ADXVMA

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "ADXVMA moving average"

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

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "ADXVMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepPink,clrLimeGreen

#property indicator_width1  2

//--- input parameters

input double             inpPeriod = 14;           // Period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_MEDIAN; // Price

//--- indicator buffers

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,"ADXVMA ("+(string)inpPeriod+")");

//---

   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);

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

     {

      val[i]=iAdxvma(getPrice(inpPrice,open,close,high,low,i,rates_total),inpPeriod,i,rates_total);

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

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

#define _adxVmaInstances 1

#define _adxVmaInstancesSize 7

double  adxvmaWork[][_adxVmaInstances*_adxVmaInstancesSize];

#define _adxvmaWprc 0

#define _adxvmaWpdm 1

#define _adxvmaWmdm 2

#define _adxvmaWpdi 3

#define _adxvmaWmdi 4

#define _adxvmaWout 5

#define _adxvmaWval 6

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

//|                                                                  |

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

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

  {

   if(ArrayRange(adxvmaWork,0)!=bars) ArrayResize(adxvmaWork,bars); instanceNo*=_adxVmaInstancesSize;

//

//---

//

   adxvmaWork[r][instanceNo+_adxvmaWprc]=price;

   if(r<1)

     {

      adxvmaWork[r][instanceNo+_adxvmaWval]=adxvmaWork[r][instanceNo+_adxvmaWprc];

      return(adxvmaWork[r][_adxvmaWval]);

     }

//

//---

//

   double tpdm = 0;

   double tmdm = 0;

   double diff = adxvmaWork[r][instanceNo+_adxvmaWprc]-adxvmaWork[r-1][instanceNo+_adxvmaWprc];

   if(diff>0)

      tpdm =  diff;

   else  tmdm = -diff;

   adxvmaWork[r][instanceNo+_adxvmaWpdm] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWpdm]+tpdm)/period;

   adxvmaWork[r][instanceNo+_adxvmaWmdm] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWmdm]+tmdm)/period;

//

//---

//

   double trueRange = adxvmaWork[r][instanceNo+_adxvmaWpdm]+adxvmaWork[r][instanceNo+_adxvmaWmdm];

   double tpdi      = 0;

   double tmdi      = 0;

   if(trueRange>0)

     {

      tpdi = adxvmaWork[r][instanceNo+_adxvmaWpdm]/trueRange;

      tmdi = adxvmaWork[r][instanceNo+_adxvmaWmdm]/trueRange;

     }

   adxvmaWork[r][instanceNo+_adxvmaWpdi] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWpdi]+tpdi)/period;

   adxvmaWork[r][instanceNo+_adxvmaWmdi] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWmdi]+tmdi)/period;

//

//---

//

   double tout=0;

   if((adxvmaWork[r][instanceNo+_adxvmaWpdi]+adxvmaWork[r][instanceNo+_adxvmaWmdi])>0)

      tout=MathAbs(adxvmaWork[r][instanceNo+_adxvmaWpdi]-adxvmaWork[r][instanceNo+_adxvmaWmdi])/(adxvmaWork[r][instanceNo+_adxvmaWpdi]+adxvmaWork[r][instanceNo+_adxvmaWmdi]);

   adxvmaWork[r][instanceNo+_adxvmaWout]=((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWout]+tout)/period;

//

//---

//

   double thi = MathMax(adxvmaWork[r][instanceNo+_adxvmaWout],adxvmaWork[r-1][instanceNo+_adxvmaWout]);

   double tlo = MathMin(adxvmaWork[r][instanceNo+_adxvmaWout],adxvmaWork[r-1][instanceNo+_adxvmaWout]);

   for(int j=2; j<(int)period && r-j>=0; j++)

     {

      thi = MathMax(adxvmaWork[r-j][instanceNo+_adxvmaWout],thi);

      tlo = MathMin(adxvmaWork[r-j][instanceNo+_adxvmaWout],tlo);

     }

   double vi=0; if((thi-tlo)>0) vi=(adxvmaWork[r][instanceNo+_adxvmaWout]-tlo)/(thi-tlo);

//

//---

//

   adxvmaWork[r][instanceNo+_adxvmaWval]=((period-vi)*adxvmaWork[r-1][instanceNo+_adxvmaWval]+vi*adxvmaWork[r][instanceNo+_adxvmaWprc])/period;

   return(adxvmaWork[r][instanceNo+_adxvmaWval]);

  }

//

//---

//

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

  {

   if(i>=0)

      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);

  }

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