Deviation_Ratio

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

//|                                              Deviation Ratio.mq5 |

//|                                  Copyright © 2020, Tadeáa
 RusH
ák |

//|                                      http://www.tadeasrusnak.com |

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



//---- author of the indicator

#property copyright "Copyright © 2020, Tadeáa
 RusH
ák"

#property link      "http://www.tadeasrusnak.com"

#property description "Deviation Ratio"

#property version   "1.00"



input int Short_StDevPeriod      = 6;            // Fast StDev period

input int Long_StDevPeriod       = 27;           // Slow StDev period

input ENUM_MA_METHOD Short_StDevMode   = MODE_SMA;     // Short StDev Moving Average method

input ENUM_APPLIED_PRICE Short_StDevPrice   = PRICE_CLOSE;     // Short StDev Moving Average price data

input ENUM_MA_METHOD Long_StDevMode   = MODE_SMA;     // Short StDev Moving Average method

input ENUM_APPLIED_PRICE Long_StDevPrice   = PRICE_CLOSE;     // Long StDev Moving Average price data

      int StDevShift             = 0;



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





#property indicator_separate_window

#property indicator_buffers 1 

#property indicator_plots   1





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





#property indicator_type1 DRAW_LINE

#property indicator_color1 Snow

#property indicator_style1 STYLE_SOLID

#property indicator_width1 1

#property indicator_label1  "Deviation Ratio"



#property indicator_level1 0.9

#property indicator_levelcolor Red

#property indicator_levelstyle STYLE_DOT





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



double ExtLineBuffer[];

int Short_STDEV_Handle,Long_STDEV_Handle;

int StartBars;





void OnInit()

  {

   Short_STDEV_Handle=iStdDev(NULL,PERIOD_CURRENT,Short_StDevPeriod, 0, Short_StDevMode, Short_StDevPrice);

   if(Short_STDEV_Handle==INVALID_HANDLE)Print(" Failed to get handle of the Standard Deviation indicator");



   Long_STDEV_Handle=iStdDev(NULL,PERIOD_CURRENT,Long_StDevPeriod, 0, Long_StDevMode, Long_StDevPrice);

   if(Long_STDEV_Handle==INVALID_HANDLE)Print(" Failed to get handle of the Standard Deviation indicator");



   StartBars=MathMax(Short_StDevPeriod, Long_StDevPeriod);

   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);



   string shortname;

   StringConcatenate(shortname,"Deviation Ratio (",Short_StDevPeriod," ",Long_StDevPeriod,")");



   PlotIndexSetInteger(0,PLOT_SHIFT,StDevShift);

   PlotIndexSetString(0,PLOT_LABEL,shortname);



   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

 

   ArraySetAsSeries(ExtLineBuffer,true);

   IndicatorSetInteger(INDICATOR_DIGITS,2);



  }

  

  

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





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[])

  {

  

//---- checking the number of bars to be enough for the calculation



   if(BarsCalculated(Short_STDEV_Handle)<rates_total

      || BarsCalculated(Long_STDEV_Handle)<rates_total

      || rates_total<StartBars)

      return(0);



//---- declarations of local variables 



   int to_copy,limit,bar;

   double SRange[],LRange[];



//---- calculations of the necessary amount of data to be copied and

//---- the limit starting index for the loop of bars recalculation



   if(prev_calculated > rates_total || prev_calculated <= 0)   // checking for the first start of the indicator calculation

     {

      to_copy=rates_total;    // calculated number of all bars

      limit=rates_total-1;    // starting index for calculation of all bars

     }

   else

     {

      to_copy=rates_total-prev_calculated+1;   // calculated number of new bars only

      limit=rates_total-prev_calculated;       // starting index for calculation of new bars

     }



//---- copy the newly appeared data into the SRange[] and LRange[] arrays



   if(CopyBuffer(Short_STDEV_Handle,0,0,to_copy,SRange) <= 0) return(0);

   if(CopyBuffer(Long_STDEV_Handle,0,0,to_copy,LRange)  <= 0) return(0);



//---- indexing elements in arrays as timeseries  



   ArraySetAsSeries(SRange,true);

   ArraySetAsSeries(LRange,true);



//---- main indicator calculation loop



   for(bar = limit; bar >= 0; bar--)

     {

      if(LRange[bar]!= 0.0 && LRange[bar] != EMPTY_VALUE) ExtLineBuffer[bar] = SRange[bar] / LRange[bar];

      else ExtLineBuffer[bar] = 0;

     }

//----     

   return(rates_total);

  }

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