DigVariation

/*
 * For the indicator to work, place the
 * SmoothAlgorithms.mqh
 * in the directory: MetaTrader\\MQL5\Include
 */
//+------------------------------------------------------------------+
//|                                                 DigVariation.mq5 | 
//|                                         Copyright © 2010, LeMan. |
//|                                                 b-market@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, LeMan."
#property link      "b-market@mail.ru"
//---- indicator version number
#property version   "1.00"
//---- drawing indicator in a separate window
#property indicator_separate_window
//---- number of indicator buffers 2
#property indicator_buffers 2 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Parameters of indicator drawing  |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- HotPink color is used for the indicator line
#property indicator_color1 clrHotPink
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- Indicator line width is equal to 2
#property indicator_width1  2
//---- displaying the indicator label
#property indicator_label1  "Variation"
//+----------------------------------------------+
//| Parameters of displaying horizontal levels   |
//+----------------------------------------------+
#property indicator_level1 0.0
#property indicator_levelcolor clrGreen
#property indicator_levelstyle STYLE_SOLID
//+----------------------------------------------+
//|  Declaration of enumerations                 |
//+----------------------------------------------+
enum Smooth //Type of constant
  {
   dig_0=0,//0
   dig_1,  //1
   dig_2,  //2
   dig_3,  //3
   dig_4,  //4
   dig_5,  //5
   dig_6,  //6
   dig_7,  //7
   dig_8,  //8
   dig_9,  //9
   dig_10  //10
  };
//+----------------------------------------------+
//|  Indicator input parameters                  |
//+----------------------------------------------+
input int Period_=12; //period of averaging
input ENUM_MA_METHOD MA_Method_=MODE_SMA; //method of averaging 
input Smooth SmoothPower=dig_1; //power of the signal smoothing
input int Shift=0; // horizontal shift of the indicator in bars
//+-----------------------------------+
//---- indicator buffers
double ExtMapBuffer[];
double ExtCalcBuffer[];

int min_rates_total=0;
//+------------------------------------------------------------------+
// Moving_Average class description                                  | 
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh> 
//+------------------------------------------------------------------+   
//| Variation indicator initialization function                      | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
   CXMA XMA;
//---- Initialization of variables of the start of data calculation
   min_rates_total=XMA.GetStartBars(Smooth_Method(MA_Method_),Period_,0)*2+52;
//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,ExtMapBuffer,INDICATOR_DATA);
//---- moving the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of beginning of indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- create a label to display in DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"Variation");

//---- set ExtCalcBuffer[] dynamic array as an indicator buffer
   SetIndexBuffer(1,ExtCalcBuffer,INDICATOR_CALCULATIONS);

//---- initializations of variable for indicator short name
   string shortname;
   StringConcatenate(shortname,"Variation( Period_ = ",Period_,", MA_Method_ = ",MA_Method_,")");
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//---- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- end of initialization
  }
//+------------------------------------------------------------------+ 
//| Variation iteration function                                     | 
//+------------------------------------------------------------------+ 
int OnCalculate
(
 const int rates_total,// number of bars in history at the current tick
 const int prev_calculated,// amount of history in bars at the previous tick
 const int begin,// number of beginning of reliable counting of bars
 const double &price[]// price array for calculation of the indicator
 )
  {
//----
   min_rates_total+=begin;
//---- Checking the number of bars to be enough for calculation
   if(rates_total<min_rates_total) return(0);

//---- Declaration of integer variables
   int first,bar;
//---- declaration of variables with a floating point  
   double ma,vr;
//---- Declaration of static variables
   static int start1,start2;

//---- Initialization of the indicator in the OnCalculate() block
   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of calculation of an indicator
     {
      first=begin; // starting number for calculation of all bars

      //---- Initialization of variables of the start of data calculation
      start1=begin;
      if(MA_Method_!=MODE_EMA) start2=Period_+begin;
      else start2=begin;

      //--- increase the position of the start of data by 'begin' bars
      // as a result of calculation on the basis of data of another indicator
      if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
     }
   else first=prev_calculated-1; // starting number for calculation of new bars

//---- declaration of the Moving_Average class variables from the SmoothAlgorithms.mqh file
   static CMoving_Average MA,VR;

