//+------------------------------------------------------------------+
//|                                                      mkfxvolumes |
//|                                      Copyright 2022, mkfxvolumes |
//|                                            mkfxvolumes@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Created with MOHAMED KOURTAM";
#property link "mkfxvolumes@gmail.com";
#property version "1.4";
#property description "This Indicator is protected by proprietary rights \nCopyrights MOHAMED KOURTAM\nContact Us: mkfxvolumes@gmail.com";
#property indicator_separate_window

#property indicator_buffers 4

#property indicator_color1 1966335
#property indicator_label1 "Sell"
#property indicator_style1 STYLE_SOLID
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_width1 5

#property indicator_color2 1769216
#property indicator_label2 "Buy"
#property indicator_style2 STYLE_SOLID
#property indicator_type2 DRAW_HISTOGRAM
#property indicator_width2 5

#property indicator_label3 "LastSignal"
#property indicator_type3 DRAW_NONE

#property indicator_label4 "Signal"
#property indicator_type4 DRAW_NONE

enum Strategy_Check
  {
   Strategy_1=1, //Strategy 1
   Strategy_2=2, //Strategy 2
   Strategy_3=3, //Strategy 3
  };

extern Strategy_Check Strategy=Strategy_2;
extern bool Show_One_Signal_Per_Confirmation=false;

extern ENUM_TIMEFRAMES     TC_Time_Frame=PERIOD_CURRENT;
extern int                 TC_ChannelPeriod=5;
extern int                 TC_MaxChannelPeriod=30;
extern int                 TC_MinChannelWidth=10;

extern bool                Use_HTF_OAAO_Trend_Confirmation=false;
extern ENUM_TIMEFRAMES     TC_HTF_Time_Frame=PERIOD_H4;
extern int                 TC_HTF_ChannelPeriod=5;
extern int                 TC_HTF_MaxChannelPeriod=30;
extern int                 TC_HTF_MinChannelWidth=10;

extern bool Use_X_Candles=false;
extern int HTF1_X_Candles=1;
int MaxBars=500;

int Arrow_Distance=0;
long Current_Bar;
int Bars_count;

int TF1_Bar_shifted;
int TF2_Bar_shifted;

double Buy_Buffer[];
double Sell_Buffer[];
double Last_Buffer[];
double Signal_Buffer[];
double _point;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
   Current_Bar = 0;

   if(!Use_HTF_OAAO_Trend_Confirmation)
      TC_HTF_Time_Frame=TC_Time_Frame;

   SetIndexBuffer(0, Sell_Buffer);
   SetIndexBuffer(1, Buy_Buffer);
   SetIndexBuffer(2, Last_Buffer);
   SetIndexBuffer(3, Signal_Buffer);

   SetIndexEmptyValue(0, 2147483647);
   SetIndexEmptyValue(1, 2147483647);
   SetIndexEmptyValue(2, 2147483647);
   SetIndexEmptyValue(3, 2147483647);
   _point = Point*MathPow(10,Digits%2);

//---

   return 0;
  }

int Last_Trade=0;
int Last_Trade_HTF1=0;
int Last_Trade_HTF2=0;
bool NewSignal_HTF=false;
int last=0;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[])
  {

   int Remaining_Bars,i;
   int TC_Bar,TC_HTF_Bar;

   Remaining_Bars = rates_total - prev_calculated;

   ArraySetAsSeries(Buy_Buffer, true);
   ArraySetAsSeries(Sell_Buffer, true);
   ArraySetAsSeries(Last_Buffer, true);
   ArraySetAsSeries(Signal_Buffer, true);

   if(prev_calculated < 1)
     {
      ArrayInitialize(Buy_Buffer, 2147483647);
      ArrayInitialize(Sell_Buffer, 2147483647);
      ArrayInitialize(Last_Buffer, 2147483647);
      ArrayInitialize(Signal_Buffer, 2147483647);
     }
   else
     {
      Remaining_Bars = Remaining_Bars + 1;
     }
   i = Remaining_Bars - 1;
   if(i < 0)
      return rates_total;
   do
     {
      Bars_count = rates_total - 1;

