SRm_Cloud

//+------------------------------------------------------------------+ 
//|                                                    SRm_Cloud.mq5 | 
//|                                          Copyright © 2013, HgCl2 | 
//|                                                                  | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2013, HgCl2"
#property link ""
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//---- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//|  Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà   |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå öâåòíîãî îáëàêà
#property indicator_type1   DRAW_FILLING
//---- â êà÷åñòâå öâåòà èíäèêàòîðà èñïîëüçîâàí PaleTurquoise
#property indicator_color1  clrPaleTurquoise
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "SRm_Cloud"
//+-----------------------------------+
//|  Îáúÿâëåíèå ïåðå÷èñëåíèÿ          |
//+-----------------------------------+
enum Applied_price_ //Òèï êîíñòàíòû
  {
   PRICE_CLOSE_ = 1,     //Close
   PRICE_OPEN_,          //Open
  };
//+-----------------------------------+
//|  ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ     |
//+-----------------------------------+
input uint period=14;
input double k_std = 1.0;   // Êîýôôèöèåíò ñòàíäàðòíîãî îòêëîíåíèÿ Std
input double k  = 1.0;      // Êîýôôèöèåíò ñðåäíåãî ìèíèìàëüíîãî êîëåáàíèÿ AV
input Applied_price_ Price=PRICE_OPEN_;
//+-----------------------------------+
double m[10000];
double o[10000];
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int  min_rates_total;
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
// äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ExtABuffer[];
double ExtBBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//---- Èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_total=int(period+1);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtABuffer,INDICATOR_DATA);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtABuffer,true);

//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,ExtBBuffer,INDICATOR_DATA);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå êàê â òàéìñåðèè
   ArraySetAsSeries(ExtBBuffer,true);

//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"SRm_Cloud("+DoubleToString(k_std,4)+")");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| Custom indicator iteration function                              | 
//+------------------------------------------------------------------+  
int OnCalculate(
                const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                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[]
                )
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total) return(0);

//---- Îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   static double LastHigh,LastLow;
   double w,gsv1=0.0,gsv2=0.0;
//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ
   int limit,x=0;

//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0)// ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
      for(int bar=rates_total-1; bar>=0 && !IsStopped(); bar--)
        {
         ExtABuffer[bar]=0.0;
         ExtBBuffer[bar]=0.0;
        }
      LastHigh=0;
      LastLow=999999999;
     }
   else limit=rates_total-prev_calculated;  // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà òîëüêî íîâûõ áàðîâ

//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(High,true);
   ArraySetAsSeries(Low,true);
   if(Price==PRICE_OPEN_) ArraySetAsSeries(Open,true);
   else ArraySetAsSeries(Close,true);

//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      LastHigh=MathMax(LastHigh,High[bar+1]);
      LastLow=MathMin(LastLow,Low[bar+1]);
      //----
      MqlDateTime tm0,tm1;
      TimeToStruct(Time[bar],tm0);
      TimeToStruct(Time[bar+1],tm1);
      //----
      if(tm0.day!=tm1.day && (( tm1.day_of_week>0 && tm1.day_of_week<6) || Period()>PERIOD_D1))
        {
         x++;
         if(Price==PRICE_OPEN_) o[x]=Open[bar];
         else o[x]=Close[bar];
         m[x]=LastHigh-o[x-1];
         if(LastHigh-o[x-1]>o[x-1]-LastLow) m[x]=o[x-1]-LastLow;
         LastLow=100000;
         LastHigh=0;
         //----
         if(x>int(period))
           {
            w=0;
            for(int y=0; y<int(period); y++) w+=m[x-y];
            double v=w/period;
            //----
            w=0;
            for(int y=0; y<int(period); y++) w+=MathPow(m[x-y]-v,2);
            double e=w/period;
            //----
            double std=k*v+k_std*MathPow(e,0.5);
            gsv1=o[x]+std;
            gsv2=o[x]-std;
           }
        }

      if(x>int(period))
        {
         ExtABuffer[bar]=gsv1;
         ExtBBuffer[bar]=gsv2;
        }
     }
//----    
   return(rates_total);
  }
//+------------------------------------------------------------------+