ADXm

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#property copyright   "© mladen, 2016, MetaQuotes Software Corp."

#property link        "www.forex-tsd.com, www.mql5.com"

#property version     "1.00"

#property description "original mt4 version was made by ANG3110"

#property description "this version made by Mladen"

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#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   2

#property indicator_label1  "ADXm"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGray,clrDodgerBlue,clrSandyBrown

#property indicator_width1  3

#property indicator_label2  "ADXm DI"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGray

#property indicator_style2  STYLE_DOT



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enum enPrices

{

   pr_close,      // Close

   pr_open,       // Open

   pr_high,       // High

   pr_low,        // Low

   pr_median,     // Median

   pr_typical,    // Typical

   pr_weighted,   // Weighted

   pr_average,    // Average (high+low+open+close)/4

   pr_medianb,    // Average median body (open+close)/2

   pr_tbiased,    // Trend biased price

   pr_tbiased2,   // Trend biased (extreme) price

   pr_haclose,    // Heiken ashi close

   pr_haopen ,    // Heiken ashi open

   pr_hahigh,     // Heiken ashi high

   pr_halow,      // Heiken ashi low

   pr_hamedian,   // Heiken ashi median

   pr_hatypical,  // Heiken ashi typical

   pr_haweighted, // Heiken ashi weighted

   pr_haaverage,  // Heiken ashi average

   pr_hamedianb,  // Heiken ashi median body

   pr_hatbiased,  // Heiken ashi trend biased price

   pr_hatbiased2  // Heiken ashi trend biased (extreme) price

};

input int      AdxmPeriod  = 14;        // ADXm period

input enPrices AdxmPriceC  = pr_close;  // Price to use for close

input enPrices AdxmPriceH  = pr_high;   // Price to use for high

input enPrices AdxmPriceL  = pr_low;    // Price to use for low

input double   AdxmLevels  = 25;        // Levels



double val[],valc[],di[];

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int OnInit()

{

   SetIndexBuffer(0,val ,INDICATOR_DATA); 

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX); 

   SetIndexBuffer(2,di  ,INDICATOR_DATA); 

      IndicatorSetInteger(INDICATOR_LEVELS,2); 

      IndicatorSetDouble(INDICATOR_LEVELVALUE,0,-AdxmLevels);

      IndicatorSetDouble(INDICATOR_LEVELVALUE,1, AdxmLevels);

   IndicatorSetString(INDICATOR_SHORTNAME,"ADXm ("+(string)AdxmPeriod+")");

   return(0);

}



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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(0);

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

   {

      double _prices[3],_di=0,_adx=0;

             _prices[0] = getPrice(AdxmPriceC,open,close,high,low,i,rates_total,0);

             _prices[1] = getPrice(AdxmPriceH,open,close,high,low,i,rates_total,1);

             _prices[2] = getPrice(AdxmPriceL,open,close,high,low,i,rates_total,2);

               ArraySort(_prices);

                   iAdxm(_prices[1],_prices[2],_prices[0],AdxmPeriod,_adx,_di,i,rates_total);

      di[i]   = _di;

      val[i]  = _adx;

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

   }   

   return(i);

}



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#define _adxmInstances     1

#define _adxmInstancesSize 8

double  _adxmWork[][_adxmInstances*_adxmInstancesSize];

#define _adxmSdh   0

#define _adxmSdl   1

#define _adxmSdx   2

#define _adxmClose 3

#define _adxmHigh  4

#define _adxmLow   5

#define _adxmDi    6

#define _adxmAdx   7



void iAdxm(double _close, double _high, double _low, double _period, double& _adx, double& _di, int i, int bars, int instanceNo=0)

{

   if (ArrayRange(_adxmWork,0)!=bars) ArrayResize(_adxmWork,bars); instanceNo*=_adxmInstancesSize;



      _adxmWork[i][instanceNo+_adxmClose]=_close;

      _adxmWork[i][instanceNo+_adxmHigh] =_high;

      _adxmWork[i][instanceNo+_adxmLow]  =_low;

         

