Ema levels mtf

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

#property copyright "© mladen, 2018"

#property link      "mladenfx@gmail.com"

#property version   "1.00"

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

#property indicator_chart_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  "EMA"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrSilver,clrLimeGreen,clrOrange

#property indicator_width3  2

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

//|                                                                  |

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

enum enTimeFrames

  {

   tf_cu  = PERIOD_CURRENT, // Current time frame

   tf_m1  = PERIOD_M1,      // 1 minute

   tf_m2  = PERIOD_M2,      // 2 minutes

   tf_m3  = PERIOD_M3,      // 3 minutes

   tf_m4  = PERIOD_M4,      // 4 minutes

   tf_m5  = PERIOD_M5,      // 5 minutes

   tf_m6  = PERIOD_M6,      // 6 minutes

   tf_m10 = PERIOD_M10,     // 10 minutes

   tf_m12 = PERIOD_M12,     // 12 minutes

   tf_m15 = PERIOD_M15,     // 15 minutes

   tf_m20 = PERIOD_M20,     // 20 minutes

   tf_m30 = PERIOD_M30,     // 30 minutes

   tf_h1  = PERIOD_H1,      // 1 hour

   tf_h2  = PERIOD_H2,      // 2 hours

   tf_h3  = PERIOD_H3,      // 3 hours

   tf_h4  = PERIOD_H4,      // 4 hours

   tf_h6  = PERIOD_H6,      // 6 hours

   tf_h8  = PERIOD_H8,      // 8 hours

   tf_h12 = PERIOD_H12,     // 12 hours

   tf_d1  = PERIOD_D1,      // daily

   tf_w1  = PERIOD_W1,      // weekly

   tf_mn  = PERIOD_MN1,     // monthly

   tf_cp1 = -1,             // Next higher time frame

   tf_cp2 = -2,             // Second higher time frame

   tf_cp3 = -3              // Third higher time frame

  };

//

//--- input parameters

//

input enTimeFrames inpTimeFrame   = tf_cu; // Time frame

input int          inpEmaPeriod   = 9;     // Ema period

input bool         inpInterpolate = true;  // Interpolate in multi time frame mode?

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

//--- mtf handling stuff

int     _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame;

#define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),0,inpEmaPeriod)

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   SetIndexBuffer(0,levelUp,INDICATOR_DATA);

   SetIndexBuffer(1,levelDn,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,count,INDICATOR_CALCULATIONS);

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

   timeFrame=MathMax(timeFrameGet((int)inpTimeFrame),_Period);

   if(timeFrame!=_Period)

     {

      _mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);

     }

   IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" Ema levels ("+(string)inpEmaPeriod+")");

   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(-1);

   if(timeFrame!=_Period)

     {

      if(BarsCalculated(_mtfHandle)<0) return(prev_calculated);



      //

      //---

      //



      double result[];

      datetime currTime[],nextTime[];

      if(!timeFrameCheck((ENUM_TIMEFRAMES)timeFrame,time)) return(prev_calculated);

      if(CopyBuffer(_mtfHandle,4,0,1,result)==-1)          return(prev_calculated);



      //

      //---

      //



      #define _mtfRatio PeriodSeconds((ENUM_TIMEFRAMES)timeFrame)/PeriodSeconds(_Period)

      int k,n,i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-(int)result[0]*_mtfRatio-1,0));

      for(; i<rates_total && !_StopFlag; i++)

        {

         #define _mtfCopy(_buff,_buffNo) if(CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)==-1) break; _buff[i]=result[0]

            _mtfCopy(levelUp,0);

            _mtfCopy(levelDn,1);

            _mtfCopy(val,2);

            _mtfCopy(valc,3);



         //

         //---

         //



         if(!inpInterpolate) continue;  int _timeCopied = CopyTime(_Symbol,timeFrame,time[i],1,currTime); if (_timeCopied!=1) break;

         if(i<(rates_total-1)) { CopyTime(_Symbol,timeFrame,time[i+1],1,nextTime); if(currTime[0]==nextTime[0]) continue; }

         for(n=1; (i-n)> 0 && time[i-n] >= currTime[0]; n++) continue;

         for(k=1; (i-k)>=0 && k<n; k++)

           {

            #define _mtfInterpolate(_buff) _buff[i-k]=_buff[i]+(_buff[i-n]-_buff[i])*k/n

            _mtfInterpolate(val);

            _mtfInterpolate(levelUp);

            _mtfInterpolate(levelDn);

           }

        }

      return(i);

     }



   double alpha=2.0/(1.0+inpEmaPeriod);

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

     {

      val[i]     = iEma(close[i],inpEmaPeriod,i,rates_total,0);

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

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

      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);

  }

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

//| Custom functions                                                 |

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

double workEma[][1];

//

//---

//

double iEma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);



   workEma[r][instanceNo]=price;

   if(r>0 && period>1)

      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

  }

//

//---

//  

ENUM_TIMEFRAMES _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};

string          _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};

//

//---

//

string timeFrameToString(int period)

  {

   if(period==PERIOD_CURRENT)

      period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;

   return(_tfsStr[i]);

  }

//

//---

//

ENUM_TIMEFRAMES timeFrameGet(int period)

  {

   int _shift=(period<0?MathAbs(period):0);

   if(_shift>0 || period==tf_cu) period=_Period;

   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;



   return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);

  }

//

//---

//

string getIndicatorName()

  {

   string _path=MQL5InfoString(MQL5_PROGRAM_PATH);

   string _partsA[];

   ushort _partsS=StringGetCharacter("\\",0);

   int _partsN = StringSplit(_path,_partsS,_partsA);

   string name = _partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _toLower(_partsA[n])!="indicators"; n--) name = _partsA[n]+"\\"+name;

   return(name);

  }

string _toLower(string _toConvert) { StringToLower(_toConvert); return(_toConvert); }

//

//---

//

bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime &time[])

  {

   static bool warned=false;

   if(time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))

     {

      datetime startTime,testTime[];

      if(SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))

      if(startTime>0)                       { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }

      if(startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }

     }

   if(warned) { Comment(""); warned=false; }

   return(true);

  }

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