xMQL5/BKPS/14040311/Documents/BKP/test.1.mq5

#property copyright "Your Name"
#property link      "https://www.yourwebsite.com"
#property version   "1.02"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2

//--- Input parameters
input int atr_period = 14;         // ATR Period
input double atr_threshold = 0.0005; // ATR Threshold for Consolidation (e.g., 0.0005 for EURUSD, 5.0 for XAUUSD)
input int range_period = 20;       // Period to check price range
input double range_multiplier = 2.0; // Price range multiplier (relative to ATR)
input bool enable_alerts = true;   // Enable breakout alerts
input bool draw_rectangles = true; // Draw rectangles for consolidation zones

//--- Indicator buffers
double UpperBuffer[];
double LowerBuffer[];

//--- Global variables
int atr_handle = INVALID_HANDLE;
int zone_count = 0; // For unique rectangle names

//+------------------------------------------------------------------+
//| Custom indicator initialization function                          |
//+------------------------------------------------------------------+
int OnInit()
{
   //--- Set indicator buffers
   SetIndexBuffer(0, UpperBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, LowerBuffer, INDICATOR_DATA);
   PlotIndexSetString(0, PLOT_LABEL, "Upper Consolidation");
   PlotIndexSetString(1, PLOT_LABEL, "Lower Consolidation");
   PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_LINE);
   PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
   PlotIndexSetInteger(0, PLOT_LINE_STYLE, STYLE_SOLID);
   PlotIndexSetInteger(1, PLOT_LINE_STYLE, STYLE_SOLID);
   PlotIndexSetInteger(0, PLOT_LINE_COLOR, clrRed);
   PlotIndexSetInteger(1, PLOT_LINE_COLOR, clrBlue);

   //--- Create ATR handle
   atr_handle = iATR(_Symbol, _Period, atr_period);
   if(atr_handle == INVALID_HANDLE)
   {
      Print("Failed to create ATR handle, error: ", GetLastError());
      return(INIT_FAILED);
   }

   //--- Check available bars
   int available_bars = Bars(_Symbol, _Period);
   if(available_bars < range_period + atr_period)
   {
      Print("Insufficient bars: ", available_bars, ", required: ", range_period + atr_period);
      return(INIT_FAILED);
   }

   //--- Log initialization
   Print("Indicator initialized. Symbol: ", _Symbol, ", Timeframe: ", Period(), 
         ", ATR Period: ", atr_period, ", Range Period: ", range_period);

   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                        |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   if(atr_handle != INVALID_HANDLE)
      IndicatorRelease(atr_handle);
   ObjectsDeleteAll(0, "Consolidation_"); // Remove all rectangles
   Print("Indicator deinitialized, reason: ", reason);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                               |
//+------------------------------------------------------------------+
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[])
{
   //--- Ensure enough bars
   if(rates_total < range_period + atr_period)
   {
      Print("Not enough bars: ", rates_total, ", required: ", range_period + atr_period);
      return(0);
   }

   //--- Set arrays as series
   ArraySetAsSeries(high, true);
   ArraySetAsSeries(low, true);
   ArraySetAsSeries(close, true);
   ArraySetAsSeries(time, true);
   ArraySetAsSeries(UpperBuffer, true);
   ArraySetAsSeries(LowerBuffer, true);

   //--- Calculate ATR
   double atr[];
   ArraySetAsSeries(atr, true);
   ArrayResize(atr, rates_total);
   if(CopyBuffer(atr_handle, 0, 0, rates_total, atr) <= 0)
   {
      Print("Failed to copy ATR buffer, error: ", GetLastError());
      return(0);
   }

   //--- Initialize buffers for first calculation
   if(prev_calculated == 0)
   {
      ArrayInitialize(UpperBuffer, EMPTY_VALUE);
      ArrayInitialize(LowerBuffer, EMPTY_VALUE);
   }

   //--- Loop through bars
   int start = prev_calculated == 0 ? range_period : MathMax(range_period, prev_calculated - 1);
   for(int i = start; i < rates_total && !IsStopped(); i++)
   {
      //--- Calculate range over range_period
      int max_idx = ArrayMaximum(high, i - range_period + 1, range_period);
      int min_idx = ArrayMinimum(low, i - range_period + 1, range_period);
      if(max_idx == -1 || min_idx == -1)
      {
         Print("Error: Invalid array index at bar ", i);
         continue;
      }
      double max_high = high[max_idx];
      double min_low = low[min_idx];
      double price_range = max_high - min_low;

      //--- Log values for debugging
      if(i == rates_total - 1) // Log only for the latest bar
      {
         Print("Bar ", i, ": ATR = ", DoubleToString(atr[i], _Digits), 
               ", Price Range = ", DoubleToString(price_range, _Digits), 
               ", Threshold = ", DoubleToString(atr_threshold, _Digits), 
               ", Range Limit = ", DoubleToString(atr[i] * range_multiplier, _Digits));
      }

      //--- Check for consolidation
      if(atr[i] < atr_threshold && price_range < atr[i] * range_multiplier)
      {
         UpperBuffer[i] = max_high;
         LowerBuffer[i] = min_low;

         //--- Draw rectangle for the consolidation zone
         if(draw_rectangles && i >= range_period)
         {
            string obj_name = "Consolidation_" + IntegerToString(zone_count++) + "_" + TimeToString(time[i]);
            ObjectCreate(0, obj_name, OBJ_RECTANGLE, 0, time[i], max_high, time[i - range_period + 1], min_low);
            ObjectSetInteger(0, obj_name, OBJPROP_COLOR, clrRed);
            ObjectSetInteger(0, obj_name, OBJPROP_STYLE, STYLE_SOLID);
            ObjectSetInteger(0, obj_name, OBJPROP_WIDTH, 1);
            ObjectSetInteger(0, obj_name, OBJPROP_FILL, false);
            ObjectSetInteger(0, obj_name, OBJPROP_BACK, false);
         }

         //--- Check for breakout (on latest bar only)
         if(enable_alerts && i == rates_total - 1)
         {
            if(close[i] > UpperBuffer[i] && (i == 0 || close[i-1] <= UpperBuffer[i-1]))
               Alert("Breakout Up at ", TimeToString(time[i]), ": Price = ", DoubleToString(close[i], _Digits));
            if(close[i] < LowerBuffer[i] && (i == 0 || close[i-1] >= LowerBuffer[i-1]))
               Alert("Breakout Down at ", TimeToString(time[i]), ": Price = ", DoubleToString(close[i], _Digits));
         }
      }
      else
      {
         UpperBuffer[i] = EMPTY_VALUE;
         LowerBuffer[i] = EMPTY_VALUE;
      }
   }

   return(rates_total);
}