Dsl - WPR

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

#property copyright "© mladen, 2018"

#property link      "mladenfx@gmail.com"

#property version   "1.00"

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

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "up level"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLimeGreen

#property indicator_style1  STYLE_DOT

#property indicator_label2  "down level"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrOrange

#property indicator_style2  STYLE_DOT

#property indicator_label3  "value"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrSilver,clrLimeGreen,clrOrange

#property indicator_width3  2



input int  inpWprPeriod    = 14; // WPR period

input int  inpSignalPeriod = 9;  // Signal period

double  val[],valc[],levelUp[],levelDn[];

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

//|                                                                  |

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

void OnInit()

  {

   SetIndexBuffer(0,levelUp,INDICATOR_DATA);

   SetIndexBuffer(1,levelDn,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   for(int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);

   IndicatorSetString(INDICATOR_SHORTNAME,"(dsl) WPR ("+(string)inpWprPeriod+","+(string)inpSignalPeriod+")");

  }

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

//|                                                                  |

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

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(-1);



   double alpha=2.0/(1.0+inpSignalPeriod);

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

     {

      int _start=MathMax(i-inpWprPeriod+1,0);

      double _max = high[ArrayMaximum(high,_start,inpWprPeriod)];

      double _min = low[ArrayMinimum(low,_start,inpWprPeriod)];



      val[i]     = (_max!=_min) ? -(_max-close[i])*100/(_max-_min) : 0;

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

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

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

     }

   return(i);

  }

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