bouncestrengthindicator

ÿþ//+------------------------------------------------------------------+

//|                                                          BSI.mq4 |

//|                                          Copyright 2015, fxborg. |

//|                                  http://blog.livedoor.jp/fxborg/ |

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

#property copyright   "2015, fxborg"

#property link        "http://blog.livedoor.jp/fxborg/"

#property description "Bounce Strength Indicator"

#property strict

//---

#property indicator_separate_window

#property indicator_buffers    3

#property indicator_color1     Blue

#property indicator_color2     Red

#property indicator_color3     Black

#property indicator_level1     10.0

#property indicator_level2     0.0

#property indicator_level3     -10.0

#property indicator_levelcolor clrSilver

#property indicator_levelstyle STYLE_DOT

//--- input parameters

input int InpRangePeriod=20; //  Range Period

input int InpSlowing=3;     // Slowing

input int InpAvgPeriod=3;   //  Avg Period

input bool InpUsingVolumeWeight=true;   // Using TickVolume

//--- buffers

double ExtMainBuffer[];

double ExtPosBuffer[];

double ExtNegBuffer[];

//---- for calc 

double ExtHighesBuffer[];

double ExtLowesBuffer[];

double ExtVolBuffer[];

//---

int draw_begin1=0;

int draw_begin2=0;

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

//| Custom indicator initialization function                         |

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

int OnInit(void)

  {

   string short_name;

//--- 2 additional buffers are used for counting.

   IndicatorBuffers(6);

   SetIndexBuffer(3,ExtHighesBuffer);

   SetIndexBuffer(4,ExtLowesBuffer);

   SetIndexBuffer(5,ExtVolBuffer);

//--- indicator lines

   SetIndexLabel(0,"Floor Bounce Strength");

   SetIndexStyle(0,DRAW_HISTOGRAM);

   SetIndexBuffer(0,ExtPosBuffer);

   SetIndexLabel(1,"Ceiling Bounce Strength");

   SetIndexStyle(1,DRAW_HISTOGRAM);

   SetIndexBuffer(1,ExtNegBuffer);

   SetIndexLabel(2,"Bounce Strength Index");

   SetIndexStyle(2,DRAW_LINE);

   SetIndexBuffer(2,ExtMainBuffer);

//--- name for DataWindow and indicator subwindow label

//---

   draw_begin1=InpRangePeriod+InpSlowing;

   draw_begin2=draw_begin1+InpAvgPeriod;

   SetIndexDrawBegin(0,draw_begin1);

   SetIndexDrawBegin(1,draw_begin1);

   SetIndexDrawBegin(2,draw_begin2);

   short_name="Bane Strength Index("+IntegerToString(InpRangePeriod)+","+IntegerToString(InpSlowing)+","+IntegerToString(InpAvgPeriod)+")";

   if(InpUsingVolumeWeight)

      short_name+=" using Volumes";

   IndicatorShortName(short_name);

//--- initialization done

   return(INIT_SUCCEEDED);

  }

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

//| BSI caluclate                                                    |

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

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 i,k,pos;

//--- check for bars count

   if(rates_total<=InpRangePeriod+InpAvgPeriod+InpSlowing)

      return(0);

//--- counting from 0 to rates_total

   ArraySetAsSeries(ExtMainBuffer,false);

   ArraySetAsSeries(ExtPosBuffer,false);

   ArraySetAsSeries(ExtNegBuffer,false);

   ArraySetAsSeries(ExtHighesBuffer,false);

   ArraySetAsSeries(ExtLowesBuffer,false);

   ArraySetAsSeries(ExtVolBuffer,false);

   ArraySetAsSeries(low,false);

   ArraySetAsSeries(high,false);

   ArraySetAsSeries(close,false);

   ArraySetAsSeries(tick_volume,false);

//---

   pos=InpRangePeriod-1;

//---  

   if(pos+1<prev_calculated)

      pos=prev_calculated-2;

   else

     {

      for(i=0; i<pos; i++)

