_BandsFBA_NR_Osc

/* 
Bollinger Bands Oscillator ñ ðàçëè÷íûìè ïàðàìåòðàìè ñãëàæèâàíèÿ ñò. äåâèàöèè äëÿ ôðîíòà è çàòóõàíèÿ

âûçîâ èç ïîëüçîâàòåëüñêèõ êîäîâ:
iCustom( string symbol, int timeframe, "_BandsFBA_NR_Osc", int period, int bands_shift, int applied_price, 
double FrontPeriod, double BackPeriod, int mode, int Sens, int shift);

iCustom(NULL,0,"_BandsFBA_NR_Osc",BandsPeriod,BandsShift,OscPrice,FrontPeriod,BackPeriod,Sens, 0,i); // ãëàâíàÿ.
iCustom(NULL,0,"_BandsFBA_NR_Osc",BandsPeriod,BandsShift,OscPrice,FrontPeriod,BackPeriod,Sens, 1,i); // ñèãíàëüíàÿ
*/
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 MediumSeaGreen // ãëàâíàÿ
#property indicator_color2 Red // ñèãíàëüíàÿ
#property indicator_level1 100
#property indicator_level2 0

// âõîäíûå ïàðàìåòðû
   // Bollinger Bands
extern int BandsPeriod=20; // ïåðèîä ñò.äåâèàöèè
 double Deviation=2; // äåâèàöèÿ
extern int BandsShift=0; // ñäâèã èíäèêàòîðà
extern int OscPrice=0; // òèï öåíû (ñòàíä. çíà÷åíèÿ)
   // ñèãíàëüíàÿ
extern double FrontPeriod=1; // ïåðèîä ñãëàæèâàíèÿ ôðîíòà; ì.á. <1
extern double BackPeriod=55; // ïåðèîä ñãëàæèâàíèÿ çàòóõàíèÿ; ì.á. <1
   // ïîðîã
extern int Sens=0; // ïîðîã ÷óâñòâèòåëüíîñòè â ïï.

 int History=0; // êîë-âî ïåðåñ÷åòîâ; 0 - âñå áàðû

// èíä.áóôåðû
double   Main[], // ãëàâíàÿ
         Sign[]; // ñèãíàëüíàÿ

// îáùèå ïåðåìåííûå
bool first=1; // ôëàã ïåðâîãî çàïóñêà
double per0,per1; // êîýôô-òû EMA
int FBA=0; // 1 - ñãëàæèâàíèå ôðîíòà, -1 - ñãëàæèâàíèå çàòóõàíèÿ, 0 - îáû÷íàÿ MA - ãëàäèì âñå!
double sens; // ïîðîã ÷óâñòâèòåëüíîñòè â öåíàõ

int init()
  {
   // êîðîòêîå èìÿ
   int fdg,bdg;
   if(FrontPeriod<1) fdg=2; if(BackPeriod<1) bdg=2;
   string _fr=DoubleToStr(FrontPeriod,fdg);
   string _bk=DoubleToStr(BackPeriod,bdg);
   if(Sens>0) string ShortName=Sens+" ";
   ShortName=ShortName+"BandsOsc"+_Price(OscPrice)+"("+BandsPeriod+")";
   if(BandsShift>0) ShortName=ShortName+"+"+BandsShift;
   if(FrontPeriod!=1 || BackPeriod!=1) {
      if(FrontPeriod==BackPeriod) ShortName=ShortName+" ("+_fr+")";
      else {
         if(FrontPeriod!=1) ShortName=ShortName+" Front("+_fr+")";
         if(BackPeriod!=1)  ShortName=ShortName+" Back(" +_bk+")";
        }
     }
   IndicatorShortName(ShortName); 

   first=1;
   sens=Sens*Point; // ïîðîã ÷óâñòâèòåëüíîñòè â öåíàõ

   if(FrontPeriod>1) FrontPeriod=2.0/(1+FrontPeriod); // êîýôô. ïðåäâàðèòåëüíîé EMA
   if(BackPeriod>1) BackPeriod=2.0/(1+BackPeriod); // êîýôô. ðàçäåëüíîé EMA
   while(true) {
      if(FrontPeriod==BackPeriod) {
         per0=FrontPeriod; per1=1; break;
        }
      if(FrontPeriod>BackPeriod) {
         FBA=-1; per0=FrontPeriod; per1=BackPeriod;
        }
      else {
         FBA= 1; per0=BackPeriod; per1=FrontPeriod;
        }
      break;
     }

