Customizable Keltner

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

//|                                         Customizable Keltner.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 indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   3

//--- plot Upper

#property indicator_label1  "Upper"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Middle

#property indicator_label2  "Middle"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Lower

#property indicator_label3  "Lower"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrGreen

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_METHOD_VARIATION

  {

   METHOD_HL,                 // Smoothed H-L

   METHOD_ATR                 // ATR as source

  };

//--- input parameters

input int                     InpSmoothCenter      =  50;            // Number of the periods to smooth the center line

input int                     InpSmoothDeviation   =  50;            // Number of periods to smooth deviation

input double                  InpF                 =  1.0;           // Factor which is used to apply the deviation

input ENUM_APPLIED_PRICE      InpAppliedPrice      =  PRICE_CLOSE;   // The center line applied price:

input ENUM_MA_METHOD          InpMethodSmoothing   =  MODE_SMA;      // The center line smoothing method

input ENUM_METHOD_VARIATION   InpMethodVariation   =  METHOD_HL;     // Variation Method

//--- indicator buffers

double         BufferUpper[];

double         BufferMiddle[];

double         BufferLower[];

double         BufferVariation[];

//--- global variables

int            handle_ma;

int            handle_atr;

int            period_center;

int            period_dev;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUpper,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMiddle,INDICATOR_DATA);

   SetIndexBuffer(2,BufferLower,INDICATOR_DATA);

   SetIndexBuffer(3,BufferVariation,INDICATOR_CALCULATIONS);

//--- settings indicators parameters

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetString(INDICATOR_SHORTNAME,"Keltner with color zones");

//--- settings variables

   period_center=(InpSmoothCenter<1 ? 1 : InpSmoothCenter);

   period_dev=(InpSmoothDeviation<1 ? 1 : InpSmoothDeviation);

//--- MA and ATR handles

   ResetLastError();

   handle_ma=iMA(Symbol(),PERIOD_CURRENT,period_center,0,(ENUM_MA_METHOD)InpMethodSmoothing,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   if(InpMethodVariation==METHOD_ATR)

     {

      ResetLastError();

      handle_atr=iATR(Symbol(),PERIOD_CURRENT,period_dev);

      if(handle_atr==INVALID_HANDLE)

        {

         Print("The iATR object was not created: Error ",GetLastError());

         return INIT_FAILED;

        }

     }

//---

   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<4) return 0;

//--- 04048< =0?@02;5=85 8=45:A0F88 <0AA82>2 :0: C B09<A5@89

   ArraySetAsSeries(BufferLower,true);

   ArraySetAsSeries(BufferMiddle,true);

   ArraySetAsSeries(BufferUpper,true);

   ArraySetAsSeries(BufferVariation,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

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

   int copied_ma=0,copied_atr=0,limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferLower,EMPTY_VALUE);

      ArrayInitialize(BufferMiddle,EMPTY_VALUE);

      ArrayInitialize(BufferUpper,EMPTY_VALUE);

      ArrayInitialize(BufferVariation,EMPTY_VALUE);

      copied_ma=CopyBuffer(handle_ma,0,0,rates_total,BufferMiddle);

      if(copied_ma!=rates_total) return 0;

      if(InpMethodVariation==METHOD_ATR)

        {

         copied_atr=CopyBuffer(handle_atr,0,0,rates_total,BufferVariation);

         if(copied_atr!=rates_total) return 0;

        }

      else for(int i=limit; i>=0; i--) BufferVariation[i]=high[i]-low[i];

     }

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

   int copied=(limit>1 ? rates_total : 1);

   copied_ma=CopyBuffer(handle_ma,0,0,copied,BufferMiddle);

   if(copied_ma!=copied) return 0;

   if(InpMethodVariation==METHOD_ATR)

     {

      copied_atr=CopyBuffer(handle_atr,0,0,copied,BufferVariation);

      if(copied_atr!=copied) return 0;

     }

   else for(int i=limit; i>=0; i--)

      BufferVariation[i]=high[i]-low[i];

//--- &8:; @0AGQB0 8=48:0B>@0

   double v=0.0;

   for(int i=limit; i>=0; i--)

     {

      v=(InpMethodVariation==METHOD_ATR ? BufferVariation[i] : iMAOnArray(BufferVariation,0,period_dev,0,InpMethodVariation,i));

      BufferUpper[i]=BufferMiddle[i]+v*InpF;

      BufferLower[i]=BufferMiddle[i]-v*InpF;

     }

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

   return(rates_total);

  }

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

//| iMAOnArray() https://www.mql5.com/ru/articles/81                 |

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

double iMAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift)

  {

   double buf[],arr[];

   if(total==0) total=ArraySize(array);

   if(total>0 && total<=period) return(0);

   if(shift>total-period-ma_shift) return(0);

//---

   switch(ma_method)

     {

      case MODE_SMA :

        {

         total=ArrayCopy(arr,array,0,shift+ma_shift,period);

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,pos=total-1;

         for(i=1;i<period;i++,pos--)

            sum+=arr[pos];

         while(pos>=0)

           {

            sum+=arr[pos];

            buf[pos]=sum/period;

            sum-=arr[pos+period-1];

            pos--;

           }

         return(buf[0]);

        }

      case MODE_EMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double pr=2.0/(period+1);

         int    pos=total-2;

         while(pos>=0)

           {

            if(pos==total-2) buf[pos+1]=array[pos+1];

            buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr);

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_SMMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0;

         int    i,k,pos;

         pos=total-period;

         while(pos>=0)

           {

            if(pos==total-period)

              {

               for(i=0,k=pos;i<period;i++,k++)

                 {

                  sum+=array[k];

                  buf[k]=0;

                 }

              }

            else sum=buf[pos+1]*(period-1)+array[pos];

            buf[pos]=sum/period;

            pos--;

           }

         return(buf[shift+ma_shift]);

        }

      case MODE_LWMA :

        {

         if(ArrayResize(buf,total)<0) return(0);

         double sum=0.0,lsum=0.0;

         double price;

         int    i,weight=0,pos=total-1;

         for(i=1;i<=period;i++,pos--)

           {

            price=array[pos];

            sum+=price*i;

            lsum+=price;

            weight+=i;

           }

         pos++;

         i=pos+period;

         while(pos>=0)

           {

            buf[pos]=sum/weight;

            if(pos==0) break;

            pos--;

            i--;

            price=array[pos];

            sum=sum-lsum+price*period;

            lsum-=array[i];

            lsum+=price;

           }

         return(buf[shift+ma_shift]);

        }

      default: return(0);

     }

   return(0);

  }

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