Stochastic extended_v1

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Stochastic of choosable price"

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

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   2

#property indicator_label1  "Stochastic"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrMediumSeaGreen,clrOrangeRed

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGray

#property indicator_style2  STYLE_DOT

#property indicator_level1  0

#property indicator_level2  100

#include <MovingAverages.mqh>



//

//--- input parameters

//



enum enPrices

{

   pr_close   =PRICE_CLOSE,    // Close

   pr_open    =PRICE_OPEN,     // Open

   pr_high    =PRICE_HIGH,     // High

   pr_low     =PRICE_LOW,      // Low

   pr_median  =PRICE_MEDIAN,   // Median

   pr_typical =PRICE_TYPICAL,  // Typical

   pr_weighted=PRICE_WEIGHTED, // Wighted

   pr_highlow =-99             // High/Low

};

input int                inpStoPeriod  = 14;          // Stochastic period

input int                inpStoSlowing =  3;          // Stochastic slowing

input int                inpStoSignal  =  3;          // Stochastic signal period

input ENUM_MA_METHOD     inpStoMethod  = MODE_EMA;    // Stochastic signal method

input enPrices           inpPrice      = pr_close;    // Price 



//

//--- buffers declarations

//



double sto[],stoc[],sig[]; 



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

// Custom indicator initialization function

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



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,sto ,INDICATOR_DATA);

         SetIndexBuffer(1,stoc,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(2,sig ,INDICATOR_DATA);

         

         //

         //---

         //



         string _priceType = StringSubstr(EnumToString(inpPrice),3);

                _priceType = (_priceType!="highlow") ? _priceType+"/"+_priceType : "low/high";

   //         

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"Stochastic "+_priceType+" ("+(string)inpStoPeriod+","+(string)inpStoSlowing+","+(string)inpStoSignal+")");

   return (INIT_SUCCEEDED);

}

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[])

{

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

   {

      double _price,_priceh,_pricel; 

      switch(inpPrice) 

      { 

         case pr_close:    _price = _priceh = _pricel = close[i];                               break; 

         case pr_open:     _price = _priceh = _pricel = open[i];                                break; 

         case pr_high:     _price = _priceh = _pricel = high[i];                                break; 

         case pr_low:      _price = _priceh = _pricel = low[i];                                 break; 

         case pr_median:   _price = _priceh = _pricel = (high[i]+low[i])/2.0;                   break; 

         case pr_typical:  _price = _priceh = _pricel = (high[i]+low[i]+close[i])/3.0;          break; 

         case pr_weighted: _price = _priceh = _pricel = (high[i]+low[i]+close[i]+close[i])/4.0; break; 

         default :         _price  = close[i];

                           _priceh = high[i];

                           _pricel = low[i];

      }

      sto[i] = iStoch(_price,_priceh,_pricel,inpStoPeriod,inpStoSlowing,i);

   }

   int weightsum=0;

   switch (inpStoMethod)

   {

      case MODE_SMA  : SimpleMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      case MODE_EMA  : ExponentialMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      case MODE_SMMA : SmoothedMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      default        : LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig,weightsum);

   }

   for (int i=start; i<rates_total && !_StopFlag; i++) stoc[i] = (sto[i]>sig[i]) ? 0 : (sto[i]<sig[i]) ? 1 : (i>0) ? stoc[i-1] : 0;

   return (rates_total);

}



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

//    Custom function(s)

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

//

//---

//



double iStoch(double price, double priceHigh, double priceLow, int period, int slowing, int i,int instance=0)

{

   #define ¤ instance

   #define _functionInstances 1

   #define _functionRingSize 32

   

      class cStochasticWork

      {

         public :

            int    originalPeriod;

            int    period;

            int    slowing;

            int    slowingSize;

            double maxArray[];

            double minArray[];

            double diffh[];

            double diffl[];

            double sumh[];

            double suml[];

         

            cStochasticWork() { originalPeriod=-1; return; }

           ~cStochasticWork() { ArrayFree(maxArray); ArrayFree(minArray); ArrayFree(diffh); ArrayFree(diffl); ArrayFree(sumh); ArrayFree(suml); return; }

      };

      static cStochasticWork  m_work[_functionInstances];

         if (m_work[¤].originalPeriod!=period)

         {

            m_work[¤].originalPeriod =  period;

            m_work[¤].period         = (period>0) ? period : 1;

            m_work[¤].slowing        = (slowing>0) ? slowing : 1;

            m_work[¤].slowingSize    = m_work[¤].slowing+_functionRingSize;

                  ArrayResize(m_work[¤].maxArray,m_work[¤].period);      ArrayInitialize(m_work[¤].maxArray,priceHigh);

                  ArrayResize(m_work[¤].minArray,m_work[¤].period);      ArrayInitialize(m_work[¤].minArray,priceLow);

                  ArrayResize(m_work[¤].diffh   ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].diffh   ,0);

                  ArrayResize(m_work[¤].diffl   ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].diffl   ,0);

                  ArrayResize(m_work[¤].sumh    ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].sumh    ,0);

                  ArrayResize(m_work[¤].suml    ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].suml    ,0);

         }

      

      //

      //---

      //

      

      int _pos = (i) % m_work[¤].period;

                       m_work[¤].minArray[_pos]=priceLow;

                       m_work[¤].maxArray[_pos]=priceHigh;

         double min =  m_work[¤].minArray[ArrayMinimum(m_work[¤].minArray)];

         double max =  m_work[¤].maxArray[ArrayMaximum(m_work[¤].maxArray)];

               _pos = (i) % m_work[¤].slowingSize;

                       m_work[¤].diffh[_pos] = max  -min;

                       m_work[¤].diffl[_pos] = price-min;



                       //

                       //---

                       //

                         

                       if (i>m_work[¤].slowing)

                       {

                           int _posp = (i-1                ) % m_work[¤].slowingSize;

                           int _posf = (i-m_work[¤].slowing) % m_work[¤].slowingSize;

                              m_work[¤].sumh[_pos] = m_work[¤].sumh[_posp]+m_work[¤].diffh[_pos]-m_work[¤].diffh[_posf];

                              m_work[¤].suml[_pos] = m_work[¤].suml[_posp]+m_work[¤].diffl[_pos]-m_work[¤].diffl[_posf];

                       }

                       else

                       {

                           m_work[¤].sumh[_pos] = m_work[¤].diffh[_pos];

                           m_work[¤].suml[_pos] = m_work[¤].diffl[_pos];

                           for (int k=1, _posp=_pos-1; k<m_work[¤].slowing; k++, _posp--)

                           {

                              if (_posp<0) _posp += m_work[¤].slowingSize; 

                                 m_work[¤].sumh[_pos] += m_work[¤].diffh[_posp];

                                 m_work[¤].suml[_pos] += m_work[¤].diffl[_posp];

                           }

                       }

      return((m_work[¤].sumh[_pos]!=0.0)? 100.0*m_work[¤].suml[_pos]/m_work[¤].sumh[_pos]:0);

      

      //

      //---

      //

      

   #undef ¤ #undef _functionInstances #undef _functionRingSize

}

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