//---- Main cycle of calculation of the indicator
   for(bar=first; bar<rates_total; bar++)
     {
      //---- Two calls of the MASeries function.  
      ma = MA.MASeries(start1, prev_calculated, rates_total, Period_, MA_Method_, price[bar], bar, false);
      vr = VR.MASeries(start2, prev_calculated, rates_total, Period_, MA_Method_, price[bar]-ma, bar, false);
      if(bar>=first) ExtCalcBuffer[bar]=1000*(price[bar]-(ma+vr));
      else ExtCalcBuffer[bar]=EMPTY_VALUE;
     }

   if(prev_calculated>rates_total || prev_calculated<=0) first=min_rates_total;

//---- Main cycle of smoothing of the indicator
   for(bar=first; bar<rates_total; bar++) ExtMapBuffer[bar]=SP(int(SmoothPower),ExtCalcBuffer,bar);
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| returns the requested filter with a different degree of smoothing|
//+------------------------------------------------------------------+
double SP(int Smooth_Power,double &Array[],int index)
  {
//----
   double res;
   switch(Smooth_Power)
     {
      case 0:
         res=Array[index];
         break;

      case 1:
         res=
         0.2926875484300*Array[index]
         +0.2698679548204*Array[index-1]
         +0.2277786802786*Array[index-2]
         +0.1726588586020*Array[index-3]
         +0.1124127695806*Array[index-4]
         +0.0550645669333*Array[index-5]
         +0.00733791069745*Array[index-6]
         -0.02637426808863*Array[index-7]
         -0.0445334647733*Array[index-8]
         -0.0483673837716*Array[index-9]
         -0.0412219004631*Array[index-10]
         -0.02759007317598*Array[index-11]
         -0.01206738017651*Array[index-12]
         +0.001567315986223*Array[index-13]
         +0.01094916192054*Array[index-14]
         +0.01530469318242*Array[index-15]
         +0.01532526278128*Array[index-16]
         +0.01296015381098*Array[index-17]
         +0.01157140552294*Array[index-18]
         -0.00533181209765*Array[index-19];
         break;

      case 2:
         res=
         0.2447098565978*Array[index]
         +0.2313977400697*Array[index-1]
         +0.2061379694732*Array[index-2]
         +0.1716623034064*Array[index-3]
         +0.1314690790360*Array[index-4]
         +0.0895038754956*Array[index-5]
         +0.0496009165125*Array[index-6]
         +0.01502270569607*Array[index-7]
         -0.01188033734430*Array[index-8]
         -0.02989873856137*Array[index-9]
         -0.0389896710490*Array[index-10]
         -0.0401411362639*Array[index-11]
         -0.0351196808580*Array[index-12]
         -0.02611613850342*Array[index-13]
         -0.01539056955666*Array[index-14]
         -0.00495353651394*Array[index-15]
         +0.00368588764825*Array[index-16]
         +0.00963614049782*Array[index-17]
         +0.01265138888314*Array[index-18]
         +0.01307496106868*Array[index-19]
         +0.01169702291063*Array[index-20]
         +0.00974841844086*Array[index-21]
         +0.00898900012545*Array[index-22]
         -0.00649745721156*Array[index-23];
         break;

      case 3:
         res=
         0.2101888714743*Array[index]
         +0.2017361306871*Array[index-1]
         +0.1854987469779*Array[index-2]
         +0.1627557943437*Array[index-3]
         +0.1352455218956*Array[index-4]
         +0.1049955517302*Array[index-5]
         +0.0741580960823*Array[index-6]
         +0.0448262586090*Array[index-7]
         +0.01870440453637*Array[index-8]
         -0.002814841280245*Array[index-9]
         -0.01891352345654*Array[index-10]
         -0.02929206622741*Array[index-11]
         -0.0341888300133*Array[index-12]
         -0.0342703255777*Array[index-13]
         -0.03055656616909*Array[index-14]
         -0.02422648959598*Array[index-15]
         -0.01651476470542*Array[index-16]
         -0.00857503584404*Array[index-17]
         -0.001351831295525*Array[index-18]
         +0.00448511071596*Array[index-19]
         +0.00855374511399*Array[index-20]
         +0.01076725654789*Array[index-21]
         +0.01131091969998*Array[index-22]
         +0.01057394212462*Array[index-23]
         +0.00912947281517*Array[index-24]
         +0.00771484446233*Array[index-25]
         +0.00732318993223*Array[index-26]
         -0.00726358358348*Array[index-27];
         break;

