Vidya_zone

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

#property copyright "© mladen, 2017"

#property link      "www.forex-station.com"

#property link      "mladenfx@gmail.com"

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

#property indicator_chart_window

#property indicator_buffers 10

#property indicator_plots   5

#property indicator_label1  "upper filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'207,243,207'

#property indicator_label2  "lower filling"

#property indicator_type2   DRAW_FILLING

#property indicator_color2  C'255,230,183'

#property indicator_label3  "Upper band"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrSilver,clrLimeGreen,clrDarkOrange

#property indicator_label4  "Lower band"

#property indicator_type4   DRAW_COLOR_LINE

#property indicator_color4  clrSilver,clrLimeGreen,clrDarkOrange

#property indicator_label5  "Middle value"

#property indicator_type5   DRAW_COLOR_LINE

#property indicator_color5  clrSilver,clrLimeGreen,clrDarkOrange

#property indicator_width5  4



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input int Periodv = 25; // Vidya period

input int Periods =  9; // Smoothing period



double bufferUp[],bufferUpc[],bufferDn[],bufferDnc[],bufferMe[],bufferMec[],fupu[],fupd[],fdnd[],fdnu[];



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int OnInit()

{

   SetIndexBuffer( 0,fupu,INDICATOR_DATA);      

   SetIndexBuffer( 1,fupd,INDICATOR_DATA);

   SetIndexBuffer( 2,fdnu,INDICATOR_DATA);

   SetIndexBuffer( 3,fdnd,INDICATOR_DATA);

   SetIndexBuffer( 4,bufferUp ,INDICATOR_DATA); 

   SetIndexBuffer( 5,bufferUpc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer( 6,bufferDn ,INDICATOR_DATA); 

   SetIndexBuffer( 7,bufferDnc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer( 8,bufferMe ,INDICATOR_DATA); 

   SetIndexBuffer( 9,bufferMec,INDICATOR_COLOR_INDEX);

   return(0);

}

void OnDeinit(const int reason) { return; }



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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(-1);



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

   {

      double median = (high[i]+low[i])/2.0;

            bufferUp[i] = iVidya(high[i],median,Periodv,Periods,i,rates_total,0);

            bufferMe[i] = iVidya(median ,median,Periodv,Periods,i,rates_total,1);

            bufferDn[i] = iVidya(low[i] ,median,Periodv,Periods,i,rates_total,2);

            fupd[i]      = bufferMe[i]; fupu[i] = bufferUp[i]; 

            fdnu[i]      = bufferMe[i]; fdnd[i] = bufferDn[i]; 

            bufferUpc[i] = (i>0) ? (bufferUp[i]>bufferUp[i-1]) ? 1 : (bufferUp[i]<bufferUp[i-1])? 2 : bufferUpc[i-1] : 0;

            bufferDnc[i] = (i>0) ? (bufferDn[i]>bufferDn[i-1]) ? 1 : (bufferDn[i]<bufferDn[i-1])? 2 : bufferDnc[i-1] : 0;

            bufferMec[i] = (bufferUpc[i]==1 && bufferDnc[i]==1) ? 1 : (bufferUpc[i]==2 && bufferDnc[i]==2) ? 2 : 0;

   }         

   return(rates_total);         

}





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#define _vidyaInstances     3

#define _vidyaInstancesSize 3

double  vidya_work[][_vidyaInstances*_vidyaInstancesSize];

#define vidya_price 0

#define vidya_pricc 1

#define vidya_value 2



double iVidya(double price, double pricc, int cmoPeriods, int smoothPeriod, int r, int bars, int instanceNo=0)

{

   if (ArrayRange(vidya_work,0)!=bars) ArrayResize(vidya_work,bars); int s = instanceNo*_vidyaInstancesSize;

   

   //

   //

   // using two prices prevents errors when zone indicator is calculated

   //

   //

   

   vidya_work[r][s+vidya_price] = price;

   vidya_work[r][s+vidya_pricc] = pricc;

          double sumUp = 0, sumDo = 0;

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

          {

               double diff = vidya_work[r-k][s+vidya_pricc]-vidya_work[r-k-1][s+vidya_pricc];

                  if (diff > 0)

                        sumUp += diff;

                  else  sumDo -= diff;

          }      

          vidya_work[r][s+vidya_value] = (r>0) ? vidya_work[r-1][s+vidya_value]+((((sumUp+sumDo)!=0)?MathAbs((sumUp-sumDo)/(sumUp+sumDo)):1)*2.00/(1.00+MathMax(smoothPeriod,1)))*(vidya_work[r][s+vidya_price]-vidya_work[r-1][s+vidya_value]) : price;

   return(vidya_work[r][s+vidya_value]);

}