      if(i < Bars_count)
        {

         if(Use_X_Candles)
           {
            TC_Bar     = iBarShift(_Symbol, TC_Time_Frame, Time[i], false);
            TC_HTF_Bar = iBarShift(_Symbol, TC_HTF_Time_Frame, Time[i], false)+HTF1_X_Candles;
           }
         else
           {
            TC_Bar     = iBarShift(_Symbol, TC_Time_Frame, Time[i], false);
            TC_HTF_Bar = iBarShift(_Symbol, TC_HTF_Time_Frame, Time[i], false);
           }

         if(TC_Bar<0 || TC_HTF_Bar<0)
           {
            Sell_Buffer[i]=0;
            Buy_Buffer[i]=0;
           }

         bool t1,t2,t3,t4;


         if(TC_Bar>=0 && TC_HTF_Bar>=0 && !Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);

            if(t1)
              {
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }

            t3=CheckSellTC(TC_Bar);

            if(t3)
              {
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }

         if(TC_Bar>=0 && TC_HTF_Bar>=0 && Strategy==Strategy_1 && Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);
            t2=CheckBuyTCHTF1(TC_HTF_Bar);

            if(t1 && t2)
              {
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }

            t3=CheckSellTC(TC_Bar);
            t4=CheckSellTCHTF1(TC_HTF_Bar);
            if(t3 && t4)
              {
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }

         if(TC_Bar>=0 && TC_HTF_Bar>=0 && Strategy==Strategy_2 && Show_One_Signal_Per_Confirmation && Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);
            t2=CheckBuyTCHTF1(TC_HTF_Bar);
            t3=CheckSellTC(TC_Bar);
            t4=CheckSellTCHTF1(TC_HTF_Bar);

            if(t2)
              {NewSignal_HTF=true; last=1;}

            if(t4)
              {NewSignal_HTF=true; last=-1;}

            if(t1 && NewSignal_HTF && last==1)
              {
               NewSignal_HTF=false;
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }


            if(t3 && NewSignal_HTF && last==-1)
              {
               NewSignal_HTF=false;
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }


         if(TC_Bar>=0 && TC_HTF_Bar>=0 && Strategy==Strategy_2 && !Show_One_Signal_Per_Confirmation && Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);
            t2=CheckBuyTCHTF2(TC_HTF_Bar);
            t3=CheckSellTC(TC_Bar);
            t4=CheckSellTCHTF2(TC_HTF_Bar);

            if(t1 && t2)
              {
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }


            if(t3 && t4)
              {
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }

         if(TC_Bar>=0 && TC_HTF_Bar>=0 && Strategy==Strategy_3 && Show_One_Signal_Per_Confirmation && Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);
            t2=CheckBuyTCHTF3(TC_HTF_Bar);
            t3=CheckSellTC(TC_Bar);
            t4=CheckSellTCHTF3(TC_HTF_Bar);

            if(t2)
              {NewSignal_HTF=true; last=1;}

            if(t4)
              {NewSignal_HTF=true; last=-1;}

            if((last==1 && t3) || (last==-1 && t1))
              {last=0; NewSignal_HTF=false;}

            if(t1 && NewSignal_HTF && last==1)
              {
               NewSignal_HTF=false;
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }


            if(t3 && NewSignal_HTF && last==-1)
              {
               NewSignal_HTF=false;
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }


         if(TC_Bar>=0 && TC_HTF_Bar>=0 && Strategy==Strategy_3 && !Show_One_Signal_Per_Confirmation && Use_HTF_OAAO_Trend_Confirmation)
           {
            t1=CheckBuyTC(TC_Bar);
            t2=CheckBuyTCHTF3(TC_HTF_Bar);
            t3=CheckSellTC(TC_Bar);
            t4=CheckSellTCHTF3(TC_HTF_Bar);

            if(t2)
              {NewSignal_HTF=true; last=1;}

            if(t4)
              {NewSignal_HTF=true; last=-1;}

            if((last==1 && t3) || (last==-1 && t1))
              {last=0; NewSignal_HTF=false;}

