Frama_v2

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Frama (Ehlers)"

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

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "Frama"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepSkyBlue,clrLightSalmon

#property indicator_width1  2



//

//--- input parameters

//



enum enUseHighLow

{

   hl_useHighLow, // Use high/lows for extremes

   hl_usePrices   // Use selected price for extremes

};

input int                inpFdiPeriod =  30;           // Frama period

input ENUM_APPLIED_PRICE inpPrice     = PRICE_CLOSE;   // Price 

input enUseHighLow       inpHlMode    = hl_useHighLow; // High/low mode



//

//--- buffers declarations

//



double val[],valc[],prices[];

int _fullSize,_halfSize,_halfSizem;



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

// Custom indicator initialization function

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

//

//

//



int OnInit()

{

   //

   //--- indicator buffers mapping

   //

         SetIndexBuffer(0,val   ,INDICATOR_DATA);

         SetIndexBuffer(1,valc  ,INDICATOR_COLOR_INDEX);

         SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);

               _fullSize  = MathMax(inpFdiPeriod,2);

               _halfSize  = MathMax(_fullSize/2,1);

               _halfSizem = (_halfSize>1) ? _halfSize-1 : 1;

   //         

   //--- indicator short name assignment

   //

   IndicatorSetString(INDICATOR_SHORTNAME,"Frama (Ehlers) ("+(string)_fullSize+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { }



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

// Custom indicator iteration function

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



//

//---

//



#define _setPrice(_priceType,_where,_index) { \

   switch(_priceType) \

   { \

      case PRICE_CLOSE:    _where = close[_index];                                              break; \

      case PRICE_OPEN:     _where = open[_index];                                               break; \

      case PRICE_HIGH:     _where = high[_index];                                               break; \

      case PRICE_LOW:      _where = low[_index];                                                break; \

      case PRICE_MEDIAN:   _where = (high[_index]+low[_index])/2.0;                             break; \

      case PRICE_TYPICAL:  _where = (high[_index]+low[_index]+close[_index])/3.0;               break; \

      case PRICE_WEIGHTED: _where = (high[_index]+low[_index]+close[_index]+close[_index])/4.0; break; \

      default : _where = 0; \

   }}



//

//

//



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[])

{

   static int prev_i=-1;

   static double hh_prev,ll_prev,hh_curr,ll_curr,save_n1,save_n2,save_n3,n1,n2,n3,alpha;



   //

   //---

   //



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

   {

      _setPrice(inpPrice,prices[i],i);



      //

      //---

      //



         if (prev_i!=i)

         {

            prev_i = i; int start;



               if (inpHlMode==hl_useHighLow)

               {

                  start = i-_fullSize+1; if (start<0) start=0;

                     hh_prev = high[ArrayMaximum(high,start,_halfSize)];

                     ll_prev = low[ArrayMinimum(low,start,_halfSize)];

                  start = i-_halfSize+1; if (start<0) start=0;

                     hh_curr = high[ArrayMaximum(high,start,_halfSizem)];

                     ll_curr = low[ArrayMinimum(low,start,_halfSizem)];

               }                  

               else

               {

                  start = i-_fullSize+1; if (start<0) start=0;

                     hh_prev = prices[ArrayMaximum(prices,start,_halfSize)];

                     ll_prev = prices[ArrayMinimum(prices,start,_halfSize)];

                  start = i-_halfSize+1; if (start<0) start=0;

                     hh_curr = prices[ArrayMaximum(prices,start,_halfSizem)];

                     ll_curr = prices[ArrayMinimum(prices,start,_halfSizem)];

               }



               n1 = (hh_prev-ll_prev)/(double)_halfSize;

         }



         //

         //---

         //



         double hh = MathMax((inpHlMode==hl_useHighLow)?high[i]:prices[i],hh_curr);

         double ll = MathMin((inpHlMode==hl_useHighLow)?low[i] :prices[i],ll_curr);

                n2 = (hh-ll)/(double)_halfSize;



                if (hh_prev>hh) hh = hh_prev;

                if (ll_prev<ll) ll = ll_prev;



                n3 = (hh-ll)/(double)_fullSize;



                if (save_n1!=n1 || save_n2!=n2 || save_n3!=n3)

                {

                     save_n1 = n1;

                     save_n2 = n2;

                     save_n3 = n3;



                     double dimen = (MathLog(n1+n2)-MathLog(n3))/M_LN2;

                            alpha = MathMin(MathMax(MathExp(-4.6*(dimen-1.0)),DBL_MIN),1.000);

                 }



      //

      //---

      //



      val[i]  = (i>0) ? alpha*prices[i]+(1.0-alpha)*val[i-1] : prices[i];

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

   }   

   return (i);

}

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