Blau_Stochastic_Index

ÿþ//+------------------------------------------------------------------+

//|                                        Blau_Stochastic_Index.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Blau Stochastic Index oscillator"

#property indicator_separate_window

#property indicator_buffers 10

#property indicator_plots   1

//--- plot Hist

#property indicator_label1  "BStoIndexOsc"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrBlue,clrFuchsia

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint           InpPeriod         =  10;         // Period

input uint           InpPeriodSmooth1  =  5;          // First smooth period

input uint           InpPeriodSmooth2  =  15;         // Second smooth period

input uint           InpPeriodSignal   =  10;         // Signal period

input ENUM_MA_METHOD InpMethod         =  MODE_SMA;   // Method

//--- indicator buffers

double         BufferHist[];

double         BufferColors[];

double         BufferDiff[];

double         BufferDiff_MA1[];

double         BufferDiff_MA2[];

double         BufferDiff_MA3[];

double         BufferRange[];

double         BufferRange_MA1[];

double         BufferRange_MA2[];

double         BufferRange_MA3[];

//--- global variables

int            period_ind;

int            period_sm1;

int            period_sm2;

int            period_sig;

int            weight_summ;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ind=int(InpPeriod<1 ? 1 : InpPeriod);

   period_sm1=int(InpPeriodSmooth1<2 ? 2 : InpPeriodSmooth1);

   period_sm2=int(InpPeriodSmooth2<2 ? 2 : InpPeriodSmooth2);

   period_sig=int(InpPeriodSignal<2 ? 2 : InpPeriodSignal);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferHist,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferDiff,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferDiff_MA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferDiff_MA2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferDiff_MA3,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferRange,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,BufferRange_MA1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,BufferRange_MA2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(9,BufferRange_MA3,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"BStoIndexOsc("+(string)period_ind+","+(string)period_sm1+","+(string)period_sm2+","+(string)period_sig+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferHist,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferDiff,true);

   ArraySetAsSeries(BufferDiff_MA1,true);

   ArraySetAsSeries(BufferDiff_MA2,true);

   ArraySetAsSeries(BufferDiff_MA3,true);

   ArraySetAsSeries(BufferRange,true);

   ArraySetAsSeries(BufferRange_MA1,true);

   ArraySetAsSeries(BufferRange_MA2,true);

   ArraySetAsSeries(BufferRange_MA3,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period_ind) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferHist,EMPTY_VALUE);

      ArrayInitialize(BufferDiff,0);

      ArrayInitialize(BufferDiff_MA1,0);

      ArrayInitialize(BufferDiff_MA2,0);

      ArrayInitialize(BufferDiff_MA3,0);

      ArrayInitialize(BufferRange,0);

      ArrayInitialize(BufferRange_MA1,0);

      ArrayInitialize(BufferRange_MA2,0);

      ArrayInitialize(BufferRange_MA3,0);

     }

//--- >43>B>2:0 40==KE

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int bl=Lowest(period_ind,i);

      int bh=Highest(period_ind,i);

      if(bl==WRONG_VALUE || bh==WRONG_VALUE)

         continue;

      double min=low[bl];

      double max=high[bh];

      BufferDiff[i]=close[i]-min;

      BufferRange[i]=max-min;

     }

   switch(InpMethod)

     {

      case MODE_EMA :  

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferDiff,BufferDiff_MA1);

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferRange,BufferRange_MA1);

        

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferDiff_MA1,BufferDiff_MA2);

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferRange_MA1,BufferRange_MA2);

        

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferDiff_MA2,BufferDiff_MA3);

        ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferRange_MA2,BufferRange_MA3);

        break;

      case MODE_SMMA :  

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferDiff,BufferDiff_MA1);

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferRange,BufferRange_MA1);

        

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferDiff_MA1,BufferDiff_MA2);

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferRange_MA1,BufferRange_MA2);

        

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferDiff_MA2,BufferDiff_MA3);

        SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferRange_MA2,BufferRange_MA3);

        break;

      case MODE_LWMA :  

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferDiff,BufferDiff_MA1,weight_summ);

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferRange,BufferRange_MA1,weight_summ);

        

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferDiff_MA1,BufferDiff_MA2,weight_summ);

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferRange_MA1,BufferRange_MA2,weight_summ);

        

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferDiff_MA2,BufferDiff_MA3,weight_summ);

        LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferRange_MA2,BufferRange_MA3,weight_summ);

        break;

      default:

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferDiff,BufferDiff_MA1);

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferRange,BufferRange_MA1);

        

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferDiff_MA1,BufferDiff_MA2);

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm2,BufferRange_MA1,BufferRange_MA2);

        

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferDiff_MA2,BufferDiff_MA3);

        SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferRange_MA2,BufferRange_MA3);

        break;

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferHist[i]=(BufferRange_MA3[i]!=0 ? 100.0*BufferDiff_MA3[i]/BufferRange_MA3[i]-50.0 : 0);

      BufferColors[i]=(BufferHist[i]<BufferHist[i+1] ? 1 : 0);



     }   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 High          |

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

int Highest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 Low            |

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

int Lowest(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMinimum(array)+start;

   return WRONG_VALUE;

  }

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