Repulse_v1

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Repulse"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Repulse"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrLimeGreen,clrCrimson

#property indicator_width1  2

//--- input parameters

input int  inpPeriod  = 15; // Repulse period

//--- buffers and global variables declarations

double val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Repulse ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int 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[])

  {

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

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

     {

         val[i] = iRepulse(inpPeriod,open,high,low,close,i,rates_total);

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

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

double workRepulse[][4];

#define PosRaw  0

#define NegRaw  1

#define PosEma  2

#define NegEma  3

//

//---

//

double iRepulse(int period, const double& open[], const double& high[], const double& low[], const double& close[] ,int i, int bars)

  {

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

   

      double alpha = 2.0/(1.0+period*5.0);

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

         workRepulse[i][PosRaw] = 100.0*(3*close[i]-2*low[ArrayMinimum(low,_start,period)]-open[i])/close[i];

         workRepulse[i][NegRaw] = 100.0*(open[i]+2*high[ArrayMaximum(high,_start,period)]-3*close[i])/close[i];

         workRepulse[i][PosEma] = (i>0) ? workRepulse[i-1][PosEma]+alpha*(workRepulse[i][PosRaw]-workRepulse[i-1][PosEma]) : workRepulse[i][PosRaw];

         workRepulse[i][NegEma] = (i>0) ? workRepulse[i-1][NegEma]+alpha*(workRepulse[i][NegRaw]-workRepulse[i-1][NegEma]) : workRepulse[i][NegRaw];

      return(workRepulse[i][PosEma]-workRepulse[i][NegEma]);

  }

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