Stochastic of Hull

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

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

#property description "Stochastic of Hull average"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Stochastic of Hull average"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepSkyBlue,clrDeepPink

#property indicator_width1  2

//--- input parameters

input int                inpStoPeriod  =  32;         // Stochastic period

input int                inpStoSlowing =   3;         // Stochastic slowing

input int                inpHullPeriod =  32;         // Hull period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_CLOSE; // Price 

//--- buffers declarations

double val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Stochastic of Hull ("+(string)inpStoPeriod+","+(string)inpStoSlowing+","+(string)inpHullPeriod+")");

//---

   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-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      double _price=iHull(getPrice(inpPrice,open,close,high,low,i,rates_total),inpHullPeriod,i,rates_total);

      val[i]  = iStoch(_price,_price,_price,inpStoPeriod,inpStoSlowing,rates_total,i);

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

     }

   return (i);

  }



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

//| Custom functions                                                 |

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

double workSto[][5];

#define _hi 0

#define _lo 1

#define _re 2

#define _ma 3

#define _mi 4

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

//|                                                                  |

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

double iStoch(double priceR,double priceH,double priceL,int period,int slowing,int bars,int i,int instanceNo=0)

  {

   if(ArrayRange(workSto,0)!=bars) ArrayResize(workSto,bars); instanceNo*=5;

   workSto[i][_hi+instanceNo] = priceH;

   workSto[i][_lo+instanceNo] = priceL;

   workSto[i][_re+instanceNo] = priceR;

   workSto[i][_ma+instanceNo] = priceH;

   workSto[i][_mi+instanceNo] = priceL;

   for(int k=1; k<period && (i-k)>=0; k++)

     {

      workSto[i][_mi+instanceNo] = MathMin(workSto[i][_mi+instanceNo],workSto[i-k][instanceNo+_lo]);

      workSto[i][_ma+instanceNo] = MathMax(workSto[i][_ma+instanceNo],workSto[i-k][instanceNo+_hi]);

     }

   double sumlow  = 0.0;

   double sumhigh = 0.0;

   for(int k=0; k<slowing && (i-k)>=0; k++)

     {

      sumlow  += workSto[i-k][_re+instanceNo]-workSto[i-k][_mi+instanceNo];

      sumhigh += workSto[i-k][_ma+instanceNo]-workSto[i-k][_mi+instanceNo];

     }

   if(sumhigh!=0.0)

      return(100.0*sumlow/sumhigh);

   else  return(0);

  }

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

//|                                                                  |

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

double workHull[][2];

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

//|                                                                  |

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

double iHull(double price,double period,int r,int bars,int instanceNo=0)

  {

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

   instanceNo*=2; workHull[r][instanceNo]=price;

   if(period<=1) return(price);

//

//---

//

   int HmaPeriod  = (int)MathMax(period,2);

   int HalfPeriod = (int)MathFloor(HmaPeriod/2);

   int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));

   double hma,hmw,weight;

   hmw=HalfPeriod; hma=hmw*price;

   for(int k=1; k<HalfPeriod && (r-k)>=0; k++)

     {

      weight = HalfPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][instanceNo];

     }

   workHull[r][instanceNo+1]=2.0*hma/hmw;

   hmw=HmaPeriod; hma=hmw*price;

   for(int k=1; k<period && (r-k)>=0; k++)

     {

      weight = HmaPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][instanceNo];

     }

   workHull[r][instanceNo+1]-=hma/hmw;

   hmw=HullPeriod; hma=hmw*workHull[r][instanceNo+1];

   for(int k=1; k<HullPeriod && (r-k)>=0; k++)

     {

      weight = HullPeriod-k;

      hmw   += weight;

      hma   += weight*workHull[r-k][1+instanceNo];

     }

   return(hma/hmw);

  }

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

     }

   return(0);

  }

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