aWilliamsBand

//+------------------------------------------------------------------+
//|                                                !WilliamsBand.mq4 |
//|                                 Copyright 2012, Melniciuc Alexei |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2012, Melniciuc Alexei"
#property link      ""

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Blue
#property indicator_color2 Green
#property indicator_color3 Red

//--- external
extern bool alert=true;
extern bool ShowDispersia=true;
extern bool Buffer=false;
extern bool IfHour=true;
extern bool IfHour4=false;
extern bool IfDay=false;
extern bool IfWeek=false;
extern bool IfMonth=false;
extern color ColorBandUp=Blue;
extern color ColorCenter=Green;
extern color ColorBandDw=Red;

//--- constant
#define EMTYVAL     -1

//--- buffer
double BandUp[];
double Center[];
double BandDw[];

//--- vars
int period, obj_period, p;
string P, StrBandUp, StrCenter, StrBandDw;
bool visibility;
int width;
string PP;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
      PP="MN1";
      switch(Period()) 
     { 
      case PERIOD_M1  : PP="M1";  break;
      case PERIOD_M5  : PP="M5";  break;
      case PERIOD_M15 : PP="M15"; break;
      case PERIOD_M30 : PP="M30"; break;
      case PERIOD_H1  : PP="H1";  break;
      case PERIOD_H4  : PP="H4";  break;
      case PERIOD_D1  : PP="D1";  break;
      case PERIOD_W1  : PP="W1";
     }
      
    visibility=true;
         if(IfWeek)switch(Period())  // visibility M1 - W1
     { 
      case PERIOD_MN1 :visibility=false;
     }
         if(IfDay)switch(Period())   // visibility M1 - D1
     { 
      case PERIOD_W1  : visibility=false; break;
      case PERIOD_MN1 : visibility=false;
     }
         if(IfHour4)switch(Period())  // visibility M1 - H1
     { 
      case PERIOD_D1  : visibility=false;  break;
      case PERIOD_W1  : visibility=false;  break;
      case PERIOD_MN1 : visibility=false;
     }
         if(IfHour)switch(Period())  // visibility M1 - H1
     { 
      case PERIOD_H4  : visibility=false;  break;
      case PERIOD_D1  : visibility=false;  break;
      case PERIOD_W1  : visibility=false;  break;
      case PERIOD_MN1 : visibility=false;
     }
   
   if(!visibility)return(0);

   p=1;
   P="H1";
   width=1;
   period=PERIOD_H1;
   obj_period=OBJ_PERIOD_M1|OBJ_PERIOD_M5|OBJ_PERIOD_M15|OBJ_PERIOD_M30|OBJ_PERIOD_H1;
   if(IfHour4){P="H4"; p=4;  width=1; period=PERIOD_H4; obj_period=obj_period|OBJ_PERIOD_H4;}
   if(IfDay){P="D1"; p=24; width=2; period=PERIOD_D1; obj_period=obj_period|OBJ_PERIOD_H4|OBJ_PERIOD_D1;}
   if(IfWeek){P="W1"; p=7*24;  width=3; period=PERIOD_W1; obj_period=obj_period|OBJ_PERIOD_H4|OBJ_PERIOD_D1|OBJ_PERIOD_W1;}
   if(IfMonth){P="MN1"; p=31*24;  width=4; period=PERIOD_MN1; obj_period=OBJ_ALL_PERIODS;}
   StrBandUp="BandUp "+P;
   StrCenter="Center "+P;
   StrBandDw="BandDw "+P;

   SetIndexStyle(0,DRAW_SECTION,STYLE_SOLID,width,ColorBandUp);
   SetIndexBuffer(0,BandUp);
   SetIndexStyle(1,DRAW_SECTION,STYLE_SOLID,width,ColorCenter);
   SetIndexBuffer(1,Center);   
   SetIndexStyle(2,DRAW_SECTION,STYLE_SOLID,width,ColorBandDw);
   SetIndexBuffer(2,BandDw);   

   IndicatorShortName("!WilliamsBand"+P);
   SetIndexLabel(0,StrBandUp);
   SetIndexLabel(1,StrCenter);
   SetIndexLabel(2,StrBandDw);