        {

         ExtLowesBuffer[i]=0.0;

         ExtHighesBuffer[i]=0.0;

         ExtVolBuffer[i]=0.0;

        }

     }

//--- calculate HighesBuffer[] and ExtHighesBuffer[]

   for(i=pos; i<rates_total && !IsStopped(); i++)

     {

      //--- calculate range spread

      double dmin=1000000.0;

      double dmax=-1000000.0;

      long volmax=0;

      for(k=i-InpRangePeriod+1; k<=i; k++)

        {

         if(dmin>low[k])

            dmin=low[k];

         if(dmax<high[k])

            dmax=high[k];

         if(volmax<tick_volume[k])

            volmax=tick_volume[k];

        }

      ExtLowesBuffer[i]=dmin;

      ExtHighesBuffer[i]=dmax;

      //---

      if(InpUsingVolumeWeight)

         ExtVolBuffer[i]=(double)volmax;

     }

//--- line

   pos=InpRangePeriod-1+InpSlowing-1;

   if(pos+1<prev_calculated)

      pos=prev_calculated-2;

   else

     {

      for(i=0; i<pos; i++)

        {

         ExtMainBuffer[i]=0.0;

         ExtPosBuffer[i]=0.0;

         ExtNegBuffer[i]=0.0;

        }

     }

//--- main cycle

   for(i=pos; i<rates_total && !IsStopped(); i++)

     {

      double sumpos=0.0;

      double sumneg=0.0;

      double sumhigh=0.0;

      double sumpvol = 0.0;

      double sumnvol = 0.0;

      for(k=(i-InpSlowing+1); k<=i; k++)

        {

         //---

         double vol=1.0;

         if(InpUsingVolumeWeight && ExtVolBuffer[k]>0)

           {

            vol=tick_volume[k]/ExtVolBuffer[k];

           }

         //--- Range position ratio

         double ratio=0;

         //--- Range spread

         double range=ExtHighesBuffer[k]-ExtLowesBuffer[k];

         //--- Bar Spread

         double sp=(high[k]-low[k]);

         //--- Not DownBar

         if(!(close[k-1]-sp*0.2>close[k]))

           {

            //--- low equal range low

            if(low[k]==ExtLowesBuffer[k])

               ratio=1;

            else // upper - low / range spread

            ratio=(ExtHighesBuffer[k]-low[k])/range;

            sumpos+=(close[k]-low[k])*ratio *vol;

           }

         //--- Not UpBar

         if(!(close[k-1]+sp*0.2<close[k]))

           {

            //--- high equal range high 

            if(high[k]==ExtHighesBuffer[k])

               ratio=1;

            else // high - lower / range spread

            ratio=(high[k]-ExtLowesBuffer[k])/range;

            sumneg+=(high[k]-close[k])*ratio*vol*-1;

           }

         //---

         sumhigh+=range;

        }

      //---

      if(sumhigh==0.0)

        {

         ExtPosBuffer[i]=EMPTY_VALUE;

         ExtNegBuffer[i]=EMPTY_VALUE;

        }

      else

        {

         ExtPosBuffer[i]=sumpos/sumhigh*100;

         ExtNegBuffer[i]=sumneg/sumhigh*100;

        }

     }

//--- avg

   pos=InpAvgPeriod-1;

   if(pos+1<prev_calculated)

      pos=prev_calculated-2;

   else

     {

      for(i=0; i<pos; i++)

        {

         ExtMainBuffer[i]=0.0;

        }

     }

//---

   for(i=pos; i<rates_total && !IsStopped(); i++)

     {

      double sumPos=0.0;

      double sumNeg=0.0;

      double sum=0.0;

      for(k=0; k<InpAvgPeriod; k++)

        {

         sum+=ExtPosBuffer[i-k]-(-1*ExtNegBuffer[i-k]);

        }

      //---

      ExtMainBuffer[i]=sum/InpAvgPeriod;

     }

//--- OnCalculate done. Return new prev_calculated.

   return(rates_total);

  }

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