Stochastic_Fast

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

//|                                              Stochastic_Fast.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

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

#property version   "1.00"

#property description "Stochastic Fast"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot K

#property indicator_label1  "FSK"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot D

#property indicator_label2  "FSD"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint     InpPeriodK     =  5;    // Period K

input uint     InpPeriodD     =  5;    // Period D

input double   InpOverbought  =  80.0; // Overbought

input double   InpOversold    =  20.0; // Oversold

//--- indicator buffers

double         BufferK[];

double         BufferD[];

//--- global variables

double         overbought;

double         oversold;

int            period_k;

int            period_d;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_k=int(InpPeriodK<1 ? 1 : InpPeriodK);

   period_d=int(InpPeriodD<2 ? 2 : InpPeriodD);

   oversold=(InpOversold<0 ? 0 : InpOversold> 99.9 ? 99.9 : InpOversold);

   overbought=(InpOverbought>100 ? 100 : InpOverbought<0.1 ? 0.1 : InpOverbought);

   if(overbought<=oversold) overbought=oversold+0.1;

   if(oversold>=overbought) oversold=overbought-0.1;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferK,INDICATOR_DATA);

   SetIndexBuffer(1,BufferD,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"FStochastic("+(string)period_k+","+(string)period_d+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferK,true);

   ArraySetAsSeries(BufferD,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period_k) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_k-1;

      ArrayInitialize(BufferK,0);

      ArrayInitialize(BufferD,0);

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int bh=Highest(period_k,i);

      int bl=Lowest(period_k,i);

      if(bh==WRONG_VALUE || bl==WRONG_VALUE)

         continue;

      double min=close[i]-low[bl];

      double max=high[bh]-low[bl];

      BufferK[i]=(max>0 ? (min/max)*100.0 : 50.0);

     }

   SimpleMAOnBuffer(rates_total,prev_calculated,0,period_d,BufferK,BufferD);



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int Highest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 Low           |

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

int Lowest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMinimum(array)+start;

   return WRONG_VALUE;

  }

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