i] = EMPTY_VALUE;
         }            

         //
         //
         //
         //
         //
      
         if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;

         //
         //
         //
         //
         //

         datetime time = iTime(NULL,timeFrame,y);
            for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;	
            for(int k = 1; k < n; k++)
            {
               if (ShowMiddle) buffer3[i+k] = buffer3[i] + (buffer3[i+n]-buffer3[i])*k/n;
                               buffer1[i+k] = buffer1[i] + (buffer1[i+n]-buffer1[i])*k/n;
                               buffer2[i+k] = buffer2[i] + (buffer2[i+n]-buffer2[i])*k/n;
            }               
   }
   if (ShowMiddle) for (i=limit;i>=0;i--) if (trend[i]==-1) PlotPoint(i,buffer4,buffer5,buffer3);
   manageAlerts();
   return(0);
}

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

void manageAlerts()
{
   if (!calculateValue && alertsOn)
   {
      if (alertsOnCurrent)
           int whichBar = 0;
      else     whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
      if (trend[whichBar] != trend[whichBar+1])
      {
         if (trend[whichBar] ==  1) doAlert(whichBar,"up");
         if (trend[whichBar] == -1) doAlert(whichBar,"down");
      }
   }
}

//
//
//
//
//

void doAlert(int forBar, string doWhat)
{
   static string   previousAlert="nothing";
   static datetime previousTime;
   string message;
   
   if (previousAlert != doWhat || previousTime != Time[forBar]) {
       previousAlert  = doWhat;
       previousTime   = Time[forBar];

       //
       //
       //
       //
       //

       message =  StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," ",timeFrameToString(timeFrame)+" Donchian channel direction changed to ",doWhat);
          if (alertsMessage) Alert(message);
          if (alertsEmail)   SendMail(StringConcatenate(Symbol(),"Donchian channel"),message);
          if (alertsSound)   PlaySound("alert2.wav");
   }
}

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

void CleanPoint(int i,double& first[],double& second[])
{
   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
        second[i+1] = EMPTY_VALUE;
   else
      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
          first[i+1] = EMPTY_VALUE;
}

//
//
//
//
//

void PlotPoint(int i,double& first[],double& second[],double& from[])
{
   if (first[i+1] == EMPTY_VALUE)
      {
         if (first[i+2] == EMPTY_VALUE) {
                first[i]   = from[i];
                first[i+1] = from[i+1];
                second[i]  = EMPTY_VALUE;
            }
         else {
                second[i]   =  from[i];
                second[i+1] =  from[i+1];
                first[i]    = EMPTY_VALUE;
            }
      }
   else
      {
         first[i]  = from[i];
         second[i] = EMPTY_VALUE;
      }
}

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

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

//
//
//
//
//

int stringToTimeFrame(string tfs)
{
   tfs = stringUpperCase(tfs);
   for (int i=ArraySize(iTfTable)-1; i>=0; i--)
         if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
                                                      return(Period());
}
string timeFrameToString(int tf)
{
   for (int i=ArraySize(iTfTable)-1; i>=0; i--) 
         if (tf==iTfTable[i]) return(sTfTable[i]);
                              return("");
}

//
//
//
//
//

string stringUpperCase(string str)
{
   string   s = str;

   for (int length=StringLen(str)-1; length>=0; length--)
   {
      int tchar = StringGetChar(s, length);
         if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256))
                     s = StringSetChar(s, length, tchar - 32);
         else if(tchar > -33 && tchar < 0)
                     s = StringSetChar(s, length, tchar + 224);
   }
   return(s);
}