dsl_-_stochastic

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

#property copyright   "copyright© mladen"

#property description "discontinued signal lines stochastic"

#property description "made by mladen"

#property link        "mladenfx@gmail.com"

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#property indicator_separate_window

#property indicator_buffers 7

#property indicator_color1  clrDimGray

#property indicator_color2  clrDimGray

#property indicator_color3  clrSilver

#property indicator_color4  clrLimeGreen

#property indicator_color5  clrLimeGreen

#property indicator_color6  clrOrange

#property indicator_color7  clrOrange

#property indicator_style1  STYLE_DOT

#property indicator_style2  STYLE_DOT

#property indicator_width3  2

#property indicator_width4  2

#property indicator_width5  2

#property indicator_width6  2

#property indicator_width7  2

#property strict



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enum enPrices

{

   pr_close,      // Close

   pr_open,       // Open

   pr_high,       // High

   pr_low,        // Low

   pr_median,     // Median

   pr_typical,    // Typical

   pr_weighted,   // Weighted

   pr_average,    // Average (high+low+open+close)/4

   pr_medianb,    // Average median body (open+close)/2

   pr_tbiased,    // Trend biased price

   pr_tbiased2,   // Trend biased (extreme) price

   pr_haclose,    // Heiken ashi close

   pr_haopen ,    // Heiken ashi open

   pr_hahigh,     // Heiken ashi high

   pr_halow,      // Heiken ashi low

   pr_hamedian,   // Heiken ashi median

   pr_hatypical,  // Heiken ashi typical

   pr_haweighted, // Heiken ashi weighted

   pr_haaverage,  // Heiken ashi average

   pr_hamedianb,  // Heiken ashi median body

   pr_hatbiased,  // Heiken ashi trend biased price

   pr_hatbiased2  // Heiken ashi trend biased (extreme) price

};



extern int      StochasticPeriod  = 14;       // Stochastic period

extern int      StochasticSlowing =  3;       // Stochastic slowing period

extern double   SignalPeriod      = 9;        // Signal period

extern enPrices PriceH            = pr_high;  // Price for high

extern enPrices PriceL            = pr_low;   // Price for low

extern enPrices PriceC            = pr_close; // Price for close



double val[],valua[],valub[],valda[],valdb[],levelu[],leveld[],state[];



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int OnInit()

{

   IndicatorBuffers(8);

      SetIndexBuffer(0,levelu);

      SetIndexBuffer(1,leveld);

      SetIndexBuffer(2,val);

      SetIndexBuffer(3,valua);

      SetIndexBuffer(4,valub);

      SetIndexBuffer(5,valda);

      SetIndexBuffer(6,valdb);

      SetIndexBuffer(7,state);

   IndicatorShortName("dsl stochastic ("+(string)StochasticPeriod+","+(string)StochasticSlowing+", dsl period : "+(string)SignalPeriod+")");

   return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { return; }



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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 limit=MathMax(rates_total-prev_calculated-1,0);



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   double alpha = 2.0/(1.0+SignalPeriod);

      if (state[limit]== 1) CleanPoint(limit,valua,valub);

      if (state[limit]==-1) CleanPoint(limit,valda,valdb);

      int i=limit; for(; i>=0 && !_StopFlag; i--)

      {

         double prices[3]; prices[0] = getPrice(PriceH,open,close,high,low,i,Bars);

                           prices[1] = getPrice(PriceL,open,close,high,low,i,Bars);

                           prices[2] = getPrice(PriceC,open,close,high,low,i,Bars);

                           ArraySort(prices);

         val[i]    = iStoch(prices[1],prices[2],prices[0],StochasticPeriod,StochasticSlowing,i,Bars);

         levelu[i] = (i<Bars-1) ? (val[i]>50) ? levelu[i+1]+alpha*(val[i]-levelu[i+1]) : levelu[i+1] : 0;

         leveld[i] = (i<Bars-1) ? (val[i]<50) ? leveld[i+1]+alpha*(val[i]-leveld[i+1]) : leveld[i+1] : 0;

         state[i]  = (val[i]>levelu[i]) ? 1 : (val[i]<leveld[i]) ? -1 :  0;

         valda[i]  = EMPTY_VALUE;

         valdb[i]  = EMPTY_VALUE;

         valua[i]  = EMPTY_VALUE;

         valub[i]  = EMPTY_VALUE;

            if (state[i]== 1) PlotPoint(i,valua,valub,val);

            if (state[i]==-1) PlotPoint(i,valda,valdb,val);