      case 4:
         res=
         0.1841600001487*Array[index]
         +0.1784754786728*Array[index-1]
         +0.1674508960246*Array[index-2]
         +0.1517504699970*Array[index-3]
         +0.1323034848757*Array[index-4]
         +0.1102401824660*Array[index-5]
         +0.0867964146007*Array[index-6]
         +0.0632389269284*Array[index-7]
         +0.0407389647190*Array[index-8]
         +0.02035075474450*Array[index-9]
         +0.002915227087755*Array[index-10]
         -0.01100443994875*Array[index-11]
         -0.02116075293157*Array[index-12]
         -0.02747786871251*Array[index-13]
         -0.03024034479978*Array[index-14]
         -0.02988490637108*Array[index-15]
         -0.02702558542347*Array[index-16]
         -0.02236077351054*Array[index-17]
         -0.01662176948519*Array[index-18]
         -0.01050105629699*Array[index-19]
         -0.00460605501191*Array[index-20]
         +0.000582766458037*Array[index-21]
         +0.00473324688655*Array[index-22]
         +0.00766855376673*Array[index-23]
         +0.00936273985238*Array[index-24]
         +0.00991966879705*Array[index-25]
         +0.00955690928799*Array[index-26]
         +0.00857195408578*Array[index-27]
         +0.00734849040305*Array[index-28]
         +0.00634910972836*Array[index-29]
         +0.00617002099346*Array[index-30]
         -0.00780070803276*Array[index-31];
         break;

      case 5:
         res=
         0.1638504429550*Array[index]
         +0.1598485090620*Array[index-1]
         +0.1520285056667*Array[index-2]
         +0.1407759621461*Array[index-3]
         +0.1266145946036*Array[index-4]
         +0.1101999467868*Array[index-5]
         +0.0922810246421*Array[index-6]
         +0.0736414430377*Array[index-7]
         +0.0550613836268*Array[index-8]
         +0.0372780690048*Array[index-9]
         +0.02094281812508*Array[index-10]
         +0.00658930585105*Array[index-11]
         -0.00538855535197*Array[index-12]
         -0.01474498292814*Array[index-13]
         -0.02139199173398*Array[index-14]
         -0.02541417253316*Array[index-15]
         -0.02702341057229*Array[index-16]
         -0.02647614727071*Array[index-17]
         -0.02421775125345*Array[index-18]
         -0.02065411010395*Array[index-19]
         -0.01625074823286*Array[index-20]
         -0.01145130552469*Array[index-21]
         -0.00665356586398*Array[index-22]
         -0.002196710270528*Array[index-23]
         +0.001656596678561*Array[index-24]
         +0.00473296009497*Array[index-25]
         +0.00694308970535*Array[index-26]
         +0.00827947138512*Array[index-27]
         +0.00880879507493*Array[index-28]
         +0.00865791955067*Array[index-29]
         +0.00800414344065*Array[index-30]
         +0.00706330074106*Array[index-31]
         +0.00608814048308*Array[index-32]
         +0.00538380036114*Array[index-33]
         +0.00532891349043*Array[index-34]
         -0.00819568487412*Array[index-35];
         break;

