Hull average 2

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

#property copyright "© mladen, 2019"

#property link      "mladenfx@gmail.com"

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

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Hull"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrGray,clrMediumSeaGreen,clrOrangeRed

#property indicator_width1  2



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input int                inpPeriod  = 20;          // Period

input double             inpDivisor = 2.0;         // Divisor ("speed")

input ENUM_APPLIED_PRICE inpPrice   = PRICE_CLOSE; // Price



double val[],valc[];



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

//

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int OnInit()

{

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

      iHull.init(inpPeriod,inpDivisor);

         IndicatorSetString(INDICATOR_SHORTNAME,"Hull ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

}

void OnDeinit(const int reason)

{

}



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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[])

{

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

   {

      val[i]  = iHull.calculate(getPrice(inpPrice,open,high,low,close,i),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 function(s)

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//

//---

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class CHull

{

   private :

      int    m_fullPeriod;

      int    m_halfPeriod;

      int    m_sqrtPeriod;

      int    m_arraySize;

      double m_weight1;

      double m_weight2;

      double m_weight3;

      struct sHullArrayStruct

         {

            double value;

            double value3;

            double wsum1;

            double wsum2;

            double wsum3;

            double lsum1;

            double lsum2;

            double lsum3;

         };

      sHullArrayStruct m_array[];

   

   public :

      CHull() : m_fullPeriod(1), m_halfPeriod(1), m_sqrtPeriod(1), m_arraySize(-1) {                     }

     ~CHull()                                                                      { ArrayFree(m_array); }

     

      ///

      ///

      ///

     

      bool init(int period, double divisor)

      {

            m_fullPeriod = (int)(period>1 ? period : 1);   

            m_halfPeriod = (int)(m_fullPeriod>1 ? m_fullPeriod/(divisor>1 ? divisor : 1) : 1);

            m_sqrtPeriod = (int) MathSqrt(m_fullPeriod);

            m_arraySize  = -1; m_weight1 = m_weight2 = m_weight3 = 1;

               return(true);

      }

      

      //

      //

      //

      

      double calculate( double value, int i, int bars)

      {

         if (m_arraySize<bars) { m_arraySize = ArrayResize(m_array,bars+500); if (m_arraySize<bars) return(0); }

            

            //

            //

            //

             

            m_array[i].value=value;

            if (i>m_fullPeriod)

            {

               m_array[i].wsum1 = m_array[i-1].wsum1+value*m_halfPeriod-m_array[i-1].lsum1;

               m_array[i].lsum1 = m_array[i-1].lsum1+value-m_array[i-m_halfPeriod].value;

               m_array[i].wsum2 = m_array[i-1].wsum2+value*m_fullPeriod-m_array[i-1].lsum2;

               m_array[i].lsum2 = m_array[i-1].lsum2+value-m_array[i-m_fullPeriod].value;

            }

            else

            {

               m_array[i].wsum1 = m_array[i].wsum2 =

               m_array[i].lsum1 = m_array[i].lsum2 = m_weight1 = m_weight2 = 0;

               for(int k=0, w1=m_halfPeriod, w2=m_fullPeriod; w2>0 && i>=k; k++, w1--, w2--)

               {

                  if (w1>0)

                  {

                     m_array[i].wsum1 += m_array[i-k].value*w1;

                     m_array[i].lsum1 += m_array[i-k].value;

                     m_weight1        += w1;

                  }                  

                  m_array[i].wsum2 += m_array[i-k].value*w2;

                  m_array[i].lsum2 += m_array[i-k].value;

                  m_weight2        += w2;

               }

            }

            m_array[i].value3=2.0*m_array[i].wsum1/m_weight1-m_array[i].wsum2/m_weight2;

         

            // 

            //---

            //

         

            if (i>m_sqrtPeriod)

            {

               m_array[i].wsum3 = m_array[i-1].wsum3+m_array[i].value3*m_sqrtPeriod-m_array[i-1].lsum3;

               m_array[i].lsum3 = m_array[i-1].lsum3+m_array[i].value3-m_array[i-m_sqrtPeriod].value3;

            }

            else

            {  

               m_array[i].wsum3 =

               m_array[i].lsum3 = m_weight3 = 0;

               for(int k=0, w3=m_sqrtPeriod; w3>0 && i>=k; k++, w3--)

               {

                  m_array[i].wsum3 += m_array[i-k].value3*w3;

                  m_array[i].lsum3 += m_array[i-k].value3;

                  m_weight3        += w3;

               }

            }         

         return(m_array[i].wsum3/m_weight3);

      }

};

CHull iHull;



//

//---

//



template <typename T>

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

{

   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);

}

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