            if(t1 && last==1 && NewSignal_HTF)
              {
               Buy_Buffer[i] = iLow(NULL, Period(), i)-Arrow_Distance*Point();
               Last_Buffer[i] = 1;
               Signal_Buffer[i] = 1;
              }
            else
              {
               Buy_Buffer[i] = 2147483647;
              }

            if(t3 && last==-1 && NewSignal_HTF)
              {
               Sell_Buffer[i] = iHigh(NULL, Period(), i)+Arrow_Distance*Point();
               Last_Buffer[i] = -1;
               Signal_Buffer[i] = -1;
              }
            else
              {
               Sell_Buffer[i] = 2147483647;
              }

            if(Buy_Buffer[i]==2147483647 && Sell_Buffer[i] == 2147483647)
               Last_Buffer[i] = Last_Buffer[i+1];
           }

        }
      i = i - 1;
     }
   while(i >= 0);

   return rates_total;
  }

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

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckBuyTC(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_TC(TC_Time_Frame,x);
   double donchian_Upper=DC_Channel(TC_Time_Frame,x+1,2,MaxBars+TC_ChannelPeriod,TC_ChannelPeriod,TC_MaxChannelPeriod,TC_MinChannelWidth);

   if(haMedian>donchian_Upper && (Last_Trade==0 || Last_Trade==2))
     {Buy_Now=true; Last_Trade=1; Sell_Now=false;}
   else
      Buy_Now=false;

   if(Buy_Now)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckSellTC(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_TC(TC_Time_Frame,x);
   double donchian_Lower=DC_Channel(TC_Time_Frame,x+1,1,MaxBars+TC_ChannelPeriod,TC_ChannelPeriod,TC_MaxChannelPeriod,TC_MinChannelWidth);

   if(haMedian<donchian_Lower && (Last_Trade==0 || Last_Trade==1))
     {Sell_Now=true; Last_Trade=2; Buy_Now=false;}
   else
      Sell_Now=false;

   if(Sell_Now)
      return(true);

   return(false);
  }


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckBuyTCHTF1(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);

   double donchian_Upper=DC_Channel(TC_HTF_Time_Frame,x+1,2,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

   if(haMedian>donchian_Upper && (Last_Trade_HTF1==0 || Last_Trade_HTF1==2))
     {Buy_Now=true; Last_Trade_HTF1=1; Sell_Now=false;}
   else
      Buy_Now=false;

   if(Buy_Now)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckSellTCHTF1(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);
   double donchian_Lower=DC_Channel(TC_HTF_Time_Frame,x+1,1,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

//Comment(HeikenAshi_HTF1(TC_HTF_Time_Frame,x)+" | "+donchian_Lower);

   if(haMedian<donchian_Lower && (Last_Trade_HTF1==0 || Last_Trade_HTF1==1))
     {Sell_Now=true; Last_Trade_HTF1=2; Buy_Now=false;}
   else
      Sell_Now=false;

   if(Sell_Now)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckBuyTCHTF3(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);

   double donchian_Upper=DC_Channel(TC_HTF_Time_Frame,x+1,2,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

   if(haMedian>donchian_Upper && (Last_Trade_HTF1==0 || Last_Trade_HTF1==2))
     {Buy_Now=true; Last_Trade_HTF1=1; Sell_Now=false;}
   else
      Buy_Now=false;

   if(Buy_Now)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckSellTCHTF3(int x)
  {
   bool Buy_Now=false;
   bool Sell_Now=false;
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);
   double donchian_Lower=DC_Channel(TC_HTF_Time_Frame,x+1,1,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

