Hull trend

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property link        "https://www.mql5.com"

#property description "Hull trend"

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

#property indicator_chart_window

#property indicator_buffers 14

#property indicator_plots   3

#property indicator_label1  "Hull trend bars"

#property indicator_type1   DRAW_COLOR_BARS

#property indicator_color1  clrDarkGray,clrDeepSkyBlue,clrSandyBrown

#property indicator_label2  "Hull trend candles"

#property indicator_type2   DRAW_COLOR_CANDLES

#property indicator_color2  clrDarkGray,clrDeepSkyBlue,clrSandyBrown

#property indicator_label3  "Hull trend line"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrDarkGray,clrDeepSkyBlue,clrSandyBrown

#property indicator_width3  2

//

//--- input parameters

//

enum enDisplayStyle

  {

   dis_automatic, // Automatic display style

   dis_line,      // Display line

   dis_bars,      // Display bars

   dis_candles    // Display candles

  };

input int                inpPeriod       = 20;            // Hull period

input ENUM_APPLIED_PRICE inpPrice        = PRICE_CLOSE;   // Price 

input enDisplayStyle     inpDisplayStyle = dis_automatic; // Display style



                                                          //

//--- buffers and global variables declarations

//

double canh[],canl[],cano[],canc[],cancl[],baro[],barh[],barl[],barc[],barcl[],line[],linecl[],hull[],hullcl[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,baro,INDICATOR_DATA);

   SetIndexBuffer(1,barh,INDICATOR_DATA);

   SetIndexBuffer(2,barl,INDICATOR_DATA);

   SetIndexBuffer(3,barc,INDICATOR_DATA);

   SetIndexBuffer(4,barcl,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(5,cano,INDICATOR_DATA);

   SetIndexBuffer(6,canh,INDICATOR_DATA);

   SetIndexBuffer(7,canl,INDICATOR_DATA);

   SetIndexBuffer(8,canc,INDICATOR_DATA);

   SetIndexBuffer(9,cancl,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(10,line,INDICATOR_DATA);

   SetIndexBuffer(11,linecl,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(12,hull,INDICATOR_CALCULATIONS);

   SetIndexBuffer(13,hullcl,INDICATOR_CALCULATIONS);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Hull trend ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| Custom indicator iteration function                              |

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

#define displayLine   0

#define displayBars   1

#define displayCandle 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   int limit=prev_calculated-1;

   static int prevDisplayType = -1;

   int currDisplayType = -1;

   switch(inpDisplayStyle)

     {

      case dis_line :      currDisplayType = CHART_LINE;    break;

      case dis_bars :      currDisplayType = CHART_BARS;    break;

      case dis_candles :   currDisplayType = CHART_CANDLES; break;

      case dis_automatic : currDisplayType = (int)ChartGetInteger(0,CHART_MODE);

     }

   if(currDisplayType!=prevDisplayType)

     {

      limit=0; prevDisplayType=currDisplayType;

     }

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

     {

      hull[i]   = iHull(getPrice(inpPrice,open,close,high,low,i,rates_total),inpPeriod,i,rates_total);

      hullcl[i] = (i>0) ? (hull[i]>hull[i-1]) ? 1 : (hull[i]<hull[i-1]) ? 2 : hullcl[i-1] : 0;

      baro[i] = barh[i] = barl[i] = barc[i] = EMPTY_VALUE;

      cano[i] = canh[i] = canl[i] = canc[i] = EMPTY_VALUE;

      line[i] = EMPTY_VALUE;

      switch(currDisplayType)

        {

         case CHART_BARS :

            barh[i]  = high[i];

            barl[i]  = low[i];

            barc[i]  = close[i];

            baro[i]  = open[i];

            barcl[i] = hullcl[i];

            break;

         case CHART_CANDLES :

            canh[i]  = high[i];

            canl[i]  = low[i];

            canc[i]  = close[i];

            cano[i]  = open[i];

            cancl[i] = hullcl[i];

            break;

         case CHART_LINE :

            line[i]=hull[i];

            linecl[i]=hullcl[i];

        }

     }

   return (i);

  }

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

//| custom functions                                                 |

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

double workHull[][2];

//

//---

//

double iHull(double price,double period,int r,int bars,int instanceNo=0)

  {

   if(ArrayRange(workHull,0)!=bars) ArrayResize(workHull,bars);

   instanceNo*=2; workHull[r][instanceNo]=price;

   if(period<=1) return(price);

//

//---

//

   int HmaPeriod  = (int)MathMax(period,2);

   int HalfPeriod = (int)MathFloor(HmaPeriod/2);

   int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));

   double hma,hmw,weight;

   hmw=HalfPeriod; hma=hmw*price;

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

     {

      weight = HalfPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][instanceNo];

     }

   workHull[r][instanceNo+1]=2.0*hma/hmw;

   hmw=HmaPeriod; hma=hmw*price;

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

     {

      weight = HmaPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][instanceNo];

     }

   workHull[r][instanceNo+1]-=hma/hmw;

   hmw=HullPeriod; hma=hmw*workHull[r][instanceNo+1];

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

     {

      weight = HullPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][1+instanceNo];

     }

   return(hma/hmw);

  }

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

     }

   return(0);

  }

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