      }

   return(rates_total-i-1);

}



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#define _stochInstances     1

#define _stochInstancesSize 5

double workSto[][_stochInstances*_stochInstancesSize];

#define _hi 0

#define _lo 1

#define _re 2

#define _ma 3

#define _mi 4

double iStoch(double priceR, double priceH, double priceL, int period, int slowing, int i, int bars, int instanceNo=0)

{

   if (ArrayRange(workSto,0)!=bars) ArrayResize(workSto,bars); i = bars-i-1; instanceNo *= _stochInstancesSize;

   

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   workSto[i][_hi+instanceNo] = priceH;

   workSto[i][_lo+instanceNo] = priceL;

   workSto[i][_re+instanceNo] = priceR;

   workSto[i][_ma+instanceNo] = priceH;

   workSto[i][_mi+instanceNo] = priceL;

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

      {

         workSto[i][_mi+instanceNo] = MathMin(workSto[i][_mi+instanceNo],workSto[i-k][instanceNo+_lo]);

         workSto[i][_ma+instanceNo] = MathMax(workSto[i][_ma+instanceNo],workSto[i-k][instanceNo+_hi]);

      }                   

      double sumlow  = 0.0;

      double sumhigh = 0.0;

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

      {

         sumlow  += workSto[i-k][_re+instanceNo]-workSto[i-k][_mi+instanceNo];

         sumhigh += workSto[i-k][_ma+instanceNo]-workSto[i-k][_mi+instanceNo];

      }



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   if(sumhigh!=0.0) 

         return(100.0*sumlow/sumhigh);

   else  return(0);    

}





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#define _priceInstances     3

#define _priceInstancesSize 4

double workHa[][_priceInstances*_priceInstancesSize];

double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars, int instanceNo=0)

{

  if (tprice>=pr_haclose)

   {

      if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars); instanceNo*=_priceInstancesSize; int r = bars-i-1;

         

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         double haOpen;

         if (r>0)

                haOpen  = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0;

         else   haOpen  = (open[i]+close[i])/2;

         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;

         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));

         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));



         if(haOpen  <haClose) { workHa[r][instanceNo+0] = haLow;  workHa[r][instanceNo+1] = haHigh; } 

         else                 { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow;  } 

                                workHa[r][instanceNo+2] = haOpen;

                                workHa[r][instanceNo+3] = haClose;

         //

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         switch (tprice)

         {

            case pr_haclose:     return(haClose);

            case pr_haopen:      return(haOpen);

            case pr_hahigh:      return(haHigh);

            case pr_halow:       return(haLow);

            case pr_hamedian:    return((haHigh+haLow)/2.0);

            case pr_hamedianb:   return((haOpen+haClose)/2.0);

            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);

            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);

            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);

            case pr_hatbiased:

               if (haClose>haOpen)

                     return((haHigh+haClose)/2.0);

               else  return((haLow+haClose)/2.0);        

            case pr_hatbiased2:

               if (haClose>haOpen)  return(haHigh);

               if (haClose<haOpen)  return(haLow);

                                    return(haClose);        

         }

   }

   

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   switch (tprice)

   {

      case pr_close:     return(close[i]);

      case pr_open:      return(open[i]);

      case pr_high:      return(high[i]);

      case pr_low:       return(low[i]);

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

      case pr_medianb:   return((open[i]+close[i])/2.0);

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

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

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

      case pr_tbiased:   

               if (close[i]>open[i])

                     return((high[i]+close[i])/2.0);

               else  return((low[i]+close[i])/2.0);        

      case pr_tbiased2:   

               if (close[i]>open[i]) return(high[i]);

               if (close[i]<open[i]) return(low[i]);

                                     return(close[i]);        

   }

   return(0);

}   



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void CleanPoint(int i,double& first[],double& second[])

{

   if (i>=Bars-2) return;

   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))

        second[i+1] = EMPTY_VALUE;

   else

      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))

          first[i+1] = EMPTY_VALUE;

}



void PlotPoint(int i,double& first[],double& second[],double& from[])

{

   if (i>=Bars-2) return;

   if (first[i+1] == EMPTY_VALUE)

      if (first[i+2] == EMPTY_VALUE) 

            { first[i]  = from[i]; first[i+1]  = from[i+1]; second[i] = EMPTY_VALUE; }

      else  { second[i] = from[i]; second[i+1] = from[i+1]; first[i]  = EMPTY_VALUE; }

   else     { first[i]  = from[i];                          second[i] = EMPTY_VALUE; }

}