//Comment(HeikenAshi_HTF1(TC_HTF_Time_Frame,x)+" | "+donchian_Lower);

   if(haMedian<donchian_Lower && (Last_Trade_HTF1==0 || Last_Trade_HTF1==1))
     {Sell_Now=true; Last_Trade_HTF1=2; Buy_Now=false;}
   else
      Sell_Now=false;

   if(Sell_Now)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool Buy_Now_HTF=false;
bool Sell_Now_HTF=false;
bool CheckBuyTCHTF2(int x)
  {
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);
   double donchian_Upper=DC_Channel(TC_HTF_Time_Frame,x+1,2,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

   if(haMedian>donchian_Upper)
     {Buy_Now_HTF=true; Last_Trade_HTF2=1; Sell_Now_HTF=false;}

   if(Buy_Now_HTF)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CheckSellTCHTF2(int x)
  {
   double haMedian = HeikenAshi_HTF1(TC_HTF_Time_Frame,x);
   double donchian_Lower=DC_Channel(TC_HTF_Time_Frame,x+1,1,MaxBars+TC_HTF_ChannelPeriod,TC_HTF_ChannelPeriod,TC_HTF_MaxChannelPeriod,TC_HTF_MinChannelWidth);

   if(haMedian<donchian_Lower)
     {Sell_Now_HTF=true; Last_Trade_HTF2=2; Buy_Now_HTF=false;}

   if(Sell_Now_HTF)
      return(true);

   return(false);
  }

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

// HeikenAshi Price
double   haClose_TC[1][2], haOpen_TC[1][2], haHigh_TC[1][2], haLow_TC[1][2];
datetime prevhatime_TC[1];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double HeikenAshi_TC(int Period_,int bar)
  {
   int index=0;

   if(prevhatime_TC[index] != iTime(Symbol(),Period_,bar))
     {
      haClose_TC[index][1] = haClose_TC[index][0];
      haOpen_TC [index][1] = haOpen_TC [index][0];
      haHigh_TC [index][1] = haHigh_TC [index][0];
      haLow_TC  [index][1] = haLow_TC  [index][0];
      prevhatime_TC[index] = iTime(Symbol(),Period_,bar);
     }

     {
      haClose_TC[index][0] = (iOpen(Symbol(),Period_,bar) + iHigh(Symbol(),Period_,bar) + iLow(Symbol(),Period_,bar) + iClose(Symbol(),Period_,bar))/4;
      haOpen_TC [index][0] = (haOpen_TC[index][1] + haClose_TC[index][1])/2;
      haHigh_TC [index][0] = MathMax(iHigh(Symbol(),Period_,bar),MathMax(haOpen_TC[index][0],haClose_TC[index][0]));
      haLow_TC  [index][0] = MathMin(iLow(Symbol(),Period_,bar),MathMin(haOpen_TC[index][0],haClose_TC[index][0]));
     }



   return((haHigh_TC[index][0] + haLow_TC[index][0])/2);
  }

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

// HeikenAshi Price
double   haClose_HTF1[1][2], haOpen_HTF1[1][2], haHigh_HTF1[1][2], haLow_HTF1[1][2];
datetime prevhatime_HTF1[1];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double HeikenAshi_HTF1(int Period_,int bar2)
  {



   return((iCustom(Symbol(),Period_,"Heiken Ashi",0,bar2)+iCustom(Symbol(),Period_,"Heiken Ashi",1,bar2))/2);
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double DC_Channel(int Period_,int i,int type,int limit,int ChannelPeriod,int MaxChannelPeriod,int MinChannelWidth)
  {

   int maxperiod = MaxChannelPeriod;
   double hh     = iHigh(Symbol(),Period_,iHighest(Symbol(),Period_,MODE_HIGH,ChannelPeriod,i));
   double ll     = iLow(Symbol(),Period_,iLowest(Symbol(),Period_,MODE_LOW,ChannelPeriod,i));
   double width  = (hh - ll);

   if(width < MinChannelWidth*_point)
     {
      for(int channel=ChannelPeriod; channel<=maxperiod; channel++)
        {

         hh     = iHigh(Symbol(),Period_,iHighest(Symbol(),Period_,MODE_HIGH,channel,i));
         ll     = iLow(Symbol(),Period_,iLowest(Symbol(),Period_,MODE_LOW,channel,i));

         width = (hh - ll);

         if(width >= MinChannelWidth*_point)
            break;
         else
           {
            if(channel >= maxperiod && i + channel < limit)
               maxperiod = maxperiod + 1;
            else
               continue;
           }
        }
     }

   if(type==1)
      return(hh - width);
   if(type==2)
      return(ll + width);

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