Dtosc

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Dynamic Trader Oscillator"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

#property indicator_label1  "DTOSC"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrMediumSeaGreen,clrOrangeRed

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGray

#property indicator_style2  STYLE_DOT

#property indicator_level1  0

#property indicator_level2  100

#include <MovingAverages.mqh>



//

//--- input parameters

//



input int                inpPeriod     = 14;          // Period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_CLOSE; // Price 

input int                inpStoPeriod  = 32;          // Stochastic period

input int                inpStoSlowing =  3;          // Stochastic slowing

input int                inpStoSignal  =  3;          // Stochastic signal period

input ENUM_MA_METHOD     inpStoMethod  = MODE_EMA;    // Stochastic signal method



//

//--- buffers declarations

//



double sto[],stoc[],sig[],rsi[]; 

int  ª_rsiHandle,ª_rsiPeriod; 



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

// Custom indicator initialization function

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



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,sto ,INDICATOR_DATA);

         SetIndexBuffer(1,stoc,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(2,sig ,INDICATOR_DATA);

         SetIndexBuffer(3,rsi ,INDICATOR_CALCULATIONS);



         //

         //---

         //

                  

         ª_rsiPeriod   = (inpPeriod>1) ? inpPeriod : 1;

         ª_rsiHandle   = iRSI(_Symbol,0,ª_rsiPeriod,inpPrice); if (!_checkHandle(ª_rsiHandle,"RSI")) return(INIT_FAILED);

         

   //         

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"\"DTOSC\" ("+(string)inpPeriod+","+(string)inpStoPeriod+","+(string)inpStoSlowing+","+(string)inpStoSignal+")");

   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 _copyCount = rates_total-prev_calculated+1; if (_copyCount>rates_total) _copyCount=rates_total;

         if (CopyBuffer(ª_rsiHandle,0,0,_copyCount,rsi)!=_copyCount) return(prev_calculated);



   //

   //---

   //

   

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

   {

      if (rsi[i]==EMPTY_VALUE) rsi[i] = 0;

         sto[i] = iStoch(rsi[i],rsi[i],rsi[i],inpStoPeriod,inpStoSlowing,i);

   }

   int weightsum=0;

   switch (inpStoMethod)

   {

      case MODE_SMA  : SimpleMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      case MODE_EMA  : ExponentialMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      case MODE_SMMA : SmoothedMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig); break;

      default        : LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,inpStoSignal,sto,sig,weightsum);

   }

   for (int i=start; i<rates_total && !_StopFlag; i++) stoc[i] = (sto[i]>sig[i]) ? 0 : (sto[i]<sig[i]) ? 1 : (i>0) ? stoc[i-1] : 0;

   return (rates_total);

}



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

//    Custom function(s)

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

//

//---

//



double iStoch(double price, double priceHigh, double priceLow, int period, int slowing, int i,int instance=0)

{

   #define ¤ instance

   #define _functionInstances 1

   #define _functionRingSize 32

   

      class cStochasticWork

      {

         public :

            int    originalPeriod;

            int    period;

            int    slowing;

            int    slowingSize;

            double maxArray[];

            double minArray[];

            double diffh[];

            double diffl[];

            double sumh[];

            double suml[];

         

            cStochasticWork() { originalPeriod=-1; return; }

           ~cStochasticWork() { ArrayFree(maxArray); ArrayFree(minArray); ArrayFree(diffh); ArrayFree(diffl); ArrayFree(sumh); ArrayFree(suml); return; }

      };

      static cStochasticWork  m_work[_functionInstances];

         if (m_work[¤].originalPeriod!=period)

         {

            m_work[¤].originalPeriod =  period;

            m_work[¤].period         = (period>0) ? period : 1;

            m_work[¤].slowing        = (slowing>0) ? slowing : 1;

            m_work[¤].slowingSize    = m_work[¤].slowing+_functionRingSize;

                  ArrayResize(m_work[¤].maxArray,m_work[¤].period);      ArrayInitialize(m_work[¤].maxArray,priceHigh);

                  ArrayResize(m_work[¤].minArray,m_work[¤].period);      ArrayInitialize(m_work[¤].minArray,priceLow);

                  ArrayResize(m_work[¤].diffh   ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].diffh   ,0);

                  ArrayResize(m_work[¤].diffl   ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].diffl   ,0);

                  ArrayResize(m_work[¤].sumh    ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].sumh    ,0);

                  ArrayResize(m_work[¤].suml    ,m_work[¤].slowingSize); ArrayInitialize(m_work[¤].suml    ,0);

         }

      

      //

      //---

      //

      

      int _pos = (i) % m_work[¤].period;

                       m_work[¤].minArray[_pos]=priceLow;

                       m_work[¤].maxArray[_pos]=priceHigh;

         double min =  m_work[¤].minArray[ArrayMinimum(m_work[¤].minArray)];

         double max =  m_work[¤].maxArray[ArrayMaximum(m_work[¤].maxArray)];

               _pos = (i) % m_work[¤].slowingSize;

                       m_work[¤].diffh[_pos] = max  -min;

                       m_work[¤].diffl[_pos] = price-min;



                       //

                       //---

                       //

                         

                       if (i>m_work[¤].slowing)

                       {

                           int _posp = (i-1                ) % m_work[¤].slowingSize;

                           int _posf = (i-m_work[¤].slowing) % m_work[¤].slowingSize;

                              m_work[¤].sumh[_pos] = m_work[¤].sumh[_posp]+m_work[¤].diffh[_pos]-m_work[¤].diffh[_posf];

                              m_work[¤].suml[_pos] = m_work[¤].suml[_posp]+m_work[¤].diffl[_pos]-m_work[¤].diffl[_posf];

                       }

                       else

                       {

                           m_work[¤].sumh[_pos] = m_work[¤].diffh[_pos];

                           m_work[¤].suml[_pos] = m_work[¤].diffl[_pos];

                           for (int k=1, _posp=_pos-1; k<m_work[¤].slowing; k++, _posp--)

                           {

                              if (_posp<0) _posp += m_work[¤].slowingSize; 

                                 m_work[¤].sumh[_pos] += m_work[¤].diffh[_posp];

                                 m_work[¤].suml[_pos] += m_work[¤].diffl[_posp];

                           }

                       }

      return((m_work[¤].sumh[_pos]!=0.0)? 100.0*m_work[¤].suml[_pos]/m_work[¤].sumh[_pos]:0);

      

      //

      //---

      //

      

   #undef ¤ #undef _functionInstances #undef _functionRingSize

}



//

//---

//



bool _checkHandle(int _handle, string _description)

{

   static int  _chandles[];

          int  _size   = ArraySize(_chandles);

          bool _answer = (_handle!=INVALID_HANDLE);

          if  (_answer)

               { ArrayResize(_chandles,_size+1); _chandles[_size]=_handle; }

          else { for (int i=_size-1; i>=0; i--) IndicatorRelease(_chandles[i]); ArrayResize(_chandles,0); Alert(_description+" initialization failed"); }

   return(_answer);

}

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