Dsl - CMO

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property link        "https://www.mql5.com"

#property description "Discontinued signal lines version of Chandes momentum oscillator"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   3

#property indicator_label1  "CMO no trend zone"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrGainsboro

#property indicator_label2  "CMO"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDarkGray,clrSandyBrown,clrDeepSkyBlue

#property indicator_width2  2

//

//--- input parameters

//

input int  inpCmoPeriod       = 20; // CMO period

input int  inpCmoSignalPeriod =  9; // CMO signal period

                                    //

//--- buffers and global variables declarations

//

double cmo[],cmoc[],dslup[],dsldn[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,dslup,INDICATOR_DATA);

   SetIndexBuffer(1,dsldn,INDICATOR_DATA);

   SetIndexBuffer(2,cmo,INDICATOR_DATA);

   SetIndexBuffer(3,cmoc,INDICATOR_COLOR_INDEX);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Dsl Chandes momentum oscillator ("+(string)inpCmoPeriod+","+(string)inpCmoSignalPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   double _alpha=2.0/(1+inpCmoSignalPeriod);

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

     {

      double SumUp=0;

      double SumDn=0;

      for(int k=0; k<inpCmoPeriod && (i-k-1)>=0; k++)

        {

         double diff=close[i-k]-close[i-k-1];

         SumUp += diff>0 ?  diff : 0;

         SumDn += diff<0 ? -diff : 0;

        }

      cmo[i]=(SumUp+SumDn)!=0 ? 100 *(SumUp-SumDn)/(SumUp+SumDn) : 0;

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

      dsldn[i] = (i>0) ? (cmo[i]<0) ? dsldn[i-1]+_alpha*(cmo[i]-dsldn[i-1]) : dsldn[i-1] : 0;

      cmoc[i]  = (cmo[i] > dslup[i]) ? 2 : (cmo[i] < dsldn[i]) ? 1 : 0;

     }

   return (i);

  }

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