      case 6:
         res=
         0.1475657670368*Array[index]
         +0.1446405411673*Array[index-1]
         +0.1389042575727*Array[index-2]
         +0.1305751002746*Array[index-3]
         +0.1199864911731*Array[index-4]
         +0.1075255410806*Array[index-5]
         +0.0936615730647*Array[index-6]
         +0.0788949093050*Array[index-7]
         +0.0637465101034*Array[index-8]
         +0.0487276238639*Array[index-9]
         +0.0343174315294*Array[index-10]
         +0.02094370638877*Array[index-11]
         +0.00896531966221*Array[index-12]
         -0.001341999129024*Array[index-13]
         -0.00978712653663*Array[index-14]
         -0.01627791183058*Array[index-15]
         -0.02080151436502*Array[index-16]
         -0.02343895781894*Array[index-17]
         -0.02435214700067*Array[index-18]
         -0.02376786389147*Array[index-19]
         -0.02193912806308*Array[index-20]
         -0.01912053352973*Array[index-21]
         -0.01567028095913*Array[index-22]
         -0.01183273845729*Array[index-23]
         -0.00790611190014*Array[index-24]
         -0.00412385952442*Array[index-25]
         -0.000685399211775*Array[index-26]
         +0.002260911767506*Array[index-27]
         +0.00461801537249*Array[index-28]
         +0.00633741616229*Array[index-29]
         +0.00741961543986*Array[index-30]
         +0.00790789206069*Array[index-31]
         +0.00788111695823*Array[index-32]
         +0.00745129870298*Array[index-33]
         +0.00674985662064*Array[index-34]
         +0.00593128562366*Array[index-35]
         +0.00517071741994*Array[index-36]
         +0.00467211882117*Array[index-37]
         +0.00468906740665*Array[index-38]
         -0.00849851236070*Array[index-39];
         break;

      case 7:
         res=
         0.1342157583828*Array[index]
         +0.1320168704847*Array[index-1]
         +0.1276873471586*Array[index-2]
         +0.1213643729739*Array[index-3]
         +0.1132520713460*Array[index-4]
         +0.1036083698498*Array[index-5]
         +0.0927280425508*Array[index-6]
         +0.0809406915977*Array[index-7]
         +0.0686105258715*Array[index-8]
         +0.0560701395588*Array[index-9]
         +0.0436869941553*Array[index-10]
         +0.0317716835118*Array[index-11]
         +0.02062340027452*Array[index-12]
         +0.01049287508919*Array[index-13]
         +0.001578073235404*Array[index-14]
         -0.00597507422440*Array[index-15]
         -0.01207707288043*Array[index-16]
         -0.01669798399142*Array[index-17]
         -0.01986198555101*Array[index-18]
         -0.02164119825031*Array[index-19]
         -0.02215230961811*Array[index-20]
         -0.02155191142867*Array[index-21]
         -0.02002808597329*Array[index-22]
         -0.01778220203770*Array[index-23]
         -0.01500325973440*Array[index-24]
         -0.01187583268349*Array[index-25]
         -0.00865026821576*Array[index-26]
         -0.00543510816909*Array[index-27]
         -0.002420531056597*Array[index-28]
         +0.0002889057085442*Array[index-29]
         +0.002599652575601*Array[index-30]
         +0.00445344386830*Array[index-31]
         +0.00582556501823*Array[index-32]
         +0.00671941035514*Array[index-33]
         +0.00716358274204*Array[index-34]
         +0.00721108593431*Array[index-35]
         +0.00693382886173*Array[index-36]
         +0.00641737976071*Array[index-37]
         +0.00576046002138*Array[index-38]
         +0.00507417448638*Array[index-39]
         +0.00448195239124*Array[index-40]
         +0.00412727462648*Array[index-41]
         +0.00418669196944*Array[index-42]
         -0.00873780054566*Array[index-43];
         break;

      case 8:
         res=
         0.1230811432921*Array[index]
         +0.1213830265980*Array[index-1]
         +0.1180348688628*Array[index-2]
         +0.1131248477390*Array[index-3]
         +0.1067888736447*Array[index-4]
         +0.0991886630563*Array[index-5]
         +0.0905283970643*Array[index-6]
         +0.0810323992972*Array[index-7]
         +0.0709406523601*Array[index-8]
         +0.0605028783409*Array[index-9]
         +0.0499660517196*Array[index-10]
         +0.0395768971912*Array[index-11]
         +0.02956612933181*Array[index-12]
         +0.02012982828450*Array[index-13]
         +0.01146221166452*Array[index-14]
         +0.00369983285522*Array[index-15]
         -0.003038977187834*Array[index-16]
         -0.00868021984873*Array[index-17]
         -0.01318508621117*Array[index-18]
         -0.01655096644715*Array[index-19]
         -0.01881253249101*Array[index-20]
         -0.02003063357865*Array[index-21]
         -0.02029727780544*Array[index-22]
         -0.01972188576919*Array[index-23]
         -0.01843477354910*Array[index-24]
         -0.01658081992154*Array[index-25]
         -0.01430671529886*Array[index-26]
         -0.01175302972849*Array[index-27]
         -0.00904320119485*Array[index-28]
         -0.00630514721661*Array[index-29]
         -0.00369357675439*Array[index-30]
         -0.001242693518572*Array[index-31]
         +0.000926258391563*Array[index-32]
         +0.002776968147451*Array[index-33]
         +0.00426926013496*Array[index-34]
         +0.00538851571708*Array[index-35]
         +0.00613947934547*Array[index-36]
         +0.00654179765073*Array[index-37]
         +0.00663281051554*Array[index-38]
         +0.00645954126814*Array[index-39]
         +0.00608069576729*Array[index-40]
         +0.00556313321406*Array[index-41]
         +0.00497954512068*Array[index-42]
         +0.00441241979276*Array[index-43]
         +0.00395101867555*Array[index-44]
         +0.00369891645504*Array[index-45]
         +0.00378072162625*Array[index-46]
         -0.00893024660315*Array[index-47];
         break;