   // èíä. áóôåðû   
      // ãëàâíàÿ ëèíèÿ
   SetIndexBuffer(0,Main);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexLabel(0,"Main("+BandsPeriod+")");
      // ñèãíàëüíàÿ ëèíèÿ
   SetIndexBuffer(1,Sign);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexLabel(1,"Sign("+_fr+","+_bk+")");

   return(0);
  }

int reinit() // ô-ÿ äîïîëíèòåëüíîé èíèöèàëèçàöèè
  {
   ArrayInitialize(Main,0.0);
   ArrayInitialize(Sign,0.0);

   return(0);
  }

int start()
  {
   int ic=IndicatorCounted();
   //if(!first && Bars-ic-1>1) ic=reinit(); 
   //int limit=Bars-ic-1; // êîë-âî ïåðåñ÷åòîâ
   //if(History!=0 && limit>History) limit=History-1; // êîë-âî ïåðåñ÷åòîâ ïî èñòîðèè
   
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit--;   

   for(int i=limit; i>=0; i--) { // öèêë ïåðåñ÷åòà ïî ÂÑÅÌ áàðàì
      bool reset=i==limit && ic==0; // ñáðîñ íà ïåðâîé èòåðàöèè öèêëà ïåðåñ÷åòà
         if(reset) {
         static double MA0prev=0,MA1prev=0,sma0prev=0; 
         static int BarsPrev=0;
      }
      int sh=i+BandsShift; // ñäâèã

      // ìåäèàíà Bollinger Bands
      double sma=iMA(NULL,0,BandsPeriod,0,0,0, sh);

      // ñòàíäàðòíàÿ äåâèàöèÿ
      double st=iStdDev(NULL,0,BandsPeriod,0,0,0, sh); 
      st=MathMax(st,sens); // ó÷åò ïîðîãà ÷óâñòâòèòåëüíîñòè
      double std=Deviation*st; // äåâèàöèÿ
      
      // ëèíèè Bollinger Bands
      double topB=sma+std; // âåðõíÿÿ ëèíèÿ
      double botB=sma-std; // íèæíÿÿ ëèíèÿ

      // ïðåäâàðèòåëüíîå ñãëàæèâàíèå
      double MA0=EMA_FBA(st,MA0prev,per0,0,i);
      double sma0=EMA_FBA(sma,sma0prev,per0,0,i);
      
      // ñãëàæèâàíèå (ñèãíàëüíàÿ)
      double MA1=EMA_FBA(MA0,MA1prev,per1,FBA,i);
      
      // äåâèàöèÿ ñèãíàëüíûõ
      std=Deviation*MA1;
      // ñèãíàëüíûå ëèíèè
      double topS=sma0+std; // âåðõíÿÿ ëèíèÿ
      double botS=sma0-std; // íèæíÿÿ ëèíèÿ
      
      // îñöèëëÿòîð
         // ãëàâíàÿ
      double price=Price(OscPrice,i);
      double deltaB=topB-botB; // øèðèíà êàíàëà
      if(deltaB==0) double main=1;
      else main=(price-botB)/deltaB;
      Main[i]=100*main;
         // ñèãíàëüíàÿ
      double deltaS=topS-botS; // øèðèíà êàíàëà
      if(deltaS==0) double sign=1;
      else sign=(price-botS)/deltaS;
      Sign[i]=100*sign;
      
      // ñèíõðîíèçàöèÿ
      if(first || BarsPrev!=Bars) {BarsPrev=Bars; MA0prev=MA0; MA1prev=MA1; sma0prev=sma0;}
     }

   first=0; // ñáðîñ ôëàãà ïåðâîãî çàïóñêà
   return(0);
  }

// EMA ñ ðàçëè÷íûìè ïàðàìåòðàìè ñãëàæèâàíèÿ äëÿ ôðîíòà è çàòóõàíèÿ
double EMA_FBA(double C, double MA1, double period, int FBA, int i) {
   if(period==1) return(C);
   // êîýôô. EMA 
   if(period>1) period=2.0/(1+period); 
   // EMA
   double ma=period*C+(1-period)*MA1; 
   // ðàçäåëåíèå ôðîíòà è çàòóõàíèÿ
   switch(FBA) {
      case  0: // îáû÷íàÿ MA
         if(FBA==0) return(ma); 
      case  1: // ñãëàæèâàíèå ôðîíòà
         if(C>MA1) return(ma); else return(C); 
      case -1: // ñãëàæèâàíèå çàòóõàíèÿ
         if(C<MA1) return(ma); else return(C); 
     }
  }
  
double Price(int ApplPrice,int i) {
   switch(ApplPrice) {
      case 0: return(Close[i]);
      case 1: return(Open[i]);
      case 2: return(High[i]);
      case 3: return(Low[i]); 
      case 4: return((High[i]+Low[i])/2); // Middle
      case 5: return((High[i]+Low[i]+Close[i])/3); // Typical
      case 6: return((High[i]+Low[i]+2*Close[i])/4); // Weighted
      default: return(Close[i]); // Close
     }
  }

string _Price(int ApplPrice) {
   switch(ApplPrice) {
      case 0: return(""); // Close
      case 1: return("O"); // Open
      case 2: return("H"); // High
      case 3: return("L"); // Low
      case 4: return("M"); // Middle
      case 5: return("T"); // Typical
      case 6: return("W"); // Weighted
      default: return(""); // Close
     }
  }