asymmetricstochnr_v1

//+------------------------------------------------------------------+
//|                                            AsymmetricStochNR.mq5 | 
//|                                    Copyright © 2010,   Svinozavr | 
//+------------------------------------------------------------------+
//| Place the SmoothAlgorithms.mqh file                              |
//| to the terminal_data_folder\MQL5\Include                         |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010,   Svinozavr"
#property link ""
#property description "Asymmetric Stoch NR"
//--- indicator version
#property version   "1.01"
//--- drawing the indicator in a separate window
#property indicator_separate_window
//--- number of indicator buffers is 2
#property indicator_buffers 2 
//--- two plots are used
#property indicator_plots   2
//+----------------------------------------------+
//| Declaration of constants                     |
//+----------------------------------------------+
#define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal
//+----------------------------------------------+
//| Indicator drawing parameters                 |
//+----------------------------------------------+
//--- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//--- DeepPink color is used for the indicator line
#property indicator_color1 clrDeepPink
//--- the indicator line is a continuous curve
#property indicator_style1  STYLE_DASHDOTDOT
//--- indicator line width is 1
#property indicator_width1  1
//--- displaying the indicator label
#property indicator_label1  "Asymmetric Stochastic NR"
//+----------------------------------------------+
//|  Indicator drawing parameters                |
//+----------------------------------------------+
//--- drawing the indicator as a line
#property indicator_type2   DRAW_LINE
//--- teal color is used for the indicator line
#property indicator_color2 clrTeal
//--- the indicator line is a dot-dash one
#property indicator_style2  STYLE_SOLID
//--- indicator line width is 1
#property indicator_width2  1
//--- displaying the indicator label
#property indicator_label2  "Signal"
//+----------------------------------------------+
//| Parameters of displaying horizontal levels   |
//+----------------------------------------------+
#property indicator_level1       70.0
#property indicator_level2       30.0
#property indicator_levelcolor clrDarkOrchid
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| CXMA class description                       |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//--- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA;
//+----------------------------------------------+
//| Declaration of enumerations                  |
//+----------------------------------------------+
/*enum Smooth_Method is declared in the SmoothAlgorithms.mqh file
  {
   MODE_SMA_,  // SMA
   MODE_EMA_,  // EMA
   MODE_SMMA_, // SMMA
   MODE_LWMA_, // LWMA
   MODE_JJMA,  // JJMA
   MODE_JurX,  // JurX
   MODE_ParMA, // ParMA
   MODE_T3,    // T3
   MODE_VIDYA, // VIDYA
   MODE_AMA,   // AMA
  }; */
//+----------------------------------------------+
//| Declaration of enumeration                   |
//+----------------------------------------------+  
enum WIDTH
  {
   Width_1=1, // 1
   Width_2,   // 2
   Width_3,   // 3
   Width_4,   // 4
   Width_5    // 5
  };
//+----------------------------------------------+
//| Declaration of enumeration                   |
//+----------------------------------------------+
enum STYLE
  {
   SOLID_,       // Solid line
   DASH_,        // Dashed line
   DOT_,         // Dotted line
   DASHDOT_,     // Dot-dash line
   DASHDOTDOT_   // Dot-dash line with double dots
  };
//+----------------------------------------------+
//| Indicator input parameters                   |
//+----------------------------------------------+
input uint KperiodShort=5;                   // %K period
input uint KperiodLong=12;                   // %K period
input Smooth_Method DMethod=MODE_SMA;        // Signal line smoothing method 
input uint Dperiod=7;                        // %D signal line period
input int DPhase=15;                         // Signal line smoothing parameter
input uint Slowing=3;                        // Slowing
input ENUM_STO_PRICE PriceField=STO_LOWHIGH; // Prices selection parameter for calculation
input uint Sens=7;                           // Sensitivity in points
input uint OverBought=80;                    // Overbought level, %%
input uint OverSold=20;                      // Oversold level, %%
input color LevelsColor=clrBlue;             // Color of levels
input STYLE Levelstyle=DASH_;                // Style of the levels
input WIDTH  LevelsWidth=Width_1;            // Depth of the levels
input int Shift=0;                           // Horizontal shift of the indicator in bars
//+----------------------------------------------+
//--- declaration of dynamic arrays that
//--- will be used as indicator buffers
double Stoch[],XStoch[];
double sens; // sensitivity in prices
//--- declaration of integer variables for the start of data calculation
int min_rates_total,min_rates_stoch;
//+------------------------------------------------------------------+   
//| Asymmetric Stoch NR indicator initialization function            | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//--- initialization of variables of data calculation start
   min_rates_stoch=int(MathMax(KperiodShort,KperiodLong)+Slowing);
