Double smoothed EMA (fl)

ÿþ//------------------------------------------------------------------

#property copyright "© mladen, 2019"

#property link      "mladenfx@gmail.com"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   3

#property indicator_label1  "Zone"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'230,230,230'

#property indicator_label2  "Middle"

#property indicator_type2   DRAW_LINE

#property indicator_style2  STYLE_DOT

#property indicator_color2  clrGray

#property indicator_label3  "Double smoothed EMA"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrDarkGray,clrLimeGreen,clrDeepPink

#property indicator_width3  2

//

//---

//



input double             inpPeriod     = 14;           // Period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_MEDIAN; // Price

enum chgColor

{

   chg_onSlope,  // change color on slope change

   chg_onLevel,  // Change color on outer levels cross

   chg_onMiddle, // Change color on middle level cross

};

input int                inpFlPeriod         = 25;             // Period for finding floating levels

input double             inpFlUp             = 90;             // Upper level %

input double             inpFlDown           = 10;             // Lower level %

input chgColor           inpColorOn          = chg_onLevel;    // Color change on :



//

//---

//



double val[],valc[],work[],mid[],fup[],fdn[],_alpha;



//------------------------------------------------------------------ 

// Custom indicator initialization function                          

//------------------------------------------------------------------

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,fup  ,INDICATOR_DATA);

         SetIndexBuffer(1,fdn  ,INDICATOR_DATA);

         SetIndexBuffer(2,mid  ,INDICATOR_DATA);

         SetIndexBuffer(3,val  ,INDICATOR_DATA);

         SetIndexBuffer(4,valc ,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(5,work ,INDICATOR_CALCULATIONS);

            _alpha = 2.0/(1.0+MathSqrt(MathMax(inpPeriod,1)));

   //         

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"Double smoothed EMA ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason)

{

}



//------------------------------------------------------------------

// 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[])

{

   static int    prev_i=-1;

   static double prev_max,prev_min;



   //

   //---

   //

   

   int i= prev_calculated-1; if (i<0) i=0; for (; i<rates_total && !_StopFlag; i++)

   {

      double price=getPrice(inpPrice,open,close,high,low,i);

      work[i] = (i>0) ? work[i-1] + _alpha*(price-work[i-1]) : price;

      val[i]  = (i>0) ? val[i-1] + _alpha*(work[i]-val[i-1]) : work[i];

      

      //

      //---

      //

            if (prev_i!=i)

            {

               prev_i = i; 

               int start    = i-inpFlPeriod+1; if (start<0) start=0;

                   prev_max = val[ArrayMaximum(val,start,inpFlPeriod-1)];

                   prev_min = val[ArrayMinimum(val,start,inpFlPeriod-1)];

            }

            double max   = (val[i] > prev_max) ? val[i] : prev_max;

            double min   = (val[i] < prev_min) ? val[i] : prev_min;

            double range = (max-min)/100.0;



                  fup[i] = min+inpFlUp  *range;

                  fdn[i] = min+inpFlDown*range;

                  mid[i] = min+     50.0*range;



            //

            //---

            //

                              

            switch (inpColorOn)

            {

               case chg_onLevel  : valc[i] = (val[i]>fup[i]) ? 1 : (val[i]<fdn[i])  ? 2 : (i>0) ? (val[i]==val[i-1]) ? valc[i-1] : 0 : 0; break;

               case chg_onMiddle : valc[i] = (val[i]>mid[i]) ? 1 : (val[i]<mid[i])  ? 2 : (i>0) ? (val[i]==val[i-1]) ? valc[i-1] : 0 : 0; break;

               default :           valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : valc[i-1] : 0;

            }                  

   }

   return(i);

}



//-------------------------------------------------------------------

//

//-------------------------------------------------------------------

//

//---

//



double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i)

{

      switch(tprice)

        {

         case PRICE_CLOSE:     return(close[i]);

         case PRICE_OPEN:      return(open[i]);

         case PRICE_HIGH:      return(high[i]);

         case PRICE_LOW:       return(low[i]);

         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

        }

   return(0);

}

//------------------------------------------------------------------