Dsl - stochastic extended

ÿþ//------------------------------------------------------------------

#property copyright "© mladen, 2018"

#property link      "mladenfx@gmail.com"

#property version   "1.00"

#property strict

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "up level"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLimeGreen

#property indicator_style1  STYLE_DOT

#property indicator_label2  "down level"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrOrange

#property indicator_style2  STYLE_DOT

#property indicator_label3  "value"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrSilver,clrLimeGreen,clrOrange

#property indicator_width3  2

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

//|                                                                  |

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

enum enMaTypes

  {

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

  };

//----------------

enum enStochPrice

  {

   sto_htl, // High/low

   sto_ctc  // Close/close

  };

input int          inpStoPeriod       = 32;      // Stochastic period

input int          inpStoSlowing      = 9;       // Stochastic slowing period

input enMaTypes    inpStoMaType       = ma_sma;  // Stochastic average type      

input int          inpSigPeriod       = 9;       // Stochastic signal period

input enStochPrice inpStoPrice        = sto_htl; // Price :

double  val[],valc[],levelUp[],levelDn[];

string _avgNames[]={"SMA","EMA","SMMA","LWMA"};

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

//|                                                                  |

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

void OnInit()

  {

   SetIndexBuffer(0,levelUp,INDICATOR_DATA);

   SetIndexBuffer(1,levelDn,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   for(int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);

   IndicatorSetString(INDICATOR_SHORTNAME,"(dsl) Stochastic ("+_avgNames[inpStoMaType]+")("+(string)inpStoPeriod+","+(string)inpSigPeriod+")");

  }

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

//|                                                                  |

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

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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(-1);



   double alpha=2.0/(1.0+inpSigPeriod);

   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)

     {

      int _start=(int)MathMax(i-inpStoPeriod+1,0);

      double _lo     = (inpStoPrice==sto_htl) ? low[ ArrayMinimum(low ,_start,inpStoPeriod)] : close[ArrayMinimum(close,_start,inpStoPeriod)];

      double _hi     = (inpStoPrice==sto_htl) ? high[ArrayMaximum(high,_start,inpStoPeriod)] : close[ArrayMaximum(close,_start,inpStoPeriod)];

      double sumlow  = iCustomMa(inpStoMaType,close[i]-_lo,inpStoSlowing,i,rates_total,0);

      double sumhigh = iCustomMa(inpStoMaType,_hi     -_lo,inpStoSlowing,i,rates_total,1);

      //

      //---------------------

      //

      val[i]     = (sumhigh!=sumlow) ? 100*sumlow/sumhigh : 100;

      levelUp[i] = (i>0) ? (val[i]>50) ? levelUp[i-1]+alpha*(val[i]-levelUp[i-1]) : levelUp[i-1] : 0;

      levelDn[i] = (i>0) ? (val[i]<50) ? levelDn[i-1]+alpha*(val[i]-levelDn[i-1]) : levelDn[i-1] : 0;

      valc[i]    = (val[i]>levelUp[i]) ? 1 : (val[i]<levelDn[i]) ? 2 : (i>0) ? (val[i]==val[i-1]) ? valc[i-1]: 0 : 0;

     }

   return(i);

  }

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

//| Custom functions                                                 |

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

#define _maInstances 2

#define _maWorkBufferx1 1*_maInstances

double workSma[][_maWorkBufferx1];

double workEma[][_maWorkBufferx1];

double workSmma[][_maWorkBufferx1];

double workLwma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iCustomMa(int mode,double price,double length,int r,int bars,int instanceNo=0)

  {

   switch(mode)

     {

      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));

      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));

      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));

      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));

      default       : return(price);

     }

  }

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

//|                                                                  |

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

double iSma(double price,int period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);



   workSma[r][instanceNo]=price;

   double avg=price; int k=1; for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];

   return(avg/(double)k);

  }

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

//|                                                                  |

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

double iEma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);



   workEma[r][instanceNo]=price;

   if(r>0 && period>1)

      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

  }

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

//|                                                                  |

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

double iSmma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSmma,0)!=_bars) ArrayResize(workSmma,_bars);



   workSmma[r][instanceNo]=price;

   if(r>1 && period>1)

      workSmma[r][instanceNo]=workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;

   return(workSmma[r][instanceNo]);

  }

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

//|                                                                  |

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

double iLwma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workLwma,0)!=_bars) ArrayResize(workLwma,_bars);



   workLwma[r][instanceNo] = price; if(period<1) return(price);

   double sumw = period;

   double sum  = period*price;



   for(int k=1; k<period && (r-k)>=0; k++)

     {

      double weight=period-k;

      sumw  += weight;

      sum   += weight*workLwma[r-k][instanceNo];

     }

   return(sum/sumw);

  }

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