Alb stochastic

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Adaptive lookback stochastic"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Stochastic"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepPink,clrGreen

#property indicator_width1  2

//--- input parameters

input int                inpAlbSwingCount = 5;           // Alb swing count

input double             inpAlbSpeed      = 0.1;         // Alb "speed"

input int                inpSlowing       = 3;           // Slowing/smoothing period

input ENUM_APPLIED_PRICE inpPrice         = PRICE_CLOSE; // 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,"Alb adaptive stochastic ("+(string)inpAlbSwingCount+","+(string)inpAlbSpeed+")");

//---

   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++)

     {

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

      val[i]  = iStoch(_price,_price,_price,(int)iAlb(high,low,inpAlbSwingCount,inpAlbSpeed,i,rates_total),inpSlowing,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                                                 |

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

double _albWork[];

//

//---

//

double iAlb(const double& high[],const double& low[], int swingCount, double speed, int i, int bars)

{

   if (ArraySize(_albWork)!=bars) ArrayResize(_albWork,bars); _albWork[i]=0;

      if (i>3 && high[i]>high[i-1] && high[i-1]>high[i-2] && low[i-2] < low[i-3] && low[i-3] < low[i-4]) _albWork[i] = -1;

      if (i>3 && low[i] < low[i-1] && low[i-1] < low[i-2] && high[i-2]>high[i-3] && high[i-3]>high[i-4]) _albWork[i] =  1;

   

      //

      //---

      //

      

      int k=i,n = 0;

         for (; k>=0 && (n<swingCount); k--) if(_albWork[k]!=0) n++;

   return(MathMax(MathRound((speed!=0 && swingCount!=0) ? double(i-k)/swingCount/speed : double(i-k)/swingCount),1));

}

//

//---

//

#define _stochInstances 1

#define _stochInstancesSize 5

double workSto[][_stochInstances*_stochInstancesSize];

#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 i, int bars, int instanceNo=0)

  {

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

   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 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);

  }

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