   SetIndexEmptyValue(0,EMTYVAL);
   SetIndexEmptyValue(1,EMTYVAL);
   SetIndexEmptyValue(2,EMTYVAL);
   
   SetIndexDrawBegin(0,3);
   SetIndexDrawBegin(1,3);
   SetIndexDrawBegin(2,3);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
      if(!visibility)return(0);
      ObjectDelete(StrBandUp+" Dispersia+");
      ObjectDelete(StrBandUp);
      ObjectDelete(StrBandUp+" Dispersia-");
      ObjectDelete(StrCenter);
      ObjectDelete(StrBandDw+" Dispersia+");
      ObjectDelete(StrBandDw);
      ObjectDelete(StrBandDw+" Dispersia-");
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
  
   if(!visibility)return(0);
  
   int counted_bars=IndicatorCounted();
   int Limit=Bars-counted_bars;
   int bars=Bars/period*Period();
   bars=Bars;
   if(Limit>bars)Limit=bars;
//----
   for(int i=Limit; i>=0; i--){
      BandUp[iBarShift(NULL,0,iTime(NULL,period,i+1))]=iMA(NULL,period,3,0,MODE_SMA,PRICE_HIGH,i+1);
      Center[iBarShift(NULL,0,iTime(NULL,period,i))]=iMA(NULL,period,3,0,MODE_SMA,PRICE_MEDIAN,i);
      BandDw[iBarShift(NULL,0,iTime(NULL,period,i+1))]=iMA(NULL,period,3,0,MODE_SMA,PRICE_LOW,i+1);
   }
   
   double center=Center[iBarShift(NULL,0,iTime(NULL,period,0))];

      double Mean, Dispersia;
      int t;
      if(IfMonth){  //month
         t=TimeMonth(iTime(NULL,period,0));
      }else if(IfWeek){  //week
         t=TimeDay(iTime(NULL,period,0));
      }
      else if(IfDay){  //day
         t=TimeDayOfWeek(iTime(NULL,period,0));
      }
      else if(IfHour4){   //hour
         t=TimeHour(iTime(NULL,period,0));
      }
      else if(IfHour){   //hour
         t=TimeHour(iTime(NULL,period,0));
      }
      Mean=MeanHL(t)/2;
      Dispersia=DispersiaHL(t)/2;
      
      double a=(Center[iBarShift(NULL,0,iTime(NULL,period,1))]-center)/(iTime(NULL,period,1)-iTime(NULL,period,0));
      double b=(center*iTime(NULL,period,1)-Center[iBarShift(NULL,0,iTime(NULL,period,1))]*iTime(NULL,period,0))/(iTime(NULL,period,1)-iTime(NULL,period,0));
      datetime CenterX=iTime(NULL,period,0)+p*3600;
      double Center=a*CenterX+b;
      
      double aUp=(Center+Mean-BandUp[iBarShift(NULL,0,iTime(NULL,period,1))])/(CenterX-iTime(NULL,period,1));
      double bUp=BandUp[iBarShift(NULL,0,iTime(NULL,period,1))]-aUp*iTime(NULL,period,1);
      double yUp=aUp*Time[0]+bUp;
      
      double aDw=(Center-Mean-BandDw[iBarShift(NULL,0,iTime(NULL,period,1))])/(CenterX-iTime(NULL,period,1));
      double bDw=BandDw[iBarShift(NULL,0,iTime(NULL,period,1))]-aDw*iTime(NULL,period,1);
      double yDw=aDw*Time[0]+bDw;
      
      if(Buffer){
         for(i=iBarShift(NULL,0,iTime(NULL,period,1))-1; i>0; i--){
            BandUp[i]=EMTYVAL;
            BandDw[i]=EMTYVAL;
         }
         BandUp[0]=yUp;
         BandDw[0]=yDw;
      }
      