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         double hc = _adxmWork[i][instanceNo+_adxmHigh];

         double lc = _adxmWork[i][instanceNo+_adxmLow ];

         double cp = (i>0) ? _adxmWork[i-1][instanceNo+_adxmClose] : _adxmWork[i][instanceNo+_adxmClose];

         double hp = (i>0) ? _adxmWork[i-1][instanceNo+_adxmHigh ] : _adxmWork[i][instanceNo+_adxmHigh ];

         double lp = (i>0) ? _adxmWork[i-1][instanceNo+_adxmLow  ] : _adxmWork[i][instanceNo+_adxmLow  ];

         double dh = MathMax(hc-hp,0);

         double dl = MathMax(lp-lc,0);



            if(dh==dl) {dh=0; dl=0;} else if(dh<dl) dh=0; else if(dl<dh) dl=0;

            

         double tr    = MathMax(hc,cp)-MathMin(lc,cp);

         double dhk   = (tr!=0) ? 100.0*dh/tr : 0;

         double dlk   = (tr!=0) ? 100.0*dl/tr : 0;

         double alpha = 2.0/(_period+1.0);



            _adxmWork[i][instanceNo+_adxmSdh] = (i>0) ? _adxmWork[i-1][instanceNo+_adxmSdh] + alpha*(dhk-_adxmWork[i-1][instanceNo+_adxmSdh]) : dhk;

            _adxmWork[i][instanceNo+_adxmSdl] = (i>0) ? _adxmWork[i-1][instanceNo+_adxmSdl] + alpha*(dlk-_adxmWork[i-1][instanceNo+_adxmSdl]) : dlk;

            _adxmWork[i][instanceNo+_adxmDi]  = _adxmWork[i][instanceNo+_adxmSdh] - _adxmWork[i][instanceNo+_adxmSdl];



         double div  = MathAbs(_adxmWork[i][instanceNo+_adxmSdh] + _adxmWork[i][instanceNo+_adxmSdl]);

         double temp = (div!=0.0) ? 100*_adxmWork[i][instanceNo+_adxmDi]/div : 0; 

 

             _adxmWork[i][instanceNo+_adxmAdx] = (i>0) ? _adxmWork[i-1][instanceNo+_adxmAdx]+alpha*(temp-_adxmWork[i-1][instanceNo+_adxmAdx]) : 0;

      _adx = _adxmWork[i][instanceNo+_adxmAdx];

      _di  = _adxmWork[i][instanceNo+_adxmDi];

   return;

}



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#define _pricesInstances 3

#define _pricesSize      4

double workHa[][_pricesInstances*_pricesSize];

double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0)

{

  if (tprice>=pr_haclose)

   {

      if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize;

         

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         double haOpen;

         if (i>0)

                haOpen  = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0;

         else   haOpen  = (open[i]+close[i])/2;

         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;

         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));

         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));



         if(haOpen  <haClose) { workHa[i][instanceNo+0] = haLow;  workHa[i][instanceNo+1] = haHigh; } 

         else                 { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow;  } 

                                workHa[i][instanceNo+2] = haOpen;

                                workHa[i][instanceNo+3] = haClose;

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         switch (tprice)

         {

            case pr_haclose:     return(haClose);

            case pr_haopen:      return(haOpen);

            case pr_hahigh:      return(haHigh);

            case pr_halow:       return(haLow);

            case pr_hamedian:    return((haHigh+haLow)/2.0);

            case pr_hamedianb:   return((haOpen+haClose)/2.0);

            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);

            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);

            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);

            case pr_hatbiased:

               if (haClose>haOpen)

                     return((haHigh+haClose)/2.0);

               else  return((haLow+haClose)/2.0);        

            case pr_hatbiased2:

               if (haClose>haOpen)  return(haHigh);

               if (haClose<haOpen)  return(haLow);

                                    return(haClose);        

         }

   }

   

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   switch (tprice)

   {

      case pr_close:     return(close[i]);

      case pr_open:      return(open[i]);

      case pr_high:      return(high[i]);

      case pr_low:       return(low[i]);

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

      case pr_medianb:   return((open[i]+close[i])/2.0);

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

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

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

      case pr_tbiased:   

               if (close[i]>open[i])

                     return((high[i]+close[i])/2.0);

               else  return((low[i]+close[i])/2.0);        

      case pr_tbiased2:   

               if (close[i]>open[i]) return(high[i]);

               if (close[i]<open[i]) return(low[i]);

                                     return(close[i]);        

   }

   return(0);

}