Derivative_v1

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

//|                                                      ProjectName |

//|                                      Copyright 2012, CompanyName |

//|                                       http://www.companyname.net |

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

#property copyright "Scriptong"

#property link      "http://advancetools.net"

#property strict



#property indicator_separate_window

#property indicator_level1 0.0

#property indicator_buffers 1

#property indicator_color1 clrDodgerBlue

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

//|                                                                  |

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

enum ENUM_PRICE_TYPE

  {

   PRICE_TYPE_CLOSE,      // Close / 0:@KB85   

   PRICE_TYPE_OPEN,       // Open / B:@KB85   

   PRICE_TYPE_HIGH,       // High / 0:A8<C<

   PRICE_TYPE_LOW,        // Low / 8=8<C<

   PRICE_TYPE_MEDIAN,     // Median / !@54=OO

   PRICE_TYPE_TYPICAL,    // Typical / "8?8G=0O

   PRICE_TYPE_WEIGHTED,   // Weighted close / 725H5==>5 70:@KB85

   PRICE_TYPE_FULL_MEDIAN // Full median / >;=0O A@54=OO

  };

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

input int             i_slowing      = 34;             // Slowing / 0?074K20=85

input ENUM_PRICE_TYPE i_price        = PRICE_TYPE_WEIGHTED; // Applied price / A?>;L7C5<0O F5=0

input int             i_indBarsCount = 10000;          // The number of bars to display / >;8G5AB2> 10@>2 >B>1@065=8O

//--- The indicator's buffers

double            g_indValues[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   if(!IsTuningParametersCorrect())

      return INIT_FAILED;

//---

   if(!BuffersBind())

      return (INIT_FAILED);

//---

   return INIT_SUCCEEDED;

  }

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

//| Checking the correctness of input parameters                     |

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

bool IsTuningParametersCorrect()

  {

   string name=WindowExpertName();

//---

   bool isRussianLang=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian");

//---

   if(i_slowing<1)

     {

      Alert(name,(isRussianLang)? ": ?5@8>4 70<54;5=8O 4>;65= 1KBL 1>;55 0. =48:0B>@ >B:;NG5=." :

            ": period of slowing must be more than zero. The indicator is turned off.");

      return false;

     }

//---

   return (true);

  }

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

//| Custom indicator deinitialization function                       |

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

void OnDeinit(const int reason)

  {

//---

  }

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

//| Binding of array and the indicator buffers                       |

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

bool BuffersBind()

  {

   string name=WindowExpertName();

//---

   bool isRussianLang=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian");

//--- Binding the array and indicator buffer

   if(!SetIndexBuffer(0,g_indValues))

     {

      Alert(name,(isRussianLang)? ": >H81:0 A2O7K20=8O <0AA82>2 A 1CD5@0<8 8=48:0B>@0. H81:0 !"+IntegerToString(GetLastError()) :

            ": error of binding of the arrays and the indicator buffers. Error N"+IntegerToString(GetLastError()));

      return false;

     }

//--- Set the type of indicator's buffer

   SetIndexStyle(0,DRAW_LINE);

//---

   return true;

  }

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

//| Initialize of all indicator buffers                              |

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

void BuffersInitializeAll()

  {

   ArrayInitialize(g_indValues,EMPTY_VALUE);

  }

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

//| Determination of bar index which needed to recalculate           |

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

int GetRecalcIndex(int &total,const int ratesTotal,const int prevCalculated)

  {

   total=ratesTotal-i_slowing-2;

//---

   if(i_indBarsCount>0 && i_indBarsCount<total)

      total=MathMin(i_indBarsCount,total);

//---

   if(prevCalculated<ratesTotal-1)

     {

      BuffersInitializeAll();

      return total;

     }

//---

   return (MathMin(ratesTotal - prevCalculated, total));

  }

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

//| Calculation the applied price                                    |

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

double GetPrice(int barIndex)

  {

   double open=iOpen(NULL,0,barIndex);

   double close= iClose(NULL,0,barIndex);

   double high = iHigh(NULL,0,barIndex);

   double low=iLow(NULL,0,barIndex);

//---

   switch(i_price)

     {

      case PRICE_TYPE_CLOSE:           return close;

      case PRICE_TYPE_OPEN:            return open;

      case PRICE_TYPE_HIGH:            return high;

      case PRICE_TYPE_LOW:             return low;

      case PRICE_TYPE_MEDIAN:          return (high + low) / 2;

      case PRICE_TYPE_TYPICAL:         return (high + low + close) / 3;

      case PRICE_TYPE_WEIGHTED:        return (high + low + 2 * close) / 4;

      case PRICE_TYPE_FULL_MEDIAN:     return (high + low + open + close) / 4;

     }

//---

   return 0.0;

  }

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

//| Calculation of indicators values                                 |

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

void CalcIndicatorData(int limit,int total)

  {

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

      g_indValues[i]=100.0 *(GetPrice(i)-GetPrice(i+i_slowing))/i_slowing;

  }

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

//| 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[])

  {

   int total;

   int limit=GetRecalcIndex(total,rates_total,prev_calculated);

//---

   CalcIndicatorData(limit,total);

//---

   return rates_total;

  }

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