      bool flag=false;
      if(alert && Close[0]>=yUp){
         flag=true;
         Alert(Symbol()+" ["+P+" Band] "+PP+" Dw "+DoubleToStr((Close[0]-yUp)/Point,0)+"p "+DoubleToStr(100*(Close[0]-yUp)/Mean/2,0)+"%");
         //ObjectDelete("ARROWDW "+P+" "+MathRand());
         ObjectCreate("ARROWDW "+P+" "+MathRand(),OBJ_ARROW,0,Time[0],yUp);
         ObjectSet("ARROWDW "+P+" "+MathRand(),OBJPROP_COLOR,ColorBandDw);
         ObjectSet("ARROWDW "+P+" "+MathRand(),OBJPROP_ARROWCODE,SYMBOL_ARROWDOWN);
      }
      if(alert && Close[0]<=yDw){
         flag=true;
         Alert(Symbol()+" ["+P+" Band] "+PP+" Up "+DoubleToStr((yDw-Close[0])/Point,0)+"p "+DoubleToStr(100*(yDw-Close[0])/Mean/2,0)+"%");
         //ObjectDelete("ARROWUP "+P+" "+MathRand());
         ObjectCreate("ARROWUP "+P+" "+MathRand(),OBJ_ARROW,0,Time[0],yDw);
         ObjectSet("ARROWUP "+P+" "+MathRand(),OBJPROP_COLOR,ColorBandUp);
         ObjectSet("ARROWUP "+P+" "+MathRand(),OBJPROP_ARROWCODE,SYMBOL_ARROWUP);
      }
      if(flag)alert=false;
      
   static double OldCenter=-1;
   if(OldCenter==center)return(0);
   OldCenter=center;

      ObjectDelete(StrBandUp+" Dispersia+");
      ObjectDelete(StrBandUp);
      ObjectDelete(StrBandUp+" Dispersia-");
      ObjectDelete(StrCenter);
      ObjectDelete(StrBandDw+" Dispersia+");
      ObjectDelete(StrBandDw);
      ObjectDelete(StrBandDw+" Dispersia-");

      
      ObjectCreate(StrBandUp,OBJ_TREND,0,iTime(NULL,period,1),BandUp[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center+Mean);
      ObjectSet(StrBandUp,OBJPROP_COLOR,ColorBandUp);
      ObjectSet(StrBandUp,OBJPROP_RAY,false);
      ObjectSet(StrBandUp,OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandUp,OBJPROP_STYLE,STYLE_DOT);
      ObjectSetText(StrBandUp,P+" Up",6,"Arial Black",ColorBandUp);

      ObjectCreate(StrCenter,OBJ_TREND,0,iTime(NULL,period,0),center,CenterX,Center);
      ObjectSet(StrCenter,OBJPROP_COLOR,ColorCenter);
      ObjectSet(StrCenter,OBJPROP_RAY,false);
      ObjectSet(StrCenter,OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrCenter,OBJPROP_STYLE,STYLE_DOT);
      ObjectSetText(StrCenter,P+" Center",6,"Arial Black",ColorCenter);

      ObjectCreate(StrBandDw,OBJ_TREND,0,iTime(NULL,period,1),BandDw[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center-Mean);
      ObjectSet(StrBandDw,OBJPROP_COLOR,ColorBandDw);
      ObjectSet(StrBandDw,OBJPROP_RAY,false);
      ObjectSet(StrBandDw,OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandDw,OBJPROP_STYLE,STYLE_DOT);
      ObjectSetText(StrBandDw,P+" Dw",6,"Arial Black",ColorBandDw);
      
      if(!ShowDispersia)return(0);
      ObjectCreate(StrBandUp+" Dispersia+",OBJ_TREND,0,iTime(NULL,period,1),BandUp[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center+Mean+Dispersia);
      ObjectSet(StrBandUp+" Dispersia+",OBJPROP_COLOR,ColorBandUp);
      ObjectSet(StrBandUp+" Dispersia+",OBJPROP_RAY,false);
      ObjectSet(StrBandUp+" Dispersia+",OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandUp+" Dispersia+",OBJPROP_STYLE,STYLE_DASHDOTDOT);
      //ObjectSetText(StrBandUp+" Dispersia+",P+" Up",6,"Arial Black",ColorBandUp);
      