   min_rates_total=min_rates_stoch+XMA.GetStartBars(DMethod,Dperiod,DPhase);
//--- initialization of variables   
   sens=Sens*_Point; // sensitivity in prices
//--- line drawing parameters  
   IndicatorSetInteger(INDICATOR_LEVELS,2);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,OverSold);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,LevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,0,LevelsWidth);
//---
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,OverBought);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,LevelsColor);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,Levelstyle);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,1,LevelsWidth);
//--- setting up alerts for unacceptable values of external variables
   XMA.XMALengthCheck("Dperiod",Dperiod);
   XMA.XMALengthCheck("Dperiod",Dperiod);
   XMA.XMAPhaseCheck("DPhase",DPhase,DMethod);
//--- set Stoch[] dynamic array as an indicator buffer
   SetIndexBuffer(0,Stoch,INDICATOR_DATA);
//--- shifting the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- shifting the start of drawing of the indicator
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- Indexing elements in the buffer as in timeseries
   ArraySetAsSeries(Stoch,true);
//--- set XStoch[] dynamic array as an indicator buffer
   SetIndexBuffer(1,XStoch,INDICATOR_DATA);
//--- shifting the indicator 1 horizontally
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//--- shifting the start of drawing of the indicator
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//--- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- Indexing elements in the buffer as in timeseries
   ArraySetAsSeries(XStoch,true);
//--- initializations of a variable for the indicator short name
   string shortname,Smooth;
   Smooth=XMA.GetString_MA_Method(DMethod);
   StringConcatenate(shortname,"Asymmetric Stochastic NR(",KperiodShort,",",KperiodLong,",",Dperiod,",",Smooth,",",Slowing,")");
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- determining the accuracy of the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- initialization end
  }
//+------------------------------------------------------------------+ 
//| Asymmetric Stoch NR iteration function                           | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // number of bars in history at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                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[])
  {
//--- checking if the number of bars is enough for the calculation
   if(rates_total<min_rates_total) return(RESET);
//--- declaration of integer variables
   int limit,bar,maxbar;
//--- memory static variables declaration
   static uint Kperiod0,Kperiod1;
//--- calculations of the necessary amount of data to be copied
//--- and the 'limit' starting index for the bars recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0)// Checking for the first start of the indicator calculation
     {
      limit=rates_total-1-min_rates_stoch; // starting index for calculation of all bars
      Kperiod0=KperiodShort;
      Kperiod1=KperiodShort;
     }
   else limit=rates_total-prev_calculated; // Starting index for the calculation of new bars 
//--- indexing elements in arrays as in timeseries  
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
//---
   maxbar=rates_total-1-min_rates_stoch;
//--- main indicator calculation loop
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      Stoch[bar]=Stoch(Kperiod0,Kperiod1,Slowing,PriceField,sens,bar,low,high,close);
      //---
      XStoch[bar]=XMA.XMASeries(maxbar,prev_calculated,rates_total,DMethod,DPhase,Dperiod,Stoch[bar],bar,true);
      //--- switching direction
      if(XStoch[bar+1]>OverBought)
        { // up trend
         Kperiod0=KperiodShort;
         Kperiod1=KperiodLong;
        }
      if(XStoch[bar+1]<OverSold)
        { // down trend
         Kperiod0=KperiodLong;
         Kperiod1=KperiodShort;
        }
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Calculation of the Stochastic with noise-cancelling              |
//+------------------------------------------------------------------+    
double Stoch(int Kperiod0,
             int Kperiod1,
             int Slowing_,
             int PriceField_,
             double sens_,
             int Bar,
             const double &Low[],
             const double &High[],
             const double &Close[])
  {
//---
   double max,min,c,delta,diff;

   c=0.0;
   max=0.0;
   min=0.0;
   int end=Bar+Slowing_;;
//---
   for(int j=Bar; j<end; j++)
     {
      if(PriceField_==STO_CLOSECLOSE)
        {
         max+=Close[ArrayMaximum(Close,j,Kperiod0)];
         min+=Close[ArrayMinimum(Close,j,Kperiod1)];
        }
      if(PriceField_==STO_LOWHIGH)
        {
         max+=High[ArrayMaximum(High,j,Kperiod0)];
         min+=Low[ArrayMinimum(Low,j,Kperiod1)];
        }
      c+=Close[j];
     }
//--- noise-cancelling
   sens_*=Slowing_; // setting sensitivity according to a slowing period
   delta=max-min;   // range
   diff=sens-delta; // the difference between the sensitivity limit and a range
//--- in case the difference >0 (a range value is less than the limit)
   if(diff>0)
     {
      delta=sens;   // a range = the limit
      min-=diff/2;  // new low value
     }
//--- calculation of the oscillator
   if(delta) return(100*(c-min)/delta); // Stochastic
//---
   return(-2);
  }
//+------------------------------------------------------------------+