Intraday Keltner channel (extended)

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#property copyright "© mladen, 2019"

#property link      "mladenfx@gmail.com"

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#property indicator_chart_window

#property indicator_buffers 5

#property indicator_plots   3

#property indicator_label1  "Upper band"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrMediumSeaGreen

#property indicator_style1  STYLE_DOT

#property indicator_label2  "Average"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrGray

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Lower band"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrOrangeRed

#property indicator_style3  STYLE_DOT



//

//---

//



input int                inpPeriod     = 14;          // Period

input ENUM_APPLIED_PRICE inpPrice      = PRICE_CLOSE; // Price

input double             inpMultiplier = 1.0;         // ATR multiplier



double val[],valu[],vald[],tr[],prices[];

ENUM_TIMEFRAMES _timeFrame=PERIOD_D1; string _timeFrameName = "day";



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int OnInit()

{

   SetIndexBuffer(0,valu  ,INDICATOR_DATA);

   SetIndexBuffer(1,val   ,INDICATOR_DATA);

   SetIndexBuffer(2,vald  ,INDICATOR_DATA);

   SetIndexBuffer(3,tr    ,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,prices,INDICATOR_CALCULATIONS);

      if (_Period==PERIOD_D1)                        { _timeFrame = PERIOD_W1;  _timeFrameName = "week";  }

      if (_Period==PERIOD_W1 || _Period==PERIOD_MN1) { _timeFrame = PERIOD_MN1; _timeFrameName = "month"; }

      



   //

   //---

   //

   

   IndicatorSetString(INDICATOR_SHORTNAME,"Intra-"+_timeFrameName+" Keltner channel ("+(string)inpPeriod+")");

   return(INIT_SUCCEEDED);

}



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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++)

   {

      int      _highTfBar  = iBarShift(_Symbol,_timeFrame,time[i]);

      datetime _highTfTime = iTime(_Symbol,_timeFrame,_highTfBar);

      int      _firstBar   = iBarShift(_Symbol,_Period,_highTfTime);

         

         //

         //

         //

         

         prices[i] = getPrice(inpPrice,open,high,low,close,i);

         tr[i] = (i>0) ? (high[i]>close[i-1] ? high[i] : close[i-1]) - (low[i]<close[i-1] ? low[i] : close[i-1]) : high[i]-low[i];

         

            int k=1,_period = (_timeFrame==PERIOD_MN1) ? inpPeriod : i-(rates_total-_firstBar-1)+1; if (_period>inpPeriod) _period = inpPeriod;

            val[i] = prices[i];

            double _atr = tr[i]; for (; k<_period && i>=k; k++) { _atr += tr[i-k]; val[i] += prices[i-k]; }

                   _atr /= (double)k;

                   val[i] /= (double)k;

                   valu[i] = val[i] + inpMultiplier*_atr;

                   vald[i] = val[i] - inpMultiplier*_atr;

   }      

   return(i);

}



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

//

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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);

}

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