iTrend ADXVMA

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "iTrendd ADXVMA"

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

#property indicator_separate_window

#property indicator_buffers 8

#property indicator_plots   5

#property indicator_label1  "iTrend up"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  clrLimeGreen,clrLimeGreen

#property indicator_label2  "iTrend down"

#property indicator_type2   DRAW_FILLING

#property indicator_color2  clrDeepPink,clrDeepPink

#property indicator_label3  "iTrend line up"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrDarkGray

#property indicator_width3  2

#property indicator_label4  "iTrend line down"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrDarkGray

#property indicator_width4  2

#property indicator_label5  "iTrend"

#property indicator_type5   DRAW_COLOR_LINE

#property indicator_color5  clrDarkGray,clrLime,clrHotPink

#property indicator_style5  STYLE_SOLID

#property indicator_width5  2



input int                ItPeriod          = 14;             // iTrend period

input ENUM_APPLIED_PRICE ItPrice           = PRICE_CLOSE;    // Price

input int                LevelBars         = 300;            // Look back period for levels

input double             LevelFactor       = 0.283;          // Levels factor



double itrend[],itrendc[],lup[],ldn[],fillu[],filluz[],filld[],filldz[];



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

//

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

//

//

//

//

//



int OnInit()

{

   SetIndexBuffer(0,fillu  ,INDICATOR_DATA);

   SetIndexBuffer(1,filluz ,INDICATOR_DATA);

   SetIndexBuffer(2,filld  ,INDICATOR_DATA);

   SetIndexBuffer(3,filldz ,INDICATOR_DATA);

   SetIndexBuffer(4,lup    ,INDICATOR_DATA);

   SetIndexBuffer(5,ldn    ,INDICATOR_DATA);

   SetIndexBuffer(6,itrend ,INDICATOR_DATA); 

   SetIndexBuffer(7,itrendc,INDICATOR_COLOR_INDEX); 

      PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

      PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   IndicatorSetString(INDICATOR_SHORTNAME,"iTrend ADXVMA ("+(string)ItPeriod+")");

   return(0);

}



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

//

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

//

//

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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[])

{

   if (Bars(_Symbol,_Period)<rates_total) return(-1);

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

   {

      double ma = getPrice(ItPrice,open,close,high,low,i,rates_total);

      double mv = iAdxvma(ma,ItPeriod,i,rates_total,0);

             fillu[i] = (ma - mv);                lup[i] = fillu[i]; filluz[i] = 0;

             filld[i] = (-(low[i]+high[i]-2*mv)); ldn[i] = filld[i]; filldz[i] = 0;



             //

             //

             //

             //

             //

             

             double hi = MathMax(fillu[i],filld[i]);

                  for (int k=1; k<LevelBars && (i-k)>=0; k++) hi = MathMax(hi,MathMax(fillu[i-k],filld[i-k]));

                  itrend[i]  = hi*LevelFactor; 

                  itrendc[i] = (fillu[i]>itrend[i]) ? 1 : (filld[i]>itrend[i]) ? 2 : (i>0) ? itrendc[i-1] : 0;

   }

   return(rates_total);

}



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

//                                                                  

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

//

//---

//

#define _adxVmaInstances 1

#define _adxVmaInstancesSize 7

double  adxvmaWork[][_adxVmaInstances*_adxVmaInstancesSize];

#define _adxvmaWprc 0

#define _adxvmaWpdm 1

#define _adxvmaWmdm 2

#define _adxvmaWpdi 3

#define _adxvmaWmdi 4

#define _adxvmaWout 5

#define _adxvmaWval 6

//

//--

//

double iAdxvma(double price,double period,int r,int bars,int instanceNo=0)

  {

   if(ArrayRange(adxvmaWork,0)!=bars) ArrayResize(adxvmaWork,bars); instanceNo*=_adxVmaInstancesSize;

//

//---

//

   adxvmaWork[r][instanceNo+_adxvmaWprc]=price;

   if(r<1)

     {

      adxvmaWork[r][instanceNo+_adxvmaWval]=adxvmaWork[r][instanceNo+_adxvmaWprc];

      return(adxvmaWork[r][_adxvmaWval]);

     }

//

//---

//

   double tpdm = 0;

   double tmdm = 0;

   double diff = adxvmaWork[r][instanceNo+_adxvmaWprc]-adxvmaWork[r-1][instanceNo+_adxvmaWprc];

   if(diff>0)

      tpdm =  diff;

   else  tmdm = -diff;

   adxvmaWork[r][instanceNo+_adxvmaWpdm] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWpdm]+tpdm)/period;

   adxvmaWork[r][instanceNo+_adxvmaWmdm] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWmdm]+tmdm)/period;

//

//---

//

   double trueRange = adxvmaWork[r][instanceNo+_adxvmaWpdm]+adxvmaWork[r][instanceNo+_adxvmaWmdm];

   double tpdi      = 0;

   double tmdi      = 0;

   if(trueRange>0)

     {

      tpdi = adxvmaWork[r][instanceNo+_adxvmaWpdm]/trueRange;

      tmdi = adxvmaWork[r][instanceNo+_adxvmaWmdm]/trueRange;

     }

   adxvmaWork[r][instanceNo+_adxvmaWpdi] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWpdi]+tpdi)/period;

   adxvmaWork[r][instanceNo+_adxvmaWmdi] = ((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWmdi]+tmdi)/period;

//

//---

//

   double tout=0;

   if((adxvmaWork[r][instanceNo+_adxvmaWpdi]+adxvmaWork[r][instanceNo+_adxvmaWmdi])>0)

      tout=MathAbs(adxvmaWork[r][instanceNo+_adxvmaWpdi]-adxvmaWork[r][instanceNo+_adxvmaWmdi])/(adxvmaWork[r][instanceNo+_adxvmaWpdi]+adxvmaWork[r][instanceNo+_adxvmaWmdi]);

   adxvmaWork[r][instanceNo+_adxvmaWout]=((period-1.0)*adxvmaWork[r-1][instanceNo+_adxvmaWout]+tout)/period;

//

//---

//

   double thi = MathMax(adxvmaWork[r][instanceNo+_adxvmaWout],adxvmaWork[r-1][instanceNo+_adxvmaWout]);

   double tlo = MathMin(adxvmaWork[r][instanceNo+_adxvmaWout],adxvmaWork[r-1][instanceNo+_adxvmaWout]);

   for(int j=2; j<(int)period && r-j>=0; j++)

     {

      thi = MathMax(adxvmaWork[r-j][instanceNo+_adxvmaWout],thi);

      tlo = MathMin(adxvmaWork[r-j][instanceNo+_adxvmaWout],tlo);

     }

   double vi=0; if((thi-tlo)>0) vi=(adxvmaWork[r][instanceNo+_adxvmaWout]-tlo)/(thi-tlo);

//

//---

//

   adxvmaWork[r][instanceNo+_adxvmaWval]=((period-vi)*adxvmaWork[r-1][instanceNo+_adxvmaWval]+vi*adxvmaWork[r][instanceNo+_adxvmaWprc])/period;

   return(adxvmaWork[r][instanceNo+_adxvmaWval]);

  }

//

//---

//

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

  {

   if(i>=0)

      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);

  }