Smoothed WPR

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

#property copyright   "© mladen, 2019"

#property link        "mladenfx@gmail.com"

#property description "Smoothed WPR"

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

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

#property indicator_label1  "WPR"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1  2



//

//---

//



input int  inpPeriod       = 14; // Period

input int  inpSmoothPeriod =  0; // Smoothing period (< 1 for same as WPR period)



double val[],valc[],smth[],smtl[],smtc[],_alpha;



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

//

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

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,val ,INDICATOR_DATA);

         SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(2,smth,INDICATOR_CALCULATIONS);

         SetIndexBuffer(3,smtl,INDICATOR_CALCULATIONS);

         SetIndexBuffer(4,smtc,INDICATOR_CALCULATIONS);

            _alpha = 2.0 / (1.0 + (inpSmoothPeriod>0 ? inpSmoothPeriod : inpPeriod));

   //

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"WPR ("+(string)inpPeriod+","+(string)inpSmoothPeriod+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { }



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

//

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

//

//---

//



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[])

{

   static int    prev_i=-1;

   static double prev_max,prev_min;



   //

   //---

   //

   

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

   {

      if (i>0)

      {

         smth[i] = smth[i-1]+_alpha*(high[i] -smth[i-1]);

         smtl[i] = smtl[i-1]+_alpha*(low[i]  -smtl[i-1]);

         smtc[i] = smtc[i-1]+_alpha*(close[i]-smtc[i-1]);

      }  

      else { smth[i] = high[i]; smtl[i] = low[i];  smtc[i] = close[i]; }

      if (prev_i!=i)

      {

         prev_i = i; 

         int start    = i-inpPeriod+1; if (start<0) start=0;

             prev_max = smth[ArrayMaximum(smth,start,inpPeriod-1)];

             prev_min = smtl[ArrayMinimum(smtl,start,inpPeriod-1)];

      }

      double max = (smth[i] > prev_max) ? smth[i] : prev_max;

      double min = (smtl[i] < prev_min) ? smtl[i] : prev_min;

         

      //

      //---

      //

         

      val[i]  = (max !=min) ? -(max-smtc[i])*100.0/(max-min) : 0;

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

   }

   return(i);

}