      ObjectCreate(StrBandUp+" Dispersia-",OBJ_TREND,0,iTime(NULL,period,1),BandUp[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center+Mean-Dispersia);
      ObjectSet(StrBandUp+" Dispersia-",OBJPROP_COLOR,ColorBandUp);
      ObjectSet(StrBandUp+" Dispersia-",OBJPROP_RAY,false);
      ObjectSet(StrBandUp+" Dispersia-",OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandUp+" Dispersia-",OBJPROP_STYLE,STYLE_DASHDOTDOT);
      //ObjectSetText(StrBandUp+" Dispersia-",P+" Up",6,"Arial Black",ColorBandUp);

      ObjectCreate(StrBandDw+" Dispersia+",OBJ_TREND,0,iTime(NULL,period,1),BandDw[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center-Mean+Dispersia);
      ObjectSet(StrBandDw+" Dispersia+",OBJPROP_COLOR,ColorBandDw);
      ObjectSet(StrBandDw+" Dispersia+",OBJPROP_RAY,false);
      ObjectSet(StrBandDw+" Dispersia+",OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandDw+" Dispersia+",OBJPROP_STYLE,STYLE_DASHDOTDOT);
      //ObjectSetText(StrBandDw+" Dispersia+",P+" Dw",6,"Arial Black",ColorBandDw);

      ObjectCreate(StrBandDw+" Dispersia-",OBJ_TREND,0,iTime(NULL,period,1),BandDw[iBarShift(NULL,0,iTime(NULL,period,1))],CenterX,Center-Mean-Dispersia);
      ObjectSet(StrBandDw+" Dispersia-",OBJPROP_COLOR,ColorBandDw);
      ObjectSet(StrBandDw+" Dispersia-",OBJPROP_RAY,false);
      ObjectSet(StrBandDw+" Dispersia-",OBJPROP_TIMEFRAMES,obj_period);
      ObjectSet(StrBandDw+" Dispersia-",OBJPROP_STYLE,STYLE_DASHDOTDOT);
      //ObjectSetText(StrBandDw+" Dispersia-",P+" Dw",6,"Arial Black",ColorBandDw);
      
//----
   return(0);
  }
//+------------------------------------------------------------------+
double MeanHL(int h){
static double mean;
static int Oldh=-1;
if(Oldh==h)return(mean);
Oldh=h;

mean=0;
int n=0;
   for(int i=iBars(NULL,period); i>0; i--){
      if(IfMonth){if(TimeMonth(iTime(NULL,period,i))!=h)continue;}          //month
      else if(IfWeek){if(TimeDay(iTime(NULL,period,i))!=h)continue;}        //week
      else if(IfDay){if(TimeDayOfWeek(iTime(NULL,period,i))!=h)continue;}   //day
      else if(IfHour4){if(TimeHour(iTime(NULL,period,i))!=h)continue;}      //hour4
      else if(IfHour){if(TimeHour(iTime(NULL,period,i))!=h)continue;}       //hour
      mean+=iHigh(NULL,period,i)-iLow(NULL,period,i);
      n++;
   }
mean=mean/n;
return(mean);
}
//+------------------------------------------------------------------+
double DispersiaHL(int h){
static double dispersia;
static int Oldh=-1;
if(Oldh==h)return(dispersia);
Oldh=h;

double mean=MeanHL(h);
int n=0;
   for(int i=iBars(NULL,period); i>0; i--){
      if(IfMonth){if(TimeMonth(iTime(NULL,period,i))!=h)continue;}          //month
      else if(IfWeek){if(TimeDay(iTime(NULL,period,i))!=h)continue;}        //week
      else if(IfDay){if(TimeDayOfWeek(iTime(NULL,period,i))!=h)continue;}   //day
      else if(IfHour4){if(TimeHour(iTime(NULL,period,i))!=h)continue;}      //hour4
      else if(IfHour){if(TimeHour(iTime(NULL,period,i))!=h)continue;}       //hour
      dispersia+=MathAbs(iHigh(NULL,period,i)-iLow(NULL,period,i)-mean);
      n++;
   }
dispersia=dispersia/n;
return(dispersia);
}
//+------------------------------------------------------------------+