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Chaikin's Volatility StochasticM2
//+------------------------------------------------------------------+
//| Stochastic Chaikin's Volatility.mq4 |
//| Giaras |
//| giampiero.raschetti@gmail.com |
//+------------------------------------------------------------------+
#property copyright "giaras"
#property link "giampiero.raschetti@gmail.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
#property indicator_level2 80
#property indicator_level3 20
#property indicator_minimum 0
#property indicator_maximum 100
//---- input parameters
//extern int iPeriod=5;
extern int maPeriod=10;
extern int StocLength = 5;
extern int WMALength = 5;
//---- buffers
double chakin[];
double StocChakin[];
double Trigger[];
double Value3[];
double hl[];
double emahl[];
int buffers = 0;
int drawBegin = 0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
drawBegin = 4;
//---- indicators
initBuffer(StocChakin, "Stochastic Chakin", DRAW_LINE);
initBuffer(Trigger, "Trigger", DRAW_LINE);
initBuffer(hl);
initBuffer(emahl);
initBuffer(chakin);
initBuffer(Value3);
IndicatorBuffers(buffers);
IndicatorShortName("Stochastic Chakin Volatility[" + maPeriod + ", " + StocLength + ", " + WMALength + "]");
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars <= drawBegin) return (0);
int counted_bars=IndicatorCounted();
if(counted_bars<0) return (-1);
if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars-1;
//----
for(int c = 0 ;c <= limit ;c++)
hl[c]=High[c]-Low[c];
//for(int e = 0 ;e <= limit ;e++)
//{
// emahl[e]= iMAOnArray(hl,0,maPeriod,0,MODE_EMA,e);
//}
//for(int i = 0 ;i <= limit-iPeriod ;i++)
for(int i = 0 ;i <= limit ;i++)
{
//chakin[i] = ( (emahl[i]-emahl[i+iPeriod])/emahl[i+iPeriod] )*100;
//chakin[i] = ( (emahl[i]-emahl[i+iPeriod]) );
chakin[i] = iMAOnArray(hl,0,maPeriod,0,MODE_EMA,i);
}
for (int s = limit; s >= 0; s--) {
double _chakin = chakin[s];
double hh = _chakin, ll = _chakin;
for (i = 0; i < StocLength; i++) {
double tmp = chakin[s + i];
hh = MathMax(hh, tmp);
ll = MathMin(ll, tmp);
}
double Value1 = _chakin - ll;
double Value2 = hh - ll;
Value3[s] = 0.0;
if (Value2 != 0.0) {
Value3[s] = Value1 / Value2;
}
}
for (s = limit - 1; s >= 0; s--) {
//StocChakin[s] = 2.0 * (iMAOnArray(Value3, 0, WMALength, 0, MODE_LWMA, s) - 0.5);
StocChakin[s] = 100 * iMAOnArray(Value3, 0, WMALength, 0, MODE_LWMA, s);
Trigger[s] = StocChakin[s + 1];
}
return(0);
}
void initBuffer(double array[], string label = "", int type = DRAW_NONE, int arrow = 0, int style = EMPTY, int width = EMPTY, color clr = CLR_NONE) {
SetIndexBuffer(buffers, array);
SetIndexLabel(buffers, label);
SetIndexEmptyValue(buffers, EMPTY_VALUE);
SetIndexDrawBegin(buffers, drawBegin);
SetIndexShift(buffers, 0);
SetIndexStyle(buffers, type, style, width);
SetIndexArrow(buffers, arrow);
buffers++;
}
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