Juice ema deviation

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "Juice ema deviation indicator"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2



#property indicator_label1  "Juice fill"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'209,243,209',C'255,230,183'

#property indicator_label2  "Juice"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrSilver,clrLimeGreen,clrOrange

#property indicator_width2  2

//

//---

//

input int                inpPeriod      = 32;             // Period

input double             inpLevel       = 6;              // Level (in pips)

input ENUM_APPLIED_PRICE inpPrice       = PRICE_MEDIAN;   // Price



double val[],valc[],fill1[],fill2[];

double _workLevel;



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

//| Custom indicator initialization function                         |

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

int OnInit()

{

   SetIndexBuffer(0,fill1  ,INDICATOR_DATA);

   SetIndexBuffer(1,fill2  ,INDICATOR_DATA);

   SetIndexBuffer(2,val    ,INDICATOR_DATA);

   SetIndexBuffer(3,valc   ,INDICATOR_COLOR_INDEX);

      _workLevel =  inpLevel*_Point*MathPow(10,_Digits%2);

         IndicatorSetInteger(INDICATOR_LEVELS,1);

         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,_workLevel);

   IndicatorSetString(INDICATOR_SHORTNAME,"Juice ema deviation ("+(string)inpPeriod+","+(string)inpLevel+")");

   return(0);

}

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

//| 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[])

{

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

   {

      double price = getPrice(inpPrice,open,close,high,low,i,rates_total);

            val[i]   = iEmaDeviation(price,inpPeriod,i)-_workLevel;

            valc[i]  = (val[i]<_workLevel) ? 2 : 1;

            fill1[i] = val[i];

            fill2[i] = _workLevel;

   }

   return(i);

}





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

//| Custom functions                                                 |

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

#define _edevInstances 1

#define _edevInstancesSize 2

#define _edevRingSize 5

double workEmaDeviation[_edevRingSize][_edevInstances*_edevInstancesSize];

#define _ema0 0

#define _ema1 1

//

//---

//

double iEmaDeviation(double price,double period, int i, int instance=0)

{

   int _indP = (i-1)%_edevRingSize;

   int _indC = (i  )%_edevRingSize;

   int _inst = instance*_edevInstancesSize;

   

   if (i>0 && period>1)

   {

      double alpha = 2.0/(1.0+period);

         workEmaDeviation[_indC][_inst+_ema0] = workEmaDeviation[_indP][_inst+_ema0]+alpha*(price      -workEmaDeviation[_indP][_inst+_ema0]);

         workEmaDeviation[_indC][_inst+_ema1] = workEmaDeviation[_indP][_inst+_ema1]+alpha*(price*price-workEmaDeviation[_indP][_inst+_ema1]);

   }         

   else for (int k=0; k<_edevInstancesSize; k++) workEmaDeviation[_indC][_inst+k] = price;

   return(MathSqrt(period*(workEmaDeviation[_indC][_inst+_ema1]-workEmaDeviation[_indC][_inst+_ema0]*workEmaDeviation[_indC][_inst+_ema0])/MathMax(period-1,1)));

}

//

//---

//

//

//---

//

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

  {

   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);

  }

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