      case 9:
         res=
         0.1136491141667*Array[index]
         +0.1123130870080*Array[index-1]
         +0.1096691394261*Array[index-2]
         +0.1057837207790*Array[index-3]
         +0.1007420961698*Array[index-4]
         +0.0946599675379*Array[index-5]
         +0.0876755484183*Array[index-6]
         +0.0799429655454*Array[index-7]
         +0.0716292336416*Array[index-8]
         +0.0629123835413*Array[index-9]
         +0.0539767262326*Array[index-10]
         +0.0450048491714*Array[index-11]
         +0.0361703734359*Array[index-12]
         +0.02763520549089*Array[index-13]
         +0.01955011451800*Array[index-14]
         +0.01205357915205*Array[index-15]
         +0.00525211553366*Array[index-16]
         -0.000770477101024*Array[index-17]
         -0.00593916191975*Array[index-18]
         -0.01022805895137*Array[index-19]
         -0.01361544672818*Array[index-20]
         -0.01611640231317*Array[index-21]
         -0.01776260795296*Array[index-22]
         -0.01860554342447*Array[index-23]
         -0.01871505916941*Array[index-24]
         -0.01817487448682*Array[index-25]
         -0.01707856129273*Array[index-26]
         -0.01552770218471*Array[index-27]
         -0.01362988259084*Array[index-28]
         -0.01149332680480*Array[index-29]
         -0.00921892385382*Array[index-30]
         -0.00689459719023*Array[index-31]
         -0.00459651305691*Array[index-32]
         -0.002411870743968*Array[index-33]
         -0.000431732873329*Array[index-34]
         +0.001353807064687*Array[index-35]
         +0.002857282707287*Array[index-36]
         +0.00408190921586*Array[index-37]
         +0.00501143566228*Array[index-38]
         +0.00565074521587*Array[index-39]
         +0.00601564306030*Array[index-40]
         +0.00613066979989*Array[index-41]
         +0.00602923574050*Array[index-42]
         +0.00575258932729*Array[index-43]
         +0.00534744169195*Array[index-44]
         +0.00486457915178*Array[index-45]
         +0.00435951288835*Array[index-46]
         +0.00389329662905*Array[index-47]
         +0.00353234960893*Array[index-48]
         +0.00335331131328*Array[index-49]
         +0.00344636014208*Array[index-50]
         -0.00908964634931*Array[index-51];
         break;

      case 10:
         res=
         0.363644232288*Array[index]
         +0.319961361319*Array[index-1]
         +0.2429021537279*Array[index-2]
         +0.1499479402208*Array[index-3]
         +0.0606476023757*Array[index-4]
         -0.00876136797274*Array[index-5]
         -0.0492967601969*Array[index-6]
         -0.0606402244647*Array[index-7]
         -0.0496978153976*Array[index-8]
         -0.02724932305397*Array[index-9]
         -0.00400372352396*Array[index-10]
         +0.01244416185618*Array[index-11]
         +0.01927941647120*Array[index-12]
         +0.01821767237980*Array[index-13]
         +0.01598780862402*Array[index-14]
         -0.00338313465225*Array[index-15];
     }
   return(res);
//----    
  }
//+------------------------------------------------------------------+