EhlersLeadingIndicator

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

//|                                     EhlersLeadingIndicator.mq5 |

//|                                Copyright 2020, Andrei Novichkov. |

//|  Main Site: http://fxstill.com                                   |

//|  Telegram:  https://t.me/fxstill (Literature on cryptocurrencies,| 

//|                                   development and code. )        |

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

#property copyright "Copyright 2020, Andrei Novichkov."

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

#property version   "1.00"

#property description "Telegram Channel: https://t.me/fxstill\n"

#property description "The Leading Indicator:\nJohn Ehlers, \"Cybernetic Analysis For Stocks And Futures\", pg.235"



#property indicator_separate_window

#property indicator_applied_price PRICE_MEDIAN



#property indicator_buffers 4

#property indicator_plots   2

//--- plot netLead

#property indicator_label1  "netLead"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGreen,clrRed,clrLimeGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot ema

#property indicator_label2  "ema"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  2

//--- input parameters

input double   alpha1=0.25;

input double   alpha2=0.33;

//--- indicator buffers

double         nb[];

double         nc[];

double         eb[];

double         lb[];



static const int MINBAR = 5;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,nb,INDICATOR_DATA);

   SetIndexBuffer(1,nc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,eb,INDICATOR_DATA);

   SetIndexBuffer(3,lb,INDICATOR_CALCULATIONS);

   

   ArraySetAsSeries(nb,true);

   ArraySetAsSeries(nc,true);

   ArraySetAsSeries(eb,true);

   ArraySetAsSeries(lb,true);     

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"EhlersLeadingIndicator");

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

   

   return INIT__SUCCEEDED();

  }

  

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

   

   lb[shift] = 2 * price[shift] + (alpha1 - 2) * price[shift + 1] + (1 - alpha1) * lb[shift + 1];//l1;



   double nb1 = ZerroIfEmpty(nb[shift + 1]);

   nb[shift] = alpha2 * lb[shift] + (1 - alpha2) * nb1;



   double e1 = ZerroIfEmpty(eb[shift + 1]);

   eb[shift] = 0.5 * price[shift] + 0.5 * e1;

   

   if (nb[shift] < eb[shift]) nc[shift] = 1 ; 

   else

      if (nb[shift] > eb[shift]) nc[shift] = 2 ;     

}  

int INIT__SUCCEEDED() {

   PlaySound("ok.wav");

   string cm = "Subscribe! https://t.me/fxstill";

   Print(cm);

   Comment("\n"+cm);

   return INIT_SUCCEEDED;

}

double ZerroIfEmpty(double value) {

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

   return value;

}  

void OnDeinit(const int reason) {

  Comment("");

}  



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

//| 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)        {

      } else if (limit == 1) {

      } else if (limit > 1)  {

         ArrayInitialize(nb,EMPTY_VALUE);

         ArrayInitialize(eb,EMPTY_VALUE);

         ArrayInitialize(nc,0);

         ArrayInitialize(lb,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);

  }

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