EMA deviation

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "EMA deviation"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "EMA deviation"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrSkyBlue,clrDodgerBlue

#property indicator_width1  2

//--- input parameters

input int                inpDevPeriod     = 20;           // Deviation period

input ENUM_APPLIED_PRICE inpPrice         =  PRICE_CLOSE; // Price

//--- buffers and global variables declarations

double val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignement

   IndicatorSetString(INDICATOR_SHORTNAME,"EMA deviation ("+(string)inpDevPeriod+")");

   return (INIT_SUCCEEDED);

  }

  

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

//| Custom indicator de-initialization function                      |

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

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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

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

     {

      val[i]  = iEmaDeviation(getPrice(inpPrice,open,close,high,low,i,rates_total),inpDevPeriod,i,rates_total);

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

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

#define _edevInstances 1

#define _edevInstancesSize 2

double workEmaDeviation[][_edevInstances*_edevInstancesSize];

#define _ema0 0

#define _ema1 1

//

//---

//

double iEmaDeviation(double price,double period, int i, int bars, int instanceNo=0)

{

   if (ArrayRange(workEmaDeviation,0)!=bars) ArrayResize(workEmaDeviation,bars); instanceNo*=_edevInstancesSize;

   

   workEmaDeviation[i][instanceNo+_ema0] = price;

   workEmaDeviation[i][instanceNo+_ema1] = price;

   if (i>0 && period>1)

   {

      double alpha = 2.0/(1.0+period);

         workEmaDeviation[i][instanceNo+_ema0] = workEmaDeviation[i-1][instanceNo+_ema0]+alpha*(price      -workEmaDeviation[i-1][instanceNo+_ema0]);

         workEmaDeviation[i][instanceNo+_ema1] = workEmaDeviation[i-1][instanceNo+_ema1]+alpha*(price*price-workEmaDeviation[i-1][instanceNo+_ema1]);

   }         

   return(MathSqrt(period*(workEmaDeviation[i][instanceNo+_ema1]-workEmaDeviation[i][instanceNo+_ema0]*workEmaDeviation[i][instanceNo+_ema0])/MathMax(period-1,1)));

}

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

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

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

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

     }

   return(0);

  }

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