EhlersDecycler

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

//|                                               EhlersDecycler.mq5 |

//|                                Copyright 2020, Andrei Novichkov. |

//|                                               http://fxstill.com |

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

#property copyright "Copyright 2020, Andrei Novichkov."

#property link      "http://fxstill.com"

#property version   "1.00"





#property description "The Decycler:\nJohn Ehlers, \"Cycle Analytics For Traders\", pg.40-41"





#property indicator_applied_price PRICE_CLOSE



#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot db

#property indicator_label1  "db"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGreen,clrRed,clrLimeGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input int      length=20;

//--- indicator buffers

double         db[];

double         dc[];

double a, a1, t;

static const int MINBAR = 5;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,db,INDICATOR_DATA);

   SetIndexBuffer(1,dc,INDICATOR_COLOR_INDEX);

   

   ArraySetAsSeries(db,true);

   ArraySetAsSeries(dc,true);   

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"EhlersDecycler");

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);



    t = 2 * M_PI / length;

    a = (MathCos(t) + MathSin(t) - 1) / MathCos(t);

    a1 = 1 - a;

    a /= 2;

   return(INIT_SUCCEEDED);

  }

  

void GetValue(const double& price[], int shift) {

   double d1 = ZerroIfEmpty(db[shift + 1]);

   db[shift] = a * (price[shift] + price[shift + 1]) + a1 * d1;

   

   if (db[shift] < price[shift]) dc[shift] = 2 ; 

   else

      if (db[shift] > price[shift]) dc[shift] = 1 ;      

}   

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const int begin,

                const double &price[])

  {

      if(rates_total <= MINBAR) return 0;

      ArraySetAsSeries(price, true);    

      int limit = rates_total - prev_calculated;

      if (limit == 0)        {   // @8H5; =>2K9 B8: 

      } else if (limit == 1) {   // 1@07>20;AO =>2K9 10@

         GetValue(price, 1);  

         return(rates_total);                  

      } else if (limit > 1)  {   // 5@2K9 2K7>2 8=48:0B>@0, A<5=0 B09<D@59<0, ?>43@C7:0 40==KE 87 8AB>@88

         ArrayInitialize(db,EMPTY_VALUE);

         ArrayInitialize(dc,0);

         limit = rates_total - MINBAR;

         for(int i = limit; i >= 1 && !IsStopped(); i--){

            GetValue(price, i);

         }//for(int i = limit + 1; i >= 0 && !IsStopped(); i--)

         return(rates_total);         

      }

      GetValue(price, 0); 



   return(rates_total);

  }

  

double ZerroIfEmpty(double value) {

   if (value >= EMPTY_VALUE || value <= -EMPTY_VALUE) return 0.0;

   return value;

}  

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