Kurtosis

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

//|                                                     Kurtosis.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

//--- plot Kurtosis

#property indicator_label1  "Kurtosis"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Momentum

#property indicator_label2  "Momentum"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot RAW

#property indicator_label3  "RAW"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrRed

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot MA

#property indicator_label4  "MA"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrRed

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- input parameters

input uint                 InpPeriod         =  4;             // Period of momentum

input uint                 InpPeriodSmooth1  =  66;            // Primary smoothing period

input uint                 InpPeriodSmooth2  =  3;             // Secondary smoothing period

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferKurtosis[];

double         BufferMomentum[];

double         BufferRAW[];

double         BufferMA[];

double         BufferSmooth[];

//--- global variables

int            handle_ma;

int            period_momentum;

int            period_smooth1;

int            period_smooth2;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- setting global variables

   period_momentum=int(InpPeriod<1 ? 1 : InpPeriod);

   period_smooth1=int(InpPeriodSmooth1<1 ? 1 : InpPeriodSmooth1);

   period_smooth2=int(InpPeriodSmooth2<1 ? 1 : InpPeriodSmooth2);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferKurtosis,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMomentum,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferRAW,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferSmooth,INDICATOR_CALCULATIONS);

//--- settings plot index label and indicators parameters

   PlotIndexSetString(0,PLOT_LABEL,"Kurtosis("+(string)period_momentum+")");

   IndicatorSetString(INDICATOR_SHORTNAME,"Kurtosis("+(string)period_momentum+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferKurtosis,true);

   ArraySetAsSeries(BufferMomentum,true);

   ArraySetAsSeries(BufferRAW,true);

   ArraySetAsSeries(BufferMA,true);

   ArraySetAsSeries(BufferSmooth,true);

//--- create handle MA

   ResetLastError();

   handle_ma=iMA(Symbol(),PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;8G5AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period_momentum || Point()==0) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_momentum-1;

      ArrayInitialize(BufferKurtosis,0);

      ArrayInitialize(BufferMomentum,0);

      ArrayInitialize(BufferRAW,0);

      ArrayInitialize(BufferMA,EMPTY_VALUE);

      ArrayInitialize(BufferSmooth,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE

   int count=(limit==0 ? 1 : rates_total);

   int copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;

   for(int i=limit; i>=0; i--)

     {

      BufferMomentum[i]=BufferMA[i]-BufferMA[i+period_momentum];

      BufferRAW[i]=(BufferMomentum[i]-BufferMomentum[i+1])/Point();

     }

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_smooth1,BufferRAW,BufferSmooth);

//---  0AGQB 8=48:0B>@0

   SimpleMAOnBuffer(rates_total,prev_calculated,0,period_smooth2,BufferSmooth,BufferKurtosis);

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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