Double smoothed Wilders EMA

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

#property copyright   "© mladen, 2019"

#property link        "mladenfx@gmail.com"

#property description "Double smoothed Wilders EMA"

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

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "Double smoothed Wilders EMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1  2



//

//--- input parameters

//



input ENUM_APPLIED_PRICE inpPrice  = PRICE_MEDIAN; // Price

input double             inpPeriod = 14;           // Period



//

//--- indicator buffers

//



double val[],valc[],work[];

double _alpha;



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

// Custom indicator initialization function

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

//

//---

//



int OnInit()

{

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,work,INDICATOR_COLOR_INDEX);

      _alpha = 1.0 /MathSqrt(inpPeriod>1 ? inpPeriod : 1);

   IndicatorSetString(INDICATOR_SHORTNAME,"Double smoothed Wilders 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[])

{

   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);

      if (i>0)

      {

         work[i] = work[i-1] + _alpha*(_price-work[i-1]);

         val[i]  = val[i-1]  + _alpha*(work[i]-val[i-1]);

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

      }

      else { work[i] = val[i] = _price; valc[i] = 0; }

   }

   return(i);

}



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

// Custom functions

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

//

//---

//



template <typename T>

double getPrice(ENUM_APPLIED_PRICE tprice, T& open[],T& close[],T& high[], T& 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);

}

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